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Nina Boyarchenko

SSRN Author Rank: 5,254 by Downloads and 13,414 by Citations

 Economist
 

Federal Reserve Bank of New York


 33 Liberty Street
 New York, NY 10045
 United States
 212-720-7339 (Phone)
 212-720-1582 (Fax)
 email address

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. Nina Boyarchenko's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,014
Total
Citations
28
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
No Good Deals — No Bad Models | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of New York Staff Report No. 589, 26th Australasian Finance and Banking Conference 2013
Number of Pages in PDF File: 62
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:
17 Jul 14
1,823
(5,151)
 

2.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
17 Feb 09
Last Revised:
13 Sep 11
893
(17,934)
1

3.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
19 Mar 08
Last Revised:
14 Mar 10
419
(49,625)
 

4.   Incl. Electronic Paper
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
410
(52,025)
4

5.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
Calico Science Consulting
Posted:
01 Dec 04
375
(55,723)
1

6.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
Calico Science Consulting
Posted:
10 Jan 06
305
(71,128)
8

7.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
20 Feb 07
225
(99,348)
 

8.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
Calico Science Consulting
Posted:
10 Jan 06
209
(105,732)
7

9.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
Calico Science Consulting
Posted:
14 Mar 06
195
(110,758)
 

10.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
24 Feb 06
127
(166,672)
 

11.  
Understanding Mortgage Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of New York Staff Report No. 674
Number of Pages in PDF File: 63
Boyarchenko, Nina
Federal Reserve Bank of New York
Fuster, Andreas
Federal Reserve Banks - Federal Reserve Bank of New York
Lucca, David O.
Federal Reserve Banks - Federal Reserve Bank of New York
Posted:
29 May 14
Last Revised:
09 Apr 15
109
(132,389)
 

12.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
Calico Science Consulting
Posted:
31 Jan 08
104
(191,495)
 

13.   Incl. Electronic Paper
Boyarchenko, Nina
Federal Reserve Bank of New York
Lucca, David O.
Federal Reserve Banks - Federal Reserve Bank of New York
Veldkamp, Laura
New York University - Stern School of Business
Posted:
22 Apr 15
Last Revised:
01 Aug 16
65
(260,150)
 

14.  
Liquidity Policies and Systemic Risk | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of New York Staff Report No. 661
Number of Pages in PDF File: 44
Adrian, Tobias
Federal Reserve Bank of New York
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
12 Jan 14
58
(228,157)
 

15.   Incl. Electronic Paper
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
15 Mar 12
Last Revised:
22 Sep 12
55
(282,708)
 

16.  
Counterparty Risk in Material Supply Contracts | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of New York Staff Report No. 694
Number of Pages in PDF File: 48
Boyarchenko, Nina
Federal Reserve Bank of New York
Costello, Anna M.
Massachusetts Institute of Technology (MIT) - Department of Accounting
Posted:
11 Oct 14
Last Revised:
15 Jan 15
53
(240,424)
 

17.   Incl. Electronic Paper
Backus, David K.
NYU Stern School of Business
Boyarchenko, Nina
Federal Reserve Bank of New York
Chernov, Mikhail
UCLA Anderson
Posted:
11 Apr 16
Last Revised:
28 May 16
32
(349,643)
 

18.  
The Eigenfunction Expansion Method in Multi-Factor Quadratic Term Structure Models | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 17, No. 4, pp. 503-539, October 2007
Number of Pages in PDF File: 38
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
Calico Science Consulting
Posted:
14 Sep 07
26
(373,408)
7

19.  
Intermediary Balance Sheets | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of New York Staff Report No. 651
Number of Pages in PDF File: 43
Adrian, Tobias
Federal Reserve Bank of New York
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
17 Nov 13
24
(332,717)
 

20.  
Trends in Credit Market Arbitrage | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of NY Staff Report No. 784
Number of Pages in PDF File: 32
Boyarchenko, Nina
Federal Reserve Bank of New York
Gupta, Pooja
Federal Reserve Banks - Federal Reserve Bank of New York
Steele, Nick
Federal Reserve Banks - Federal Reserve Bank of New York
Yen, Jacqueline
Federal Reserve Banks - Federal Reserve Bank of New York
Posted:
20 Jul 16
0
(311,537)
 

21.  
The Federal Reserve and Market Confidence | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of NY Staff Report No. 773
Number of Pages in PDF File: 48
Boyarchenko, Nina
Federal Reserve Bank of New York
Haddad, Valentin
Princeton University - Bendheim Center for Finance
Plosser, Matthew C.
Federal Reserve Banks - Federal Reserve Bank of New York
Posted:
31 May 16
0
(421,345)
 

22.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Haddad, Valentin
Princeton University - Bendheim Center for Finance
Plosser, Matthew C.
Federal Reserve Banks - Federal Reserve Bank of New York
Posted:
02 Dec 15
Last Revised:
08 Dec 15
0
(266,726)
 

23.  
The Cyclicality of Leverage | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of New York Staff Report No. 743
Number of Pages in PDF File: 31
Adrian, Tobias
Federal Reserve Bank of New York
Boyarchenko, Nina
Federal Reserve Bank of New York
Shin, Hyun Song
Bank for International Settlements
Posted:
06 Oct 15
0
(219,962)
 


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