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

10

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60

CROSSREF CITATIONS

56

Scholarly Papers (10)

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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 735 (37,938)
Citation 67

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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 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 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