Olena Chyruk

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 32,602

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Top 32,602

in Total Papers Downloads

1,387

SSRN CITATIONS
Rank 26,064

SSRN RANKINGS

Top 26,064

in Total Papers Citations

1

CROSSREF CITATIONS

25

Scholarly Papers (7)

1.

Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates

Number of pages: 50 Posted: 29 May 2011 Last Revised: 23 Dec 2012
Andrea Ajello, Luca Benzoni and Olena Chyruk
Federal Reserve Board, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 364 (81,771)
Citation 9

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term structure of interest rates, real rates, inflation, inflation risk premium, real rate risk premium

Investing over the Life Cycle with Long-Run Labor Income Risk

Number of pages: 28 Posted: 24 Jul 2008 Last Revised: 14 Jun 2009
Luca Benzoni and Olena Chyruk
Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 251 (122,016)
Citation 6

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Human Capital, Labor Income Risk, Long-Run Risk, Limited Stock Market Participation, Portfolio Choice, Life Cycle

Investing Over the Life Cycle with Long-Run Labor Income Risk

Economic Perspectives, Vol. 33, No. 3, 2009
Number of pages: 15 Posted: 15 Oct 2009
Luca Benzoni and Olena Chyruk
Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 83 (303,225)

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Why Does the Yield-Curve Slope Predict Recessions?

Number of pages: 17 Posted: 15 Nov 2018 Last Revised: 14 Dec 2018
Luca Benzoni, Olena Chyruk and David Kelley
Federal Reserve Bank of Chicago - Research Department, Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 162 (184,584)

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yield-curve slope, recession forecasts, monetary policy, bond risk premia, policy path

Why Does the Yield-Curve Slope Predict Recessions?

FRB of Chicago Working Paper No. WP-2018-15
Number of pages: 18 Posted: 10 Dec 2018 Last Revised: 21 Feb 2019
Luca Benzoni, Olena Chyruk and David Kelley
Federal Reserve Bank of Chicago - Research Department, Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 125 (228,476)

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Interest rates, yield-curve slope, recession forecasts, monetary policy, bond risk premia, policy path

4.
Downloads 177 (170,901)
Citation 1

The Value and Risk of Human Capital

FRB of Chicago Working Paper No. 2015-06
Number of pages: 34 Posted: 20 Aug 2015
Luca Benzoni and Olena Chyruk
Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 177 (170,920)
Citation 1

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human capital, labor income, employment

The Value and Risk of Human Capital

Annual Review of Financial Economics, Vol. 7, pp. 179-200, 2015
Posted: 11 Dec 2015
Luca Benzoni and Olena Chyruk
Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago

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No-Arbitrage Restrictions and the U.S. Treasury Market

Economic Perspectives, Forthcoming
Number of pages: 20 Posted: 08 May 2012 Last Revised: 02 Jun 2012
Andrea Ajello, Luca Benzoni and Olena Chyruk
Federal Reserve Board, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 71 (332,756)

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No-arbitrage restrictions, U.S. Treasury market, dynamic term structure models, affine models, limits to arbitrage

No-Arbitrage Restrictions and the U.S. Treasury Market

Economic Perspectives, Vol. XXXVI, No. 2, p. 55, 2012
Number of pages: 20 Posted: 17 Jul 2012 Last Revised: 20 Jul 2012
Andrea Ajello, Luca Benzoni and Olena Chyruk
Federal Reserve Board, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 61 (361,085)

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no-arbitrage restrictions, U.S. Treasury market, dynamic term structure models, affine models, limits to arbitrage, Asset Pricing, Trading volume, Bond Interest Rates, Interest Rates: Determination, Term Structure, and Effects, Banks, Other Depository Institutions, Micro Finance Institutions

6.

Human Capital and Long-Run Labor Income Risk

Number of pages: 24 Posted: 30 Nov 2013
Luca Benzoni and Olena Chyruk
Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 53 (381,082)
Citation 2

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human capital, labor income risk, portfolio choice, life cycle

7.

Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates -- Online Appendix

Number of pages: 21 Posted: 23 Dec 2012
Andrea Ajello, Luca Benzoni and Olena Chyruk
Federal Reserve Board, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 40 (427,302)
Citation 2

Abstract:

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term structure of interest rates, real rates, inflation, inflation risk premium