Erik Heitfield

Federal Reserve Board - Division of Research and Statistics

20th & C. St., N.W.

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 28,218

SSRN RANKINGS

Top 28,218

in Total Papers Downloads

1,614

CITATIONS
Rank 30,798

SSRN RANKINGS

Top 30,798

in Total Papers Citations

18

Scholarly Papers (7)

1.

Monitoring, Moral Hazard, and Market Power: A Model of Bank Lending

FEDS Working Paper No. 99-37
Number of pages: 28 Posted: 07 Jan 2000
Daniel M. Covitz and Erik Heitfield
Federal Reserve Board - Division of Research & Statistics and Federal Reserve Board - Division of Research and Statistics
Downloads 700 (35,437)
Citation 5

Abstract:

Loading...

2.

Parameter Uncertainty and the Credit Risk of Collateralized Debt Obligations

Number of pages: 45 Posted: 31 Jul 2008 Last Revised: 24 Jan 2009
Erik Heitfield
Federal Reserve Board - Division of Research and Statistics
Downloads 671 (37,527)
Citation 19

Abstract:

Loading...

credit risk, copula, structured finance, collateralized debt obligation

The Geographic Scope of Retail Deposit Markets

Board of Governors of the Federal Reserve System FEDS No. 2002-49
Number of pages: 29 Posted: 11 Dec 2002
Robin A. Prager and Erik Heitfield
Federal Reserve Board and Federal Reserve Board - Division of Research and Statistics
Downloads 144 (201,277)

Abstract:

Loading...

banking, markets, antitrust

The Geographic Scope of Retail Deposit Markets

Journal of Financial Services Research, Vol. 25, No. 1, pp. 37-55
Posted: 16 Feb 2004
Erik Heitfield and Robin A. Prager
Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board

Abstract:

Loading...

Banking, antitrust, geographic markets

4.

Inferring Term Rates from Sofr Futures Prices

FEDS Working Paper No. 2019-014
Number of pages: 25 Posted: 14 Mar 2019
Erik Heitfield and Yang-Ho Park
Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve System
Downloads 89 (283,958)

Abstract:

Loading...

Interest rates, Futures, Reference rates, Financial contracts, LIBOR, SOFR

5.

Contagion During the Initial Banking Panic of the Great Depression

NBER Working Paper No. w23629
Number of pages: 27 Posted: 04 Aug 2017
Erik Heitfield, Gary Richardson and Shirley Wang
Federal Reserve Board - Division of Research and Statistics, University of California at Irvine and Cornell SC Johnson College of Business
Downloads 10 (578,470)

Abstract:

Loading...

6.

Indicative Forward-Looking SOFR Term Rates

FED Notes No. 2019-04-19
Posted: 22 Apr 2019
Erik Heitfield and Yang-Ho Park
Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve System

Abstract:

Loading...

7.

What Drives Default and Prepayment on Subprime Auto Loans?

Journal of Real Estate Finance and Economics, Vol. 29, No. 4
Posted: 16 Feb 2004
Erik Heitfield and Tarun Sabarwal
Federal Reserve Board - Division of Research and Statistics and University of Kansas

Abstract:

Loading...