Ivan Ivanov

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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3,356

CITATIONS
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Top 38,046

in Total Papers Citations

13

Scholarly Papers (9)

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
Board of Governors of the Federal Reserve System and Pennsylvania State University
Downloads 339 (87,165)
Citation 2

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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
Board of Governors of the Federal Reserve System and Pennsylvania State University
Downloads 164 (180,358)
Citation 1

Abstract:

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leveraged ETFs, volatility

2.

Bank Monitoring: Evidence from Syndicated Loans

Number of pages: 51 Posted: 30 Aug 2016 Last Revised: 08 Jul 2017
Pennsylvania State University - Smeal College of Business, Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 473 (59,003)
Citation 4

Abstract:

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Bank Lending, Bank Monitoring, Syndicated Loans

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

Journal of Corporate Finance, Forthcoming, Simon School Working Paper No. FR 13-25
Number of pages: 41 Posted: 27 Aug 2013 Last Revised: 08 Dec 2015
Ivan Ivanov, João A. C. Santos and Thu Vo
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Amherst Securities Group LP
Downloads 444 (63,110)

Abstract:

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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
Ivan Ivanov, João A. C. Santos and Thu Vo
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Amherst Securities Group LP
Downloads 24 (511,278)

Abstract:

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

4.

Weathering Cash Flow Shocks

Number of pages: 45 Posted: 05 May 2017 Last Revised: 31 Dec 2017
Iowa State University - Department of Finance, Pennsylvania State University - Smeal College of Business and Board of Governors of the Federal Reserve System
Downloads 457 (61,549)

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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, Board of Governors of the Federal Reserve System and Securities and Exchange Commission (SEC)
Downloads 347 (84,609)

Abstract:

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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, Board of Governors of the Federal Reserve System and Securities and Exchange Commission (SEC)
Downloads 14 (575,755)

Abstract:

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Financial distress, product market cooperation, liquidity

6.

The Impact of Bank Supervision on Corporate Credit

Number of pages: 52 Posted: 09 Mar 2017 Last Revised: 12 Aug 2019
Ivan Ivanov and James Wang
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 343 (86,400)
Citation 4

Abstract:

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bank supervision, syndicated lending, non-bank financing

7.

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
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 318 (93,957)
Citation 1

Abstract:

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Bank Supervision, Syndicated Lending

8.

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
U.S. Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads 223 (136,039)

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The 'Privatization' of Municipal Debt

Number of pages: 57 Posted: 20 Oct 2017 Last Revised: 14 May 2019
Ivan Ivanov and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 143 (202,424)

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Claim Dilution in the Municipal Debt Market

FEDS Working Paper No. 2018-011
Number of pages: 40 Posted: 08 Feb 2018
Ivan Ivanov and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 67 (339,224)

Abstract:

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Bank lending, Claim dilution, Disclosure, Municipal finance