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

SCHOLARLY PAPERS

10

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Top 35,567

in Total Papers Downloads

1,436

SSRN CITATIONS
Rank 9,976

SSRN RANKINGS

Top 9,976

in Total Papers Citations

60

CROSSREF CITATIONS

56

Scholarly Papers (10)

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 735 (37,938)
Citation 67

Abstract:

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

2.

Financial Fragility with SAM?

MIT Sloan Research Paper No. 5261-17, Journal of Finance, Forthcoming
Number of pages: 63 Posted: 15 Nov 2017 Last Revised: 11 Jun 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 352 (95,071)
Citation 6

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mortgage design, financial intermediation, housing policy

3.

Origins of Stock Market Fluctuations

NBER Working Paper No. w19818
Number of pages: 64 Posted: 17 Jan 2014
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 84 (329,179)
Citation 2

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4.

How the Wealth Was Won: Factors Shares as Market Fundamentals

NBER Working Paper No. w25769
Number of pages: 64 Posted: 22 Apr 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 75 (351,797)
Citation 2

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5.

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 67 (374,169)
Citation 6

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

6.

What Explains the COVID-19 Stock Market?

NBER Working Paper No. w27784
Number of pages: 36 Posted: 14 Sep 2020
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 65 (380,002)

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7.

Rare Shocks, Great Recessions

FRB of New York Staff Report No. 585
Number of pages: 52 Posted: 18 Dec 2012
Vasco C├║rdia, 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 40 (470,569)
Citation 28

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

8.

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 14 (618,385)
Citation 5

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

9.

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 3 (698,944)
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10.

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 1 (721,206)
Citation 1
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labor income, stock market wealth, stock prices