Nina Boyarchenko : Citation Profile


Are you Nina Boyarchenko?

Federal Reserve Bank of New York

14

H index

18

i10 index

845

Citations

RESEARCH PRODUCTION:

18

Articles

91

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 52
   Journals where Nina Boyarchenko has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 38 (4.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo573
   Updated: 2024-01-16    RAS profile: 2023-10-12    
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Relations with other researchers


Works with:

Kovner, Anna (17)

Shachar, Or (16)

Crump, Richard (13)

Giannone, Domenico (10)

Adrian, Tobias (9)

Van Tassel, Peter (3)

Favara, Giovanni (2)

Gourio, Francois (2)

Schularick, Moritz (2)

Tambalotti, Andrea (2)

Ajello, Andrea (2)

Eisenbach, Thomas (2)

Elias, Leonardo (2)

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

Is cited by:

Adrian, Tobias (33)

Huber, Florian (16)

Pfarrhofer, Michael (14)

Shin, Hyun Song (10)

Pelizzon, Loriana (10)

Rey, Helene (10)

Kremer, Manfred (10)

Van Nieuwerburgh, Stijn (10)

Shachar, Or (10)

Vickery, James (9)

Phelan, Gregory (9)

Cites to:

Adrian, Tobias (53)

Shin, Hyun Song (31)

Hansen, Lars (30)

KRISHNAMURTHY, ARVIND (25)

He, Zhiguo (20)

Brunnermeier, Markus (19)

Acharya, Viral (19)

Shachar, Or (16)

Sargent, Thomas (15)

Gertler, Mark (13)

Turnovsky, Stephen J (12)

Main data


Where Nina Boyarchenko has published?


Journals with more than one article published# docs
Economic Policy Review5
Journal of Monetary Economics3
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York31
Liberty Street Economics / Federal Reserve Bank of New York28
CEPR Discussion Papers / C.E.P.R. Discussion Papers11
2015 Meeting Papers / Society for Economic Dynamics4
2017 Meeting Papers / Society for Economic Dynamics2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Nina Boyarchenko (2024 and 2023)


YearTitle of citing document
2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

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2023CP and CDs markets: a primer. (2023). Todorov, Karamfil ; Schrimpf, Andreas ; Aquilina, Matteo. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309e.

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2023Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell. In: BIS Working Papers. RePEc:bis:biswps:1138.

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2023Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1140.

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2023International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245.

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2023The market for sharing interest rate risk: quantities behind prices. (2023). Sen, Ishita ; Neamu, Ioana ; Khetan, Umang. In: Bank of England working papers. RePEc:boe:boeewp:1031.

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2023Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366.

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2023Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314.

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2023Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805.

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2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2023Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870.

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2023Does ambiguity matter for corporate debt financing? Theory and evidence. (2023). Yu, Min-Teh ; Yeh, Chung-Ying ; Yan, Cheng ; Ho, Kung-Cheng ; Chen, Chang-Chih. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000743.

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2023Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2023). onorante, luca ; Koop, Gary ; Huber, Florian ; Pfarrhofer, Michael ; Schreiner, Josef. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:52-69.

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2023Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314.

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2023Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033.

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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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2023Unconventional monetary policy measures and money markets: Estimating the impact of targeted repo operations on asset prices. (2023). Kamate, Vidya. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003665.

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2023Benchmarking the effects of the Feds Secondary Market Corporate Credit Facility using Yankee bonds. (2023). Pennacchi, George G ; Xu, Hui. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000034.

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2023Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

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2023The power of narrative sentiment in economic forecasts. (2023). Sharpe, Steven ; Hollrah, Christopher A ; Sinha, Nitish R. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1097-1121.

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2023Covid-19, credit risk management modeling, and government support. (2023). Telg, Sean ; Lucas, Andre ; Dubinova, Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002187.

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2023Internal risk limits of dealers and corporate bond market making. (2023). Wang, KE ; McArthur, David C ; Anderson, Christopher S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002333.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2023Dealer Capacity and U.S. Treasury Market Functionality. (2023). van Tassel, Peter ; Shachar, OR ; Nelson, Claire ; Keane, Frank M ; Fleming, Michael J ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:96553.

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2023Balance of Risks and the Anchoring of Consumer Expectations. (2023). Ryngaert, Jane M. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:79-:d:1049476.

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2023Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana. In: Working Papers. RePEc:hnb:wpaper:72.

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2023Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja. In: Working Papers. RePEc:hnb:wpaper:73.

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2023Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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2023Do Professional Forecasters Phillips Curves Incorporate the Beliefs of Others?. (2023). Clements, Michael ; Wang, Shixuan. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-05.

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2023Bias-Correction in Time Series Quantile Regression Models. (2023). Vavra, Marian. In: Working and Discussion Papers. RePEc:svk:wpaper:1094.

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2023General Bayesian time?varying parameter vector autoregressions for modeling government bond yields. (2023). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:69-87.

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Works by Nina Boyarchenko:


YearTitleTypeCited
2019Vulnerable Growth In: American Economic Review.
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article186
2016Vulnerable Growth.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 186
paper
2018Vulnerable Growth.(2018) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 186
paper
2016Vulnerable growth.(2016) In: Staff Reports.
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This paper has nother version. Agregated cites: 186
paper
2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 186
paper
2007THE EIGENFUNCTION EXPANSION METHOD IN MULTI?FACTOR QUADRATIC TERM STRUCTURE MODELS In: Mathematical Finance.
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article16
2020Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities In: CESifo Working Paper Series.
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paper36
2022It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities.(2022) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 36
article
2020It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities.(2020) In: Staff Reports.
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This paper has nother version. Agregated cites: 36
paper
2016Term structures of asset prices and returns In: CEPR Discussion Papers.
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paper25
2018Term structures of asset prices and returns.(2018) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 25
article
2016Term structures of asset prices and returns.(2016) In: Staff Reports.
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This paper has nother version. Agregated cites: 25
paper
2016Term Structures of Asset Prices and Returns.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 25
paper
2016Term structures of asset prices and returns.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 25
paper
2016Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets In: CEPR Discussion Papers.
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paper10
2016Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 10
paper
2017Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 10
paper
2017Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers.
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paper60
2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 60
article
2016Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports.
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This paper has nother version. Agregated cites: 60
paper
2017Liquidity Policies and Systemic Risk In: CEPR Discussion Papers.
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paper30
2018Liquidity policies and systemic risk.(2018) In: Journal of Financial Intermediation.
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This paper has nother version. Agregated cites: 30
article
2014Liquidity Policies and Systemic Risk.(2014) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 30
paper
2014Liquidity policies and systemic risk.(2014) In: Staff Reports.
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This paper has nother version. Agregated cites: 30
paper
2014Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers.
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This paper has nother version. Agregated cites: 30
paper
2019The Long and Short of It: The Post-Crisis Corporate CDS Market In: CEPR Discussion Papers.
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paper5
2020The Long and Short of It: The Post-Crisis Corporate CDS Market.(2020) In: Economic Policy Review.
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This paper has nother version. Agregated cites: 5
article
2019The Long and Short of It: The Post-Crisis Corporate CDS Market.(2019) In: Staff Reports.
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This paper has nother version. Agregated cites: 5
paper
2020Forecasting Macroeconomic Risks In: CEPR Discussion Papers.
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paper28
2021Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 28
article
2020Forecasting Macroeconomic Risks.(2020) In: Staff Reports.
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This paper has nother version. Agregated cites: 28
paper
2020The Overnight Drift In: CEPR Discussion Papers.
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paper1
2020The Overnight Drift.(2020) In: Staff Reports.
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This paper has nother version. Agregated cites: 1
paper
2020Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers.
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paper30
2019Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports.
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This paper has nother version. Agregated cites: 30
paper
2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review.
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This paper has nother version. Agregated cites: 30
article
2020Bank-Intermediated Arbitrage In: CEPR Discussion Papers.
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paper10
2018Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 10
paper
2018Bank-intermediated arbitrage.(2018) In: Staff Reports.
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This paper has nother version. Agregated cites: 10
paper
2020Its what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities In: CEPR Discussion Papers.
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paper25
2013No Good Deals - No Bad Models In: SIRE Discussion Papers.
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paper2
2014No Good Deals—No Bad Models.(2014) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 2
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2012No good deals—no bad models.(2012) In: Staff Reports.
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This paper has nother version. Agregated cites: 2
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2013No Good Deals - No Bad Models.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 2
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2022Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey In: Journal of Monetary Economics.
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article0
2012Ambiguity shifts and the 2007–2008 financial crisis In: Journal of Monetary Economics.
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article28
2022Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms In: Finance and Economics Discussion Series.
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paper2
2022Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms.(2022) In: Staff Reports.
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This paper has nother version. Agregated cites: 2
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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges In: Finance and Economics Discussion Series.
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paper5
2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges.(2022) In: Staff Reports.
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This paper has nother version. Agregated cites: 5
paper
2018Negative swap spreads In: Economic Policy Review.
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article8
2018Trends in credit basis spreads In: Economic Policy Review.
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article0
2022The Primary and Secondary Corporate Credit Facilities In: Economic Policy Review.
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article0
2022The Commercial Paper Funding Facility In: Economic Policy Review.
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article0
2020The Commercial Paper Funding Facility.(2020) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 0
paper
2020The Evolving Market for U.S. Sovereign Credit Risk In: Liberty Street Economics.
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paper1
2020What’s in A(AA) Credit Rating? In: Liberty Street Economics.
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paper0
2013Intermediary Leverage Cycles and Financial Stability In: Liberty Street Economics.
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paper188
2012Intermediary leverage cycles and financial stability.(2012) In: Staff Reports.
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This paper has nother version. Agregated cites: 188
paper
2015Counterparty Risk in Material Supply Contracts In: Liberty Street Economics.
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paper2
2014Counterparty risk in material supply contracts.(2014) In: Staff Reports.
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This paper has nother version. Agregated cites: 2
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2015Counterparty Risk in Material Supply Contracts.(2015) In: 2015 Meeting Papers.
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This paper has nother version. Agregated cites: 2
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2015Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics.
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paper2
2015The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs In: Liberty Street Economics.
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paper0
2017Trends in Arbitrage-Based Measures of Bond Liquidity In: Liberty Street Economics.
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paper2
2017Credit Market Arbitrage and Regulatory Leverage In: Liberty Street Economics.
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paper0
2017Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics.
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paper27
2018Liquidity Effects of Post-Crisis Regulatory Reform In: Liberty Street Economics.
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paper0
2018Credit Market Choice In: Liberty Street Economics.
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paper4
2018Credit market choice.(2018) In: Staff Reports.
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This paper has nother version. Agregated cites: 4
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2019Credit Market Choice.(2019) In: 2019 Meeting Papers.
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This paper has nother version. Agregated cites: 4
paper
2020What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics.
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paper5
2020The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics.
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paper3
2020The Impact of the Corporate Credit Facilities In: Liberty Street Economics.
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paper0
2020How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics.
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paper0
2021Measuring the Forest through the Trees: The Corporate Bond Market Distress Index In: Liberty Street Economics.
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paper0
2021The Overnight Drift in U.S. Equity Returns In: Liberty Street Economics.
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paper0
2022How Is the Corporate Bond Market Responding to Financial Market Volatility? In: Liberty Street Economics.
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paper0
2022What Is Corporate Bond Market Distress? In: Liberty Street Economics.
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paper0
2022How Is the Corporate Bond Market Functioning as Interest Rates Increase? In: Liberty Street Economics.
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paper0
2023What Is “Outlook-at-Risk?” In: Liberty Street Economics.
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paper0
2023What’s New with Corporate Leverage? In: Liberty Street Economics.
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paper0
2023Look Out for Outlook-at-Risk In: Liberty Street Economics.
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paper0
2012Information acquisition and financial intermediation In: Staff Reports.
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paper0
2013Intermediary balance sheets In: Staff Reports.
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paper16
2015Intermediary Balance Sheets.(2015) In: 2015 Meeting Papers.
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This paper has nother version. Agregated cites: 16
paper
2014Understanding mortgage spreads In: Staff Reports.
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paper31
2019Understanding Mortgage Spreads.(2019) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 31
article
2015Taking orders and taking notes: dealer information sharing in financial markets In: Staff Reports.
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paper8
2016Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 8
paper
2018Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 8
paper
2015On the scale of financial intermediaries In: Staff Reports.
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paper14
2016The Federal Reserve and market confidence In: Staff Reports.
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paper12
2018Federal Reserve and Market Confidence.(2018) In: 2018 Meeting Papers.
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This paper has nother version. Agregated cites: 12
paper
2016Trends in credit market arbitrage In: Staff Reports.
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paper0
2018Flighty liquidity In: Staff Reports.
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paper0
2020Bank Capital and Real GDP Growth In: Staff Reports.
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paper3
2021Measuring Corporate Bond Market Dislocations In: Staff Reports.
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paper0
2019Corporate Credit Provision In: Staff Reports.
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paper0
2021COVID Response: The Commercial Paper Funding Facility In: Staff Reports.
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paper3
2021COVID Response: The Primary and Secondary Corporate Credit Facilities In: Staff Reports.
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paper0
2022800,000 Years of Climate Risk In: Staff Reports.
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paper0
2023The Good, the Bad, and the Ugly of International Debt Market Data In: Staff Reports.
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2009Ambiguity, Information Quality and Credit Risk In: 2009 Meeting Papers.
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2015Credit Risk and Interdealer Networks In: 2015 Meeting Papers.
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2015Intermediaries as Information Aggregators In: 2015 Meeting Papers.
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2016Ambiguous Trade-offs: An Application to Climate Change In: 2016 Meeting Papers.
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2021Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions In: Journal of Political Economy.
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2007ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS In: International Journal of Theoretical and Applied Finance (IJTAF).
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