12
H index
14
i10 index
656
Citations
Federal Reserve Bank of New York | 12 H index 14 i10 index 656 Citations RESEARCH PRODUCTION: 9 Articles 56 Papers RESEARCH ACTIVITY: 19 years (2005 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pei36 |
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 | 2 |
Year | Title of citing document | |
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2024 | 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 | |
2023 | Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134. Full description at Econpapers || Download paper | |
2023 | A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651. Full description at Econpapers || Download paper | |
2023 | . 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 2023 | CBDC and financial stability. (2023). Porcellacchia, Davide ; Leonello, Agnese ; Hoffmann, Peter ; Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20232783. Full description at Econpapers || Download paper |
2023 | Risk communication clarity and insurance demand: The case of the COVID-19 pandemic. (2023). Zou, Hong ; Xu, Xian ; Feng, Jingbing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002652. 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 | |
2023 | Leasing and the allocation efficiency of finance. (2023). Xu, Yiming ; Li, Kai ; Hu, Weiwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000932. Full description at Econpapers || Download paper | |
2023 | Stranded houses? The price effect of a minimum energy efficiency standard. (2023). Guin, Benjamin ; Gibberd, Alex ; Ferentinos, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000531. Full description at Econpapers || Download paper | |
2023 | Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment. (2023). Muhammed, Shahnawaz ; Goodell, John W ; Gunay, Samet ; Kirimhan, Destan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004416. Full description at Econpapers || Download paper | |
2023 | Cyber attacks, discretionary loan loss provisions, and banks’ earnings management. (2023). Khalid, S M ; Liu, Suyi ; Jin, Justin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300079x. Full description at Econpapers || Download paper | |
2023 | Bond liquidity, debt maturity and bond risk premium. (2023). Wei, XU ; Zhou, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000909. Full description at Econpapers || Download paper | |
2023 | Spillover effects between liquidity risks through endogenous debt maturity. (2023). Zhou, Yi ; Xiao, Xiao ; Wei, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000125. Full description at Econpapers || Download paper | |
2023 | Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396. 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 | 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 | Pirates without borders: The propagation of cyberattacks through firms’ supply chains. (2023). Silva, Andre F ; Macchiavelli, Marco ; Crosignani, Matteo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:432-448. Full description at Econpapers || Download paper | |
2023 | Set it and forget it? Financing retirement in an age of defaults. (2023). Ramnath, Shanthi ; Mukherjee, Anita ; Goodman, Lucas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:47-68. Full description at Econpapers || Download paper | |
2023 | Loan guarantees, bank underwriting policies and financial stability. (2023). leonello, agnese ; Marquez, Robert ; Carletti, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:260-295. 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 | 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 | |
2023 | The disciplining effect of supervisory scrutiny in the EU-wide stress test. (2023). Pancaro, Cosimo ; Müller, Carola ; Ongena, Steven ; Muller, Carola ; Kok, Christoffer. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000687. Full description at Econpapers || Download paper | |
2023 | Hysteresis, financial frictions and monetary policy. (2023). Giakas, Konstantinos. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000469. Full description at Econpapers || Download paper | |
2023 | Information management in times of crisis. (2023). Copeland, Adam ; Anderson, Haelim. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:35-49. Full description at Econpapers || Download paper | |
2023 | A continuous-time macro-finance model with Knightian uncertainty. (2023). Yan, Jingzhou ; Shen, Guanxiong ; Mao, Jie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002244. Full description at Econpapers || Download paper | |
2023 | Monetary Policy Implementation with Ample Reserves. (2023). Schulhofer-Wohl, Sam ; Potter, Simon M ; Nosal, ED ; Martin, Antoine ; Kim, Kyungmin ; Afonso, Gara. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:96680. Full description at Econpapers || Download paper | |
2023 | Financial Intermediation, Capital Accumulation, and Crisis Recovery*. (2023). Scheffel, Martin ; Rochet, Jean-Charles ; Gersbach, Hans. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1423-1469.. Full description at Econpapers || Download paper | |
2023 | New advances on cyber risk and cyber insurance. (2023). Eling, Martin ; Boyer, Martin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00294-w. Full description at Econpapers || Download paper | |
2023 | Smooth versus Harsh Regulatory Interventions and Policy Equivalence. (2023). Schilling, Linda. In: MPRA Paper. RePEc:pra:mprapa:116612. Full description at Econpapers || Download paper | |
2023 | Asset pricing with dynamically inconsistent agents. (2023). Khapko, Mariana. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:4:d:10.1007_s00780-023-00516-y. Full description at Econpapers || Download paper | |
2023 | Financial frictions, bank intermediation and monetary policy transmission in India. (2023). Behera, Harendra ; Banerjee, Shesadri. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:3:p:749-785. Full description at Econpapers || Download paper | |
2023 | Recessions and recoveries in Central African countries: Lessons from the past. (2023). Djoumessi, Any Flore. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:6:p:1121-1142. 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 | 4 |
2022 | Cournot Fire Sales In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 3 |
2018 | Cournot Fire Sales.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | Cournot Fire Sales.(2018) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Cournot Fire Sales.(2020) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2012 | Macroeconomics with Financial Frictions: A Survey In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 270 |
2012 | Macroeconomics with Financial Frictions: A Survey.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 270 | 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 | 19 |
2013 | Anxiety in the face of risk.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2011 | Anxiety in the Face of Risk.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2017 | Rollover risk as market discipline: A two-sided inefficiency In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 55 |
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: 55 | paper | |
2022 | Cyber risk and the U.S. financial system: A pre-mortem analysis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 12 |
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: 12 | paper | |
2021 | Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 1 |
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: 1 | 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 | 0 |
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: 0 | 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: 0 | 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 |
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 |
2013 | Fire-sale spillovers and systemic risk In: Staff Reports. [Full Text][Citation analysis] | paper | 113 |
2014 | Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
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 | |
2016 | Resource Allocation in Bank Supervision: Trade-offs and Outcomes In: Staff Reports. [Full Text][Citation analysis] | paper | 15 |
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 | 1 |
2024 | Tracing Bank Runs in Real Time.(2024) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | The Economics of Bank Supervision In: NBER Working Papers. [Full Text][Citation analysis] | paper | 32 |
2015 | Asset Pricing with Horizon-Dependent Risk Aversion In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
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