Marcelo Ochoa

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

7

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1,433

SSRN CITATIONS
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Top 14,268

in Total Papers Citations

69

CROSSREF CITATIONS

27

Scholarly Papers (7)

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1.

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

Downloads 338 (154,454)
Citation 28

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

FEDS Working Paper No. 2014-102
Number of pages: 27 Posted: 10 Dec 2014
Mark A. Carlson, Burcu Duygan-Bump, Fabio M. Natalucci, William R. Nelson, Marcelo Ochoa, Jeremy C. Stein and Skander Van den Heuvel
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, U.S. Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 190 (272,298)
Citation 15

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Financial stability, safe assets, money-like instruments, central bank policies

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

FEDS Working Paper No. 2014-102
Number of pages: 27 Posted: 31 May 2017
Mark A. Carlson, Burcu Duygan-Bump, Fabio M. Natalucci, William R. Nelson, Marcelo Ochoa, Jeremy C. Stein and Skander Van den Heuvel
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, U.S. Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 148 (338,131)
Citation 19

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2.

Climate Change and Growth Risks

NBER Working Paper No. w23009
Number of pages: 39 Posted: 03 Jan 2017 Last Revised: 15 May 2023
Ravi Bansal, Marcelo Ochoa and Dana Kiku
Duke University and NBER, Board of Governors of the Federal Reserve System and University of Illinois at Urbana-Champaign
Downloads 334 (156,948)
Citation 8

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3.

Funding Liquidity Risk and the Cross-section of MBS Returns

Downloads 231 (228,762)
Citation 1

Funding Liquidity Risk and the Cross-section of MBS Returns

Number of pages: 43 Posted: 24 Dec 2014 Last Revised: 06 Jun 2017
Yuriy Kitsul and Marcelo Ochoa
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 125 (386,221)
Citation 1

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MBS market, liquidity, risk premiums, supply-demand factors

Funding Liquidity Risk and the Cross-Section of MBS Returns

FEDS Working Paper No. 2016-52
Number of pages: 44 Posted: 28 Jun 2016 Last Revised: 21 Sep 2016
Yuriy Kitsul and Marcelo Ochoa
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 106 (439,651)

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Agency mortgage-backed securities, Dollar rolls, Implied financing rates, Liquidity, Expected returns, large-scale asset purchase programs

4.

Price of Long-Run Temperature Shifts in Capital Markets

NBER Working Paper No. w22529
Number of pages: 57 Posted: 22 Aug 2016 Last Revised: 22 Jan 2023
Ravi Bansal, Dana Kiku and Marcelo Ochoa
Duke University and NBER, University of Illinois at Urbana-Champaign and Board of Governors of the Federal Reserve System
Downloads 201 (259,199)
Citation 5

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5.

Volatility, Labor Heterogeneity and Asset Prices

FEDS Working Paper No. 2013-71
Number of pages: 50 Posted: 31 May 2017
Marcelo Ochoa
Board of Governors of the Federal Reserve System
Downloads 157 (321,548)

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6.

Do Sustainable Investment Strategies Hedge Climate Change Risks? Evidence from Germany's Carbon Tax

FEDS Working Paper No. 2022-73
Number of pages: 51 Posted: 14 Nov 2022
Marcelo Ochoa, Matthias O. Paustian and Laura Wilcox
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 112 (417,143)

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Climate risk, Portfolio choice, Stock returns, Carbon pricing, ESG

7.

International Yield Spillovers

FEDS Working Paper No. 2021-1
Number of pages: 59 Posted: 14 Jun 2021 Last Revised: 30 Jun 2021
Don H. Kim and Marcelo Ochoa
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 60 (606,933)
Citation 2

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