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Boyarchenko, Nina


 SSRN Author Rank: 5,297 by Downloads
 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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. Boyarchenko, Nina's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,839
Total
Citations
30
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 |
FRB of New York Staff Report No. 589, 26th Australasian Finance and Banking Conference 2013
Working Paper Series
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
1,586
(5,476)
 

2.  
Ambiguity Shifts and the 2007-2008 Financial Crisis | Show Abstract | Download |
AFA 2012 Chicago Meetings Paper
Working Paper Series
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
17 Feb 09
Last Revised:
13 Sep 11
887
(14,027)
 

3.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
19 Mar 08
Last Revised:
14 Mar 10
416
(39,993)
 

4.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
University of Leicester - Department of Mathematics
Posted:
01 Dec 04
368
(46,472)
1

5.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
University of Leicester - Department of Mathematics
Posted:
10 Jan 06
296
(60,201)
7

6.   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
243
(74,631)
9

7.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
20 Feb 07
221
(82,480)
 

8.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
University of Leicester - Department of Mathematics
Posted:
10 Jan 06
204
(89,390)
7

9.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
University of Leicester - Department of Mathematics
Posted:
14 Mar 06
186
(97,738)
 

10.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
24 Feb 06
122
(140,740)
 

11.  
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
University of Leicester - Department of Mathematics
Posted:
31 Jan 08
102
(160,499)
 

12.  
Understanding Mortgage Spreads | Show Abstract | Download |
FRB of New York Staff Report No. 674
Working Paper Series
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
56
(228,223)
 

13.   Incl. Electronic Paper
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
15 Mar 12
Last Revised:
22 Sep 12
46
(249,397)
 

14.  
Liquidity Policies and Systemic Risk | Show Abstract | Download |
FRB of New York Staff Report No. 661
Working Paper Series
Adrian, Tobias
Federal Reserve Bank of New York
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
12 Jan 14
39
(266,023)
 

15.  
The Eigenfunction Expansion Method in Multi-Factor Quadratic Term Structure Models | Show Abstract | Download |
Mathematical Finance, Vol. 17, No. 4, pp. 503-539, October 2007
Accepted Paper Series
Boyarchenko, Nina
Federal Reserve Bank of New York
Levendorskii, Sergei
University of Leicester - Department of Mathematics
Posted:
14 Sep 07
26
(305,593)
6

16.  
Counterparty Risk in Material Supply Contracts | Show Abstract | Download |
FRB of New York Staff Report No. 694
Working Paper Series
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:
12 Oct 14
25
(309,407)
 

17.  
Intermediary Balance Sheets | Show Abstract | Download |
FRB of New York Staff Report No. 651
Working Paper Series
Adrian, Tobias
Federal Reserve Bank of New York
Boyarchenko, Nina
Federal Reserve Bank of New York
Posted:
17 Nov 13
16
(347,116)
 


Records 1 - 17 of 17 matches
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