12
H index
14
i10 index
709
Citations
Federal Reserve Bank of New York | 12 H index 14 i10 index 709 Citations RESEARCH PRODUCTION: 13 Articles 59 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 Thomas M. Eisenbach. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 3 |
Economic Policy Review | 3 |
Journal of Finance | 2 |
Year | Title of citing document | |
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2025 | Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper | |
2024 | The (Mis)Allocation of Corporate News. (2024). Macaulay, Alistair ; Guo, Xing ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:24-47. Full description at Econpapers || Download paper | |
2024 | Political Polarization Affects Households Financial Decisions: Evidence from Home Sales. (2024). Zhang, Calvin ; Orellanali, John ; ben McCartney, W. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:795-841. Full description at Econpapers || Download paper | |
2024 | Money and Banking with Reserves and CBDC. (2024). Niepelt, Dirk. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2505-2552. Full description at Econpapers || Download paper | |
2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download 2024 | Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929. Full description at Econpapers || Download paper |
2024 | Green Credit Policy and asset-debt maturity mismatch in highly polluting enterprises: Evidence from China. (2024). Liu, Taixing ; Yue, Pengpeng ; Fan, Miaomiao ; Korkmaz, Aslihan Gizem ; Yin, Zhichao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:946-965. Full description at Econpapers || Download paper | |
2024 | Belief disagreement and debt maturity structure. (2024). Zhuo, Yilin ; Wei, XU ; Leng, Dong. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003963. Full description at Econpapers || Download paper | |
2024 | Optimal reinsurance with a systemic surplus shock. (2024). Jung, Kwangmin ; Park, Seyoung. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400497x. Full description at Econpapers || Download paper | |
2024 | Financial frictions in a macroeconometric model: A counterfactual analysis for the case of Slovenia. (2024). Verbič, Miroslav ; Zabavnik, Darja. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000463. Full description at Econpapers || Download paper | |
2024 | Banking supervision with loopholes. (2024). Xu, Tong ; Wei, Jianxing. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002702. Full description at Econpapers || Download paper | |
2024 | International 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. Full description at Econpapers || Download paper | |
2024 | Modelling fire sale contagion across banks and non-banks. (2024). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160. Full description at Econpapers || Download paper | |
2024 | Credit 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. 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 | 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 | Delayed crises and slow recoveries. (2024). Yang, Zhongchao ; Wang, Pengfei ; Liu, Xuewen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23001976. 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 | Bank heterogeneity and financial stability. (2024). Kopytov, Alexandr ; Goldstein, Itay ; Xiang, Haotian ; Shen, Lin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001570. Full description at Econpapers || Download paper | |
2025 | Credit supply and house prices: Evidence from mortgage market segmentation. (2025). Severino, Felipe ; Schoar, Antoinette ; Adelino, Manuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001818. Full description at Econpapers || Download paper | |
2024 | Whatever it takes? Market maker of last resort and its fragility. (2024). Choi, Dong Beom ; Yorulmazer, Tanju. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000457. Full description at Econpapers || Download paper | |
2024 | ETFs and tail dependence: Evidence from Chinese stock market. (2024). Ning, Wei ; Zhao, Jiahua ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001815. Full description at Econpapers || Download paper | |
2024 | Contagion in debt and collateral markets. (2024). Chang, Jin-Wook ; Chuan, Grace. In: Journal of Monetary Economics. RePEc:eee:moneco:v:148:y:2024:i:c:s0304393224000539. Full description at Econpapers || Download paper | |
2024 | Corporate responses to systemic risk: Talk and action. (2024). Wu, Chunchi ; Wen, Fenghua ; Wang, Junbo ; Liu, Yulin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002452. Full description at Econpapers || Download paper | |
2024 | Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x. Full description at Econpapers || Download paper | |
2024 | Financial development and declining growth volatility: Explanations and an empirical study with the latest FD index. (2024). Yılmaz, Oğuzhan ; Yilmaz, Ouzhan. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:457-470. Full description at Econpapers || Download paper | |
2025 | Rushing to Judgment and the Banking Crisis of 2023. (2025). Kelly, Steven ; Rose, Jonathan D. In: Working Paper Series. RePEc:fip:fedhwp:99678. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper | |
2024 | RISK IN TIME: The Intertwined Nature of Risk Taking and Time Discounting. (2024). Epper, Thomas F ; Fehr-Duda, Helga. In: Post-Print. RePEc:hal:journl:hal-03473431. Full description at Econpapers || Download paper | |
2024 | Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Post-Print. RePEc:hal:journl:hal-04873466. Full description at Econpapers || Download paper | |
2025 | Trade Friction in Two-Country HANK with Financial Friction. (2025). Yang, Yujie ; Zhang, Chenxin ; Hou, Wenwen. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10584-7. Full description at Econpapers || Download paper | |
2025 | Risk attitudes towards on-demand insurance: an experimental study. (2025). Schmeiser, Hato ; Chang, Hsiaoyin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:50:y:2025:i:1:d:10.1057_s41288-024-00335-y. Full description at Econpapers || Download paper | |
2025 | Horizon effects in the pricing kernel: How investors price short-term versus long-term risks. (2025). Driessen, Joost ; Koter, Joren ; Wilms, Ole. In: Other publications TiSEM. RePEc:tiu:tiutis:18d19e20-6d30-4828-9a8e-940a54b55924. Full description at Econpapers || Download paper | |
2024 | Climate stress tests, bank lending, and the transition to the carbon-neutral economy. (2024). Schaeck, Klaus ; Nguyen, Trang ; Ngyuen, Huyen ; Fuchs, Larissa. In: IWH Discussion Papers. RePEc:zbw:iwhdps:287752. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Sooner or Later: Timing of Monetary Policy with Heterogeneous Risk-Taking In: American Economic Review. [Full Text][Citation analysis] | article | 5 |
2022 | Cournot Fire Sales In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2018 | Cournot Fire Sales.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
2021 | Fire‐Sale Spillovers and Systemic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 143 |
2013 | Fire-sale spillovers and systemic risk.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 143 | paper | |
2014 | Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 143 | paper | |
2022 | Resource Allocation in Bank Supervision: Trade‐Offs and Outcomes In: Journal of Finance. [Full Text][Citation analysis] | article | 19 |
2016 | Resource Allocation in Bank Supervision: Trade-offs and Outcomes.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2012 | Macroeconomics with Financial Frictions: A Survey In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 276 |
2012 | Macroeconomics with Financial Frictions: A Survey.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 276 | paper | |
2020 | Bank-Intermediated Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2018 | Bank-intermediated arbitrage.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2005 | Flexibility as an Instrument in Digital Rights Management In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Anxiety in the face of risk In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 25 |
2013 | Anxiety in the face of risk.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2011 | Anxiety in the Face of Risk.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2017 | Rollover risk as market discipline: A two-sided inefficiency In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 58 |
2013 | Rollover risk as market discipline: a two-sided inefficiency.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2022 | Cyber risk and the U.S. financial system: A pre-mortem analysis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 15 |
2020 | Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2021 | Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 2 |
2015 | Watering a lemon tree: heterogeneous risk taking and monetary policy transmission.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2024 | Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? In: Supervisory Research and Analysis Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?.(2023) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2014 | Stability of funding models: an analytical framework In: Economic Policy Review. [Full Text][Citation analysis] | article | 21 |
2017 | Supervising large, complex financial institutions: what do supervisors do? In: Economic Policy Review. [Full Text][Citation analysis] | article | 14 |
2025 | When It Rains, It Pours: Cyber Vulnerability and Financial Conditions In: Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
2019 | Banking System Vulnerability: Annual Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2012 | In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | What Makes a Bank Stable? A Framework for Analysis In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Factors that Affect Bank Stability In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | At the N.Y. Fed: Workshop on the Risks of Wholesale Funding In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2016 | Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 23 |
2016 | Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2016 | The Economics of Bank Supervision: So Much to Do, So Little Time In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 10 |
2017 | Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
2017 | What Makes a Safe Asset Safe? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2019 | Since the Financial Crisis, Aggregate Payments Have Co-moved with Aggregate Reserves. Why? 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 |
2020 | How Has COVID-19 Affected Banking System Vulnerability? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | How Does Market Power Affect Fire-Sale Externalities? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | Banking System Vulnerability through the COVID-19 Pandemic In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | How Can Safe Asset Markets Be Fragile? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | Banking System Vulnerability: 2022 Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2023 | Runs on Stablecoins In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | Banking System Vulnerability: 2023 Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2024 | Stablecoins and Crypto Shocks In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2024 | Banking System Vulnerability: 2024 Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2024 | Anatomy of the Bank Runs in March 2023 In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2024 | Anatomy of the Bank Runs in March 2023.(2024) In: Richmond Fed Economic Brief. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2014 | Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty In: Staff Reports. [Full Text][Citation analysis] | paper | 10 |
2024 | Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty.(2024) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2015 | Anxiety and pro-cyclical risk taking with Bayesian agents In: Staff Reports. [Full Text][Citation analysis] | paper | 3 |
2015 | Supervising large, complex financial companies: what do supervisors do? In: Staff Reports. [Full Text][Citation analysis] | paper | 3 |
2015 | The term structure of the price of variance risk In: Staff Reports. [Full Text][Citation analysis] | paper | 13 |
2017 | The Term Structure of the Price of Variance Risk.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2022 | When It Rains, It Pours: Cyber Risk and Financial Conditions In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
2022 | Fragility of Safe Asset Markets In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
2024 | Tracing Bank Runs in Real Time In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2024 | Tracing Bank Runs in Real Time.(2024) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | The Economics of Bank Supervision In: NBER Working Papers. [Full Text][Citation analysis] | paper | 32 |
In: . [Full Text][Citation analysis] | paper | 0 | |
2023 | Fragility of Safe Assets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Asset Pricing with Horizon-Dependent Risk Aversion In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
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