Ivan Ivanov

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

http://ivantivanov.com

  • Federal Reserve Bank of Chicago

SCHOLARLY PAPERS

20

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178

CROSSREF CITATIONS

29

Scholarly Papers (20)

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1.

Gas, Guns, and Governments: Financial Costs of Anti-ESG Policies

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 70 Posted: 07 Jun 2022 Last Revised: 14 Feb 2023
Daniel Garrett and Ivan Ivanov
University of Pennsylvania - Finance Department and Federal Reserve Bank of Chicago
Downloads 5,593 (2,601)
Citation 1

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ESG Policies, Public Finance, Municipal Bonds, Banking Competition

2.

Banking on Carbon: Corporate Lending and Cap-and-Trade Policy

Number of pages: 63 Posted: 29 Jul 2020 Last Revised: 16 Aug 2023
Ivan Ivanov, Mathias S. Kruttli and Sumudu W. Watugala
Federal Reserve Bank of Chicago, Kelley Business School - Indiana University and Indiana University - Kelley School of Business - Department of Finance
Downloads 2,114 (12,931)
Citation 4

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bank lending, greenhouse gas emissions, cap-and-trade policy, transition risk, climate finance

3.

Taxes Depress Corporate Borrowing: Evidence from Private Firms

Number of pages: 76 Posted: 18 Sep 2020 Last Revised: 10 Jun 2022
Ivan Ivanov, Luke Pettit and Toni M. Whited
Federal Reserve Bank of Chicago, US Senate and University of Michigan, Stephen M. Ross School of Business
Downloads 1,622 (19,510)
Citation 5

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corporate income taxes, leverage, investment, structural estimation

4.

Bank Monitoring: Evidence from Syndicated Loans

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 75 Posted: 30 Aug 2016 Last Revised: 20 Nov 2020
Matthew Gustafson, Ivan Ivanov and Ralf Meisenzahl
Pennsylvania State University - Smeal College of Business, Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 1,551 (20,894)
Citation 58

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Bank Lending, Bank Monitoring, Syndicated Loans

5.

Weathering Cash Flow Shocks

Journal of Finance, Forthcoming
Number of pages: 68 Posted: 05 May 2017 Last Revised: 16 Oct 2020
James R. Brown, Matthew Gustafson and Ivan Ivanov
Iowa State University - Department of Finance, Pennsylvania State University - Smeal College of Business and Federal Reserve Bank of Chicago
Downloads 1,538 (21,157)
Citation 11

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6.

Bank Supervision and Corporate Credit Supply

Number of pages: 66 Posted: 09 Mar 2017 Last Revised: 27 Jan 2022
Ivan Ivanov and James Wang
Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 869 (48,190)
Citation 4

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bank supervision, corporate lending, corporate investment, the value of bank supervision

7.

The 'Privatization' of Municipal Debt

Downloads 707 (63,672)
Citation 1

The 'Privatization' of Municipal Debt

Number of pages: 84 Posted: 20 Oct 2017 Last Revised: 27 Jul 2023
Ivan Ivanov, Tom Zimmermann and Tom Zimmermann
Federal Reserve Bank of Chicago and University of CologneQuantCo, Inc.
Downloads 589 (79,185)
Citation 1

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local government borrowing, debt heterogeneity, fiscal shocks

Claim Dilution in the Municipal Debt Market

FEDS Working Paper No. 2018-11
Number of pages: 40 Posted: 08 Feb 2018 Last Revised: 29 Apr 2020
Ivan Ivanov, Tom Zimmermann and Tom Zimmermann
Federal Reserve Bank of Chicago and University of CologneQuantCo, Inc.
Downloads 118 (401,453)

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8.

Do Leveraged ETFs Really Amplify Late-Day Returns and Volatility?

Downloads 684 (66,696)
Citation 11

Do Leveraged ETFs Really Amplify Late-Day Returns and Volatility?

Number of pages: 51 Posted: 02 Oct 2014 Last Revised: 25 Jul 2017
Ivan Ivanov and Stephen Lenkey
Federal Reserve Bank of Chicago and Pennsylvania State University
Downloads 502 (96,924)
Citation 8

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Are Concerns About Leveraged ETFs Overblown?

FEDS Working Paper No. 2014-106
Number of pages: 37 Posted: 09 Jan 2015
Ivan Ivanov and Stephen Lenkey
Federal Reserve Bank of Chicago and Pennsylvania State University
Downloads 182 (283,114)
Citation 5

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leveraged ETFs, volatility

9.

Bank Lending Networks and the Propagation of Natural Disasters

Financial Management 51(3), 903-927, 2022.
Number of pages: 44 Posted: 14 Mar 2020 Last Revised: 19 Sep 2023
Ivan Ivanov, Marco Macchiavelli and João A. C. Santos
Federal Reserve Bank of Chicago, Isenberg School of Management and Federal Reserve Bank of New York
Downloads 573 (83,306)
Citation 14

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Natural disasters, Syndicated loans, Bank networks, Shadow banks

10.

The Transformation of Banking: Tying Loan Interest Rates to Borrowers' CDS Spreads

Downloads 566 (84,276)
Citation 6

The Transformation of Banking: Tying Loan Interest Rates to Borrowers' CDS Spreads

Journal of Corporate Finance 38, 150-165, 2016., Simon School Working Paper No. FR 13-25
Number of pages: 41 Posted: 27 Aug 2013 Last Revised: 01 Mar 2021
Ivan Ivanov, João A. C. Santos and Thu Vo
Federal Reserve Bank of Chicago, Federal Reserve Bank of New York and Amherst Securities Group LP
Downloads 495 (98,439)
Citation 3

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Market-based pricing, loan spreads, loan covenants, CDS spreads

Tying Loan Interest Rates to Borrowers' CDS Spreads

FEDS Working Paper No. 2014-70
Number of pages: 56 Posted: 31 May 2017 Last Revised: 02 Jun 2017
Ivan Ivanov, João A. C. Santos and Thu Vo
Federal Reserve Bank of Chicago, Federal Reserve Bank of New York and Amherst Securities Group LP
Downloads 71 (561,159)

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Market-based pricing, loan spreads, loan covenants, CDS spreads

11.

Banks' Strategic Responses to Supervisory Coverage: Evidence from a Natural Experiment

Number of pages: 51 Posted: 23 Feb 2017 Last Revised: 05 Feb 2019
Ivan Ivanov, Benjamin Ranish and James Wang
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 548 (87,868)

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Bank Supervision, Syndicated Lending

12.

Financial Condition and Product Market Cooperation

Downloads 410 (124,174)

Financial Condition and Product Market Cooperation

Journal of Corporate Finance, Vol. 31, p. 1-16, 2015
Number of pages: 40 Posted: 19 Mar 2011 Last Revised: 23 Nov 2016
Matthew Gustafson, Ivan Ivanov and John Ritter
Pennsylvania State University - Smeal College of Business, Federal Reserve Bank of Chicago and Securities and Exchange Commission (SEC)
Downloads 375 (136,275)

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Short-term Liquidity, Financial Distress, Tacit Collusion, Capacity Constraints, Airfare Price Hikes

Financial Condition and Product Market Cooperation

FEDS Working Paper No. 2014-63
Number of pages: 40 Posted: 31 May 2017
Matthew Gustafson, Ivan Ivanov and John Ritter
Pennsylvania State University - Smeal College of Business, Federal Reserve Bank of Chicago and Securities and Exchange Commission (SEC)
Downloads 35 (775,633)

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Financial distress, product market cooperation, liquidity

13.

GSIB Surcharges and Bank Lending: Evidence from U.S. Corporate Loan Data

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 52 Posted: 18 Sep 2020 Last Revised: 28 Jun 2021
Giovanni Favara, Ivan Ivanov and Marcelo Rezende
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 320 (163,634)
Citation 1

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GSIB surcharges, Basel III regulation, Bank capital requirements, Bank lending

14.

Humans vs Machines: Soft and Hard Information in Corporate Loan Pricing

Number of pages: 50 Posted: 15 May 2020
Manuel Adelino, Ivan Ivanov and Michael Smolyansky
Duke University, Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 304 (172,731)
Citation 1

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Loan pricing, hard information, soft information, corporate loans

15.

Empirically Evaluating Systemic Risks in CCPs: The Case of Two CDS CCPs

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 20 Sep 2016 Last Revised: 24 Jan 2019
Sean D. Campbell and Ivan Ivanov
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 288 (182,170)
Citation 1

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16.

Limits of Disclosure Regulation in the Municipal Bond Market

Number of pages: 65 Posted: 03 Feb 2022 Last Revised: 28 Jul 2022
Ivan Ivanov, Tom Zimmermann and Nathan Heinrich
Federal Reserve Bank of Chicago, University of Cologne and Board of Governors of the Federal Reserve System
Downloads 257 (204,332)

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municipal bond pricing, disclosure regulation, private debt

17.

Fighting Failure: The Persistent Real Effects of Resolving Distressed Banks

Number of pages: 71 Posted: 09 Apr 2021 Last Revised: 12 Jul 2023
Ivan Ivanov and Stephen A. Karolyi
Federal Reserve Bank of Chicago and Office of the Comptroller of the Currency
Downloads 239 (220,223)

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bank resolutions, the real economy, the bank lending channel

18.

Pushing Bonds Over the Edge: Monetary Policy and Municipal Bond Liquidity

Number of pages: 60 Posted: 23 Jan 2023
John Bagley, Stefan Gissler, Kent Hiteshew and Ivan Ivanov
Municipal Securities Rulemaking Board, Board of Governors of the Federal Reserve System, US Treasury and Federal Reserve Board and Federal Reserve Bank of Chicago
Downloads 216 (241,546)

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Monetary Policy, Municipal Bonds, Institutional Investors, Asset Liquidity

19.

City Hall Has Been Hacked! The Financial Costs of Lax Cybersecurity

Number of pages: 47 Posted: 02 Jun 2023 Last Revised: 13 Oct 2023
Filippo Curti, Ivan Ivanov, Marco Macchiavelli and Tom Zimmermann
Federal Reserve Bank of Richmond - Quantitative Supervision & Research, Federal Reserve Bank of Chicago, Isenberg School of Management and University of Cologne
Downloads 159 (316,697)
Citation 1

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Cyberattacks, financing costs, municipal debt, cybersecurity regulation.

20.

The 'Privatization' of Municipal Debt

FRB of Chicago Working Paper No. 2023-30
Number of pages: 85 Posted: 31 Aug 2023 Last Revised: 07 Sep 2023
Ivan Ivanov, Tom Zimmermann and Tom Zimmermann
Federal Reserve Bank of Chicago and University of CologneQuantCo, Inc.
Downloads 51 (651,598)
Citation 1

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local government borrowing, debt heterogeneity, fiscal shocks