14
H index
19
i10 index
898
Citations
Federal Reserve Bank of New York | 14 H index 19 i10 index 898 Citations RESEARCH PRODUCTION: 19 Articles 99 Papers RESEARCH ACTIVITY:
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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 |
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Economic Policy Review | 5 |
Journal of Monetary Economics | 3 |
The Review of Financial Studies | 2 |
Journal of Financial Economics | 2 |
Year | Title of citing document |
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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 | The Financial Channel of Tax Amnesty Policies. (2024). Leticia, Jurez ; Ezequiel, Garcia-Lembergman ; Paula, Donaldson ; Gastn, Bernini Federico. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4710. Full description at Econpapers || Download paper |
2024 | Capturing GDP nowcast uncertainty in real time. (2020). 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. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. 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 | 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 |
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 |
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 |
2024 | The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085. Full description at Econpapers || Download paper |
2024 | The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196. Full description at Econpapers || Download paper |
2024 | Competing models of the Bank of England’s liquidity auctions: truthful bidding is a good approximation. (2024). Grace, Charlotte. In: Bank of England working papers. RePEc:boe:boeewp:1061. 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 | 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 |
2024 | Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. Full description at Econpapers || Download paper |
2024 | Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Ma, Jun ; Luo, Sui ; Liao, Wenting ; Huang, Yu-Fan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630. Full description at Econpapers || Download paper |
2024 | Hedging investment-grade and high-yield bonds with credit VIX. (2024). Alsagr, Naif ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001137. Full description at Econpapers || Download paper |
2024 | Corporate bond price reversals. (2024). Ivashchenko, Alexey. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782. Full description at Econpapers || Download paper |
2024 | The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia. (2024). Raz, Arisyi ; Danarsari, Dwi ; Husodo, Zafri A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001124. Full description at Econpapers || Download paper |
2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
2024 | Trading ahead of treasury auctions. (2024). Sigaux, Jean-David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002236. Full description at Econpapers || Download paper |
2024 | Central bank liquidity facilities and market making. (2024). Walton, Adrian ; Cimon, David A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724. Full description at Econpapers || Download paper |
2024 | Vulnerable funding in the global economy. (2024). Uribe, Jorge ; Chuliá, Helena ; Garrn, Ignacio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002280. Full description at Econpapers || Download paper |
2024 | Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370. Full description at Econpapers || Download paper |
2024 | Aggregate lapsation risk. (2024). Van Nieuwerburgh, Stijn ; Lee, Hae Kang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000424. Full description at Econpapers || Download paper |
2024 | The risk and return of equity and credit index options. (2024). Seo, Sang Byung ; Fournier, Mathieu ; Ericsson, Jan ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001557. 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 |
2024 | Monetary easing, lack of investment and financial instability. (2024). Acharya, Viral V ; Reggiani, Pietro ; Yao, Iris ; Plantin, Guillaume. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000287. Full description at Econpapers || Download paper |
2024 | How supply and demand affect national house prices: The case of Ireland. (2024). O'Toole, Conor ; McQuinn, Kieran ; Egan, Paul. In: Journal of Housing Economics. RePEc:eee:jhouse:v:65:y:2024:i:c:s1051137724000251. Full description at Econpapers || Download paper |
2024 | China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372. Full description at Econpapers || Download paper |
2024 | How does the fed affect corporate credit costs? Default risk, creditor segmentation and the post-FOMC drift. (2024). Walz, Stefan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001241. 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 | “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 |
2024 | Inventory, Market Making, and Liquidity in OTC Markets. (2024). Weill, Pierre-Olivier ; Lester, Benjamin ; Kargar, Mahyar ; Cohen, Assa. In: Working Papers. RePEc:fip:fedpwp:99245. Full description at Econpapers || Download paper |
2024 | Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models. (2024). Sahuc, Jean-Guillaume ; Mohimont, Jolan ; Mimir, Yasin ; Durdu, C. Bora ; DE BANDT, OLIVIER ; Straughan, Michael ; Scalone, Valerio ; Roehrs, Sigrid ; Nikolov, Kalin ; Ichiue, Hibiki. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:1:a:1. Full description at Econpapers || Download paper |
2024 | Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets. (2024). Tompaidis, Stathis ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:24-01. Full description at Econpapers || Download paper |
2024 | Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery. (2024). Gadgil, Salil. In: Working Papers. RePEc:ofr:wpaper:24-04. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291. Full description at Econpapers || Download paper |
2024 | The impact of the ECBs PEPP project on the COVID-19-Induced crisis in the corporate bond market. (2024). Cohen, Lior ; Furman, Itai. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:306564. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Vulnerable Growth In: American Economic Review. [Full Text][Citation analysis] | article | 187 |
2016 | Vulnerable Growth.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
2018 | Vulnerable Growth.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
2016 | Vulnerable growth.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
2017 | Vulnerable Growth.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
2007 | THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS In: Mathematical Finance. [Full Text][Citation analysis] | article | 18 |
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 | 44 |
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: 44 | 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: 44 | paper | |
2016 | Term structures of asset prices and returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
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: 27 | article | |
2016 | Term structures of asset prices and returns.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | 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: 27 | paper | |
2016 | Term structures of asset prices and returns.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | 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 | 69 |
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: 69 | article | |
2016 | Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2017 | Liquidity Policies and Systemic Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
2018 | Liquidity policies and systemic risk.(2018) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2014 | Liquidity Policies and Systemic Risk.(2014) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2014 | Liquidity policies and systemic risk.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2014 | Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 33 | 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 | 31 |
2021 | Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2020 | Forecasting Macroeconomic Risks.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2020 | The Overnight Drift In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | The Overnight Drift.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | The Overnight Drift.(2023) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2020 | Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
2019 | Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2021 | MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2020 | Bank-Intermediated Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2018 | Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2018 | Bank-intermediated arbitrage.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 | 26 |
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 |
2012 | Ambiguity shifts and the 2007–2008 financial crisis In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 28 |
2022 | Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
2022 | Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms.(2022) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 8 |
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: 8 | 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 | 0 |
2022 | The Commercial Paper Funding Facility In: Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
2020 | The Commercial Paper Funding Facility.(2020) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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 | 184 |
2012 | Intermediary leverage cycles and financial stability.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | 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 | 27 |
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 | 0 |
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 |
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 | 35 |
2019 | Understanding Mortgage Spreads.(2019) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
2015 | Taking orders and taking notes: dealer information sharing in financial markets In: Staff Reports. [Full Text][Citation analysis] | paper | 8 |
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: 8 | 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: 8 | 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 | 0 |
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 | 3 |
2024 | Bank Capital and Real GDP Growth.(2024) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Corporate Bond Market Distress In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2024 | Corporate Bond Market Distress.(2024) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | 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 | 3 |
2021 | COVID Response: The Primary and Secondary Corporate Credit Facilities In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2022 | 800,000 Years of Climate Risk In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2023 | Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2024 | The Global Credit Cycle In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
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 | 0 |
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 February, 4 2025. Contact: CitEc Team