Fernando Duarte : Citation Profile


Are you Fernando Duarte?

Federal Reserve Bank of New York

6

H index

6

i10 index

213

Citations

RESEARCH PRODUCTION:

3

Articles

23

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 30
   Journals where Fernando Duarte has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 6 (2.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu355
   Updated: 2020-11-21    RAS profile: 2020-07-08    
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Relations with other researchers


Works with:

Adrian, Tobias (5)

Eisenbach, Thomas (4)

Cetorelli, Nicola (2)

Rosa, Carlo (2)

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

Is cited by:

Adrian, Tobias (11)

Rungcharoenkitkul, Phurichai (9)

Farhi, Emmanuel (8)

BORIO, Claudio (6)

Gourinchas, Pierre-Olivier (6)

Disyatat, Piti (6)

Caballero, Ricardo (5)

Sakowski, Pawel (4)

Halaj, Grzegorz (4)

Ślepaczuk, Robert (4)

Filardo, Andrew (4)

Cites to:

Woodford, Michael (11)

Campbell, John (11)

Gertler, Mark (9)

Schmitt-Grohe, Stephanie (8)

Uribe, Martín (8)

Adrian, Tobias (7)

Farhi, Emmanuel (6)

Ang, Andrew (6)

Werning, Iván (5)

Benhabib, Jess (5)

Christiano, Lawrence (4)

Main data


Where Fernando Duarte has published?


Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York10
Staff Reports / Federal Reserve Bank of New York8

Recent works citing Fernando Duarte (2020 and 2019)


YearTitle of citing document
2020Price mediated contagion through capital ratio requirements. (2019). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1910.12130.

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2020Reanimating a Dead Economy: Financial and Economic Analysis of a Zombie Outbreak. (2020). Feinstein, Zachary. In: Papers. RePEc:arx:papers:2003.09943.

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2020Market Efficient Portfolios in a Systemic Economy. (2020). Weber, Stefan ; Capponi, Agostino ; Awiszus, Kerstin. In: Papers. RePEc:arx:papers:2003.10121.

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2020Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160.

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2019Technological Progress and Monetary Policy: Managing the Fourth Industrial Revolution. (2019). Poloz, Stephen S. In: Discussion Papers. RePEc:bca:bocadp:19-11.

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2019Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach. (2019). Ouellet Leblanc, Guillaume ; Arora, Rohan ; Shotlander, Ryan ; Bedard-Page, Guillaume. In: Technical Reports. RePEc:bca:bocatr:115.

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2019Interconnected Banks and Systemically Important Exposures. (2019). Kok, Christoffer ; Halaj, Grzegorz ; d'Errico, Marco ; battiston, stefano ; Derrico, Marco ; Roncoroni, Alan . In: Staff Working Papers. RePEc:bca:bocawp:19-44.

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2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News. (2020). Jin, Jianjian ; Ellwanger, Reinhard ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:20-8.

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2020Macroprudential stress testing: A proposal for the Luxembourg investment fund sector. (2020). Lee, Kang-Soek. In: BCL working papers. RePEc:bcl:bclwop:bclwp141.

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2020Demand for safety, risky loans: A model of securitization. (2020). Villacorta, Alonso ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1260_20.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: Working papers. RePEc:bfr:banfra:761.

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2019Comments on The global impact of risk-off shocks. (2019). Disyatat, Piti. In: BIS Papers chapters. RePEc:bis:bisbpc:102-04.

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2019What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777.

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2019Global real rates: a secular approach. (2019). Gourinchas, Pierre-Olivier ; Rey, Helene. In: BIS Working Papers. RePEc:bis:biswps:793.

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2019The reaction function channel of monetary policy and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Filardo, Andrew ; Author, Phurichai Rungcharoenkitkul ; Hubert, Paul. In: BIS Working Papers. RePEc:bis:biswps:816.

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2019Monetary policy hysteresis and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; Author, Piti Disyatat ; Borio, Claudio. In: BIS Working Papers. RePEc:bis:biswps:817.

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2019Measuring financial cycle time. (2019). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: Bank of England working papers. RePEc:boe:boeewp:0776.

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2019Taking regulation seriously: fire sales under solvency and liquidity constraints. (2019). lepore, caterina ; Schaanning, Eric ; Coen, Jamie. In: Bank of England working papers. RePEc:boe:boeewp:0793.

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2019Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales. (2019). Silvestri, Laura ; Douglas, Graeme ; Baranova, Yuliya. In: Bank of England working papers. RePEc:boe:boeewp:0803.

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2019System-wide stress simulation. (2019). King, Benjamin ; Howat, James ; Georgiev, Yordan ; Douglas, Graeme ; Chichkanov, Pavel ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0809.

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2020Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M ; Farmer, Doyne J. In: Bank of England working papers. RePEc:boe:boeewp:0861.

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2020Modelling fire sale contagion across banks and non-banks. (2020). Ferrara, Gerardo ; Ramadiah, Amanah ; Caccioli, Fabio. In: Bank of England working papers. RePEc:boe:boeewp:0878.

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2019Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2019). Yeromonahos, Mallory ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7959.

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2020Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178.

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2020Leaning against the Wind and Crisis Risk. (2020). Ward, Felix ; Steege, Lucas Ter ; Schularick, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8484.

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2020Vulnerable growth: Bayesian GDP-at-Risk. (2020). Casta, Martin ; Komarkova, Zlatuse ; Szabo, Milan. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/2.

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2019Chinese Financial Conditions and their Spillovers to the Global Economy and Markets. (2019). Martinez, Carolina ; Lawson, Jeremy ; Fu, Rong ; Watt, Abigail. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14065.

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2020Demand for safety, risky loans: A model of securitization. (2020). Villacorta, Alonso ; Velez, Anatoli Segura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14313.

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2020Global Imbalances and Policy Wars at the Zero Lower Bound. (2020). Caballero, Ricardo ; Farhi, Emmanuel ; Gourinchas, Pierre-Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14424.

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2020Monetary and Macroprudential Policy with Endogenous Risk. (2020). Adrian, Tobias ; Duarte, Fernando ; Liang, Nellie ; Zabczyk, Pawel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14435.

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2020Forecasting Macroeconomic Risks. (2020). Adams, Patrick ; Adrian, Tobias ; Boyarchenko, Nina ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14436.

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2020The Side Effects of Safe Asset Creation. (2020). Acharya, Sushant ; Dogra, Keshav. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14440.

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2019Empowering Central Bank Asset Purchases: The Role of Financial Policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Papers. RePEc:cyb:wpaper:2019-1.

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2019Stability Implications of Financial Interconnectedness under the Capital Markets Union. (2019). Inhoffen, Justus. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:129en.

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2019Equity Risk Premium and Time Horizon: what do the French secular data say ?. (2019). Prat, Georges ; le Bris, David. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-8.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-3.

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2019Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises. (2019). Lang, Jan Hannes ; Ruzicka, Josef ; Fahr, Stephan ; Izzo, Cosimo. In: Occasional Paper Series. RePEc:ecb:ecbops:2019219.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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2019Empowering central bank asset purchases: The role of financial policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Paper Series. RePEc:ecb:ecbwps:20192237.

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2019Interconnected banks and systemically important exposures. (2019). Halaj, Grzegorz ; Kok, Christoffer ; Haaj, Grzegorz ; D'Errico, Marco ; Battiston, Stefano ; Roncoroni, Alan . In: Working Paper Series. RePEc:ecb:ecbwps:20192331.

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2020Simulating fire sales in a system of banks and asset managers. (2020). Żochowski, Dawid ; Calimani, Susanna ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20202373.

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2020Bank contagion in general equilibrium. (2020). Minesso Ferrari, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20202432.

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2019When panic makes you blind: A chaotic route to systemic risk. (2019). Marmi, Stefano ; Lillo, Fabrizio ; Mazzarisi, Piero. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:176-199.

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2019Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2019). Demertzis, Maria ; Agur, Itai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:65-75.

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2020Option market trading activity and the estimation of the pricing kernel: A Bayesian approach. (2020). Fusari, Nicola ; Barone-Adesi, Giovanni ; Sala, Carlo ; Mira, Antonietta. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:430-449.

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2019Cross-sectional return dispersion and currency momentum. (2019). Eriksen, Jonas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:91-108.

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2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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2020Generalists and specialists in the credit market. (2020). Fricke, Daniel ; Roukny, Tarik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300876.

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2020r* and the global economy. (2020). Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305881.

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2019Monetary and macroprudential policy coordination among multiple equilibria. (2019). Agur, Itai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:192-209.

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2019The reaction function channel of monetary policy and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Hubert, Paul ; Filardo, Andrew. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1916.

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2019The Role of U.S. Monetary Policy in Global Banking Crises. (2019). Durdu, C. Bora ; Zer, Ilknur ; Martin, Alex. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-39.

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2019Collateralized Debt Networks with Lender Default. (2019). Chang, Jin-Wook. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-83.

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2020Forecasting Macroeconomic Risks. (2020). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: Staff Reports. RePEc:fip:fednsr:87480.

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2019Multimodality in Macro-Financial Dynamics. (2019). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:903.

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2020Geographical Potential of Solar Thermochemical Jet Fuel Production. (2020). Habersetzer, And Antoine ; Scharfenberg, Niklas ; Falter, Christoph. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:4:p:802-:d:319822.

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2019FINANCIAL VULNERABILITY AND INCOME INEQUALITY: NEW EVIDENCE FROM OECD COUNTRIES. (2019). Apergis, Nicholas. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2019:i:3f:p:1-14.

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2019Liquidity Ratios as Monetary Policy Tools: Some Historical Lessons for Macroprudential Policy. (2019). Vari, Miklos ; Monnet, Eric. In: IMF Working Papers. RePEc:imf:imfwpa:19/176.

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2019The Interaction Between ConventionalMonetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK. (2019). Venter, Zoe. In: Working Papers REM. RePEc:ise:remwps:wp0962019.

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2019Szempontok a jegybank mandátumának újragondolásához. (2019). Bihari, Peter . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1876.

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2019Inequality, the risk of secular stagnation and the increase in household deb. (2019). Rannenberg, Ansgar. In: Working Paper Research. RePEc:nbb:reswpp:201908-375.

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2020The Murder-Suicide of the Rentier: Population Aging and the Risk Premium. (2020). Taylor, Alan ; Kopecky, Joseph. In: NBER Working Papers. RePEc:nbr:nberwo:26943.

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2020Predictable Financial Crises. (2020). Shleifer, Andrei ; Hanson, Samuel ; Sorensen, Jakob Ahm ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:27396.

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2020Central Counterparty Default Waterfalls and Systemic Loss. (2020). Zhang, Simpson ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:20-04.

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2020The Role of US Monetary Policy in Banking Crises Across the World. (2020). Zer, Ilknur ; Martin, Alex ; Durdu, Bora C. In: IMF Economic Review. RePEc:pal:imfecr:v:68:y:2020:i:1:d:10.1057_s41308-020-00109-1.

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2020Inflation Differential as a Driver of Cross-currency Basis Swap Spreads. (2020). Ibhagui, Oyakhilome. In: MPRA Paper. RePEc:pra:mprapa:100948.

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2020Analyzing the Asymmetric Effects of Inflation and Exchange Rate Misalignments on the Petrochemical Stock index: The Case of Iran. (2020). Zarei, Samira. In: MPRA Paper. RePEc:pra:mprapa:99101.

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2019Cost-benefit Analysis of Leaning against the Wind. (2019). Tulip, Peter ; Saunders, Trent. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2019-05.

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2020Credit Spreads, Monetary Policy and the Price Puzzle. (2020). Beckers, Benjamin . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2020-01.

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2019Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model. (2019). Ray, Walker. In: 2019 Meeting Papers. RePEc:red:sed019:692.

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2019The reaction function channel of monetary policy and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Filardo, Andrew ; Hubert, Paul. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/mqe122bu9lprrh0g2eloopgd.

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2019Do information contagion and business model similarities explain bank credit risk commonalities?. (2019). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201994.

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2020Should Monetary Policy Target Financial Stability?. (2020). Phelan, Gregory ; Chen, William. In: Department of Economics Working Papers. RePEc:wil:wileco:2020-01.

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2019Extreme inflation and time-varying consumption growth. (2019). Meinerding, Christoph ; Schlag, Christian ; Dergunov, Ilya . In: Discussion Papers. RePEc:zbw:bubdps:162019.

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2020Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: Discussion Papers. RePEc:zbw:bubdps:192020.

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2020Connected funds. (2020). Wilke, Hannes ; Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:482020.

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2019Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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2019An overview of regulatory stress-testing and steps to improve it. (2019). Pritsker, Matt. In: Global Finance Journal. RePEc:eee:glofin:v:39:y:2019:i:c:p:39-43.

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2019Financial contagion and economic development: An epidemiological approach. (2019). Bucci, Alberto ; Marsiglio, Simone ; Liuzzi, Danilo ; la Torre, Davide. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:211-228.

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Works by Fernando Duarte:


YearTitleTypeCited
2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
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paper34
2017Financial vulnerability and monetary policy.(2017) In: Staff Reports.
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2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 34
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2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
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paper26
2019Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports.
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This paper has another version. Agregated cites: 26
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2020Time-varying inflation risk and stock returns In: Journal of Financial Economics.
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article12
2016Time-Varying Inflation Risk and Stock Returns.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 12
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2019Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto In: Journal of Monetary Economics.
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article0
2020Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies In: Finance and Economics Discussion Series.
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paper0
2015The equity risk premium: a review of models In: Economic Policy Review.
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article47
2015The equity risk premium: a review of models.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 47
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2019Banking System Vulnerability: Annual Update In: Liberty Street Economics.
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2013Are Stocks Cheap? A Review of the Evidence In: Liberty Street Economics.
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paper4
2013A Way With Words: The Economics of the Fed’s Press Conference In: Liberty Street Economics.
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paper1
2014On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics.
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paper0
2014What Can We Learn from Prior Periods of Low Volatility? In: Liberty Street Economics.
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2016Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics.
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2016Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics.
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2018Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics.
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2019Assessing Contagion Risk in a Financial Network In: Liberty Street Economics.
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2019How Large are Default Spillovers in the U.S. Financial System? In: Liberty Street Economics.
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2013Fire-sale spillovers and systemic risk In: Staff Reports.
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paper74
2014Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 74
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2015An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap In: Staff Reports.
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2016How to escape a liquidity trap with interest rate rules In: Staff Reports.
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2017Empirical network contagion for U.S. financial institutions In: Staff Reports.
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paper1

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