Fernando Duarte

Brown University

64 Waterman Street

Providence, RI 02912

United States

http://fernando.duarte@github.io

SCHOLARLY PAPERS

14

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6,012

TOTAL CITATIONS
Rank 8,128

SSRN RANKINGS

Top 8,128

in Total Papers Citations

98

Scholarly Papers (14)

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1.

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
Brown University and University of Parma
Downloads 1,954 (17,941)

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Equity premium, stock returns

2.

Fire-sale Spillovers and Systemic Risk

FRB of New York Staff Report No. 645
Number of pages: 116 Posted: 16 Oct 2013 Last Revised: 06 Dec 2019
Fernando Duarte and Thomas M. Eisenbach
Brown University and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 1,134 (40,521)
Citation 56

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systemic risk, fire-sale externalities, leverage, linkage, concentration, bank holding company

3.

The Equity Risk Premium: A Review of Models

Downloads 985 (49,613)
Citation 19

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
Brown University and University of Parma
Downloads 541 (107,318)
Citation 17

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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
Brown University and University of Parma
Downloads 444 (136,583)
Citation 2

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

4.

Time-Varying Inflation Risk and Stock Returns

Downloads 700 (50,661)
Citation 5

Time-Varying Inflation Risk and Stock Returns

FRB of New York Staff Report No. 621
Number of pages: 104 Posted: 04 Jun 2013 Last Revised: 29 Aug 2019
Martijn Boons, Fernando Duarte, Frans de Roon and Marta Szymanowska
Nova School of Business and Economics, Brown University, Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Department of Finance
Downloads 700 (77,249)
Citation 5

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

5.

Financial Vulnerability and Monetary Policy

Downloads 332 (191,143)
Citation 7

Financial Vulnerability and Monetary Policy

FRB of NY Staff Report No. 804
Number of pages: 54 Posted: 30 Dec 2016 Last Revised: 01 Feb 2023
Tobias Adrian and Fernando Duarte
International Monetary Fund and Brown University
Downloads 328 (192,098)
Citation 7

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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 Brown University
Downloads 4 (1,338,570)
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Financial Stability, Macro-Finance, monetary policy

6.

Monetary and Macroprudential Policy with Endogenous Risk

Downloads 177 (355,366)
Citation 3

Monetary and Macroprudential Policy with Endogenous Risk

IMF Working Paper No. 20/236
Number of pages: 56 Posted: 05 Jan 2021
Tobias Adrian, Fernando Duarte, Nellie Liang and Pawel Zabczyk
International Monetary Fund, Brown University, Brookings Institution and International Monetary Fund MCMMP
Downloads 177 (354,893)
Citation 3

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Monetary and Macroprudential Policy with Endogenous Risk

CEPR Discussion Paper No. DP14435
Number of pages: 36 Posted: 03 Mar 2020
Tobias Adrian, Fernando Duarte, Nellie Liang and Pawel Zabczyk
International Monetary Fund, Brown University, Brookings Institution and International Monetary Fund MCMMP
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Macro-Finance, macroprudential policy, monetary policy

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
Brown University and Government of the United States of America - Office of Financial Research
Downloads 165 (377,813)
Citation 3

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systemic risk, contagion, financial network

8.

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, Brown University, International Monetary Fund and International Monetary Fund (IMF)
Downloads 147 (416,222)
Citation 4

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monetary policy, financial conditions, financial stability

9.

The Market Price of Risk and Macro-Financial Dynamics

IMF Working Paper No. 2023/199
Number of pages: 87 Posted: 05 Oct 2023
Tobias Adrian, Fernando Duarte and Tara Iyer
International Monetary Fund, Brown University and International Monetary Fund (IMF)
Downloads 141 (430,204)

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Macro-Finance, Financial Conditions Index, Monetary Policy, Asset Pricing, Market Price of Risk, Consumption Volatility, Causal Identification

10.

How to Escape a Liquidity Trap with Interest Rate Rules

FRB of NY Staff Report No. 776
Number of pages: 43 Posted: 31 May 2016 Last Revised: 25 Oct 2023
Fernando Duarte
Brown University
Downloads 107 (531,978)
Citation 1

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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

11.

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
Brown University and Northwestern University
Downloads 71 (683,854)

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

12.

Strengthening the Fomc's Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies

FEDS Working Paper No. 2020-67
Number of pages: 42 Posted: 02 Sep 2020
Fernando Duarte, Benjamin K. Johannsen, Leonardo Melosi and Taisuke Nakata
Brown University, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 69 (694,285)

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13.

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
Brown University and Bank for International Settlements (BIS)
Downloads 29 (1,000,332)

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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

14.

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, Brown University, International Monetary Fund and International Monetary Fund (IMF)
Downloads 1 (1,301,900)
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financial conditions, Financial Stability, monetary policy