Fernando Duarte

Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

http://www.newyorkfed.org/research/economists/duarte/index.html

  • Federal Reserve Bank of New York

SCHOLARLY PAPERS

11

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CITATIONS
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59

Scholarly Papers (11)

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1.

Fire-sale Spillovers and Systemic Risk

FRB of New York Staff Report No. 645
Number of pages: 75 Posted: 16 Oct 2013 Last Revised: 25 Jun 2018
Fernando Duarte and Thomas M. Eisenbach
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 729 (33,175)
Citation 43

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systemic risk, fire-sale externalities, leverage, linkage, concentration, bank holding company, tri-party repo market

2.

Time-Varying Inflation Risk and Stock Returns

Downloads 377 ( 45,645)
Citation 3

Time-Varying Inflation Risk and Stock Returns

FRB of New York Staff Report No. 621
Number of pages: 61 Posted: 04 Jun 2013 Last Revised: 14 Nov 2018
Martijn Boons, Fernando Duarte, Frans de Roon and Marta Szymanowska
New University of Lisbon - Nova School of Business and Economics, Federal Reserve Bank of New York, Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Department of Finance
Downloads 377 (75,906)
Citation 4

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inflation, time-varying inflation risk premium, inflation hedging, cross-sectional asset pricing, nominal-real covariance

3.

The Equity Risk Premium: A Review of Models

Downloads 545 ( 48,753)
Citation 12

The Equity Risk Premium: A Review of Models

FRB of New York Staff Report No. 714
Number of pages: 41 Posted: 18 Aug 2015
Fernando Duarte and Carlo Rosa
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 230 (130,207)
Citation 15

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equity premium, stock returns

The Equity Risk Premium: A Consensus of Models

Number of pages: 23 Posted: 12 Jan 2014 Last Revised: 15 Feb 2014
Fernando Duarte and Carlo Rosa
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 315 (93,422)
Citation 1

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Equity risk premium, ERP, bond yields, stocks, term structure, stock prices

4.

The Equity Risk Premium: A Review of Models

Economic Policy Review, Issue 2, pp. 39-57, 2015
Number of pages: 19 Posted: 16 Dec 2016 Last Revised: 27 Oct 2017
Fernando Duarte and Carlo Rosa
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 334 (88,087)

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Equity premium, stock returns

5.

Financial Vulnerability and Monetary Policy

Downloads 144 (198,727)
Citation 1

Financial Vulnerability and Monetary Policy

FRB of NY Staff Report No. 804
Number of pages: 67 Posted: 30 Dec 2016 Last Revised: 06 Sep 2017
Tobias Adrian and Fernando Duarte
International Monetary Fund and Federal Reserve Bank of New York
Downloads 144 (199,265)
Citation 3

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monetary policy, macro-finance, financial stability

Financial Vulnerability and Monetary Policy

CEPR Discussion Paper No. DP12680
Number of pages: 69 Posted: 05 Feb 2018
Tobias Adrian and Fernando Duarte
International Monetary Fund and Federal Reserve Bank of New York
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Financial Stability, Macro-Finance, monetary policy

6.

How to Escape a Liquidity Trap with Interest Rate Rules

FRB of NY Staff Report No. 776
Number of pages: 44 Posted: 31 May 2016 Last Revised: 12 Feb 2019
Fernando Duarte
Federal Reserve Bank of New York
Downloads 47 (391,939)

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zero lower bound (ZLB), liquidity trap, New Keynesian model, indeterminacy, monetary policy, Taylor rule, Taylor principle, interest rate rule, forward guidance

7.

Empirical Network Contagion for U.S. Financial Institutions

FRB of NY Staff Report No. 826
Number of pages: 61 Posted: 07 Nov 2017
Fernando Duarte and Collin Jones
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 41 (413,383)

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systemic risk, contagion, financial network

8.

Cross-Sectional Inflation Risk in Menu Cost Models with Heterogeneous Firms

Number of pages: 38 Posted: 09 Nov 2013
Fernando Duarte and Jonas Mishara-Blomberger
Federal Reserve Bank of New York and Northwestern University
Downloads 41 (413,383)

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inflation, menu costs, new Keynesian, DSGE, cross-section, asset prices, stock returns

9.

An Interest Rate Rule to Uniquely Implement the Optimal Equilibrium in a Liquidity Trap

FRB of New York Economics and Finance Paper No. 745
Number of pages: 41 Posted: 07 Sep 2017
Fernando Duarte and Anna Zabai
Federal Reserve Bank of New York and Bank for International Settlements (BIS)
Downloads 6 (596,141)

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zero lower bound, ZLB, liquidity trap, New Keynesian model, indeterminacy, monetary policy, Taylor rule, Taylor principle, interest rate rule, forward guidance

10.

Monetary Policy and Financial Conditions: A Cross-Country Study

FRB of New York Staff Report No. 890, June 2019
Number of pages: 22 Posted: 10 Jun 2019
Tobias Adrian, Fernando Duarte, Federico Grinberg and Tommaso Mancini Griffoli
International Monetary Fund, Federal Reserve Bank of New York, International Monetary Fund and International Monetary Fund (IMF)
Downloads 5 (602,653)
Citation 1

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monetary policy, financial conditions, financial stability

11.

Monetary Policy and Financial Conditions: A Cross-Country Study

CEPR Discussion Paper No. DP12681
Number of pages: 24 Posted: 05 Feb 2018
Tobias Adrian, Fernando Duarte, Federico Grinberg and Tommaso Mancini Griffoli
International Monetary Fund, Federal Reserve Bank of New York, International Monetary Fund and International Monetary Fund (IMF)
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financial conditions, Financial Stability, monetary policy