Fernando Duarte : Citation Profile

Are you Fernando Duarte?

Federal Reserve Bank of New York

7

H index

5

i10 index

154

Citations

RESEARCH PRODUCTION:

2

Articles

22

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 25
   Journals where Fernando Duarte has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 4 (2.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu355
   Updated: 2020-05-16    RAS profile: 2020-05-04    
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Relations with other researchers

Works with:

Eisenbach, Thomas (7)

Adrian, Tobias (5)

Rosa, Carlo (3)

Cetorelli, Nicola (2)

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

Is cited by:

Farhi, Emmanuel (8)

Adrian, Tobias (7)

Ślepaczuk, Robert (6)

Sakowski, Pawel (6)

Caballero, Ricardo (5)

Gourinchas, Pierre-Olivier (5)

Disyatat, Piti (4)

BORIO, Claudio (4)

Rungcharoenkitkul, Phurichai (4)

Kobayashi, Teruyoshi (3)

Jondeau, Eric (3)

Cites to:

Gertler, Mark (18)

Woodford, Michael (13)

Adrian, Tobias (12)

Rostagno, Massimo (8)

Christiano, Lawrence (8)

Shin, Hyun Song (8)

Ilut, Cosmin (8)

Schmitt-Grohe, Stephanie (8)

Uribe, Martín (8)

Clarida, Richard (8)

Gali, Jordi (8)

Main data

Where Fernando Duarte has published?

Journals with more than one article published# docs
Staff Reports8

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

Recent works citing Fernando Duarte (2019 and 2018)

YearTitle of citing document
2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; di Gangi, Domenico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1509.00607.

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2018Quantification of systemic risk from overlapping portfolios in the financial system. (2018). Thurner, Stefan ; Caccioli, Fabio ; Mart, Seraf'In ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1802.00311.

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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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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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2018A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, . In: Working papers. RePEc:bfr:banfra:668.

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2018Macroeconomic Effects of the 2017 Tax Reform. (2018). Barro, Robert J ; Furman, Jason. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2019:i:2018-01:p:257-345.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97.

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2018Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60.

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2018Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: BIS Working Papers. RePEc:bis:biswps:755.

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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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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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2018Extreme events and optimal monetary policy. (2018). Ruge-Murcia, Francisco ; Kim, Jinill ; Jinill, Kim. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_004.

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2018Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7391.

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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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2018Insurers as Asset Managers and Systemic Risk. (2018). Chotibhak, Jotikasthira ; Wagner, Wolf ; Lundblad, Christian ; Kartasheva, Anastasia ; Ellul, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12849.

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2018The Term Structure of Growth-at-Risk. (2018). Adrian, Tobias ; Malik, Sheherya ; Liang, Nellie ; Grinberg, Federico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13349.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: DNB Working Papers. RePEc:dnb:dnbwpp:619.

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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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2018The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43. (2018). Brand, Claus ; Bielecki, Marcin ; Penalver, Adrian. In: Occasional Paper Series. RePEc:ecb:ecbops:2018217.

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2018Coordinating monetary and financial regulatory policies. (2018). Van der Ghote, Alejandro. In: Working Paper Series. RePEc:ecb:ecbwps:20182155.

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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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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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2018Estimating risk-return relations with analysts price targets. (2018). Wu, Liuren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:183-197.

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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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2018Income Inequality, Financial Crises, and Monetary Policy. (2018). Sim, Jae ; Cairo, Isabel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-48.

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2018Unemployment Risk. (2018). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-67.

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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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2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia. (2018). Gourio, Francois ; Farhi, Emmanuel. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-19.

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2018Accounting for Factorless Income. (2018). Neiman, Brent ; Karabarbounis, Loukas. In: Working Papers. RePEc:fip:fedmwp:749.

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2018The side effects of safe asset creation. (2018). Dogra, Keshav ; Acharya, Sushant. In: Staff Reports. RePEc:fip:fednsr:842.

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2018Evaluating regulatory reform: banks’ cost of capital and lending. (2018). Van Tassel, Peter ; Kovner, Anna. In: Staff Reports. RePEc:fip:fednsr:854.

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2018Is size everything?. (2018). Sarkar, Asani ; Antill, Samuel. In: Staff Reports. RePEc:fip:fednsr:864.

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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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2018Accounting for Factorless Income. (2018). Karabarbounis, Loukas ; Neiman, Brent. In: NBER Chapters. RePEc:nbr:nberch:14088.

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2018Accounting for Factorless Income. (2018). Neiman, Brent ; Karabarbounis, Loukas. In: NBER Working Papers. RePEc:nbr:nberwo:24404.

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2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia. (2018). Gourio, Francois ; Farhi, Emmanuel. In: NBER Working Papers. RePEc:nbr:nberwo:25282.

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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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2018The OFR Financial System Vulnerabilities Monitor. (2018). Palmer, Nathan ; Parolin, Eric ; Minson, Adam ; McLaughlin, Joe. In: Working Papers. RePEc:ofr:wpaper:18-01.

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2018Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04.

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2018Systematic Systemic Stress Tests. (2018). Summer, Martin ; Breuer, Thomas. In: Working Papers. RePEc:onb:oenbwp:225.

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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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2018Integrating Monetary Policy and Financial Stability: A New Framework. (2018). Klungjaturavet, Chutipha ; Tunyavetchakit, Sophon ; Nookhwun, Nuwat ; Jindarak, Bovonvich ; Wongwachara, Warapong . In: PIER Discussion Papers. RePEc:pui:dpaper:100.

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2018What anchors for the natural rate of interest?. (2018). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: PIER Discussion Papers. RePEc:pui:dpaper:98.

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

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2018Investigating Global Labor and Pro t Shares. (2018). Gutierrez, German. In: 2018 Meeting Papers. RePEc:red:sed018:165.

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2018Kaldor and Pikettys Facts: the Rise of Monopoly Power in the United States. (2018). Robbins, Jacob ; Eggertsson, Gauti. In: 2018 Meeting Papers. RePEc:red:sed018:77.

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2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

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2018Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Lundblad, Christiant ; Kartasheva, Anastasia ; Jotikasthira, Chotibhak ; Ellul, Andrew. In: ESRB Working Paper Series. RePEc:srk:srkwps:201875.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180100.

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2018Dynamic Consequences of Monetary Policy for Financial Stability. (2018). Phelan, Gregory ; Chen, William. In: Department of Economics Working Papers. RePEc:wil:wileco:2018-06.

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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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Works by Fernando Duarte:

YearTitleTypeCited
2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2019Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2015The equity risk premium: a review of models In: Economic Policy Review.
[Full Text][Citation analysis]		article16
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]		paper0
2013A Way With Words: The Economics of the Fed’s Press Conference In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
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]		paper1
2016Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
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
2016Time-Varying Inflation Risk and Stock Returns In: Staff Reports.
[Full Text][Citation analysis]		paper8
2015Fire-sale spillovers and systemic risk In: Staff Reports.
[Full Text][Citation analysis]		paper52
2015The equity risk premium: a review of models In: Staff Reports.
[Full Text][Citation analysis]		paper38
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
2017Financial vulnerability and monetary policy In: Staff Reports.
[Full Text][Citation analysis]		paper9
2017Empirical network contagion for U.S. financial institutions In: Staff Reports.
[Full Text][Citation analysis]		paper0
2019Monetary policy and financial conditions: a cross-country study In: Staff Reports.
[Full Text][Citation analysis]		paper1
2014Fire-Sale Spillovers and Systemic Risk In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper4

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