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Erik Heitfield

Federal Reserve Board - Division of Research and Statistics

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

Washington, DC 20551

United States

  • Federal Reserve Board - Division of Research and Statistics

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    • Tel: 202-452-2613
SCHOLARLY PAPERS

4

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Rank 25,542

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1,443

CITATIONS
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Top 13,534

in Total Papers Citations

28

Scholarly Papers (4)

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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 649 (30,390)
Citation 7

Abstract:

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 583 (32,679)
Citation 7

Abstract:

credit risk, copula, structured finance, collateralized debt obligation

3.

The Geographic Scope of Retail Deposit Markets

Downloads 139 (172,018)
Citation 14

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 139 (172,438)
Citation 14

Abstract:

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:

Banking, antitrust, geographic markets

4.

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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