Nina Boyarchenko : Citation Profile


Are you Nina Boyarchenko?

Federal Reserve Bank of New York

7

H index

5

i10 index

236

Citations

RESEARCH PRODUCTION:

5

Articles

36

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 21
   Journals where Nina Boyarchenko has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 15 (5.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo573
   Updated: 2018-09-15    RAS profile: 2018-08-07    
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Relations with other researchers


Works with:

Adrian, Tobias (13)

Shachar, Or (6)

Veldkamp, Laura (5)

Lucca, David (4)

Giannone, Domenico (3)

Chernov, Mikhail (3)

Backus, David (2)

cerrato, mario (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nina Boyarchenko.

Is cited by:

Adrian, Tobias (20)

Jorda, Oscar (6)

Tambalotti, Andrea (5)

Rey, Helene (5)

Van Nieuwerburgh, Stijn (5)

Shin, Hyun Song (5)

Gersbach, Hans (4)

Moench, Emanuel (4)

Elenev, Vadim (4)

Primiceri, Giorgio (4)

He, Zhiguo (4)

Cites to:

Adrian, Tobias (17)

Hansen, Lars (16)

Sargent, Thomas (14)

Shin, Hyun Song (11)

Trojani, Fabio (9)

Epstein, Larry (9)

vanini, paolo (8)

Gertler, Mark (6)

Duffie, Darrell (5)

Danielsson, Jon (5)

Bernanke, Ben (5)

Main data


Where Nina Boyarchenko has published?


Journals with more than one article published# docs
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York16
2015 Meeting Papers / Society for Economic Dynamics4
2017 Meeting Papers / Society for Economic Dynamics2

Recent works citing Nina Boyarchenko (2018 and 2017)


YearTitle of citing document
2018Bank Capital and Credit Supply in Ivory Coast: Evidence from an ARDLBounds Testing Approach. (2018). Seraphin, Prao Yao ; Eugne, Kamalan. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:99-106.

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2017Hedging under generalized good-deal bounds and model uncertainty. (2017). Becherer, Dirk ; Kentia, Klebert . In: Papers. RePEc:arx:papers:1607.04488.

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2017Long-Term Factorization of Affine Pricing Kernels. (2017). Linetsky, Vadim ; Qin, Likuan. In: Papers. RePEc:arx:papers:1610.00778.

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2017The Long Bond, Long Forward Measure and Long-Term Factorization in Heath-Jarrow-Morton Models. (2017). Qin, Likuan ; Linetsky, Vadim. In: Papers. RePEc:arx:papers:1610.00818.

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2017The financial stability dark side of monetary policy. (2017). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1121_17.

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2017Traditional and Shadow Banks during the Crisis. (2017). Chretien, E ; Lyonnet, V. In: Débats économiques et financiers. RePEc:bfr:decfin:27.

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2017Safety, Liquidity, and the Natural Rate of Interest. (2017). Giannone, Domenico ; Del Negro, Marco ; Tambalotti, Andrea ; Giannoni, Marc P. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316.

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2017Bank capital allocation under multiple constraints. (2017). Lewrick, Ulf ; Tarashev, Agn Nikola ; Goel, Tirupam . In: BIS Working Papers. RePEc:bis:biswps:666.

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2017The leverage ratio and liquidity in the gilt and repo markets. (2017). Elliott, David ; Bicu, Andreea ; Chen, Louisa. In: Bank of England working papers. RePEc:boe:boeewp:0690.

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2017Monetary Momentum. (2017). Weber, Michael ; Neuhierl, Andreas . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6648.

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2017Bank Capital Redux: Solvency, Liquidity, and Crisis. (2017). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Richter, Bjorn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11934.

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2017Investor Relations Quality and Mispricing. (2017). Mama, Houdou Basse ; Kotchoni, Rachidi . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-33.

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2017Market Power and Welfare in Asymmetric Divisible Good Auctions. (2017). Vives, Xavier ; Manzano, Carolina. In: IESE Research Papers. RePEc:ebg:iesewp:d-1162.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20172056.

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2017Pure jump models for pricing and hedging VIX derivatives. (2017). Li, Jing ; Zhang, Gongqiu . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:28-55.

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2017Impact of value-at-risk models on market stability. (2017). Llacay, Barbara ; Peffer, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:223-256.

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2017Financial intermediaries’ instability and euro area macroeconomic dynamics. (2017). Lhuissier, Stéphane. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:49-72.

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2018Bid-to-cover and yield changes around public debt auctions in the euro area. (2018). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:118-134.

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2018Voluntary disclosure in bilateral transactions. (2018). OPP, CHRISTIAN ; Zhang, Xingtan ; Glode, Vincent. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:652-688.

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2018Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:689-712.

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2017Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35.

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2018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick . In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:268-286.

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2018Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market. (2018). Allahrakha, Meraj ; Munyan, Benjamin ; Cetina, Jill. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:34:y:2018:i:c:p:3-16.

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2017Countercyclical capital rules for small open economies. (2017). Merola, Rossana ; Clancy, Daragh. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:332-351.

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2017.

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2017Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568.

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2017Evaluating demand charge reduction for commercial-scale solar PV coupled with battery storage. (2017). Park, Alex ; Lappas, Petros . In: Renewable Energy. RePEc:eee:renene:v:108:y:2017:i:c:p:523-532.

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2017Bank Capital Redux: Solvency, Liquidity, and Crisis. (2017). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Richter, Bjorn. In: Working Paper Series. RePEc:fip:fedfwp:2017-06.

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2017A Macroeconomic Model with Occasional Financial Crises. (2017). Paul, Pascal. In: Working Paper Series. RePEc:fip:fedfwp:2017-22.

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2017Customer Liquidity Provision : Implications for Corporate Bond Transaction Costs. (2017). Choi, Jaewon ; Huh, Yesol. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-116.

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2018How Have Banks Been Managing the Composition of High-Quality Liquid Assets?. (2018). Kumbhat, Ashish ; Weinbach, Gretchen C ; Vojtech, Cindy M ; Kim, Edward ; Ihrig, Jane E. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-92.

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2017A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices. (2017). D'Amico, Stefania ; Anene, Dominic. In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-26.

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2018A Demand System Approach to Asset Pricing. (2018). Yogo, Motohiro ; Koijen,Ralph S. J., ; Koijen, Ralph S. J., . In: Staff Report. RePEc:fip:fedmsr:510.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

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2017Understanding Financial Fluctuations and Their Relation to Macroeconomic Stability. (2017). Guarata, Nora ; Pagliacci, Carolina. In: IDB Publications (Working Papers). RePEc:idb:brikps:8332.

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2018Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Gersbach, Hans ; Scheffel, Martin ; Rochet, Jean-Charles. In: IDEI Working Papers. RePEc:ide:wpaper:32398.

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2017Bank Capital Redux: Solvency, Liquidity, and Crisis. (2017). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz ; Richter, Bjorn. In: NBER Working Papers. RePEc:nbr:nberwo:23287.

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2017Complex Asset Markets. (2017). Zhang, Lei ; Lustig, Hanno ; Eisfeldt, Andrea. In: NBER Working Papers. RePEc:nbr:nberwo:23476.

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2017The Relevance of Broker Networks for Information Diffusion in the Stock Market. (2017). Di Maggio, Marco ; Sommavilla, Carlo ; Kermani, Amir ; Franzoni, Francesco ; Dimaggio, Marco . In: NBER Working Papers. RePEc:nbr:nberwo:23522.

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2017A Risk-centric Model of Demand Recessions and Macroprudential Policy. (2017). Caballero, Ricardo ; Simsek, Alp. In: NBER Working Papers. RePEc:nbr:nberwo:23614.

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2017Monetary Policy in the Capitals of Capital. (2017). Rey, Helene ; Gerko, Elena . In: NBER Working Papers. RePEc:nbr:nberwo:23651.

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2017The Time-Varying Price of Financial Intermediation in the Mortgage Market. (2017). Fuster, Andreas ; Willen, Paul S ; Lo, Stephanie H. In: NBER Working Papers. RePEc:nbr:nberwo:23706.

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2017Bid Shading and Bidder Surplus in the U.S. Treasury Auction System. (2017). Kastl, Jakub ; Zhang, Allen ; Hortasu, Ali. In: NBER Working Papers. RePEc:nbr:nberwo:24024.

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2018Intermediary Asset Pricing and the Financial Crisis. (2018). He, Zhiguo ; Krishnamurthy, Arvind. In: NBER Working Papers. RePEc:nbr:nberwo:24415.

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2018Mortgage-Backed Securities and the Financial Crisis of 2008: a Post Mortem. (2018). Uhlig, Harald ; Ospina-Tejeiro, Juan. In: NBER Working Papers. RePEc:nbr:nberwo:24509.

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2017Monetary Policy in the Capitals of Capital. (2017). Gerko, Elena ; Rey, Helene. In: Journal of the European Economic Association. RePEc:oup:jeurec:v:15:y:2017:i:4:p:721-745..

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2017Robustness, Low Risk-Free Rates, and Consumption Volatility in General Equilibrium. (2017). Young, Eric ; Luo, Yulei ; Nie, Jun. In: MPRA Paper. RePEc:pra:mprapa:80046.

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2018Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences. (2018). Swanson, Eric. In: Review of Economic Dynamics. RePEc:red:issued:13-261.

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2017Income Inequality, Financial Crises and Monetary Policy. (2017). Cairo, Isabel ; Sim, Jae. In: 2017 Meeting Papers. RePEc:red:sed017:1433.

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2017Global Variance Term Premia and Intermediary Risk Appetite. (2017). van Tassel, Peter . In: 2017 Meeting Papers. RePEc:red:sed017:149.

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2017Financial Fragility with SAM?. (2017). Van Nieuwerburgh, Stijn ; Greenwald, Daniel ; Landvoigt, Tim. In: 2017 Meeting Papers. RePEc:red:sed017:1525.

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2017Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending. (2017). Hull, Isaiah ; Bertsch, Christoph ; Zhang, Xin. In: 2017 Meeting Papers. RePEc:red:sed017:442.

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2017Intermediation Markups and Monetary Policy Passthrough. (2017). Schrimpf, Andreas ; Malamud, Semyon. In: 2017 Meeting Papers. RePEc:red:sed017:812.

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2017Bank Capital Redux: Solvency, Liquidity, and Crisis. (2017). Jorda, Oscar ; Taylor, Alan ; Richter, Bjorn ; Schularick, Moritz. In: 2017 Meeting Papers. RePEc:red:sed017:843.

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2017Term Structure of Risk on Macrofinance Models. (2017). Zviadadze, Irina. In: 2017 Meeting Papers. RePEc:red:sed017:965.

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2018Data Lessons on Bank Behavior. (2018). Begenau, Juliane ; Bigio, Saki ; Majerovitz, Jeremy . In: 2018 Meeting Papers. RePEc:red:sed018:161.

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2018Option implied ambiguity and its information content: Evidence from the subprime crisis. (2018). Driouchi, Tarik ; Trigeorgis, Lenos. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2079-y.

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2018Value-at-risk under ambiguity aversion. (2018). Agliardi, Rossella. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0095-z.

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2018Long-term factorization in Heath–Jarrow–Morton models. (2018). Qin, Likuan ; Linetsky, Vadim. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0365-7.

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2017How well do EO measures and entrepreneurial behavior match?. (2017). Stambaugh, Jeffrey E ; Kataria, Niyati ; Lumpkin, G T ; Martinez, John. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:13:y:2017:i:3:d:10.1007_s11365-016-0432-5.

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2017Collateralized borrowing and increasing risk. (2017). Phelan, Gregory. In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:2:d:10.1007_s00199-015-0943-2.

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2017Hedging under generalized good-deal bounds and model uncertainty. (2017). Becherer, Dirk ; Kentia, Klebert . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:86:y:2017:i:1:d:10.1007_s00186-017-0588-y.

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2018Modelling Haircuts: Evidence from NYSE Stocks. (2018). Benturk, Mehmet ; Burak, Marshall J. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:8:y:2018:i:4:f:8_4_6.

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2018Business cycles and the balance sheets of the financial and non-financial sectors. (2018). Villacorta, Alonso . In: ESRB Working Paper Series. RePEc:srk:srkwps:201868.

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2018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick . In: ESRB Working Paper Series. RePEc:srk:srkwps:201877.

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2018Matching frictions, credit reallocation and macroeconomic activity: how harmful are financial crises?. (2018). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele. In: DEM Working Papers. RePEc:trn:utwprg:2018/05.

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2017Market Power and Welfare in Asymmetric Divisible Good Auctions. (2017). Vives, Xavier ; Manzano, Carolina. In: Working Papers. RePEc:urv:wpaper:2072/292436.

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2017Debt Collateralization, Structured Finance, and the CDS Basis. (2017). Feixue, Gong ; Phelan, Gregory. In: Department of Economics Working Papers. RePEc:wil:wileco:2017-06.

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Works by Nina Boyarchenko:


YearTitleTypeCited
2012Intermediary Leverage Cycles and Financial Stability In: Working Papers.
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2015Intermediary leverage cycles and financial stability.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 132
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2007THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR QUADRATIC TERM STRUCTURE MODELS In: Mathematical Finance.
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2016Term structures of asset prices and returns In: CEPR Discussion Papers.
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paper7
2018Term structures of asset prices and returns.(2018) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 7
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2016Term structures of asset prices and returns.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 7
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2016Term Structures of Asset Prices and Returns.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
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2016Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets In: CEPR Discussion Papers.
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paper3
2016Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
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2017Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 3
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2016Vulnerable Growth In: CEPR Discussion Papers.
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paper5
2017Vulnerable growth.(2017) In: Staff Reports.
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This paper has another version. Agregated cites: 5
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2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 5
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2017Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers.
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paper7
2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
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2017Dealer balance sheets and bond liquidity provision.(2017) In: Staff Reports.
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2017Liquidity Policies and Systemic Risk In: CEPR Discussion Papers.
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2014Liquidity policies and systemic risk.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 7
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2014Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 7
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2013No Good Deals - No Bad Models In: SIRE Discussion Papers.
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2012No good deals—no bad models.(2012) In: Staff Reports.
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This paper has another version. Agregated cites: 2
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2013No Good Deals - No Bad Models.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2012Ambiguity shifts and the 2007–2008 financial crisis In: Journal of Monetary Economics.
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article19
2014Information acquisition and financial intermediation In: Staff Reports.
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2013Intermediary balance sheets In: Staff Reports.
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2015Intermediary Balance Sheets.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 11
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2017Understanding mortgage spreads In: Staff Reports.
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2014Counterparty risk in material supply contracts In: Staff Reports.
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2015Counterparty Risk in Material Supply Contracts.(2015) In: 2015 Meeting Papers.
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2016Taking orders and taking notes: dealer information sharing in financial markets In: Staff Reports.
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2016On the scale of financial intermediaries In: Staff Reports.
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2017The Federal Reserve and market confidence In: Staff Reports.
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2016Trends in credit market arbitrage In: Staff Reports.
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2018Bank-intermediated arbitrage In: Staff Reports.
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2018Credit market choice In: Staff Reports.
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2009Ambiguity, Information Quality and Credit Risk In: 2009 Meeting Papers.
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2015Credit Risk and Interdealer Networks In: 2015 Meeting Papers.
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2015Intermediaries as Information Aggregators In: 2015 Meeting Papers.
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2016Ambiguous Trade-offs: An Application to Climate Change In: 2016 Meeting Papers.
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2018Federal Reserve and Market Confidence In: 2018 Meeting Papers.
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2007ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS In: International Journal of Theoretical and Applied Finance (IJTAF).
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