Marcelo Ochoa

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS

965

SSRN CITATIONS
Rank 16,907

SSRN RANKINGS

Top 16,907

in Total Papers Citations

39

CROSSREF CITATIONS

25

Scholarly Papers (6)

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
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 163 (252,409)
Citation 10

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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
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 125 (311,735)
Citation 12

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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: 16 May 2021
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 227 (187,684)
Citation 3

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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 103 (357,596)
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 80 (419,222)
Citation 1

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

4.

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 129 (303,232)

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5.

Price of Long-Run Temperature Shifts in Capital Markets

NBER Working Paper No. w22529
Number of pages: 57 Posted: 22 Aug 2016 Last Revised: 24 Jul 2022
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 110 (339,775)
Citation 5

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6.

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 28 (641,925)

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