David Olivier Lucca : Citation Profile


Are you David Olivier Lucca?

Federal Reserve Bank of New York

8

H index

8

i10 index

372

Citations

RESEARCH PRODUCTION:

8

Articles

43

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 28
   Journals where David Olivier Lucca has often published
   Relations with other researchers
   Recent citing documents: 125.    Total self citations: 9 (2.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plu378
   Updated: 2020-07-04    RAS profile: 2020-01-14    
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Relations with other researchers


Works with:

Boyarchenko, Nina (9)

Hirtle, Beverly (6)

Eisenbach, Thomas (5)

Veldkamp, Laura (5)

Fuster, Andreas (4)

Trebbi, Francesco (4)

Seru, Amit (4)

Crump, Richard (4)

Townsend, Robert (3)

Moench, Emanuel (3)

Kovner, Anna (2)

Van Tassel, Peter (2)

Wright, Jonathan (2)

Haughwout, Andrew (2)

Hanson, Samuel (2)

Giannone, Domenico (2)

Goldsmith-Pinkham, Paul (2)

Plosser, Matthew (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David Olivier Lucca.

Is cited by:

Altavilla, Carlo (12)

Peydro, Jose-Luis (10)

Seru, Amit (9)

Rohner, Dominic (6)

Smets, Frank (6)

Morelli, Massimo (6)

Repullo, Rafael (6)

Fuster, Andreas (5)

Weber, Michael (5)

Sévi, Benoît (5)

Rousse, Olivier (5)

Cites to:

Gürkaynak, Refet (12)

Swanson, Eric (12)

Trebbi, Francesco (11)

Seru, Amit (9)

Orphanides, Athanasios (6)

Rochet, Jean (6)

Williams, John (6)

Berger, Allen (5)

Hirtle, Beverly (5)

Hortacsu, Ali (5)

de Haan, Jakob (4)

Main data


Where David Olivier Lucca has published?


Journals with more than one article published# docs
Review of Financial Studies2
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York21
Staff Reports / Federal Reserve Bank of New York9

Recent works citing David Olivier Lucca (2020 and 2019)


YearTitle of citing document
2018Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

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2019Bank resolution and public backstop in an asymmetric banking union. (2019). Vicente, Sergio ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1212_19.

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2019Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers. (2019). Smets, Frank ; Altavilla, Carlo ; Peydro, Jose-Luis ; Boucinha, Miguel. In: Working Papers. RePEc:bge:wpaper:1137.

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2019Measuring stakeholders’ expectations for the central bank’s policy rate. (2019). Wibisono, Okiriza ; Zulen, Alvin Andhika. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-19.

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2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

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2019Policy Uncertainty and Bank Mortgage Credit. (2019). Yook, Youngsuk ; Kara, Gazi I. In: BIS Working Papers. RePEc:bis:biswps:820.

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2019QUANTITATIVE EASING AND THE UK STOCK MARKET: DOES THE BANK OF ENGLAND INFORMATION DISSEMINATION STRATEGY MATTER?. (2019). Chortareas, Georgios ; Noikokyris, Emmanouil ; Karanasos, Menelaos. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:569-583.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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2019Do Strict Regulators Increase the Transparency of Banks?. (2019). Weber, Joseph ; Granja, Joo ; Costello, Anna M. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:3:p:603-637.

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2017Information Frictions in Uncertain Regulatory Environments: Evidence from U.S. Commercial Banks. (2017). Veuger, Stan ; Wilson, Kristin . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:205-233.

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2019DECLINE IN STATE CHARTERED BANKS:CAUSES, CONCERNS, AND CONCLUSIONS. (2019). David, Mitchell ; Michael, Casey ; Hannah, James. In: Studies in Business and Economics. RePEc:blg:journl:v:14:y:2019:i:1:p:99-110.

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2018Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705.

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

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2017Hierarchical Bank Supervision. (2017). Repullo, Rafael. In: Working Papers. RePEc:cmf:wpaper:wp2017_1718.

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2017Hierarchical Bank Supervision. (2017). Repullo, Rafael. In: Working Papers. RePEc:cmf:wpaper:wp2018_1718.

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2017Hierarchical Bank Supervision. (2017). Repullo, Rafael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12475.

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2019Stress Testing and Bank Lending. (2019). Zeng, Jing ; Shapiro, Joel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13907.

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2019Threats to Central Bank Independence: High-Frequency Identification with Twitter. (2019). Kung, Howard ; Kind, Thilo ; Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14021.

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2020Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers. (2020). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo ; Carlo Altavilla , . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14288.

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2020Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Eliminating Capital Requirements. (2020). Saidi, Farzad ; Opp, Marcus M ; Becker, BO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14373.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14462.

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2020How banks respond to distress: Shifting risks in Europes banking union. (2020). Mink, Mark ; Lelyveld, Iman ; van Lelyveld, Iman ; Ramcharan, Rodney. In: DNB Working Papers. RePEc:dnb:dnbwpp:669.

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2018Politics, banks, and sub-sovereign debt: unholy trinity or divine coincidence?. (2018). Popov, Alexander ; Koetter, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20182146.

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2019The architecture of supervision. (2019). Marques-Ibanez, David ; leonello, agnese ; Colliard, Jean-Edouard ; Beck, Thorsten ; Beyer, Andreas ; Marques-Ibaez, David ; Maddaloni, Angela ; Ampudia, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20192287.

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2019Behind the scenes of the beauty contest: window dressing and the G-SIB framework. (2019). Wedow, Michael ; Parisi, Laura ; Mangiante, Giacomo ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20192298.

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2020Banking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers. (2020). Altavilla, Carlo ; Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20202349.

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2019Is the fox guarding the henhouse? Bankers in the Federal Reserve, bank leverage and risk-shifting. (2019). Hagendorff, Jens ; Armitage, Seth ; Lim, Ivan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:478-504.

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2019Housing and the business cycle revisited. (2019). Fehrle, Daniel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:99:y:2019:i:c:p:103-115.

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2020Monetary policy on twitter and asset prices: Evidence from computational text analysis. (2020). Lüdering, Jochen ; Tillmann, Peter ; PeterTillmann, ; Ludering, Jochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302055.

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2018Measuring the impact of monetary policy attention on global asset volatility using search data. (2018). Wohlfarth, Paul. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:15-18.

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2018Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

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2020The Schumpeterian role of banks: Credit reallocation and capital structure. (2020). Kogler, Michael ; Keuschnigg, Christian. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302090.

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2017When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Frijns, Bart ; Tourani-Rad, Alireza ; Fernandez-Perez, Adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

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2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Kurov, Alexander ; Wolfe, Marketa Halova ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:1-18.

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2019The impact of fracking activities on Oklahomas housing prices: A panel cointegration analysis. (2019). Apergis, Nicholas. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:94-101.

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2019Investor behavior around monetary policy announcements: Evidence from the Korean stock market. (2019). Jimmy, Ji Yeol ; Hong, Dahae ; Park, Keun Woo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:355-362.

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2020Monetary policy rate expectation and energy prices during the FOMC announcement period. (2020). Ki, Byoung ; Jang, Hyeonung. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305725.

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2020Tales of tails: Jumps in currency markets. (2020). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830243x.

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2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

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2018Something in the air: Information density, news surprises, and price jumps. (2018). Füss, Roland ; Stein, Michael ; Mager, Ferdinand ; Grabellus, Markus ; Fuss, Roland ; ROLAND FSS, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:50-75.

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2019Threat of entry and the use of discretion in banks’ financial reporting. (2019). Tomy, Rimmy E. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:67:y:2019:i:1:p:1-35.

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2019Accounting quality and the transmission of monetary policy. (2019). Armstrong, Christopher S ; Kepler, John D ; Glaeser, Stephen. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300606.

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2019Enforcement of banking regulation and the cost of borrowing. (2019). Liu, Liuling ; Hasan, Iftekhar ; Delis, Manthos D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:147-160.

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2019Federal reserve private information and the stock market. (2019). Lakdawala, Aeimit ; Schaffer, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:34-49.

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2017Federal reserves policy, global equity markets, and the local monetary policy stance. (2017). Chortareas, Georgios ; Noikokyris, Emmanouil . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:317-327.

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

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2018The time horizon of price responses to quantitative easing. (2018). Mamaysky, Harry. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:32-49.

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2020Banking crisis and bank supervisory accountability. (2020). Lskavyan, Vahe . In: Journal of Economics and Business. RePEc:eee:jebusi:v:107:y:2020:i:c:s0148619519300177.

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2019The Clean Air Act Watch List and federal oversight of state enforcement efforts. (2019). Stafford, Sarah L ; Evans, Mary F. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:93:y:2019:i:c:p:170-184.

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

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2019Information aggregation in a financial market with general signal structure. (2019). Ray, Debraj ; Parsa, Sahar ; Lou, Youcheng ; Wang, Shouyang ; Li, Duan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:594-624.

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2017Systematic mistakes in the mortgage market and lack of financial sophistication. (2017). Ben-David, Itzhak ; Agarwal, Sumit ; Yao, Vincent . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:42-58.

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2018Market intraday momentum. (2018). Gao, Lei ; Zhou, Guofu ; Li, Sophia Zhengzi ; Han, Yufeng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:394-414.

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2018Fintech, regulatory arbitrage, and the rise of shadow banks. (2018). Buchak, Greg ; Seru, Amit ; Piskorski, Tomasz ; Matvos, Gregor. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:453-483.

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2019Policy externalities and banking integration. (2019). Smolyansky, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:118-139.

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2019A tug of war: Overnight versus intraday expected returns. (2019). Skouras, Spyros ; Polk, Christopher ; Lou, Dong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:192-213.

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2020Time to build and the real-options channel of residential investment. (2020). Oh, Hyunseung ; Yoon, Chamna. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:255-269.

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2020The job rating game: Revolving doors and analyst incentives. (2020). Kempf, Elisabeth. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:41-67.

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2020Show me the money: The monetary policy risk premium. (2020). Ozdagli, Ali ; Velikov, Mihail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:320-339.

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2020Regulatory arbitrage and the efficiency of banking regulation. (2020). Boyer, Pierre ; Kempf, Hubert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:41:y:2020:i:c:s1042957317300566.

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2019Drivers of systemic risk: Do national and European perspectives differ?. (2019). Buch, Claudia M ; Tonzer, Lena ; Krause, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:160-176.

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2019Enhancing central bank communications using simple and relatable information. (2019). Walczak, Eryk ; Bholat, David ; Meer, Janna Ter ; Broughton, Nida. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:1-15.

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2019Monetary policy communication, policy slope, and the stock market. (2019). Weber, Michael ; Neuhierl, Andreas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:140-155.

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2019Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber. (2019). Moench, Emanuel ; Stein, Tobias. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:156-161.

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2017Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies. (2017). Chan, Kam Fong ; Marsden, Alastair ; Chhagan, Mahesh . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:37-54.

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2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. (2019). Frijns, Bart ; Tourani-Rad, Alireza ; Otsubo, Yoichi ; Indriawan, Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187.

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2019Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States. (2019). Larkin, Charles ; Dunne, John James ; Corbet, Shaen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:321-334.

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2017Exchange rates and monetary policy uncertainty. (2017). Tahbaz-Salehi, Alireza ; Vedolin, Andrea ; Mueller, Philippe. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:77256.

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2018Employment in the Great Recession : How Important Were Household Credit Supply Shocks?. (2018). Garcia, Daniel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-74.

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2019Banks as Regulated Traders. (2019). Falato, Antonio ; Zikes, Filip ; Iercosan, Diana A. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-05.

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2019Information in Yield Spread Trades. (2019). Park, Yang-Ho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-25.

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2019Policy Uncertainty and Bank Mortgage Credit. (2019). Kara, Gazi ; Yook, Youngsuk. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-66.

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2017The time-varying price of financial intermediation in the mortgage market. (2017). Fuster, Andreas ; Lo, Stephanie ; Willen, Paul S. In: Staff Reports. RePEc:fip:fednsr:805.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Whelan, Paul ; Larsen, Lars C. In: Staff Reports. RePEc:fip:fednsr:87539.

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2017Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186.

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2019Analysing monetary policy statements of the Reserve Bank of India. (2019). Sengupta, Rajeswari ; Mathur, Aakriti. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2019-012.

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2019.

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2018Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Zhao, LU ; Stein, Michael ; Mager, Ferdinand ; Fuss, Roland ; ROLAND FSS, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0318-3.

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2017Regulatory capture in agency performance evaluation: industry expertise versus revolving-door lobbying. (2017). Hong, Sounman ; Kim, Taek Kyu. In: Public Choice. RePEc:kap:pubcho:v:171:y:2017:i:1:d:10.1007_s11127-017-0402-7.

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2019Option-implied Value-at-Risk and the cross-section of stock returns. (2019). Feser, Alexander ; Ammann, Manuel. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:3:d:10.1007_s11147-019-09154-z.

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2020Do ECB introductory statements help to predict monetary policy: evidence from tone analysis. (2020). Doryń, Wirginia ; Bennani, Hamza ; Baranowski, Pawel. In: NBP Working Papers. RePEc:nbp:nbpmis:323.

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2017Demand for Information and Asset Pricing. (2017). Ben-Rephael, Azi ; Israelsen, Ryan D ; Da, Zhi ; Carlin, Bruce I. In: NBER Working Papers. RePEc:nbr:nberwo:23274.

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

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2017Inference on Risk Premia in the Presence of Omitted Factors. (2017). Giglio, Stefano ; Xiu, Dacheng. In: NBER Working Papers. RePEc:nbr:nberwo:23527.

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2018The Macroeconomic Announcement Premium. (2018). Wachter, Jessica ; Zhu, Yicheng. In: NBER Working Papers. RePEc:nbr:nberwo:24432.

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2018Non-Monetary News in Central Bank Communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: NBER Working Papers. RePEc:nbr:nberwo:25032.

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2018Beyond the Balance Sheet Model of Banking: Implications for Bank Regulation and Monetary Policy. (2018). Seru, Amit ; Piskorski, Tomasz ; Matvos, Gregor ; Buchak, Greg. In: NBER Working Papers. RePEc:nbr:nberwo:25149.

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2019Second Chance: Life without Student Debt. (2019). yao, vincent ; Di Maggio, Marco ; Kalda, Ankit ; Dimaggio, Marco . In: NBER Working Papers. RePEc:nbr:nberwo:25810.

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2019Premium for Heightened Uncertainty: Solving the FOMC Puzzle. (2019). Zhu, Haoxiang ; Wang, Jiang ; Pan, Jun. In: NBER Working Papers. RePEc:nbr:nberwo:25817.

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2019Threats to Central Bank Independence: High-Frequency Identification with Twitter. (2019). Bianchi, Francesco ; Kind, Thilo ; Kung, Howard. In: NBER Working Papers. RePEc:nbr:nberwo:26308.

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2020Bank Stress Testing: Public Interest or Regulatory Capture?. (2020). Yang, Jun ; Strahan, Philip E ; Schneider, Thomas Ian. In: NBER Working Papers. RePEc:nbr:nberwo:26887.

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2020Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs. (2020). Rinne, Kalle ; Vaittinen, Lauri ; Suominen, Matti ; Etula, Erkko . In: Review of Financial Studies. RePEc:oup:rfinst:v:33:y:2020:i:1:p:75-111..

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2019Latent semantic analysis of corporate social responsibility reports (with an application to Hellenic firms). (2019). Tsekrekos, Andrianos ; Manousakis, Eleftherios ; Kountouri, Ioanna . In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:16:y:2019:i:1:d:10.1057_s41310-018-0053-z.

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2018Does Political Influence Distort Banking Regulation? Evidence from the US. (2018). Wohlschlegel, Ansgar ; Pasiouras, Fotios ; Pescetto, Gioia ; Papadimitri, Panagiota. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2018-09.

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2019Text-mining IMF country reports - an original dataset. (2019). Mate, Akos ; Mihalyi, David . In: MPRA Paper. RePEc:pra:mprapa:100656.

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2020On-site inspecting zombie lending. (2020). Bonfim, Diana ; Ongena, Steven ; Degryse, Hans ; Cerqueiro, Geraldo . In: Working Papers. RePEc:ptu:wpaper:w202001.

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2017Monetary Policy and the Stock Market: Time Series Evidence. (2017). Weber, Michael ; Neuhierl, Andreas. In: 2017 Meeting Papers. RePEc:red:sed017:304.

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

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

Works by David Olivier Lucca:


YearTitleTypeCited
2015The Pre-FOMC Announcement Drift In: Journal of Finance.
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article91
2011The pre-FOMC announcement drift.(2011) In: Staff Reports.
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This paper has another version. Agregated cites: 91
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2016Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets In: CEPR Discussion Papers.
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2016Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 4
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2017Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 4
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2014The revolving door and worker flows in banking regulation In: Journal of Monetary Economics.
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2014The revolving door and worker flows in banking regulation.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 26
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2014The Revolving Door and Worker Flows in Banking Regulation.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
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2013The rising gap between primary and secondary mortgage rates In: Economic Policy Review.
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article12
2017Supervising large, complex financial institutions: what do supervisors do? In: Economic Policy Review.
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2011What to Make of Market Measures of Inflation Expectations? In: Liberty Street Economics.
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2012The Puzzling Pre-FOMC Announcement “Drift” In: Liberty Street Economics.
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2012Is U.S. Monetary Policy Seasonal? In: Liberty Street Economics.
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2012In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO In: Liberty Street Economics.
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2012Why Isn’t the Thirty-Year Fixed-Rate Mortgage at 2.6 Percent? In: Liberty Street Economics.
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2014Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers In: Liberty Street Economics.
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2014Data Insight: Which Growth Rate? It’s a Weighty Subject In: Liberty Street Economics.
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2015Worker Flows in Banking Regulation In: Liberty Street Economics.
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2015Just Released: What Do Banking Supervisors Do? In: Liberty Street Economics.
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2015Do Asset Purchase Programs Push Capital Abroad? In: Liberty Street Economics.
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2015Rethinking Mortgage Design In: Liberty Street Economics.
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2016Supervising Large, Complex Financial Institutions: Defining Objectives and Measuring Effectiveness In: Liberty Street Economics.
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2016The Economics of Bank Supervision: So Much to Do, So Little Time In: Liberty Street Economics.
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2016A Peek behind the Curtain of Bank Supervision In: Liberty Street Economics.
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2017The Low Volatility Puzzle: Are Investors Complacent? In: Liberty Street Economics.
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2017The Low Volatility Puzzle: Is This Time Different? In: Liberty Street Economics.
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2018The Pre-FOMC Announcement Drift: More Recent Evidence In: Liberty Street Economics.
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2019The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies In: Liberty Street Economics.
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2019Real Inventory Slowdowns In: Liberty Street Economics.
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2020Reading the Tea Leaves of the U.S. Business Cycle—Part One In: Liberty Street Economics.
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2020Reading the Tea Leaves of the U.S. Business Cycle—Part Two In: Liberty Street Economics.
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2017Understanding mortgage spreads In: Staff Reports.
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2019Understanding Mortgage Spreads.(2019) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 11
article
2016Taking orders and taking notes: dealer information sharing in financial markets In: Staff Reports.
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paper4
2016Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2018Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2015Supervising large, complex financial companies: what do supervisors do? In: Staff Reports.
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2016Credit supply and the rise in college tuition: evidence from the expansion in federal student aid programs In: Staff Reports.
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2019Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs.(2019) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 7
article
2016The economics of bank supervision In: Staff Reports.
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2016The Economics of Bank Supervision.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10
paper
2016Parsing the content of bank supervision In: Staff Reports.
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paper5
2018Interest rate conundrums in the twenty-first century In: Staff Reports.
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paper1
2009Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements In: NBER Working Papers.
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paper42
2012Inconsistent Regulators: Evidence From Banking In: NBER Working Papers.
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paper110
2014Inconsistent Regulators: Evidence from Banking.(2014) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 110
article
2011Domestic Political Survival and International Conflict: Is Democracy Good for Peace? In: Review of Economic Studies.
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article27
2009Domestic Political Survival and International Conflict: Is Democracy Good for Peace?.(2009) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 27
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2007Resuscitating Time-to-Build In: 2007 Meeting Papers.
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2008Measuring Central Bank Communication: In: 2008 Meeting Papers.
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2015Intermediaries as Information Aggregators In: 2015 Meeting Papers.
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