7
H index
7
i10 index
400
Citations
Brown University | 7 H index 7 i10 index 400 Citations RESEARCH PRODUCTION: 4 Articles 27 Papers RESEARCH ACTIVITY: 7 years (2013 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pdu355 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fernando Duarte. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Liberty Street Economics / Federal Reserve Bank of New York | 12 |
Staff Reports / Federal Reserve Bank of New York | 8 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
Year | Title of citing document |
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2023 | Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861. Full description at Econpapers || Download paper |
2024 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper |
2023 | The Micro-Aggregated Profit Share. (2023). Perez, Luis ; Hasenzagl, Thomas. In: Papers. RePEc:arx:papers:2309.12945. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Semi-Structural Model with Household Debt for Israel. (2023). Cohen, Nimrod ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.03. Full description at Econpapers || Download paper |
2023 | Exploring 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. Full description at Econpapers || Download paper |
2023 | Inflation 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2024 | Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930. Full description at Econpapers || Download paper |
2023 | Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769. Full description at Econpapers || Download paper |
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 |
2023 | Fed 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2024 | Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?. (2024). Tsomocos, Dimitrios ; Shirobokov, A ; Peiris, M U. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002139. Full description at Econpapers || Download paper |
2023 | Monetary 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2023 | Macro-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. Full description at Econpapers || Download paper |
2023 | Financial crises and shadow banks: A quantitative analysis. (2023). Rottner, Matthias. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:74-92. Full description at Econpapers || Download paper |
2023 | Undisclosed 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. Full description at Econpapers || Download paper |
2023 | Asset 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. Full description at Econpapers || Download paper |
2024 | Stock returns and monetary policy stance. (2024). So, Inhwan ; Jang, Bosung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:851-869. Full description at Econpapers || Download paper |
2024 | Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813. Full description at Econpapers || Download paper |
2023 | Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000. Full description at Econpapers || Download paper |
2024 | Effect 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. Full description at Econpapers || Download paper |
2023 | The 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.. Full description at Econpapers || Download paper |
2023 | Equity Premium in Efficient Markets. (2023). Kausik, Nat. In: MPRA Paper. RePEc:pra:mprapa:119278. Full description at Econpapers || Download paper |
2023 | Should Monetary Policy Target Financial Stability. (). Phelan, Gregory ; Chen, William. In: Review of Economic Dynamics. RePEc:red:issued:21-244. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2024 | Liquidity 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. Full description at Econpapers || Download paper |
2023 | The macroeconomic effects of inflation uncertainty. (2023). Prieto, Esteban ; Metiu, Norbert. In: Discussion Papers. RePEc:zbw:bubdps:280419. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 3 |
2018 | Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
2016 | Financial vulnerability and monetary policy.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2017 | Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2018 | Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 74 |
2019 | Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2020 | Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2020 | Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2020 | Time-varying inflation risk and stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 28 |
2013 | Time-Varying Inflation Risk and Stock Returns.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2019 | Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Strengthening 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] | paper | 0 |
2015 | The equity risk premium: a review of models In: Economic Policy Review. [Full Text][Citation analysis] | article | 76 |
2015 | The equity risk premium: a review of models.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2019 | Banking System Vulnerability: Annual Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Are Stocks Cheap? A Review of the Evidence In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2013 | A Way With Words: The Economics of the Fed’s Press Conference In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2014 | On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | What Can We Learn from Prior Periods of Low Volatility? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
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 |
2018 | Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2019 | Assessing Contagion Risk in a Financial Network In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | How Large are Default Spillovers in the U.S. Financial System? 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 |
2020 | What’s Up with Stocks? 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 | |
2015 | An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap In: Staff Reports. [Citation analysis] | paper | 0 |
2016 | How to escape a liquidity trap with interest rate rules In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2017 | Empirical network contagion for U.S. financial institutions In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
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