Fernando Duarte : Citation Profile


Brown University

7

H index

7

i10 index

405

Citations

RESEARCH PRODUCTION:

4

Articles

27

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 57
   Journals where Fernando Duarte has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 7 (1.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu355
   Updated: 2025-01-10    RAS profile: 2023-07-27    
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Relations with other researchers


Works with:

Adrian, Tobias (4)

Zabczyk, Pawel (3)

Eisenbach, Thomas (2)

Kovner, Anna (2)

Blickle, Kristian (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 (11)

Kok, Christoffer (9)

Boyarchenko, Nina (8)

Fricke, Daniel (8)

Farmer, J. (7)

Gourinchas, Pierre-Olivier (7)

Caballero, Ricardo (6)

Aldasoro, Iñaki (6)

Disyatat, Piti (6)

BORIO, Claudio (6)

Cites to:

Woodford, Michael (18)

Adrian, Tobias (17)

Campbell, John (11)

Gertler, Mark (10)

Svensson, Lars (9)

Schmitt-Grohe, Stephanie (9)

Uribe, Martín (9)

Bernanke, Ben (8)

Giannone, Domenico (8)

Werning, Iván (7)

Ang, Andrew (7)

Main data


Production by document typearticlepaper201320142015201620172018201920200510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20132014201520162017201820192020010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2013201420152016201720182019202020212022202320240255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20132014201520162017201820192020050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents123456789050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250102.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2024 and 2023)


Year  ↓Title of citing document  ↓
2023Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2023The Micro-Aggregated Profit Share. (2023). Perez, Luis ; Hasenzagl, Thomas. In: Papers. RePEc:arx:papers:2309.12945.

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2023A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models. (2023). Coletti, Donald. In: Discussion Papers. RePEc:bca:bocadp:23-23.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2023.

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2023Semi-Structural Model with Household Debt for Israel. (2023). Cohen, Nimrod ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.03.

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2023Exploring the determinants of Fintech Credit: A comprehensive analysis. (2023). Liu, Xueqin ; Xue, Xupeng ; Kyaw, Khine ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002341.

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2024A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578.

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2024The dark side of “flight-to-safety”: Evidence from macroeconomic tail risk beta. (2024). Fang, Zhenming ; Li, Tong ; Yao, Shouyu ; Wang, Chunfeng. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002799.

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2023Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2024Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930.

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2023Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769.

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2024Modelling fire sale contagion across banks and non-banks. (2024). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160.

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2024Open-economy macroeconomics with financial frictions: A simple model with flexible exchange rates. (2024). Agénor, Pierre-Richard. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000780.

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2023Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches. (2023). Sestieri, Giulia ; Odendahl, Florens ; Istrefi, Klodiana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000456.

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2023The paradox of safe asset creation. (2023). Villacorta, Alonso ; Segura, Anatoli. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000364.

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2024Monetary policy and fragility in corporate bond mutual funds. (2024). Kuong, John Chi-Fong ; Zhang, Jinyuan ; Odonovan, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001545.

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2023The term effect of financial cycle variables on GDP growth. (2023). Xiao, Yang ; Wang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001717.

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2024Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?. (2024). Tsomocos, Dimitrios ; Shirobokov, A ; Peiris, M U. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002139.

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2023Monetary and fiscal coordination in preventing bank failures and financial contagion. (2023). Sim, Khai Zhi. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s016407042200091x.

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2023Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Jeribi, Ahmed ; Karamti, Chiraz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

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2023Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Jank, Jan ; Pfeifer, Luka. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222.

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2023Financial crises and shadow banks: A quantitative analysis. (2023). Rottner, Matthias. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:74-92.

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2023Undisclosed material inflation risk. (2023). Konchitchki, Yaniv ; Xie, Jin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:s:p:s82-s100.

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2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

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2024Stock returns and monetary policy stance. (2024). So, Inhwan ; Jang, Bosung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:851-869.

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2024Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

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2023Welfare 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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2024Effect of Financial Frictions on Monetary Policy Conduct: A Comparative Analysis of DSGE Models with and without Financial Frictions. (2024). Labidi, Moez ; Sayari, Sonia ; ben Salem, Salha. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:3:p:72-:d:1359992.

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2023The Impact of Risk Cycles on Business Cycles: A Historical View. (2023). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:7:p:2922-2961..

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2023Equity Premium in Efficient Markets. (2023). Kausik, Nat. In: MPRA Paper. RePEc:pra:mprapa:119278.

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2023Should Monetary Policy Target Financial Stability. (). Phelan, Gregory ; Chen, William. In: Review of Economic Dynamics. RePEc:red:issued:21-244.

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2023A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory. (2023). Vari, Miklos ; Monnet, Eric. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:915-944.

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2024Liquidity Provision and Financial Stability. (2024). Phelan, Gregory ; Chen, William. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:455-487.

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2023The macroeconomic effects of inflation uncertainty. (2023). Prieto, Esteban ; Metiu, Norbert. In: Discussion Papers. RePEc:zbw:bubdps:280419.

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Works by Fernando Duarte:


Year  ↓Title  ↓Type  ↓Cited  ↓
2020NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings.
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article3
2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
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paper50
2016Financial vulnerability and monetary policy.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
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paper77
2019Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports.
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This paper has nother version. Agregated cites: 77
paper
2020Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers.
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paper19
2020Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2020Time-varying inflation risk and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article29
2013Time-Varying Inflation Risk and Stock Returns.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
paper
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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article76
2015The equity risk premium: a review of models.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76
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.
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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.
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paper0
2016Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics.
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paper23
2016Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics.
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paper1
2018Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics.
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paper1
2019Assessing Contagion Risk in a Financial Network In: Liberty Street Economics.
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paper0
2019How Large are Default Spillovers in the U.S. Financial System? In: Liberty Street Economics.
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paper0
2020How Has COVID-19 Affected Banking System Vulnerability? In: Liberty Street Economics.
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paper0
2020What’s Up with Stocks? In: Liberty Street Economics.
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paper0
2013Fire-sale spillovers and systemic risk In: Staff Reports.
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paper113
2014Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113
paper
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.
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paper2
2017Empirical network contagion for U.S. financial institutions In: Staff Reports.
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paper6

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