Fernando Duarte : Citation Profile

Are you Fernando Duarte?

Brown University

7

H index

7

i10 index

416

Citations

RESEARCH PRODUCTION:

5

Articles

27

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 52
   Journals where Fernando Duarte has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 7 (1.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu355
   Updated: 2024-07-05    RAS profile: 2023-07-27    
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Relations with other researchers

Works with:

Adrian, Tobias (4)

Eisenbach, Thomas (3)

Zabczyk, Pawel (3)

Kovner, Anna (2)

Blickle, Kristian (2)

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

Is cited by:

Adrian, Tobias (12)

Rungcharoenkitkul, Phurichai (11)

Boyarchenko, Nina (8)

Fricke, Daniel (8)

Gourinchas, Pierre-Olivier (7)

Halaj, Grzegorz (7)

Farmer, J. (7)

Kok, Christoffer (7)

BORIO, Claudio (6)

Caballero, Ricardo (6)

Aldasoro, Iñaki (6)

Cites to:

Adrian, Tobias (18)

Woodford, Michael (18)

Campbell, John (11)

Gertler, Mark (10)

Svensson, Lars (9)

Uribe, Martín (9)

Schmitt-Grohe, Stephanie (9)

Bernanke, Ben (8)

Giannone, Domenico (8)

Ang, Andrew (7)

Pedersen, Lasse (7)

Main data

Where Fernando Duarte has published?

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York12
Staff Reports / Federal Reserve Bank of New York8
CEPR Discussion Papers / C.E.P.R. Discussion Papers3

Recent works citing Fernando Duarte (2024 and 2023)

YearTitle of citing document
2023Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023The Micro-Aggregated Profit Share. (2023). Perez, Luis ; Hasenzagl, Thomas. In: Papers. RePEc:arx:papers:2309.12945.

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2023A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models. (2023). Coletti, Donald. In: Discussion Papers. RePEc:bca:bocadp:23-23.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2023.

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2023Semi-Structural Model with Household Debt for Israel. (2023). Cohen, Nimrod ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.03.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2023Exploring the determinants of Fintech Credit: A comprehensive analysis. (2023). Liu, Xueqin ; Xue, Xupeng ; Kyaw, Khine ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002341.

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2023Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2023Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

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2024International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework. (2024). Beaupain, Renaud ; Braouezec, Yann. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005410.

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2023Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769.

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2023Economic volatility, banks’ risk accumulation and systemic risk. (2023). He, Wenjing ; Yue, Pengpeng ; Xu, Dandan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323004877.

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2023Macro-prudential policy and systemic risk of real estate firms: Evidence from China. (2023). Kong, Dongmin ; Wang, Lijuan ; Li, Xiao-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008905.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000884.

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2023Policy uncertainty and bank systemic risk: A perspective of risk decomposition. (2023). Wang, QI ; Fang, YI ; Zhao, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000951.

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2024Credit rating downgrades and systemic risk. (2024). Skouralis, Alexandros ; Kladakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001701.

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2023Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches. (2023). Sestieri, Giulia ; Odendahl, Florens ; Istrefi, Klodiana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000456.

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2023Liquidity regulations, bank lending and fire-sale risk. (2023). Shachar, Or ; Sarkar, Asani ; Roberts, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s037842662300198x.

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2023The paradox of safe asset creation. (2023). Villacorta, Alonso ; Segura, Anatoli. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000364.

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2023The term effect of financial cycle variables on GDP growth. (2023). Xiao, Yang ; Wang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001717.

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2023Monetary and fiscal coordination in preventing bank failures and financial contagion. (2023). Sim, Khai Zhi. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s016407042200091x.

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2023Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Jeribi, Ahmed ; Karamti, Chiraz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

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2023Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Jank, Jan ; Pfeifer, Luka. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222.

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2023Financial 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.

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2023Undisclosed material inflation risk. (2023). Konchitchki, Yaniv ; Xie, Jin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:s:p:s82-s100.

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2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

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2023Bank liquidity hoarding and bank systemic risk: The moderating effect of economic policy uncertainty. (2023). Wang, YU ; Lu, Yiming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002603.

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2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2024Effect of Financial Frictions on Monetary Policy Conduct: A Comparative Analysis of DSGE Models with and without Financial Frictions. (2024). Labidi, Moez ; Sayari, Sonia ; ben Salem, Salha. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:3:p:72-:d:1359992.

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2023The Impact of Risk Cycles on Business Cycles: A Historical View. (2023). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:7:p:2922-2961..

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2023Equity Premium in Efficient Markets. (2023). Kausik, Nat. In: MPRA Paper. RePEc:pra:mprapa:119278.

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2023Should Monetary Policy Target Financial Stability. (). Phelan, Gregory ; Chen, William. In: Review of Economic Dynamics. RePEc:red:issued:21-244.

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2023A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory. (2023). Vari, Miklos ; Monnet, Eric. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:915-944.

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2024Liquidity Provision and Financial Stability. (2024). Phelan, Gregory ; Chen, William. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:455-487.

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2023The macroeconomic effects of inflation uncertainty. (2023). Prieto, Esteban ; Metiu, Norbert. In: Discussion Papers. RePEc:zbw:bubdps:280419.

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Works by Fernando Duarte:

YearTitleTypeCited
2020NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article2
2021Fire?Sale Spillovers and Systemic Risk In: Journal of Finance.
[Full Text][Citation analysis]		article140
2013Fire-sale spillovers and systemic risk.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2014Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper49
2016Financial vulnerability and monetary policy.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper69
2019Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		paper
2020Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2020Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2020Time-varying inflation risk and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article27
2013Time-Varying Inflation Risk and Stock Returns.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2019Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2020Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2015The equity risk premium: a review of models In: Economic Policy Review.
[Full Text][Citation analysis]		article75
2015The equity risk premium: a review of models.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2019Banking System Vulnerability: Annual Update In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Are Stocks Cheap? A Review of the Evidence In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2013A Way With Words: The Economics of the Fed’s Press Conference In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2014On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014What Can We Learn from Prior Periods of Low Volatility? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper22
2016Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2018Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2019Assessing Contagion Risk in a Financial Network In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019How Large are Default Spillovers in the U.S. Financial System? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020How Has COVID-19 Affected Banking System Vulnerability? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020What’s Up with Stocks? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap In: Staff Reports.
[Citation analysis]		paper0
2016How to escape a liquidity trap with interest rate rules In: Staff Reports.
[Full Text][Citation analysis]		paper2
2017Empirical network contagion for U.S. financial institutions In: Staff Reports.
[Full Text][Citation analysis]		paper6

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