Michael F. Gallmeyer  Assistant Professor of Finance Department of Finance - 351E Mays Business School - MS#4218 Texas A&M University College Station, TX 77843-4218 Telephone: 979.458.4520 Fax: 979.845.3884 E-mail: mgallmeyer@mays.tamu.edu CV Publications Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium, with Suleyman Basak, Mathematical Finance January 1999 Capital Market Equilibrium with Differential Taxation, with Suleyman Basak, European Finance Review 2003 The Equilibrium Allocation of Diffusive and Jump Risk with Heterogeneous Agents, with Stephan Dieckmann, Journal of Economic Dynamics and Control 2005 Taylor Rules, McCallum Rules, and the Term Structure of Interest Rates, with Burton Hollifield and Stan Zin, Journal of Monetary Economics July 2006 Tax Management Strategies with Multiple Risky Assets, with Ron Kaniel and Stathis Tompaidis, Journal of Financial Economics 2006 Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models, with Burton Hollifield, Francisco Palomino, and Stan Zin, Federal Reserve Bank of St. Louis Review, July/August 2007 An Examination of Heterogeneous Beliefs with a Short Sale Constraint in a Dynamic Economy, with Burton Hollifield, Review of Finance 2008 Working Papers No Arbitrage and the Tax Code, with Sanjay Srivastava Demand Discovery and Asset Pricing, with Burton Hollifield and Duane Seppi Pricing Rare Event Risk in Emerging Markets, with Stephan Dieckmann The Leverage Effect and the Dynamics of Stock Volatility, with A. Cevdet Aydemir and Burton Hollifield Term Premium Dynamics and the Taylor Rule, with Burton Hollifield, Francisco Palomino, and Stan Zin Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses, with Paul Ehling, Sanjay Srivastava, and Stathis Tompaidis Beliefs about Inflation and the Term Structure of Interest Rates, with Paul Ehling, Christian Heyerdahl-Larsen, and Philipp Illeditsch