14
H index
17
i10 index
857
Citations
Federal Reserve Bank of New York | 14 H index 17 i10 index 857 Citations RESEARCH PRODUCTION: 17 Articles 97 Papers RESEARCH ACTIVITY: 17 years (2007 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbo573 |
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 |
Journal of Financial Economics | 2 |
Year | Title of citing document |
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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 | 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 |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. 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 |
2023 | Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908. Full description at Econpapers || Download paper |
2023 | CP and CDs markets: a primer. (2023). Todorov, Karamfil ; Schrimpf, Andreas ; Aquilina, Matteo. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309e. Full description at Econpapers || Download paper |
2023 | Dealer 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. Full description at Econpapers || Download paper |
2023 | Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1140. Full description at Econpapers || Download paper |
2023 | International 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. Full description at Econpapers || Download paper |
2023 | The 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. 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 |
2023 | Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366. Full description at Econpapers || Download paper |
2023 | Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808. Full description at Econpapers || Download paper |
2023 | Quantifying 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. Full description at Econpapers || Download paper |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | Does 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. 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 |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Euro 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. Full description at Econpapers || Download paper |
2023 | Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033. 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 | Unconventional 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. Full description at Econpapers || Download paper |
2023 | Benchmarking 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. 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 |
2023 | Determinants of global neutral interest rates. (2023). Shousha, Samer. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001198. Full description at Econpapers || Download paper |
2023 | Empirically-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. Full description at Econpapers || Download paper |
2023 | The 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. 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 |
2023 | Covid-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. Full description at Econpapers || Download paper |
2023 | Internal 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. 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 |
2023 | Intermediary balance sheets and the treasury yield curve. (2023). Hebert, Benjamin ; Du, Wenxin ; Li, Wenhao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001629. 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 |
2023 | Financial crises and shadow banks: A quantitative analysis. (2023). Rottner, Matthias. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:74-92. 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 |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160. Full description at Econpapers || Download paper |
2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470. Full description at Econpapers || Download paper |
2023 | Dealer 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. Full description at Econpapers || Download paper |
2023 | Balance 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. Full description at Econpapers || Download paper |
2023 | Macroprudential 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. Full description at Econpapers || Download paper |
2023 | Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja. In: Working Papers. RePEc:hnb:wpaper:73. 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 |
2023 | Fundamentals, 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. Full description at Econpapers || Download paper |
2023 | Do Professional Forecasters Phillips Curves Incorporate the Beliefs of Others?. (2023). Clements, Michael ; Wang, Shixuan. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-05. Full description at Econpapers || Download paper |
2023 | Bias-Correction in Time Series Quantile Regression Models. (2023). Vavra, Marian. In: Working and Discussion Papers. RePEc:svk:wpaper:1094. 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 |
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 | |
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 | 39 |
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: 39 | 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: 39 | paper | |
2016 | Term structures of asset prices and returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
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: 25 | article | |
2016 | Term structures of asset prices and returns.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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: 25 | paper | |
2016 | Term structures of asset prices and returns.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 | 63 |
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: 63 | article | |
2016 | Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2017 | Liquidity Policies and Systemic Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2014 | Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2014 | Liquidity Policies and Systemic Risk.(2014) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2014 | Liquidity policies and systemic risk.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2018 | Liquidity policies and systemic risk.(2018) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2019 | The Long and Short of It: The Post-Crisis Corporate CDS Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
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: 6 | 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: 6 | paper | |
2020 | Forecasting Macroeconomic Risks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
2021 | Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2020 | Forecasting Macroeconomic Risks.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | 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 | |
2020 | Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
2019 | Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2021 | MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | 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 | 25 |
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 | 7 |
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: 7 | 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 | 0 |
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 | 188 |
2012 | Intermediary leverage cycles and financial stability.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | 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 | 2 |
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 | 3 |
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 |
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 | 33 |
2019 | Understanding Mortgage Spreads.(2019) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | 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 | The Good, the Bad, and the Ugly of International Debt Market Data In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2024 | The Global Credit Cycle 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 |
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 | 9 |
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 November, 3 2024. Contact: CitEc Team