Stephan Luck

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 220

SSRN RANKINGS

Top 220

in Total Papers Downloads

90,719

SSRN CITATIONS
Rank 6,975

SSRN RANKINGS

Top 6,975

in Total Papers Citations

118

CROSSREF CITATIONS

69

Scholarly Papers (14)

1.

Pandemics Depress the Economy, Public Health Interventions Do Not: Evidence from the 1918 Flu

Number of pages: 124 Posted: 03 Aug 2022
Sergio Correia, Stephan Luck and Emil Verner
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 85,463 (14)
Citation 192

Abstract:

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1918 Flu Pandemic, non-pharmaceutical interventions (NPI), real economy

2.

The Effects of Banking Competition on Growth and Financial Stability: Evidence from the National Banking Era

Number of pages: 94 Posted: 16 Jul 2018 Last Revised: 13 Sep 2021
Mark A. Carlson, Sergio Correia and Stephan Luck
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 1,173 (25,571)
Citation 13

Abstract:

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Banking, Banking Competition, Risk Taking, Credit Provision, Real Effects, Financial Crisis, Panic of 1893, Economic History, National Banking Era

3.

Banks, Shadow Banking, and Fragility

ECB Working Paper No. 1726
Number of pages: 39 Posted: 23 Aug 2014
Stephan Luck and Paul Schempp
Federal Reserve Bank of New York and University of Cologne - Center for Macroeconomic Research (CMR)
Downloads 845 (40,756)
Citation 3

Abstract:

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shadow banking, regulatory arbitrage, financial crisis, bank runs, maturity transformation

Employment Effects of Unconventional Monetary Policy: Evidence from QE

Number of pages: 81 Posted: 19 Jul 2017 Last Revised: 16 Dec 2018
Stephan Luck, Tom Zimmermann and Tom Zimmermann
Federal Reserve Bank of New York and University of CologneQuantCo, Inc.
Downloads 718 (49,912)
Citation 5

Abstract:

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monetary policy, employment, real effects, large scale asset purchases, quantitative easing

Employment Effects of Unconventional Monetary Policy: Evidence from QE

FEDS Working Paper No. 2018-71
Number of pages: 79 Posted: 27 Nov 2018 Last Revised: 21 Feb 2019
Stephan Luck and Tom Zimmermann
Federal Reserve Bank of New York and University of Cologne
Downloads 79 (422,645)
Citation 8

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5.

The Valuation of Collateral in Bank Lending

Number of pages: 50 Posted: 20 Oct 2019 Last Revised: 26 Apr 2022
Stephan Luck and João A. C. Santos
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 753 (47,494)
Citation 5

Abstract:

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collateral, collateral pricing, bank lending, macro-finance

Bank Liquidity Provision Across the Firm Size Distribution

Number of pages: 89 Posted: 11 Oct 2020 Last Revised: 26 Apr 2021
Harvard University Department of Economics, Columbia University - Columbia Business School, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 521 (75,377)
Citation 2

Abstract:

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Liquidity Provision, Macro-Finance, Credit, Financial Constraints, Loan Terms, Banking, Credit Lines, COVID-19

Bank Liquidity Provision across the Firm Size Distribution

FRB of New York Staff Report No. 942
Number of pages: 69 Posted: 21 Oct 2020
Harvard University Department of Economics, Columbia University - Columbia Business School, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 61 (486,229)
Citation 5

Abstract:

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liquidity provision, macro-finance, credit, financial constraints, loan terms, banking, credit lines, COVID-19

Bank Liquidity Provision Across the Firm Size Distribution

NBER Working Paper No. w27945
Number of pages: 82 Posted: 14 Oct 2020 Last Revised: 17 Jun 2022
Harvard University Department of Economics, Columbia University - Columbia Business School, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 36 (607,543)
Citation 1

Abstract:

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7.

Micro-Evidence From a System-Wide Financial Meltdown: The German Crisis of 1931

Number of pages: 58 Posted: 15 Aug 2019 Last Revised: 16 Jun 2020
Federal Reserve Banks - Federal Reserve Bank of New York, Princeton University - Department of Economics and Federal Reserve Bank of New York
Downloads 398 (105,018)
Citation 5

Abstract:

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bank runs, financial crisis, banking panics, banking regulation

8.

Inefficient Liquidity Creation

Number of pages: 49 Posted: 07 Feb 2018 Last Revised: 16 Jun 2021
Stephan Luck and Paul Schempp
Federal Reserve Bank of New York and University of Cologne - Center for Macroeconomic Research (CMR)
Downloads 200 (211,417)
Citation 1

Abstract:

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banking; macroprudential regulation; liquidity creation; fire sales; pecuniary externalities; shadow banking; regulatory arbitrage

9.

Did QE Lead to Lax Bank Lending Standards? Evidence from the Federal Reserve's LSAPs

Number of pages: 48 Posted: 11 May 2017 Last Revised: 05 Jul 2017
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and University of CologneQuantCo, Inc.
Downloads 197 (214,298)
Citation 4

Abstract:

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QE, Banks, Risk, SLOOS, STBL

10.

Sovereign Defaults, Bank Runs, and Contagion

MPI Collective Goods Preprint, No. 2014/15
Number of pages: 32 Posted: 25 Sep 2014
Stephan Luck and Paul Schempp
Federal Reserve Bank of New York and University of Cologne - Center for Macroeconomic Research (CMR)
Downloads 73 (436,969)
Citation 1

Abstract:

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bank run, financial crisis, sovereign default, vicious cycle, financial contagion, banking union, deposit insurance

11.

Outside Liquidity, Rollover Risk, and Government Bonds

MPI Collective Goods Preprint, No. 2014/14
Number of pages: 40 Posted: 25 Sep 2014
Stephan Luck and Paul Schempp
Federal Reserve Bank of New York and University of Cologne - Center for Macroeconomic Research (CMR)
Downloads 71 (443,573)
Citation 1

Abstract:

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liquidity provision, liquidity mismatch, bank run, roll-over freeze, outside liquidity, government bonds, liquidity regulation

12.

Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserve's Lsaps

FEDS Working Paper No. 2017-93
Number of pages: 49 Posted: 11 Sep 2017
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and University of CologneQuantCo, Inc.
Downloads 53 (511,160)
Citation 7

Abstract:

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Banks, QE, Risk, SLOOS, Survey of Terms of Business Lending

13.

Digitizing Historical Balance Sheet Data: A Practitioner's Guide

Number of pages: 31 Posted: 07 Apr 2022
Sergio Correia and Stephan Luck
Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 43 (557,023)

Abstract:

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OCR, Data Extraction, Balance Sheets

14.
Downloads 35 (599,388)

Who Can Tell Which Banks Will Fail?

FRB of New York Staff Report No. 1005
Number of pages: 42 Posted: 02 Mar 2022 Last Revised: 19 Jul 2022
Federal Reserve Banks - Federal Reserve Bank of New York, Princeton University - Department of Economics and Federal Reserve Bank of New York
Downloads 30 (646,011)

Abstract:

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bank run, deposit insurance, financial crises

Who Can Tell Which Banks Will Fail?

NBER Working Paper No. w29753
Number of pages: 73 Posted: 14 Feb 2022 Last Revised: 18 Apr 2022
Federal Reserve Banks - Federal Reserve Bank of New York, Princeton University - Department of Economics and Federal Reserve Bank of New York
Downloads 5 (873,645)
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