Working Paper
Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims
Cohen, Hugh; Abken, Peter A. (1994)
FRB Atlanta Working Paper , Paper 94-8

Working Paper
Data aggregation and the problem of measuring a bank's interest rate exposure
Cohen, Hugh (1994)
FRB Atlanta Working Paper , Paper 94-6

Working Paper
The effect of tick size on Treasury auctions
Cohen, Hugh; McBeth, Douglas (1994)
FRB Atlanta Working Paper , Paper 94-9

Working Paper
The wild card option in T-bond futures is relatively worthless
Cohen, Hugh (1991)
FRB Atlanta Working Paper , Paper 91-13

Journal Article
Beyond duration: measuring interest rate exposure
Cohen, Hugh (1993-03)
Economic Review , Issue Mar , Pages 23-31

Journal Article
Review essay on Junk Bonds: How High Yield Securities Restructured America by Glenn Yago, 1991
Cohen, Hugh (1993-07)
Economic Review , Issue Jul , Pages 28-31

Journal Article
Evaluating embedded options
Cohen, Hugh (1991-11)
Economic Review , Issue Nov , Pages 9-16

Working Paper
Towards the systematic measurement of systemic risk
Roberds, William; Cohen, Hugh (1993)
FRB Atlanta Working Paper , Paper 93-14

Working Paper
A new method of testing pricing models as applied to forward interest rate models
Heath, David; Cohen, Hugh (1992)
FRB Atlanta Working Paper , Paper 92-16