Erik Heitfield

Federal Reserve Board - Division of Research and Statistics

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

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

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Top 28,271

in Total Papers Downloads

1,590

SSRN RANKINGS

Top 13,812

in Total Papers Citations

27

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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 699 (35,096)

Abstract:

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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 670 (37,216)

Abstract:

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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 (199,235)

Abstract:

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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:

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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 67 (331,527)

Abstract:

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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 (571,260)

Abstract:

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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:

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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:

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