Ayelen Banegas

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 35,379

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Top 35,379

in Total Papers Downloads

2,574

SSRN CITATIONS
Rank 21,953

SSRN RANKINGS

Top 21,953

in Total Papers Citations

45

CROSSREF CITATIONS

10

Scholarly Papers (15)

1.

A Look Under the Hood of Momentum Funds

Number of pages: 15 Posted: 04 Feb 2022
Ayelen Banegas and Carlo Rosa
Board of Governors of the Federal Reserve System and University of Parma
Downloads 782 (57,805)

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Momentum, Mutual funds, Fama-French factors

Mutual Fund Return Predictability in Partially Segmented Markets

Number of pages: 77 Posted: 23 Mar 2009 Last Revised: 22 Oct 2011
Board of Governors of the Federal Reserve System, California Institute of Technology - Division of the Humanities and Social SciencesClaremont Colleges, Claremont McKenna College, Robert Day School of Economics and Finance, Students, UCSD and University of Maryland - Robert H. Smith School of Business
Downloads 413 (126,758)
Citation 3

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European equity markets; mutual fund performance; time-varying investment opportunities.

The Cross-Section of Conditional Mutual Fund Performance in European Stock Markets

Journal of Financial Economics (JFE), Forthcoming
Posted: 23 Mar 2011 Last Revised: 05 Sep 2012
Board of Governors of the Federal Reserve System, California Institute of Technology - Division of the Humanities and Social SciencesClaremont Colleges, Claremont McKenna College, Robert Day School of Economics and Finance, Students, UCSD and University of Maryland - Robert H. Smith School of Business

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European equity markets, mutual fund performance, time-varying investment opportunities

3.

Mutual Fund Flows, Monetary Policy and Financial Stability

Number of pages: 57 Posted: 25 Jun 2016
Ayelen Banegas, Gabriel Montes-Rojas and Lucas Siga
Board of Governors of the Federal Reserve System, City University of London and Department of Economics, University of Essex
Downloads 324 (167,257)
Citation 2

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Mutual fund flows, monetary policy, first-mover advantage

Reserve Balances, the Federal Funds Market and Arbitrage in the New Regulatory Framework

FEDS Working Paper No. 2016-079
Number of pages: 37 Posted: 26 Sep 2016
Ayelen Banegas and Manjola Tase
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 131 (386,083)
Citation 3

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Basel III ratios, FDIC fees, IOER arbitrage, Reserve balances, Federal funds market

Reserve Balances, the Federal Funds Market and Arbitrage in the New Regulatory Framework

Number of pages: 45 Posted: 19 Oct 2017
Ayelen Banegas and Manjola Tase
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 102 (466,496)
Citation 1

Abstract:

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IOER Arbitrage, Reserve Balances, Federal Funds Market, FDIC Fee, Basel III Ratios

5.

The Effects of Monetary Policy Shocks on Mutual Fund Investing

Number of pages: 47 Posted: 24 Jan 2021
Ayelen Banegas, Gabriel Montes-Rojas and Lucas Siga
Board of Governors of the Federal Reserve System, University of Buenos Aires (UBA) - Universidad de Buenos Aires and Department of Economics, University of Essex
Downloads 218 (248,965)
Citation 2

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Mutual fund performance and flows, monetary policy shocks

6.

Mutual Fund Flows, Monetary Policy and Financial Stability

FEDS Working Paper No. 2016-071
Number of pages: 58 Posted: 06 Sep 2016
Ayelen Banegas, Gabriel Montes-Rojas and Lucas Siga
Board of Governors of the Federal Reserve System, University of Buenos Aires (UBA) - Universidad de Buenos Aires and Department of Economics, University of Essex
Downloads 154 (340,458)
Citation 7

Abstract:

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First-mover advantage, Monetary policy, Mutual fund flows

7.

Leveraged Bank Loan Versus High Yield Bond Mutual Funds

FEDS Working Paper No. 2019-047
Number of pages: 25 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Ayelen Banegas and Jessica Goldenring
Board of Governors of the Federal Reserve System and Independent
Downloads 118 (416,511)
Citation 1

Abstract:

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High Yield Bonds, Leveraged Loans, Mutual Funds

8.

International Dollar Flows

FRB International Finance Discussion Paper No. 1144
Number of pages: 42 Posted: 24 Sep 2015
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 98 (475,785)
Citation 1

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capital flows, currency flows, U.S. banknotes, safe asset, emerging market economies, economic uncertainty, flight to quality, capital flight, money demand

9.

The Effect of Monetary Policy Shocks on Mutual Fund Investing

Number of pages: 60 Posted: 24 Jan 2021
Ayelen Banegas, Gabriel Montes-Rojas and Lucas Siga
Board of Governors of the Federal Reserve System, University of Buenos Aires (UBA) - Universidad de Buenos Aires and Department of Economics, University of Essex
Downloads 92 (499,010)
Citation 1

Abstract:

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Mutual funds, monetary policy shocks

10.

Predictability of Growth in Emerging Markets: Information in Financial Aggregates

Number of pages: 51 Posted: 29 Nov 2011 Last Revised: 21 Dec 2011
Ayelen Banegas
Board of Governors of the Federal Reserve System
Downloads 89 (506,141)
Citation 1

Abstract:

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Emerging markets, leading indicators, macro-finance linkages, forecasting

11.

Predictability of Growth in Emerging Markets: Information in Financial Aggregates

FRB International Finance Discussion Paper No. 1174
Number of pages: 52 Posted: 01 Aug 2016
Ayelen Banegas
Board of Governors of the Federal Reserve System
Downloads 53 (667,922)

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Output growth predictability, Emerging markets, Leading indicators, Financial variables

12.

Hedge Fund Treasury Exposures, Repo, and Margining

FEDS Notes No. 2023-09-08-3
Posted: 26 Sep 2023
Ayelen Banegas and Phillip Monin
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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13.

Interest Rates Expectations and Flow Dynamics in High Yield Corporate Debt Mutual Funds

FEDS Notes No. 2022-06-17-2
Posted: 24 Jun 2022
Ayelen Banegas and Christopher Finch
Board of Governors of the Federal Reserve System and Independent

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14.

Sizing Hedge Funds' Treasury Market Activities and Holdings

FEDS Notes No. 2021-10-06-3
Posted: 18 Oct 2021
Ayelen Banegas, Phillip Monin and Lubomir Petrasek
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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15.

The Universe of Leveraged Bank Loan and High Yield Bond U.S. Mutual Funds

FEDS Notes No. 2019-08-02-2
Posted: 13 Aug 2019
Ayelen Banegas and Jessica Goldenring
Board of Governors of the Federal Reserve System and Independent

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