Concepedia

Matthew Pritsker

MP

12

Publications

1.8K

Citations

11

H-Index

1995

Active since

Affiliations

Federal Reserve(Current)

Federal Reserve Board of Governors

Federal Reserve Bank of Boston

Matthew Pritsker is an author at Federal Reserve specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsFinancial EconomicsMarket MicrostructureManagementAsset PricingFinancial CrisisEmpirical FinanceLiquidity

Publications per year

1995–2019

12

Publications

12

A Rational Expectations Model of Financial Contagion

Laura E. Kodres, Matthew Pritsker · The Journal of Finance · 2002 · 1.1K citations · Full text

Empirical Finance, Market Microstructure, Economics +14

Evaluating Value at Risk Methodologies: Accuracy versus Computational Time

Matthew Pritsker · Journal of Financial Services Research · 1997 · 242 citations

The hidden dangers of historical simulation

Matthew Pritsker · Journal of Banking & Finance · 2005 · 234 citations

Simulation Methodology, History Of Science, Engineering +5

Large Investors: Implications for Equilibrium Asset Returns, Shock Absorption, and Liquidity

Matthew Pritsker · Finance and Economics Discussion Series · 2005 · 53 citations · Full text

Empirical Finance, Liquidity, Large Investors +16

Knightian uncertainty and interbank lending

Matthew Pritsker · Journal of Financial Intermediation · 2012 · 31 citations

Knightian Uncertainty, Financial System, Economics +4

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