.
Boyarchenko, Nina's
Scholarly Papers
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Aggregate Statistics
Total 3,106
Total Citations 27
1.
Boyarchenko, Nina Federal Reserve Bank of New York
Posted:
17 Feb 09
Last Revised:
13 Sep 11
868(11,558)
ambiguity, credit risk, credit crunch
2.
Boyarchenko, Nina Federal Reserve Bank of New York
Posted:
19 Mar 08
Last Revised:
14 Mar 10
404(33,614)
Quadratic Term Structure Models, regime switching, inflation rates, oil prices, Gibbs sampling, eigenfunction expansion
3.
Boyarchenko, Nina Federal Reserve Bank of New York
Levendorskii, Sergei University of Leicester - Department of Mathematics
357(39,138)
1
Derivative pricing, multi-factor exactly solvable models, eigenfunction expansion, continuous algebraic Riccati equations, Lyapunov equations, representation theory of Lie algebras, Hermite polynomials
4.
Boyarchenko, Nina Federal Reserve Bank of New York
Levendorskii, Sergei University of Leicester - Department of Mathematics
268(54,780)
7
Derivative pricing, swaptions, caps and floors, multi-factor exactly solvable models, eigenfunction expansion, continuous algebraic Riccati equations, Lyapunov equations, representation theory of Lie algebras, Hermite polynomials
5.
Boyarchenko, Nina Federal Reserve Bank of New York
Cerrato, Mario London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
Crosby, John University of Glasgow
Hodges, Stewart D. University of Warwick - Financial Options Research Centre (FORC)
Posted:
22 Dec 12
Last Revised:
31 Mar 13
230(64,753)
good deal bounds, uncertainty-induced utility function, asset pricing theory, Knightian uncertainty, model uncertainty, contingent claim pricing
6.
Boyarchenko, Nina Federal Reserve Bank of New York
210(71,062)
Expropriation, foreign direct investment, energy sector, binary choice model
7.
Boyarchenko, Nina Federal Reserve Bank of New York
Levendorskii, Sergei University of Leicester - Department of Mathematics
186(80,230)
7
Derivative pricing, quadratic term structure models, Fourier transform, Fast Fourier transform
8.
Boyarchenko, Nina Federal Reserve Bank of New York
Levendorskii, Sergei University of Leicester - Department of Mathematics
161(91,776)
Term structure models, Ornstein-Uhlenbeck processes, jump diffusions, derivative pricing, eigenfunction expansion, perturbation theory, asymptotic solutions
9.
Intermediary Leverage Cycles and Financial Stability
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Adrian, Tobias Federal Reserve Bank of New York
Boyarchenko, Nina Federal Reserve Bank of New York
Posted:
15 Aug 12
Last Revised:
21 Aug 12
150(97,871)
6
Adrian, Tobias Federal Reserve Bank of New York
Boyarchenko, Nina Federal Reserve Bank of New York
107
6
Systemic risk, macroprudential policy, DSGE, amplification, capital regulation, financial intermediation
Adrian, Tobias Federal Reserve Bank of New York
Boyarchenko, Nina Federal Reserve Bank of New York
43
6
systemic risk, macroprudential policy, DSGE, amplification, capital regulation, financial intermediation
10.
Boyarchenko, Nina Federal Reserve Bank of New York
114(122,817)
duopoly, real options, jump-diffusion processes, Levy processes
11.
Boyarchenko, Nina Federal Reserve Bank of New York
Levendorskii, Sergei University of Leicester - Department of Mathematics
96(138,906)
estimating function, spectral decomposition, eigenfunctions, eigenvalues, time irreversible processes, quadratic term structure models, affine term structure models, Ornstein-Uhlenbeck process
12.
Information Acquisition and Financial Intermediation
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Boyarchenko, Nina Federal Reserve Bank of New York
Posted:
15 Mar 12
Last Revised:
22 Sep 12
36(228,268)
Boyarchenko, Nina Federal Reserve Bank of New York
21
rational inattention, asset prices in intermediated economies
Boyarchenko, Nina Federal Reserve Bank of New York
15
rational inattention, disagreement, financial intermediation
13.
Boyarchenko, Nina Federal Reserve Bank of New York
Levendorskii, Sergei University of Leicester - Department of Mathematics
26(254,730)
6
