15
H index
20
i10 index
1056
Citations
Federal Reserve Bank of New York | 15 H index 20 i10 index 1056 Citations RESEARCH PRODUCTION: 22 Articles 109 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nina Boyarchenko. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Economic Policy Review | 5 |
| Journal of Monetary Economics | 4 |
| Journal of Financial Economics | 2 |
| The Review of Financial Studies | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Whatever It Takes? The Impact of Conditional Policy Promises. (2025). Haddad, Valentin ; Moreira, Alan ; Muir, Tyler. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:1:p:295-329. Full description at Econpapers || Download paper |
| 2024 | Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper |
| 2024 | A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
| 2025 | High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380. Full description at Econpapers || Download paper |
| 2025 | Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260. Full description at Econpapers || Download paper |
| 2025 | Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065. Full description at Econpapers || Download paper |
| 2025 | Scenario Synthesis and Macroeconomic Risk. (2025). Giannone, Domenico ; Luciani, Matteo ; Adrian, Tobias ; West, Mike. In: Papers. RePEc:arx:papers:2505.05193. Full description at Econpapers || Download paper |
| 2025 | Macroeconomic Forecasting and Machine Learning. (2025). Giannone, Domenico ; Ghigliazza, Raffaele M ; Fan, Ting-Han ; Chi, Ta-Chung. In: Papers. RePEc:arx:papers:2510.11008. Full description at Econpapers || Download paper |
| 2026 | Risks and Uncertainty in Monetary Policy. (2026). West, Mike ; Luciani, Matteo ; Giannone, Domenico ; Adrian, Tobias. In: Papers. RePEc:arx:papers:2606.16708. Full description at Econpapers || Download paper |
| 2026 | Multivariate Economic Tail Risk and Scenario Analysis using the survey of Professional Forecasters. (2026). Opschoor, Anne ; Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:771. Full description at Econpapers || Download paper |
| 2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper |
| 2026 | Inflation and Growth Risk: Balancing the Scales with Surveys. (2026). Tschopp, Adrien ; Mouabbi, Sarah ; Renne, Jean-Paul. In: Working papers. RePEc:bfr:banfra:1036. Full description at Econpapers || Download paper |
| 2025 | Basel III joint regulatory constraints: interactions and implications for the financing of the economy. (2025). CLERC, Laurent ; Lecarpentier, Sandrine ; Pouvelle, Cyril. In: Working papers. RePEc:bfr:banfra:988. Full description at Econpapers || Download paper |
| 2026 | A public-private partnership? Central bank funding and credit supply. (2026). Monroe, Win ; Elliott, David ; Chavaz, Matthieu. In: BIS Working Papers. RePEc:bis:biswps:1336. Full description at Econpapers || Download paper |
| 2025 | An Educational Model of a Small Open Economy for Monetary Policy Analysis (with examples from Bank of Russia€™s practice). (2025). Nevalennyi, Maxim ; Sinyakov, Andrey ; Glazova, Alexandra. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps154. Full description at Econpapers || Download paper |
| 2024 | Growth at risk from climate change. (2024). Kiley, Michael. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1134-1151. Full description at Econpapers || Download paper |
| 2025 | QT versus QE: who is in when the central bank is out?. (2025). Kontoghiorghes, Alex ; Kaminska, Iryna ; Ray, Walker. In: Bank of England working papers. RePEc:boe:boeewp:1108. Full description at Econpapers || Download paper |
| 2025 | Investors as a liquidity backstop in corporate bond markets. (2025). Foucault, Thierry ; Comerton-Forde, Carole ; Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:1126. Full description at Econpapers || Download paper |
| 2025 | Assessing the Impact of Corporate Bond Purchase Programs: Insights from Israel. (2025). Michelson, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.07. Full description at Econpapers || Download paper |
| 2025 | The taming of the skew: asymmetric inflation risk and monetary policy. (2025). Petrella, Ivan ; Melosi, Leonardo ; de Polis, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20253028. Full description at Econpapers || Download paper |
| 2025 | From purchases to exit: central bank interventions in corporate debt markets. (2025). Breckenfelder, Johannes ; Schepens, Glenn. In: Working Paper Series. RePEc:ecb:ecbwps:20253055. Full description at Econpapers || Download paper |
| 2025 | The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20253066. Full description at Econpapers || Download paper |
| 2025 | The causal effect of inflation on financial stability, evidence from history. (2025). Albertazzi, Ugo ; Steege, Lucas Ter ; Hooft, James T. In: Working Paper Series. RePEc:ecb:ecbwps:20253108. Full description at Econpapers || Download paper |
| 2025 | Repo collateral reuse and liquidity windfalls. (2025). Rodrigues-Gomes, Victor ; Pereira, Sofia M ; Alexiou, Georgios Angelis. In: Working Paper Series. RePEc:ecb:ecbwps:20253147. Full description at Econpapers || Download paper |
| 2025 | The role of external habits and preference heterogeneity in the equity term structure. (2025). Gil, Hamilton Galindo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s016518892500123x. Full description at Econpapers || Download paper |
| 2025 | Impact of unconventional monetary policy on stock market in selected economies during and post-COVID-19 pandemic. (2025). Lau, Wee Yeap ; Li, Yaxing ; Ng, Kok-Haur. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:2360-2381. Full description at Econpapers || Download paper |
| 2025 | Nonparametric mixed frequency monitoring macro-at-risk. (2025). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003350. Full description at Econpapers || Download paper |
| 2025 | Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769. Full description at Econpapers || Download paper |
| 2025 | Public debt burden and crisis severity. (2025). Fernandez-Gallardo, Alvaro ; Pay, Ivn ; Fernndez-Gallardo, Lvaro. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s0014292125000789. Full description at Econpapers || Download paper |
| 2025 | Density forecasts of inflation: A quantile regression forest approach. (2025). Paredes, Joan ; Lenza, Michele ; Moutachaker, Ins. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001291. Full description at Econpapers || Download paper |
| 2026 | Impact pathways of corporate social responsibility on institutional transaction costs in platform-based companies. (2026). Zhang, QI. In: Finance Research Letters. RePEc:eee:finlet:v:88:y:2026:i:c:s1544612325023554. Full description at Econpapers || Download paper |
| 2025 | Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372. Full description at Econpapers || Download paper |
| 2025 | Digital currency and banking-sector stability. (2025). Phelan, Gregory ; Chen, William. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000439. Full description at Econpapers || Download paper |
| 2026 | Capital and liquidity interaction in banking. (2026). de-Ramon, Sebastian ; Arnould, Guillaume ; Vo, Quynh-Anh ; Milonas, Kristoffer ; Acosta-Smith, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:83:y:2026:i:c:s1572308926000173. Full description at Econpapers || Download paper |
| 2025 | Give me a break: What does the equity premium compensate for?. (2025). Perras, Patrizia ; Wagner, Niklas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001690. Full description at Econpapers || Download paper |
| 2025 | Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320. Full description at Econpapers || Download paper |
| 2025 | Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762. Full description at Econpapers || Download paper |
| 2025 | Fan charts 2.0: Flexible forecast distributions with expert judgement. (2025). Sokol, Andrej. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1148-1164. Full description at Econpapers || Download paper |
| 2025 | Life insurance convexity. (2025). Kubitza, Christian ; Grochola, Nicolaus ; Grndl, Helmut. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001220. Full description at Econpapers || Download paper |
| 2025 | Authorized participants’ regulatory constraints and limits to ETF arbitrage during market turmoil Evidence from the dash-for-cash episode. (2025). Raddatz, Claudio E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:179:y:2025:i:c:s0378426625001190. Full description at Econpapers || Download paper |
| 2025 | Foreign direct investments and CO2 emissions in Asia: A data-driven optimal transport perspective. (2025). Chen, Hung-Ju ; Pecora, Nicol ; Spelta, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:240:y:2025:i:c:s0167268125004354. Full description at Econpapers || Download paper |
| 2025 | Information sharing in financial markets. (2025). Xiong, Yan ; Goldstein, Itay ; Yang, Liyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001909. Full description at Econpapers || Download paper |
| 2025 | Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017. Full description at Econpapers || Download paper |
| 2025 | Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121. Full description at Econpapers || Download paper |
| 2025 | Strategic arbitrage in segmented markets. (2025). Bryzgalova, Svetlana ; Pavlova, Anna ; Sikorskaya, Taisiya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000169. Full description at Econpapers || Download paper |
| 2025 | Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364. Full description at Econpapers || Download paper |
| 2025 | LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints. (2025). Watugala, Sumudu W ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x2500025x. Full description at Econpapers || Download paper |
| 2025 | Banks as regulated traders. (2025). Falato, Antonio ; Iercosan, Diana ; Zikes, Filip. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000881. Full description at Econpapers || Download paper |
| 2025 | A quantitative analysis of bank lending relationships. (2025). Faria-e-Castro, Miguel ; Dempsey, Kyle. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000911. Full description at Econpapers || Download paper |
| 2025 | Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctions. (2025). Boneva, Lena ; Kastl, Jakub ; Zikes, Filip. In: Journal of Financial Economics. RePEc:eee:jfinec:v:174:y:2025:i:c:s0304405x25001904. Full description at Econpapers || Download paper |
| 2026 | Manufacturing risk-free government debt. (2026). Van Nieuwerburgh, Stijn ; Jiang, Zhengyang ; Xiaolan, Mindy Z ; Lustig, Hanno. In: Journal of Financial Economics. RePEc:eee:jfinec:v:176:y:2026:i:c:s0304405x25002119. Full description at Econpapers || Download paper |
| 2026 | Intermediation frictions in equity markets. (2026). Seegmiller, Bryan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:176:y:2026:i:c:s0304405x25002314. Full description at Econpapers || Download paper |
| 2026 | Stablecoins and short-term funding markets. (2026). Gardin, Paul ; Barthlemy, Jean ; Nguyen, Benoit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002049. Full description at Econpapers || Download paper |
| 2025 | The transmission of non-banking liquidity shocks to the banking sector. (2025). Sarmiento, Miguel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:2:s2666143824000218. Full description at Econpapers || Download paper |
| 2025 | Hedge funds and the Treasury cash-futures basis trade. (2025). Kahn, Robert ; Barth, Daniel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:155:y:2025:i:c:s0304393225000947. Full description at Econpapers || Download paper |
| 2026 | Financial shocks and leverage of financial institutions: When do they matter?. (2026). Schüler, Yves ; Schler, Yves ; Hubrich, Kirstin ; Waggoner, Daniel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:158:y:2026:i:c:s0304393226000152. Full description at Econpapers || Download paper |
| 2025 | The advantages of CBOE credit VIXs for corporate bond investors in North America: A sectoral analysis. (2025). Ozkan, Oktay ; Bouri, Elie ; Iqbal, Najaf. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004008. Full description at Econpapers || Download paper |
| 2025 | Asset Prices and Credit with Diagnostic Expectations. (2025). Singh, Sanjay ; Jorda, Oscar ; Cloyne, James ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:101463. Full description at Econpapers || Download paper |
| 2025 | “Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices. (2025). Palazzo, Berardino ; Bonelli, Diego ; Yamarthy, Ram S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-02. Full description at Econpapers || Download paper |
| 2025 | Scenario Synthesis and Macroeconomic Risk. (2025). Luciani, Matteo ; Giannone, Domenico ; Adrian, Tobias ; West, Mike. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-36. Full description at Econpapers || Download paper |
| 2025 | Market Liquidity in Treasury Futures Market During March 2020. (2025). Vega, Clara ; Tuzun, Tugkan ; Mixon, Scott ; Gousgounis, Eleni. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-38. Full description at Econpapers || Download paper |
| 2025 | The case for supporting liquidity supply in (some corners of) non-bank intermediation. (2025). Aramonte, Sirio. In: International Finance Discussion Papers. RePEc:fip:fedgif:1425. Full description at Econpapers || Download paper |
| 2025 | When Liquidity Matters: Firm Balance Sheets during Large Crises. (2025). Kozlowski, Julian ; Faria-e-Castro, Miguel ; Ebsim, Mahdi. In: Working Papers. RePEc:fip:fedlwp:101435. Full description at Econpapers || Download paper |
| 2026 | The Evolution of the Corporate Bond Market: A Theoretical Analysis. (2026). Lester, Benjamin ; Kargar, Mahyar ; Weill, Pierre-Olivier ; Sl, Semih. In: Working Papers. RePEc:fip:fedpwp:103286. Full description at Econpapers || Download paper |
| 2025 | How does asset market liquidity affect the real economy? A quantitative assessment of the transmission channels. (2025). Kospentaris, Ioannis ; Herrenbrueck, Lucas ; Lee, Sukjoon ; Gabrovski, Miroslav ; Geromichalos, Athanasios. In: Working Papers. RePEc:hai:wpaper:202501. Full description at Econpapers || Download paper |
| 2026 | Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Rochet, Jean ; Gersbach, Hans. In: IDEI Working Papers. RePEc:ide:wpaper:32398. Full description at Econpapers || Download paper |
| 2025 | Corporate Bond Purchase Program and Corporate Debt Issuance: Evidence from Japanese Corporate Bond Marketing News. (2025). Takaoka, Sumiko ; Takahashi, Koji. In: IMES Discussion Paper Series. RePEc:ime:imedps:25-e-11. Full description at Econpapers || Download paper |
| 2025 | Central Bank Liquidity Backstops, Bank Regulation, and Risk-Taking by Asset Managers. (2025). Tarashev, Nikola ; Aldasoro, Iñaki ; Huang, Wenqian. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:11:p:9588-9605. Full description at Econpapers || Download paper |
| 2025 | Monetary Easing, Leveraged Payouts, and Lack of Investment. (2025). Acharya, Viral ; Plantin, Guillaume. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:9:p:7907-7928. Full description at Econpapers || Download paper |
| 2026 | Rainy Day Liquidity. (2026). Yu, Tong ; Salam, Mehmet ; Li, Xin ; Huang, Jing-Zhi. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:2634-2655. Full description at Econpapers || Download paper |
| 2026 | Measuring global financial stress: is there any role for large language models?. (2026). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:22:y:2026:i:1:d:10.1007_s10436-026-00481-4. Full description at Econpapers || Download paper |
| 2025 | Do bank capital and liquidity truly shield against systemic risk: evidence from the global banking sector. (2025). Jain, Sonali ; Sharma, Nikita. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:68:y:2025:i:2:d:10.1007_s11149-025-09492-x. Full description at Econpapers || Download paper |
| 2025 | The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1. Full description at Econpapers || Download paper |
| 2026 | The Effect of Corporate Cash Accumulation on Monetary Policy Transmission: A Stock-flow Consistent Growth Model. (2026). Nair, Nitin. In: Working Papers. RePEc:pke:wpaper:pkwp2610. Full description at Econpapers || Download paper |
| 2025 | Impact of monetary policy on financial stability in good times. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125030. Full description at Econpapers || Download paper |
| 2024 | Real-time forward-looking skewness over the business cycle. (2024). Dew-Becker, Ian. In: Review of Economic Dynamics. RePEc:red:issued:24-39. Full description at Econpapers || Download paper |
| 2025 | Green Bonds and Asset Classes: New Evidence from Time-varying Copula and Transfer Entropy Models. (2025). Hung, Ngo Thai. In: Global Business Review. RePEc:sae:globus:v:26:y:2025:i:5:p:1405-1424. Full description at Econpapers || Download paper |
| 2025 | Wasserstein barycenter regression: application to the joint dynamics of regional GDP and life expectancy in Italy. (2025). Levantesi, Susanna ; Nigri, Andrea ; Pagnottoni, Paolo ; Spelta, Alessandro. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:2:d:10.1007_s10182-024-00506-1. Full description at Econpapers || Download paper |
| 2025 | Gauging growth risk in an international financial centre: some evidence from Singapore. (2025). Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02705-w. Full description at Econpapers || Download paper |
| 2025 | A quantum model for the overpriced put puzzle. (2025). Park, Taeyoung ; Jeong, Minhyuk ; Ahn, Kwangwon ; Yang, Biao ; Zhang, Xingjia. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00869-7. Full description at Econpapers || Download paper |
| 2025 | Voluntary disclosures and monetary policy: evidence from quantitative easing. (2025). Vincenzi, Roberto. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-024-09827-7. Full description at Econpapers || Download paper |
| 2026 | Ambiguous Business Cycles: A Quantitative Assessment. (2020). Ozsoylev, Han ; Mukerji, Sujoy ; Collard, Fabrice ; Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem. In: TSE Working Papers. RePEc:tse:wpaper:124312. Full description at Econpapers || Download paper |
| 2026 | Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Rochet, Jean ; Gersbach, Hans. In: TSE Working Papers. RePEc:tse:wpaper:32399. Full description at Econpapers || Download paper |
| 2025 | Forecast Sensitivity to Global Risks : A BVAR Analysis. (2025). Elderfield, Adam ; Tercioglu, Remzi Baris ; Ruberl, Heather Jane. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11132. Full description at Econpapers || Download paper |
| 2025 | The ECB press conference statement: deriving a new sentiment indicator for the euro area. (2025). Siklos, Pierre L ; Kanelis, Dimitrios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:652-664. Full description at Econpapers || Download paper |
| 2026 | Bank Capital Regulation and Derivatives Clearing. (2026). Ferrara, Gerardo ; Rodrigueztous, Francesc ; Acostasmith, Jonathan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:31:y:2026:i:1:p:1232-1249. Full description at Econpapers || Download paper |
| 2026 | Rural Commercial Banks Efficiency on Supporting Rural Revitalization in China: Do Leverage Implementation and Green Finance Matter?. (2026). Ni, Wei ; Ab, Nazrul Hisyam ; Ashhari, Zariyawati Mohd ; Li, Yue ; Kang, Kuan ; Tang, Xianghua. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:31:y:2026:i:2:p:1933-1956. Full description at Econpapers || Download paper |
| 2025 | Central Bank Crisis Interventions: A Review of the Recent Literature on Potential Costs. (2025). Cimon, David ; Vala, Rishi ; Aldridge, Patrick. In: Journal of Financial Crises. RePEc:ysm:ypfsfc:v:7:y:2025:i:4:p:1-26. Full description at Econpapers || Download paper |
| 2025 | Collateral choice. (2025). Ballensiefen, Benedikt Fabian. In: CFR Working Papers. RePEc:zbw:cfrwps:319642. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Vulnerable Growth In: American Economic Review. [Full Text][Citation analysis] | article | 188 |
| 2016 | Vulnerable Growth.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
| 2018 | Vulnerable Growth.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
| 2016 | Vulnerable growth.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
| 2017 | Vulnerable Growth.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
| 2026 | The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 0 |
| 2025 | The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion.(2025) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2025 | A Hitchhikers Guide to Federal Reserve Participation in Fixed Income Markets In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 0 |
| 2007 | THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS In: Mathematical Finance. [Full Text][Citation analysis] | article | 19 |
| 2025 | The Theory of Financial Stability Meets Reality In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | The Theory of Financial Stability Meets Reality.(2025) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2025 | The Theory of Financial Stability Meets Reality.(2025) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2025 | The Theory of Financial Stability Meets Reality.(2025) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 64 |
| 2022 | It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
| 2020 | It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2016 | Term structures of asset prices and returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2018 | Term structures of asset prices and returns.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2016 | Term structures of asset prices and returns.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2016 | Term Structures of Asset Prices and Returns.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2016 | Term structures of asset prices and returns.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2016 | Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2016 | Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2017 | Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2017 | Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 84 |
| 2017 | Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | article | |
| 2016 | Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
| 2017 | Liquidity Policies and Systemic Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
| 2018 | Liquidity policies and systemic risk.(2018) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 2014 | Liquidity Policies and Systemic Risk.(2014) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2014 | Liquidity policies and systemic risk.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2014 | Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2019 | The Long and Short of It: The Post-Crisis Corporate CDS Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2020 | The Long and Short of It: The Post-Crisis Corporate CDS Market.(2020) In: Economic Policy Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2019 | The Long and Short of It: The Post-Crisis Corporate CDS Market.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2020 | Forecasting Macroeconomic Risks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 46 |
| 2021 | Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2020 | Forecasting Macroeconomic Risks.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2020 | The Overnight Drift In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | The Overnight Drift.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | The Overnight Drift.(2023) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
| 2019 | Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2021 | MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
| 2020 | Bank-Intermediated Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2018 | Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2018 | Bank-intermediated arbitrage.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2020 | Its what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
| 2024 | Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data.(2023) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2026 | The Global Credit Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2024 | The Global Credit Cycle.(2024) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | No Good Deals - No Bad Models In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | No Good Deals—No Bad Models.(2014) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | No good deals—no bad models.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | No Good Deals - No Bad Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
| 2025 | Corporate bond market distress In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Corporate Bond Market Distress.(2021) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Corporate Bond Market Distress.(2024) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Ambiguity shifts and the 2007–2008 financial crisis In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 30 |
| 2022 | Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 7 |
| 2022 | Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms.(2022) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2022 | Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 14 |
| 2022 | Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges.(2022) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2018 | Negative swap spreads In: Economic Policy Review. [Full Text][Citation analysis] | article | 8 |
| 2018 | Trends in credit basis spreads In: Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
| 2022 | The Primary and Secondary Corporate Credit Facilities In: Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
| 2022 | The Commercial Paper Funding Facility In: Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
| 2020 | The Commercial Paper Funding Facility.(2020) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2025 | Who Lends to Households and Firms? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2026 | The Global Credit Cycle in Corporate Bond Returns In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The Evolving Market for U.S. Sovereign Credit Risk In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2020 | What’s in A(AA) Credit Rating? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Intermediary Leverage Cycles and Financial Stability In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 220 |
| 2012 | Intermediary leverage cycles and financial stability.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 220 | paper | |
| 2015 | Counterparty Risk in Material Supply Contracts In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Counterparty risk in material supply contracts.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | Counterparty Risk in Material Supply Contracts.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
| 2015 | The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Trends in Arbitrage-Based Measures of Bond Liquidity In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Credit Market Arbitrage and Regulatory Leverage In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 42 |
| 2018 | Liquidity Effects of Post-Crisis Regulatory Reform In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Credit Market Choice In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Credit market choice.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Credit Market Choice.(2019) In: 2019 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 5 |
| 2020 | The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
| 2020 | The Impact of the Corporate Credit Facilities In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Measuring the Forest through the Trees: The Corporate Bond Market Distress Index In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | The Overnight Drift in U.S. Equity Returns In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2022 | How Is the Corporate Bond Market Responding to Financial Market Volatility? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2022 | What Is Corporate Bond Market Distress? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2022 | How Is the Corporate Bond Market Functioning as Interest Rates Increase? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | What Is “Outlook-at-Risk?” In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | What’s New with Corporate Leverage? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Look Out for Outlook-at-Risk In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2024 | The Changing Landscape of Corporate Credit In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2024 | The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Who Finances Real Sector Lenders? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Information acquisition and financial intermediation In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Intermediary balance sheets In: Staff Reports. [Full Text][Citation analysis] | paper | 16 |
| 2015 | Intermediary Balance Sheets.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2014 | Understanding mortgage spreads In: Staff Reports. [Full Text][Citation analysis] | paper | 37 |
| 2019 | Understanding Mortgage Spreads.(2019) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2015 | Taking orders and taking notes: dealer information sharing in financial markets In: Staff Reports. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2018 | Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2015 | On the scale of financial intermediaries In: Staff Reports. [Full Text][Citation analysis] | paper | 14 |
| 2016 | The Federal Reserve and market confidence In: Staff Reports. [Full Text][Citation analysis] | paper | 12 |
| 2018 | Federal Reserve and Market Confidence.(2018) In: 2018 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2016 | Trends in credit market arbitrage In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Flighty liquidity In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Bank Capital and Real GDP Growth In: Staff Reports. [Full Text][Citation analysis] | paper | 4 |
| 2024 | Bank Capital and Real GDP Growth.(2024) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Corporate Credit Provision In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2021 | COVID Response: The Commercial Paper Funding Facility In: Staff Reports. [Full Text][Citation analysis] | paper | 4 |
| 2021 | COVID Response: The Primary and Secondary Corporate Credit Facilities In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
| 2022 | 800,000 Years of Climate Risk In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2024 | The Nonlinear Case Against Leaning Against the Wind In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Financing Private Credit In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Corporate Debt Structure over the Global Credit Cycle In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Ambiguity, Information Quality and Credit Risk In: 2009 Meeting Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Credit Risk and Interdealer Networks In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Intermediaries as Information Aggregators In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Ambiguous Trade-offs: An Application to Climate Change In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions In: Journal of Political Economy. [Full Text][Citation analysis] | article | 11 |
| 2007 | ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team