Citation profile for Fernando Duarte

Fernando Duarte : Citation Profile

Brown University

H index

i10 index

399

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 49
   Journals where Fernando Duarte has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 7 (1.72 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu355
   Updated: 2024-04-18    RAS profile: 2023-07-27
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Relations with other researchers

Works with:

Adrian, Tobias (4)

Eisenbach, Thomas (3)

Zabczyk, Pawel (3)

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)

Boyarchenko, Nina (8)

Fricke, Daniel (8)

Farmer, J. (7)

Gourinchas, Pierre-Olivier (7)

Kok, Christoffer (7)

BORIO, Claudio (6)

Halaj, Grzegorz (6)

Caballero, Ricardo (6)

Aldasoro, Iñaki (6)

Cites to:

Woodford, Michael (18)

Adrian, Tobias (18)

Campbell, John (11)

Gertler, Mark (10)

Uribe, Martín (9)

Svensson, Lars (9)

Schmitt-Grohe, Stephanie (9)

Bernanke, Ben (8)

Giannone, Domenico (8)

Shin, Hyun Song (7)

Werning, Iván (7)

Main data

Where Fernando Duarte has published?

Working Papers Series with more than one paper published	# docs
Liberty Street Economics / Federal Reserve Bank of New York	12
Staff Reports / Federal Reserve Bank of New York	8
CEPR Discussion Papers / C.E.P.R. Discussion Papers	3

Recent works citing Fernando Duarte (2024 and 2023)

Year	Title of citing document
2023	Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861. Full description at Econpapers \|\| Download paper
2024	Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers \|\| Download paper
2023	Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers \|\| Download paper
2023	The Micro-Aggregated Profit Share. (2023). Perez, Luis ; Hasenzagl, Thomas. In: Papers. RePEc:arx:papers:2309.12945. Full description at Econpapers \|\| Download paper
2023	A 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. Full description at Econpapers \|\| Download paper
2023	A 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. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Semi-Structural Model with Household Debt for Israel. (2023). Cohen, Nimrod ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.03. Full description at Econpapers \|\| Download paper
2023	Exploring 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. Full description at Econpapers \|\| Download paper
2023	Inflation 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. Full description at Econpapers \|\| Download paper
2023	Stock 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. Full description at Econpapers \|\| Download paper
2023	Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546. Full description at Econpapers \|\| Download paper
2023	Macroeconomic 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. Full description at Econpapers \|\| Download paper
2023	Economic volatility, banks’ risk accumulation and systemic risk. (2023). He, Wenjing ; Yue, Pengpeng ; Xu, Dandan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323004877. Full description at Econpapers \|\| Download paper
2023	Fed 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. Full description at Econpapers \|\| Download paper
2023	The 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. Full description at Econpapers \|\| Download paper
2023	Monetary 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. Full description at Econpapers \|\| Download paper
2023	Asset 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. Full description at Econpapers \|\| Download paper
2023	Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000. Full description at Econpapers \|\| Download paper
2023	Financial Stability and Shadow Banks: What We Dont Know Could Hurt Us: a speech at the Financial Stability: Policy Analysis and Data Needs 2015 Financial Stability Conference sponsored by the Federal . (2015). Fischer, Stanley. In: Speech. RePEc:fip:fedgsq:885. Full description at Econpapers \|\| Download paper
2023	The 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.. Full description at Econpapers \|\| Download paper
2023	Equity Premium in Efficient Markets. (2023). Kausik, Nat. In: MPRA Paper. RePEc:pra:mprapa:119278. Full description at Econpapers \|\| Download paper
2023	Should Monetary Policy Target Financial Stability. (). Phelan, Gregory ; Chen, William. In: Review of Economic Dynamics. RePEc:red:issued:21-244. Full description at Econpapers \|\| Download paper
2023	A 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. Full description at Econpapers \|\| Download paper
2023	The macroeconomic effects of inflation uncertainty. (2023). Prieto, Esteban ; Metiu, Norbert. In: Discussion Papers. RePEc:zbw:bubdps:280419. Full description at Econpapers \|\| Download paper

Works by Fernando Duarte:

Year	Title	Type	Cited
2020	NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings. [Full Text][Citation analysis]	article	0
2021	Fire?Sale Spillovers and Systemic Risk In: Journal of Finance. [Full Text][Citation analysis]	article	131
2013	Fire-sale spillovers and systemic risk.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131	paper
2014	Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131	paper
2018	Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	47
2016	Financial vulnerability and monetary policy.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47	paper
2017	Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47	paper
2018	Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	68
2019	Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68	paper
2020	Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	17
2020	Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17	paper
2020	Time-varying inflation risk and stock returns In: Journal of Financial Economics. [Full Text][Citation analysis]	article	24
2013	Time-Varying Inflation Risk and Stock Returns.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24	paper
2019	Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto In: Journal of Monetary Economics. [Full Text][Citation analysis]	article	0
2020	Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies In: Finance and Economics Discussion Series. [Full Text][Citation analysis]	paper	0
2015	The equity risk premium: a review of models In: Economic Policy Review. [Full Text][Citation analysis]	article	75
2015	The equity risk premium: a review of models.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75	paper
2019	Banking System Vulnerability: Annual Update In: Liberty Street Economics. [Full Text][Citation analysis]	paper	0
2013	Are Stocks Cheap? A Review of the Evidence In: Liberty Street Economics. [Full Text][Citation analysis]	paper	4
2013	A Way With Words: The Economics of the Fed’s Press Conference In: Liberty Street Economics. [Full Text][Citation analysis]	paper	1
2014	On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics. [Full Text][Citation analysis]	paper	0
2014	What Can We Learn from Prior Periods of Low Volatility? In: Liberty Street Economics. [Full Text][Citation analysis]	paper	0
2016	Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics. [Full Text][Citation analysis]	paper	22
2016	Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics. [Full Text][Citation analysis]	paper	1
2018	Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics. [Full Text][Citation analysis]	paper	1
2019	Assessing Contagion Risk in a Financial Network In: Liberty Street Economics. [Full Text][Citation analysis]	paper	0
2019	How Large are Default Spillovers in the U.S. Financial System? In: Liberty Street Economics. [Full Text][Citation analysis]	paper	0
2020	How Has COVID-19 Affected Banking System Vulnerability? In: Liberty Street Economics. [Full Text][Citation analysis]	paper	0
2020	What’s Up with Stocks? In: Liberty Street Economics. [Full Text][Citation analysis]	paper	0
2015	An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap In: Staff Reports. [Citation analysis]	paper	0
2016	How to escape a liquidity trap with interest rate rules In: Staff Reports. [Full Text][Citation analysis]	paper	2
2017	Empirical network contagion for U.S. financial institutions In: Staff Reports. [Full Text][Citation analysis]	paper	6