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

12

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SSRN CITATIONS
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Top 11,639

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41

CROSSREF CITATIONS

52

Scholarly Papers (12)

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1.

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
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 873 (29,107)
Citation 56

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

2.

Time-Varying Inflation Risk and Stock Returns

Downloads 451 ( 43,000)
Citation 2

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
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 451 (68,669)
Citation 3

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

3.

The Equity Risk Premium: A Review of Models

Downloads 604 ( 48,161)
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 273 (122,042)
Citation 18

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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 331 (98,645)
Citation 2

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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 462 (67,341)

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Equity premium, stock returns

5.

Financial Vulnerability and Monetary Policy

Downloads 180 (182,439)
Citation 8

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 178 (184,231)
Citation 5

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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.

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 73 (349,502)
Citation 1

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systemic risk, contagion, financial network

7.

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 69 (360,470)

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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

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 45 (440,192)

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

9.

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 34 (487,373)
Citation 4

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monetary policy, financial conditions, financial stability

10.

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 8 (647,097)

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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.

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, Federal Reserve Bank of New York, Brookings Institution and International Monetary Fund MCMMP
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Macro-Finance, macroprudential policy, monetary policy

12.

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