Nina Boyarchenko : Citation Profile

Federal Reserve Bank of New York

15

H index

20

i10 index

999

Citations

RESEARCH PRODUCTION:

21

Articles

105

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 55
   Journals where Nina Boyarchenko has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 41 (3.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo573
   Updated: 2025-12-20    RAS profile: 2025-10-14    
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Relations with other researchers

Works with:

Shachar, Or (20)

Kovner, Anna (19)

Crump, Richard (16)

Elias, Leonardo (11)

Giannone, Domenico (9)

Adrian, Tobias (7)

Hachem, Kinda (3)

Van Tassel, Peter (3)

Eisenbach, Thomas (2)

Schularick, Moritz (2)

Tambalotti, Andrea (2)

Ajello, Andrea (2)

Favara, Giovanni (2)

Gourio, Francois (2)

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

Is cited by:

Adrian, Tobias (36)

Huber, Florian (18)

Pfarrhofer, Michael (15)

Van Nieuwerburgh, Stijn (12)

Schrimpf, Andreas (12)

Shin, Hyun Song (11)

Shachar, Or (11)

Pelizzon, Loriana (10)

Fuster, Andreas (10)

Kremer, Manfred (10)

Rey, Helene (10)

Cites to:

Adrian, Tobias (51)

Shin, Hyun Song (35)

Hansen, Lars (30)

KRISHNAMURTHY, ARVIND (25)

Brunnermeier, Markus (20)

He, Zhiguo (19)

Acharya, Viral (19)

Shachar, Or (17)

Sargent, Thomas (15)

Gertler, Mark (14)

Zakrajšek, Egon (12)

Main data

Where Nina Boyarchenko has published?

Journals with more than one article published# docs
Economic Policy Review5
Journal of Monetary Economics4
The Review of Financial Studies2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York36
Liberty Street Economics / Federal Reserve Bank of New York32
CEPR Discussion Papers / C.E.P.R. Discussion Papers11
2015 Meeting Papers / Society for Economic Dynamics4
NBER Working Papers / National Bureau of Economic Research, Inc3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Working Paper / Federal Reserve Bank of Richmond2
2017 Meeting Papers / Society for Economic Dynamics2
CESifo Working Paper Series / CESifo2

Recent works citing Nina Boyarchenko (2025 and 2024)

YearTitle of citing document
2025Whatever 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.

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2024The 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.

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2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2024MIDAS-QR with 2-Dimensional Structure. (2024). Szendrei, Tibor ; Schaffer, Mark ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2406.15157.

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2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Scenario Synthesis and Macroeconomic Risk. (2025). Giannone, Domenico ; Luciani, Matteo ; Adrian, Tobias ; West, Mike. In: Papers. RePEc:arx:papers:2505.05193.

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2025Macroeconomic Forecasting and Machine Learning. (2025). Giannone, Domenico ; Ghigliazza, Raffaele M ; Fan, Ting-Han ; Chi, Ta-Chung. In: Papers. RePEc:arx:papers:2510.11008.

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2024Entry and Exit in Treasury Auctions. (2024). Richert, Eric ; Hortacsu, Ali ; Allen, Jason ; Wittwer, Milena ; Hortasu, Ali. In: Staff Working Papers. RePEc:bca:bocawp:24-29.

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2024Nowcasting 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.

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2025Basel III joint regulatory constraints: interactions and implications for the financing of the economy. (2025). CLERC, Laurent ; Lecarpentier, Sandrine ; Pouvelle, Cyril. In: Working papers. RePEc:bfr:banfra:988.

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2024DeFi leverage. (2024). Huang, Wenqian ; Heimbach, Lioba. In: BIS Working Papers. RePEc:bis:biswps:1171.

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2024Growth at risk from climate change. (2024). Kiley, Michael. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1134-1151.

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2024The 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.

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2024The 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.

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2024The Time‐Varying Price of Financial Intermediation in the Mortgage Market. (2024). Willen, Paul ; Fuster, Andreas ; Lo, Stephanie H. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2553-2602.

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2024Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728.

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2024Equity 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.

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2024Competing 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.

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2024Monetary policy consequences of financial stability interventions: assessing the UK LDI crisis and the central bank policy response. (2024). Bandera, Nicolo ; Stevens, Jacob. In: Bank of England working papers. RePEc:boe:boeewp:1070.

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2025QT 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.

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2025Investors as a liquidity backstop in corporate bond markets. (2025). Foucault, Thierry ; Comerton-Forde, Carole ; Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:1126.

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2025Assessing the Impact of Corporate Bond Purchase Programs: Insights from Israel. (2025). Michelson, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.07.

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2024Tackling the volatility paradox: spillover persistence and systemic risk. (2024). Kubitza, Christian. In: Working Paper Series. RePEc:ecb:ecbwps:20242981.

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2025The 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.

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2025From purchases to exit: central bank interventions in corporate debt markets. (2025). Breckenfelder, Johannes ; Schepens, Glenn. In: Working Paper Series. RePEc:ecb:ecbwps:20253055.

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2025The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20253066.

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2025The causal effect of inflation on financial stability, evidence from history. (2025). Albertazzi, Ugo ; Steege, Lucas Ter ; Hooft, James T. In: Working Paper Series. RePEc:ecb:ecbwps:20253108.

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2025Repo collateral reuse and liquidity windfalls. (2025). Rodrigues-Gomes, Victor ; Pereira, Sofia M ; Alexiou, Georgios Angelis. In: Working Paper Series. RePEc:ecb:ecbwps:20253147.

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2024Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x.

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2024Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Huang, Yu-Fan ; Liao, Wenting ; Luo, Sui ; Ma, Jun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630.

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2024Stabilizing leverage, financial technology innovation, and commercial bank risks: Evidence from China. (2024). Yu, Jingjing. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300411x.

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2024Hedging 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.

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2025Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

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2025Public debt burden and crisis severity. (2025). Fernandez-Gallardo, Alvaro ; Pay, Ivn ; Fernndez-Gallardo, Lvaro. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s0014292125000789.

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2024Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?. (2024). Veld, Chris ; Shemesh, Joshua ; Dutordoir, Marie ; Wang, Qing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000926.

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2024Corporate bond price reversals. (2024). Ivashchenko, Alexey. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782.

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2024Central banks’ corporate asset purchase programmes and risk-taking by bond funds in the aftermath of market stress. (2024). Gallo, Raffaele ; Branzoli, Nicola ; Portioli, Dario ; Ilari, Antonio. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000469.

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2025Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372.

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2025Digital currency and banking-sector stability. (2025). Phelan, Gregory ; Chen, William. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000439.

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2024The 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.

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2025Give me a break: What does the equity premium compensate for?. (2025). Perras, Patrizia ; Wagner, Niklas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001690.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2025Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

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2025Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

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2024Trading ahead of treasury auctions. (2024). Sigaux, Jean-David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002236.

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2024Central bank liquidity facilities and market making. (2024). Cimon, David ; Walton, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724.

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2024Vulnerable 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.

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2024Inventory, market making, and liquidity in OTC markets. (2024). Kargar, Mahyar ; Cohen, Assa ; Weill, Pierre-Olivier ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001236.

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2024Ambiguity, information processing, and financial intermediation. (2024). Luo, Yulei ; Kasa, Kenneth ; Han, Leyla Jianyu. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001285.

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2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Hanson, Samuel G ; Venter, Gyuri ; Malkhozov, Aytek. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

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2024Aggregate lapsation risk. (2024). Van Nieuwerburgh, Stijn ; Lee, Hae Kang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000424.

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2024How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089.

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2024Monetary policy and fragility in corporate bond mutual funds. (2024). Kuong, John Chi-Fong ; Zhang, Jinyuan ; Odonovan, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001545.

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2024The 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.

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2025Information 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.

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2025Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017.

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2025Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121.

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2025Strategic arbitrage in segmented markets. (2025). Bryzgalova, Svetlana ; Pavlova, Anna ; Sikorskaya, Taisiya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000169.

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2025Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364.

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2025LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints. (2025). Watugala, Sumudu W ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x2500025x.

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2025Banks as regulated traders. (2025). Falato, Antonio ; Iercosan, Diana ; Zikes, Filip. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000881.

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2025A quantitative analysis of bank lending relationships. (2025). Faria-e-Castro, Miguel ; Dempsey, Kyle. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000911.

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2024Monetary 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.

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2024How 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.

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2024China’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.

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2024Asymmetric effects of monetary policy shocks on financial stability. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s170349492400029x.

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2025The transmission of non-banking liquidity shocks to the banking sector. (2025). Sarmiento, Miguel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:2:s2666143824000218.

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2024How 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.

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2024Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach. (2024). Wang, Gang-Jin ; Li, Zhao-Chen ; Zhu, You ; Zhou, Yang ; Gong, Jue ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:329-358.

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2025The 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.

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2025Asset Prices and Credit with Diagnostic Expectations. (2025). Singh, Sanjay ; Jorda, Oscar ; Cloyne, James ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:101463.

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2024Central Banking Post Crises. (2024). Kiley, Michael ; Mishkin, Frederic S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-35.

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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.

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2025Scenario Synthesis and Macroeconomic Risk. (2025). Luciani, Matteo ; Giannone, Domenico ; Adrian, Tobias ; West, Mike. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-36.

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2025Market Liquidity in Treasury Futures Market During March 2020. (2025). Vega, Clara ; Tuzun, Tugkan ; Mixon, Scott ; Gousgounis, Eleni. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-38.

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2025The case for supporting liquidity supply in (some corners of) non-bank intermediation. (2025). Aramonte, Sirio. In: International Finance Discussion Papers. RePEc:fip:fedgif:1425.

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2025When Liquidity Matters: Firm Balance Sheets during Large Crises. (2025). Kozlowski, Julian ; Faria-e-Castro, Miguel ; Ebsim, Mahdi. In: Working Papers. RePEc:fip:fedlwp:101435.

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2024Inventory, Market Making, and Liquidity in OTC Markets. (2024). Weill, Pierre-Olivier ; Lester, Benjamin ; Kargar, Mahyar ; Cohen, Assa. In: Working Papers. RePEc:fip:fedpwp:99245.

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2024A Structural Vector Autoregression Exploration of South Africa’s Monetary and Macroprudential Policy Interactions. (2024). Nzimande, Ntokozo ; Magubane, Khwazi. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:10:p:278-:d:1499400.

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2024Forecasting Credit Cycles: The Case of the Leveraged Finance Market in 2024 and Outlook. (2024). Altman, Edward I. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:339-:d:1450196.

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2024Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-10.

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2025How does asset market liquidity affect the real economy? A quantitative assessment of the transmission channels. (2025). Kospentaris, Ioannis ; Herrenbrueck, Lucas ; Lee, Sukjoon ; Gabrovski, Miroslav ; Geromichalos, Athanasios. In: Working Papers. RePEc:hai:wpaper:202501.

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2024Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models. (2024). Straughan, Michael ; Sahuc, Jean-Guillaume ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; Durdu, C. Bora ; DE BANDT, OLIVIER ; Scalone, Valerio ; Roehrs, Sigrid ; Ichiue, Hibiki. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:1:a:1.

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2024Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets. (2024). Tompaidis, Stathis ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:24-01.

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2024Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery. (2024). Gadgil, Salil. In: Working Papers. RePEc:ofr:wpaper:24-04.

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2025The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1.

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2024Size Discount and Size Penalty: Trading Costs in Bond Markets. (2024). Pinter, Gabor ; Zou, Junyuan ; Wang, Chaojun. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:7:p:2156-2190..

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2025Impact of monetary policy on financial stability in good times. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125030.

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2024Real-time forward-looking skewness over the business cycle. (2024). Dew-Becker, Ian. In: Review of Economic Dynamics. RePEc:red:issued:24-39.

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2025Wasserstein barycenter regression: application to the joint dynamics of regional GDP and life expectancy in Italy. (2025). Levantesi, Susanna ; Nigri, Andrea ; Pagnottoni, Paolo ; Spelta, Alessandro. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:2:d:10.1007_s10182-024-00506-1.

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2025Gauging growth risk in an international financial centre: some evidence from Singapore. (2025). Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02705-w.

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2024Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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2024Age-dependent robust strategic asset allocation with inflation–deflation hedging demand. (2024). Kusuda, Koji ; Kikuchi, Kentaro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00369-9.

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2025Voluntary disclosures and monetary policy: evidence from quantitative easing. (2025). Vincenzi, Roberto. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-024-09827-7.

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2025Forecast Sensitivity to Global Risks : A BVAR Analysis. (2025). Elderfield, Adam ; Tercioglu, Remzi Baris ; Ruberl, Heather Jane. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11132.

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2025The ECB press conference statement: deriving a new sentiment indicator for the euro area. (2025). Siklos, Pierre L ; Kanelis, Dimitrios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:652-664.

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More than 100 citations found, this list is not complete...

Works by Nina Boyarchenko:

YearTitleTypeCited
2019Vulnerable Growth In: American Economic Review.
[Full Text][Citation analysis]		article188
2016Vulnerable Growth.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 188		paper
2018Vulnerable Growth.(2018) In: Liberty Street Economics.
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This paper has nother version. Agregated cites: 188		paper
2016Vulnerable growth.(2016) In: Staff Reports.
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This paper has nother version. Agregated cites: 188		paper
2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2025A Hitchhikers Guide to Federal Reserve Participation in Fixed Income Markets In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article0
2007THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS In: Mathematical Finance.
[Full Text][Citation analysis]		article18
2025The Theory of Financial Stability Meets Reality In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2025The Theory of Financial Stability Meets Reality.(2025) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 0		paper
2025The Theory of Financial Stability Meets Reality.(2025) In: Staff Reports.
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This paper has nother version. Agregated cites: 0		paper
2020Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper57
2022It’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: 57		article
2020It’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: 57		paper
2016Term structures of asset prices and returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper28
2018Term structures of asset prices and returns.(2018) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2016Term structures of asset prices and returns.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2016Term Structures of Asset Prices and Returns.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2016Term structures of asset prices and returns.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2016Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2016Taking 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
2017Taking 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
2017Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper76
2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 76		article
2016Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2017Liquidity Policies and Systemic Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper35
2018Liquidity policies and systemic risk.(2018) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2014Liquidity Policies and Systemic Risk.(2014) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2014Liquidity policies and systemic risk.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2014Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2019The Long and Short of It: The Post-Crisis Corporate CDS Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2020The 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
2019The 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
2020Forecasting Macroeconomic Risks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper39
2021Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 39		article
2020Forecasting Macroeconomic Risks.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2020The Overnight Drift In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2020The Overnight Drift.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2023The Overnight Drift.(2023) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 2		article
2020Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper44
2019Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports.
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This paper has nother version. Agregated cites: 44		paper
2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2020Bank-Intermediated Arbitrage In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2018Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2018Bank-intermediated arbitrage.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020Its what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper26
2013No Good Deals - No Bad Models In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper2
2014No Good Deals—No Bad Models.(2014) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2012No good deals—no bad models.(2012) In: Staff Reports.
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This paper has nother version. Agregated cites: 2		paper
2013No Good Deals - No Bad Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022Comment 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]		article0
2025Corporate bond market distress In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2021Corporate Bond Market Distress.(2021) In: Staff Reports.
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This paper has nother version. Agregated cites: 0		paper
2024Corporate Bond Market Distress.(2024) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2012Ambiguity shifts and the 2007–2008 financial crisis In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article30
2022Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper6
2022Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms.(2022) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper14
2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges.(2022) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2018Negative swap spreads In: Economic Policy Review.
[Full Text][Citation analysis]		article8
2018Trends in credit basis spreads In: Economic Policy Review.
[Full Text][Citation analysis]		article1
2022The Primary and Secondary Corporate Credit Facilities In: Economic Policy Review.
[Full Text][Citation analysis]		article1
2022The Commercial Paper Funding Facility In: Economic Policy Review.
[Full Text][Citation analysis]		article1
2020The Commercial Paper Funding Facility.(2020) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2025Who Lends to Households and Firms? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020The Evolving Market for U.S. Sovereign Credit Risk In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2020What’s in A(AA) Credit Rating? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Intermediary Leverage Cycles and Financial Stability In: Liberty Street Economics.
[Full Text][Citation analysis]		paper218
2012Intermediary leverage cycles and financial stability.(2012) In: Staff Reports.
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This paper has nother version. Agregated cites: 218		paper
2015Counterparty Risk in Material Supply Contracts In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2014Counterparty risk in material supply contracts.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Counterparty Risk in Material Supply Contracts.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2015The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017Trends in Arbitrage-Based Measures of Bond Liquidity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017Credit Market Arbitrage and Regulatory Leverage In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics.
[Full Text][Citation analysis]		paper34
2018Liquidity Effects of Post-Crisis Regulatory Reform In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Credit Market Choice In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2018Credit market choice.(2018) In: Staff Reports.
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This paper has nother version. Agregated cites: 4		paper
2019Credit Market Choice.(2019) In: 2019 Meeting Papers.
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This paper has nother version. Agregated cites: 4		paper
2020What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper5
2020The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2020The Impact of the Corporate Credit Facilities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021Measuring the Forest through the Trees: The Corporate Bond Market Distress Index In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021The Overnight Drift in U.S. Equity Returns In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How Is the Corporate Bond Market Responding to Financial Market Volatility? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022What Is Corporate Bond Market Distress? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How Is the Corporate Bond Market Functioning as Interest Rates Increase? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023What Is “Outlook-at-Risk?” In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023What’s New with Corporate Leverage? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Look Out for Outlook-at-Risk In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2024The Changing Landscape of Corporate Credit In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2024The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2025Who Finances Real Sector Lenders? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012Information acquisition and financial intermediation In: Staff Reports.
[Full Text][Citation analysis]		paper0
2013Intermediary balance sheets In: Staff Reports.
[Full Text][Citation analysis]		paper16
2015Intermediary Balance Sheets.(2015) In: 2015 Meeting Papers.
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This paper has nother version. Agregated cites: 16		paper
2014Understanding mortgage spreads In: Staff Reports.
[Full Text][Citation analysis]		paper36
2019Understanding Mortgage Spreads.(2019) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 36		article
2015Taking orders and taking notes: dealer information sharing in financial markets In: Staff Reports.
[Full Text][Citation analysis]		paper9
2016Taking 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: 9		paper
2018Taking 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: 9		paper
2015On the scale of financial intermediaries In: Staff Reports.
[Full Text][Citation analysis]		paper14
2016The Federal Reserve and market confidence In: Staff Reports.
[Full Text][Citation analysis]		paper12
2018Federal Reserve and Market Confidence.(2018) In: 2018 Meeting Papers.
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This paper has nother version. Agregated cites: 12		paper
2016Trends in credit market arbitrage In: Staff Reports.
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2018Flighty liquidity In: Staff Reports.
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2020Bank Capital and Real GDP Growth In: Staff Reports.
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2024Bank Capital and Real GDP Growth.(2024) In: Working Paper.
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This paper has nother version. Agregated cites: 3		paper
2019Corporate Credit Provision In: Staff Reports.
[Full Text][Citation analysis]		paper0
2021COVID Response: The Commercial Paper Funding Facility In: Staff Reports.
[Full Text][Citation analysis]		paper3
2021COVID Response: The Primary and Secondary Corporate Credit Facilities In: Staff Reports.
[Full Text][Citation analysis]		paper1
2022800,000 Years of Climate Risk In: Staff Reports.
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2023Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data In: Staff Reports.
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2024The Global Credit Cycle In: Staff Reports.
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2024The Nonlinear Case Against Leaning Against the Wind In: Staff Reports.
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2024Financing Private Credit In: Staff Reports.
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2024Corporate Debt Structure over the Global Credit Cycle In: Staff Reports.
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2025The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion In: NBER Working Papers.
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2009Ambiguity, Information Quality and Credit Risk In: 2009 Meeting Papers.
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2015Credit Risk and Interdealer Networks In: 2015 Meeting Papers.
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2015Intermediaries as Information Aggregators In: 2015 Meeting Papers.
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2016Ambiguous Trade-offs: An Application to Climate Change In: 2016 Meeting Papers.
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2021Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions In: Journal of Political Economy.
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2007ON 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]		article3

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