Daniel Greenwald

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Assistant Professor of Finance

77 Massachusetts Ave. E62-663

Cambridge, MA 02142

United States

  • Massachusetts Institute of Technology (MIT) - Sloan School of Management

SCHOLARLY PAPERS

11

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TOTAL CITATIONS
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Top 8,266

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235

Scholarly Papers (11)

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1.

The Mortgage Credit Channel of Macroeconomic Transmission

MIT Sloan Research Paper No. 5184-16
Number of pages: 85 Posted: 21 Feb 2016 Last Revised: 19 Jan 2018
Daniel Greenwald
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,805 (19,735)
Citation 97

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mortgages, macroeconomics, housing, monetary policy, macroprudential policy, real estate, payment to income, loan to value, refinancing, prepayment

2.

Financial and Total Wealth Inequality with Declining Interest Rates

Downloads 1,488 (26,478)
Citation 3

Financial and Total Wealth Inequality with Declining Interest Rates

Stanford University Graduate School of Business Research Paper , Columbia Business School Research Paper
Number of pages: 101 Posted: 01 Mar 2021 Last Revised: 11 Apr 2023
Daniel Greenwald, Matteo Leombroni, Hanno N. Lustig and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 1,460 (26,769)

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wealth inequality, declining real rates, human wealth, financial wealth

Financial and Total Wealth Inequality with Declining Interest Rates

NBER Working Paper No. w28613
Number of pages: 84 Posted: 29 Mar 2021 Last Revised: 08 Mar 2023
Daniel Greenwald, Matteo Leombroni, hlustig@stanford.edu Lustig and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford University and Columbia University Graduate School of Business
Downloads 27 (1,004,373)

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Financial and Total Wealth Inequality with Declining Interest Rates

CEPR Discussion Paper No. DP16081
Number of pages: 90 Posted: 14 May 2021
Daniel Greenwald, Matteo Leombroni, hlustig@stanford.edu Lustig and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford University and Columbia University Graduate School of Business
Downloads 1 (1,322,822)
Citation 3
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3.

Financial Fragility with SAM?

Journal of Finance, Forthcoming, MIT Sloan Research Paper No. 5261-17
Number of pages: 77 Posted: 15 Nov 2017 Last Revised: 11 Nov 2020
Daniel Greenwald, Tim Landvoigt and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 643 (84,960)
Citation 26

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mortgage design, financial intermediation, housing policy

4.

Firm Debt Covenants and the Macroeconomy: The Interest Coverage Channel

MIT Sloan Research Paper No. #5909-19
Number of pages: 47 Posted: 06 Mar 2020
Daniel Greenwald
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 495 (117,802)
Citation 25

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debt covenants, interest coverage, interest rate transmission, state dependence

5.

How the Wealth Was Won: Factor Shares as Market Fundamentals

NBER Working Paper No. w25769
Number of pages: 95 Posted: 22 Apr 2019 Last Revised: 31 May 2023
Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 299 (208,015)
Citation 6

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6.

Do Credit Conditions Move House Prices?

Downloads 274 (227,526)
Citation 19

Do Credit Conditions Move House Prices?

Number of pages: 60 Posted: 05 Mar 2020 Last Revised: 12 May 2020
Daniel Greenwald and Adam M. Guren
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston University - Department of Economics
Downloads 217 (284,926)
Citation 10

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house prices, rental markets, mortgages, credit standards, housing booms

Do Credit Conditions Move House Prices?

NBER Working Paper No. w29391
Number of pages: 58 Posted: 25 Oct 2021 Last Revised: 23 Apr 2023
Daniel Greenwald and Adam M. Guren
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston University - Department of Economics
Downloads 57 (752,962)
Citation 9

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7.

What Explains the Covid-19 Stock Market?

NBER Working Paper No. w27784
Number of pages: 36 Posted: 14 Sep 2020 Last Revised: 02 Jun 2023
Josue Cox, Daniel Greenwald and Sydney C. Ludvigson
New York University (NYU) - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and New York University - Department of Economics
Downloads 188 (327,018)
Citation 9

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8.

Origins of Stock Market Fluctuations

NBER Working Paper No. w19818
Number of pages: 64 Posted: 17 Jan 2014 Last Revised: 25 Feb 2023
Daniel Greenwald, Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
New York University (NYU) - Leonard N. Stern School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 159 (378,607)
Citation 4

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9.

Rare Shocks, Great Recessions

FRB of New York Staff Report No. 585
Number of pages: 52 Posted: 18 Dec 2012
Vasco Cúrdia, Marco Del Negro and Daniel Greenwald
Federal Reserve Bank of San Francisco, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 83 (607,846)
Citation 40

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Bayesian Analysis of DSGE Models, Fat tails, stochastic volatility, Great Recession

10.

How the Wealth Was Won: Factor Shares as Market Fundamentals

CEPR Discussion Paper No. DP14200
Number of pages: 58 Posted: 17 Dec 2019
Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 5 (1,231,970)
Citation 5
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11.

Origins of Stock Market Fluctuations

CEPR Discussion Paper No. DP10336
Number of pages: 65 Posted: 23 Jan 2015
Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 3 (1,248,582)
Citation 1
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labor income, stock market wealth, stock prices