Vadim Elenev

Johns Hopkins University

Associate Professor

100 International Drive

Baltimore, MD 20036-1984

United States

  • Johns Hopkins University

SCHOLARLY PAPERS

12

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6,440

TOTAL CITATIONS
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Top 7,513

in Total Papers Citations

107

Scholarly Papers (12)

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1.

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Downloads 2,202 (14,742)
Citation 33

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Number of pages: 101 Posted: 16 Mar 2016 Last Revised: 29 Apr 2020
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 2,130 (15,276)
Citation 12

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financial intermediation, macroprudential policy, credit spread, intermediary-based asset pricing

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

NBER Working Paper No. w24757
Number of pages: 89 Posted: 25 Jun 2018 Last Revised: 23 Feb 2023
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 72 (688,763)
Citation 20

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A Macroeconomic Model with Financially Constrained Producers and Intermediaries

CEPR Discussion Paper No. DP12282
Number of pages: 70 Posted: 11 Sep 2017
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
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Citation 1
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credit spread, Financial Intermediation, intermediary-based asset pricing, macroprudential policy

2.

Can the COVID Bailouts Save the Economy?

Downloads 751 (71,492)
Citation 30

Can the COVID Bailouts Save the Economy?

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 60 Posted: 05 May 2020 Last Revised: 22 Feb 2021
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 607 (92,586)
Citation 1

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COIVD-19, corporate bailout, credit crisis, financial intermediation, government debt

Can the Covid Bailouts Save the Economy?

NBER Working Paper No. w27207
Number of pages: 45 Posted: 26 May 2020 Last Revised: 12 Aug 2022
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 141 (430,459)

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Can the Covid Bailouts Save the Economy?

CEPR Discussion Paper No. DP14714
Number of pages: 44 Posted: 08 May 2020 Last Revised: 18 May 2020
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 3 (1,343,100)
Citation 29
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bailout, COVID-19, credit crisis, Financial Intermediation

3.

Can Monetary Policy Create Fiscal Capacity?

Downloads 715 (76,187)
Citation 1

Can Monetary Policy Create Fiscal Capacity?

Number of pages: 78 Posted: 30 Aug 2021 Last Revised: 14 Oct 2022
Vadim Elenev, Tim Landvoigt, Patrick Shultz and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 498 (118,570)
Citation 1

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monetary policy, fiscal policy, public debt, quantitative easing, forward guidance, long-run risk

Can Monetary Policy Create Fiscal Capacity?

NBER Working Paper No. w29129
Number of pages: 72 Posted: 09 Aug 2021 Last Revised: 03 Feb 2023
Vadim Elenev, Tim Landvoigt, Patrick Shultz and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 215 (295,185)

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Can Monetary Policy Create Fiscal Capacity?

CEPR Discussion Paper No. DP16414
Number of pages: 74 Posted: 22 Sep 2021
Vadim Elenev, Tim Landvoigt, Patrick Shultz and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 2 (1,350,329)
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Fiscal policy, forward guidance, Long-run risk, monetary policy, public debt, Quantitative easing

4.

Fearing the Fed: How Wall Street Reads Main Street

Number of pages: 55 Posted: 28 Dec 2017 Last Revised: 16 Sep 2024
Vadim Elenev, Tzuo Hann Law, Dongho Song, Amir Yaron and Amir Yaron
Johns Hopkins University, University of Pennsylvania, Johns Hopkins University - Carey Business School and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 662 (83,976)
Citation 16

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Cyclical return variation, macroeconomic news announcements, monetary policy expectations, news decomposition.

5.

Phasing Out the GSEs

Journal of Monetary Economics, Forthcoming
Number of pages: 69 Posted: 02 Apr 2015 Last Revised: 18 Mar 2016
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 557 (104,590)
Citation 1

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financial intermediation, housing policy, government bailouts

6.

Staggered Health Policy Adoption: Spillover Effects and Their Implications.

Downloads 344 (183,715)
Citation 6

Staggered Health Policy Adoption: Spillover Effects and Their Implications.

Johns Hopkins Carey Business School Research Paper No. 20-06
Number of pages: 67 Posted: 07 Aug 2020 Last Revised: 19 Apr 2023
Vadim Elenev, Luis Quintero, Alessandro Rebucci and Emilia Simeonova
Johns Hopkins University, Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 308 (205,220)
Citation 3

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COVID-19, Smart-phone-based Mobility Data, Media Markets, Non Pharmaceutical Interventions, Place-based Policies, Spillovers, Stay Home Orders, Voluntary Social Distancing

Direct and Spillover Effects from Staggered Adoption of Health Policies: Evidence from Covid-19 Stay-at-Home Orders

NBER Working Paper No. w29088
Number of pages: 48 Posted: 11 Aug 2021 Last Revised: 25 Jun 2023
Vadim Elenev, Luis Quintero, Alessandro Rebucci and Emilia Simeonova
Johns Hopkins University, Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 35 (962,544)

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Direct and Spillover Effects from Staggered Adoption of Health Policies: Evidence from COVID-19 Stay-at-Home Orders

CEPR Discussion Paper No. DP16649
Number of pages: 51 Posted: 15 Nov 2021
Vadim Elenev, Luis Quintero, Alessandro Rebucci and Emilia Simeonova
Johns Hopkins University, Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 1 (1,359,257)
Citation 3
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COVID-19, Media Markets, Non Pharmaceutical Interventions, Place-Based Policies, Smart-phone-based Mobility Data, Spillovers, Stay-at-Home Orders, voluntary social distancing

7.

Mortgage Credit, Aggregate Demand, and Unconventional Monetary Policy

Number of pages: 62 Posted: 14 Apr 2017
Vadim Elenev
Johns Hopkins University
Downloads 322 (197,129)
Citation 8

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Financial Intermediation, Unconventional Monetary Policy, Large-Scale Asset Purchases, Housing Policy, Credit Spread, Intermediary-Based Asset Pricing

8.

Asset Pricing with Optimal Under-Diversification

Downloads 275 (232,725)

Asset Pricing with Optimal Under-Diversification

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 58 Posted: 15 Oct 2022 Last Revised: 19 Jul 2023
Vadim Elenev and Tim Landvoigt
Johns Hopkins University and University of Pennsylvania - The Wharton School
Downloads 263 (241,971)

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idiosyncratic risk, lack of diversification, equity premium, production-based asset pricing, financial frictions, rare disasters

Asset Pricing with Optimal Under-Diversification

NBER Working Paper No. w31121
Number of pages: 59 Posted: 10 Apr 2023 Last Revised: 15 Jul 2023
Vadim Elenev and Tim Landvoigt
Johns Hopkins University and University of Pennsylvania - The Wharton School
Downloads 12 (1,249,949)
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9.

Interest Rate Risk and Cross-Sectional Effects of Micro-Prudential Regulation

The Wharton School Research Paper
Number of pages: 53 Posted: 15 Oct 2024 Last Revised: 21 Nov 2024
Juliane Begenau, Tim Landvoigt and Vadim Elenev
Stanford University - Graduate School of Business, University of Pennsylvania - The Wharton School and Johns Hopkins University
Downloads 228 (281,603)
Citation 1

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Uninsured Deposits, Interest Rate Risk, Financial Stability, Micro-prudential Regulation, Bank Concentration, Bank Portfolio Choices

10.

A Macro-Finance Model of Mortgage Structure: Financial Stability & Risk Sharing

Number of pages: 89 Posted: 08 Jan 2025 Last Revised: 18 Mar 2025
Vadim Elenev and Lu Liu
Johns Hopkins University and University of Pennsylvania - Finance Department
Downloads 204 (311,774)

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financial stability, interest rate risk, credit risk, fixed-rate, adjustable-rate mortgages, risk sharing, intermediary asset pricing, household finance, mortgages

11.

The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls

Downloads 144 (422,537)

The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls

Number of pages: 41 Posted: 21 Nov 2024
Mikhail Chernov, Vadim Elenev and Dongho Song
UCLA Anderson, Johns Hopkins University and Johns Hopkins University - Carey Business School
Downloads 127 (468,544)

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Election forecasting, prediction markets, state correlations, voter preferences

The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls

Number of pages: 46 Posted: 16 Jan 2025
Mikhail Chernov, Vadim Elenev and Dongho Song
UCLA Anderson, Johns Hopkins University and Johns Hopkins University - Carey Business School
Downloads 12 (1,249,949)

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Election forecasting, prediction markets, state correlations, voter preferences

The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls

NBER Working Paper No. w33339
Number of pages: 47 Posted: 07 Jan 2025
Mikhail Chernov, Vadim Elenev and Dongho Song
UCLA Anderson, Johns Hopkins University and Johns Hopkins University - Carey Business School
Downloads 5 (1,328,381)
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12.

Phasing Out the Gses

NBER Working Paper No. w21626
Number of pages: 78 Posted: 12 Oct 2015 Last Revised: 03 Feb 2023
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 36 (927,763)
Citation 11

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