Olena Chyruk

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 36,390

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Top 36,390

in Total Papers Downloads

1,647

SSRN CITATIONS
Rank 27,925

SSRN RANKINGS

Top 27,925

in Total Papers Citations

7

CROSSREF CITATIONS

26

Scholarly Papers (7)

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 294 (128,965)

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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: 29 Apr 2020
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 146 (248,483)

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

2.

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
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 397 (92,980)
Citation 11

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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 255 (149,498)
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 89 (354,344)

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4.
Downloads 204 (185,649)
Citation 8

The Value and Risk of Human Capital

FRB of Chicago Working Paper No. WP-2015-6
Number of pages: 34 Posted: 20 Aug 2015 Last Revised: 27 Oct 2015
Luca Benzoni and Olena Chyruk
Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 204 (185,557)
Citation 8

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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
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 81 (375,667)

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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
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 63 (432,514)

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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 65 (419,947)
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
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 53 (462,988)
Citation 5

Abstract:

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