Fernando Duarte : Citation Profile

Are you Fernando Duarte?

Brown University

7

H index

7

i10 index

360

Citations

RESEARCH PRODUCTION:

5

Articles

27

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 45
   Journals where Fernando Duarte has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 7 (1.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu355
   Updated: 2023-01-08    RAS profile: 2022-03-08    
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Relations with other researchers

Works with:

Adrian, Tobias (7)

Eisenbach, Thomas (4)

Zabczyk, Pawel (3)

Blickle, Kristian (2)

Kovner, Anna (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 (12)

Rungcharoenkitkul, Phurichai (10)

Farhi, Emmanuel (8)

Fricke, Daniel (8)

Boyarchenko, Nina (8)

Gourinchas, Pierre-Olivier (7)

Farmer, J. (7)

Kok, Christoffer (7)

Halaj, Grzegorz (6)

Caballero, Ricardo (6)

Rodríguez Caballero, Carlos (6)

Cites to:

Adrian, Tobias (18)

Woodford, Michael (18)

Campbell, John (11)

Gertler, Mark (10)

Uribe, Martín (9)

Svensson, Lars (9)

Schmitt-Grohe, Stephanie (9)

Farhi, Emmanuel (8)

Giannone, Domenico (8)

Ang, Andrew (7)

Shin, Hyun Song (7)

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 York12
Staff Reports / Federal Reserve Bank of New York8
CEPR Discussion Papers / C.E.P.R. Discussion Papers3

Recent works citing Fernando Duarte (2022 and 2021)

YearTitle of citing document
2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

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2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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2021.

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2021Price mediated contagion through capital ratio requirements. (2019). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1910.12130.

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2021Market Efficient Portfolios in a Systemic Economy. (2020). Weber, Stefan ; Capponi, Agostino ; Awiszus, Kerstin. In: Papers. RePEc:arx:papers:2003.10121.

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2021Tail 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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2021Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Pan, Franccois ; Karray-Meziou, Fatma. In: Papers. RePEc:arx:papers:2101.02110.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2022Borrowing Constraints in Emerging Markets. (2022). Sangiacomo, Maximo ; Camara, Santiago. In: Papers. RePEc:arx:papers:2211.10864.

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2021The Side Effects of Safe Asset Creation. (2021). Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:21-34.

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2021Monetary and Macroprudential Policy Complementarities: Evidence from European Credit Registers. (2021). Peydro, Jose-Luis ; Laeven, Luc ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Papers. RePEc:bge:wpaper:1246.

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2022Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67.

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2021Measuring heterogeneity in banks interest rate setting in Russia. (2021). Sinyakov, Andrey ; Ponomarenko, Alexey ; Burova, Anna ; Ushakova, Yulia ; Popova, Svetlana. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps77.

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2021Recovering the market risk premium from higher?order moment risks. (2021). Rompolis, Leonidas ; Chalamandaris, George. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:147-186.

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2021Fire?Sale Spillovers in Debt Markets. (2021). Hortasu, Ali ; Falato, Antonio ; Shin, Chae Hee ; Li, Dan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3055-3102.

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2022Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921.

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2021Mortgage lending, monetary policy, and prudential measures in small euro?area economies: Evidence from Ireland and the Netherlands. (2021). Samarina, Anna ; McQuade, Peter ; Jansen, David-Jan ; Everett, Mary ; de Haan, Jakob. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:117-143.

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2021Modelling 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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2021The macroprudential toolkit: effectiveness and interactions. (2021). Rubio, Margarita ; Millard, Stephen ; Varadi, Alexandra. In: Bank of England working papers. RePEc:boe:boeewp:0902.

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2021A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0931.

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2021Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e03.

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2022Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e14.

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2022Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications. (2022). Sudo, Nao ; Hogen, Yoshihiko ; Koide, Yoshiyasu. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e15.

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2022The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation. (2022). Rendahl, P ; Lee, H ; Freund, L B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2251.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111.

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2021Interconnectedness and contagion in the Czech financial system. (2021). Szabo, Milan ; Kucera, Adam. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/5.

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2021Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers. (2021). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/04.

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2021Deriving Equity Risk Premium Using Dividend Futures. (2021). Časta, Martin. In: Working Papers. RePEc:cnb:wpaper:2021/1.

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2021Deconstructing systemic risk: A reverse stress testing approach.. (2021). Ojea-Ferreiro, Javier. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_74en.

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2021Monetary and macroprudential policy: The multiplier effects of cooperation.. (2021). Bassi, Federico ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def110.

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2021Euro area equity risk premia and monetary policy: a longer-term perspective. (2021). Kristiansen, Kristian ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20212535.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2022A model of system-wide stress simulation: market-based finance and the Covid-19 event. (2022). Vause, Nicholas ; Nicoletti, Giulio ; Kryczka, Dominika ; Kordel, Simon ; Alogoskoufis, Spyridon ; di Iasio, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20222671.

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2022Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757.

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2021Interconnected banks and systemically important exposures. (2021). Kok, Christoffer ; Haaj, Grzegorz ; Derrico, Marco ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002013.

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2022Asymmetries in risk premia, macroeconomic uncertainty and business cycles. (2022). Yeromonahos, Mallory ; Gortz, Christoph. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000355.

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2022Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598.

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2022Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674.

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2022Can monetary policy lean against housing bubbles?. (2022). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Clin, Adrian Cantemir ; Andre, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475.

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2021Macroprudential policy coordination in a currency union. (2021). Jia, Pengfei ; Jackson, Timothy ; Agenor, Pierre-Richard. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001409.

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2021Price mediated contagion through capital ratio requirements with VWAP liquidation prices. (2021). Feinstein, Zachary ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:3:p:1147-1160.

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2022A repo model of fire sales with VWAP and LOB pricing mechanisms. (2022). Feinstein, Zachary ; Bichuch, Maxim. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:353-367.

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2021Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210.

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2022Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405.

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2021Vulnerable asset management? The case of mutual funds. (2021). Fricke, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301005.

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2021Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Silvestri, Laura ; Mahmood, Tahir ; Barucca, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133.

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2021CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet Ziya ; Covi, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170.

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2022Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596.

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2021Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191.

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2021Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229.

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2022Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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2022Information networks in the financial sector and systemic risk. (2022). Rush, Stephen ; Borochin, Paul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002788.

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2022Simulating fire sales in a system of banks and asset managers. (2022). Ochowski, Dawid ; Haaj, Grzegorz ; Calimani, Susanna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842661930281x.

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2021Mandatory disclosure and financial contagion. (2021). Barlevy, Gadi ; Alvarez, Fernando. In: Journal of Economic Theory. RePEc:eee:jetheo:v:194:y:2021:i:c:s0022053121000545.

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2021Time-varying state variable risk premia in the ICAPM. (2021). Karehnke, Paul ; Boons, Martijn ; Barroso, Pedro. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:428-451.

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2021Macro risks and the term structure of interest rates. (2021). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:479-504.

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2021Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859.

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2021Technological progress and monetary policy: Managing the fourth industrial revolution. (2021). Poloz, Stephen S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s026156062100022x.

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2021The FOMC Risk Shift. (2021). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:120:y:2021:i:c:p:21-39.

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2022Central Bank Policy and the concentration of risk: Empirical estimates. (2022). Kim, Daisoon ; Rey, Helene ; Coimbra, Nuno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:125:y:2022:i:c:p:182-198.

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2021Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304895.

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2021ECB language and stock returns – A textual analysis of ECB press conferences. (2021). Reichmann, Doron ; Moller, Rouven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:590-604.

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2021Monetary policy rules in practice: The case of Israel. (2021). Papell, David H ; Kazinnik, Sophia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:308-320.

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2021Systemic implications of the bail-in design. (2021). Goodhart, C. A. E., ; Farmer, Doyne J ; Kleinnijenhuis, Alissa M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111903.

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2021The Contagion Effect and its Mitigation in the Modern Banking System. (2021). Kolesnik, Jan . In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:1009-1024.

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2021Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2021Monetary policy and the corporate bond market: How important is the Fed information effect?. (2021). Suarez, Gustavo ; Smolyansky, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-10.

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2022Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms. (2022). Tambalotti, Andrea ; Gourio, Francois ; Boyarchenko, Nina ; Ajello, Andrea. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-05.

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2022The impact of risk cycles on business cycles: a historical view. (2022). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon. In: International Finance Discussion Papers. RePEc:fip:fedgif:1358.

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2021National Interests, Spillovers and Macroprudential Coordination. (2021). Matschke, Johannes. In: Research Working Paper. RePEc:fip:fedkrw:93597.

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2022Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms. (2022). Tambalotti, Andrea ; Gourio, Francois ; Boyarchenko, Nina ; Ajello, Andrea. In: Staff Reports. RePEc:fip:fednsr:93711.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:93712.

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2022Inflation Forecasts and European Asset Returns: A Regime-Switching Approach. (2022). Rouille, Fabien ; James, Victor ; Aguilar, Jean-Philippe ; Pesci, Nicolas. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:475-:d:946085.

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2021Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets. (2021). Kara, Marta A ; Dziwok, Ewa. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:124-:d:587194.

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2021Target capital ratio and optimal channel(s) of adjustment: A simple model with empirical applications to European banks. (2021). Kiani, Keyvan ; Braouezec, Yann. In: Post-Print. RePEc:hal:journl:halshs-03341768.

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2021Fire Sales, Default Cascades and Complex Financial Networks. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Working Papers. RePEc:hal:wpaper:hal-03425599.

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2022Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis. (2022). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Bereau, Sophie. In: Working Papers. RePEc:hal:wpaper:halshs-03513049.

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2021.

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2021Can Financial Soundness Indicators Help Predict Financial Sector Distress?. (2021). Pietrzak, Marcin. In: IMF Working Papers. RePEc:imf:imfwpa:2021/197.

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2022Fire sales and ex ante valuation of systemic risk: A financial equilibrium networks approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: Discussion Papers. RePEc:not:notcfc:2022/04.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:544.

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2021Bank Solvency Stress Tests with Fire Sales. (2021). Uroevi, Branko ; Summer, Martin ; Breuer, Thomas. In: Working Papers. RePEc:onb:oenbwp:235.

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2022Measuring Financial Conditions using Equal Weights Combination. (2022). Arrigoni, Simone ; Venditti, Fabrizio ; Bobasu, Alina. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:4:d:10.1057_s41308-022-00170-y.

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2021Are stock prices driven by expected growth rather than discount rates? Evidence based on the COVID-19 crisis. (2021). Zimmermann, Heinz ; Boni, Pascal. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00070-x.

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2022Systematic extreme potential gain and loss spillover across countries. (2022). Moutanabbir, Khouzeima ; Bouaddi, Mohammed. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00097-8.

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2021Uncertainty, sentiments and time-varying risk premia. (2021). Berardi, Michele. In: MPRA Paper. RePEc:pra:mprapa:106922.

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2021Contagion in Debt and Collateral Markets. (2021). Chang, Jin-Wook. In: MPRA Paper. RePEc:pra:mprapa:111131.

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2022Capital-labor substitution and misallocation. (2022). Maqsood, Nabeel ; Mallick, Debdulal. In: MPRA Paper. RePEc:pra:mprapa:115090.

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2021Revisiting Thailand’s Monetary Policy Model for an Integrated Policy Analysis. (2021). Nookhwun, Nuwat ; Hiruntiaranakul, Savaphol ; Apaitan, Tosapol ; Amatyakul, Pongpitch. In: PIER Discussion Papers. RePEc:pui:dpaper:164.

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2021.

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2022Online Appendix to The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation. (2022). Lee, Hanbaek ; Freund, Lukas ; Rendahl, Pontus. In: Online Appendices. RePEc:red:append:21-230.

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2021Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2021). Görtz, Christoph ; Yeromonahos, Mallory ; Gortz, Christoph. In: Working Paper series. RePEc:rim:rimwps:21-25.

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2021Expecting the unexpected: economic growth under stress. (2021). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202106.

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2021Monetary and macroprudential policy complementarities: Evidence from European credit registers. (2021). Peydro, Jose-Luis ; Laeven, Luc ; Altavilla, Carlo ; Carlo Altavilla , . In: Economics Working Papers. RePEc:upf:upfgen:1773.

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2022Monetary Policy, Redistribution, and Risk Premia. (2022). Lenel, Moritz ; Kekre, Rohan. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:5:p:2249-2282.

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2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:861-886.

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2021Monetary policy news and systemic risk at the zero lower bound. (2021). Kapinos, Pavel S. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:4932-4945.

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2021When to Lean against the Wind. (2021). Wachtel, Paul ; Schularick, Moritz ; Richter, Bjorn. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:5-39.

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2022Evaluating Regulatory Reform: Banks Cost of Capital and Lending. (2022). van Tassel, Peter ; Kovner, Anna. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1313-1367.

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2022Unemployment Risk. (2022). Kiley, Michael T. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1407-1424.

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More than 100 citations found, this list is not complete...

Works by Fernando Duarte:

YearTitleTypeCited
2020NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings.
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2021Fire?Sale Spillovers and Systemic Risk In: Journal of Finance.
[Full Text][Citation analysis]		article125
2013Fire-sale spillovers and systemic risk.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 125		paper
2014Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 125		paper
2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
2016Financial vulnerability and monetary policy.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		paper
2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 45		paper
2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper56
2019Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		paper
2020Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2020Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers.
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This paper has another version. Agregated cites: 11		paper
2020Time-varying inflation risk and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article19
2013Time-Varying Inflation Risk and Stock Returns.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2019Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto In: Journal of Monetary Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2015The equity risk premium: a review of models In: Economic Policy Review.
[Full Text][Citation analysis]		article70
2015The equity risk premium: a review of models.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70		paper
2019Banking System Vulnerability: Annual Update In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Are Stocks Cheap? A Review of the Evidence In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2013A Way With Words: The Economics of the Fed’s Press Conference In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2014On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014What Can We Learn from Prior Periods of Low Volatility? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper20
2016Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2018Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019Assessing Contagion Risk in a Financial Network In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019How Large are Default Spillovers in the U.S. Financial System? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020How Has COVID-19 Affected Banking System Vulnerability? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020What’s Up with Stocks? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap In: Staff Reports.
[Citation analysis]		paper0
2016How to escape a liquidity trap with interest rate rules In: Staff Reports.
[Full Text][Citation analysis]		paper2
2017Empirical network contagion for U.S. financial institutions In: Staff Reports.
[Full Text][Citation analysis]		paper6

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