Vadim Elenev

Johns Hopkins Carey Business School

Assistant Professor

100 International Drive

Baltimore, MD 20036-1984

United States

SCHOLARLY PAPERS

9

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Top 18,360

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4,812

SSRN CITATIONS
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SSRN RANKINGS

Top 8,041

in Total Papers Citations

162

CROSSREF CITATIONS

34

Scholarly Papers (9)

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Number of pages: 101 Posted: 16 Mar 2016 Last Revised: 29 Apr 2020
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 1,878 (15,293)
Citation 10

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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
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 53 (652,078)
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
Johns Hopkins Carey Business School, 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.
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Citation 17

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
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 572 (82,047)
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
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 130 (372,394)

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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
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 1 (1,090,175)
Citation 21
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bailout, COVID-19, credit crisis, Financial Intermediation

Can Monetary Policy Create Fiscal Capacity?

Number of pages: 78 Posted: 30 Aug 2021 Last Revised: 14 Oct 2022
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 410 (122,833)

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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
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 149 (334,263)

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Can Monetary Policy Create Fiscal Capacity?

CEPR Discussion Paper No. DP16414
Number of pages: 74 Posted: 22 Sep 2021
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
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Fiscal policy, forward guidance, Long-run risk, monetary policy, public debt, Quantitative easing

4.

Phasing Out the GSEs

Journal of Monetary Economics, Forthcoming
Number of pages: 69 Posted: 02 Apr 2015 Last Revised: 18 Mar 2016
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 517 (94,190)
Citation 1

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financial intermediation, housing policy, government bailouts

5.

Fearing the Fed: How Wall Street Reads Main Street

Number of pages: 55 Posted: 28 Dec 2017 Last Revised: 21 Jul 2022
Johns Hopkins Carey Business School, University of Pennsylvania, Johns Hopkins University - Carey Business School and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 434 (116,019)
Citation 11

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

6.

Mortgage Credit, Aggregate Demand, and Unconventional Monetary Policy

Number of pages: 62 Posted: 14 Apr 2017
Vadim Elenev
Johns Hopkins Carey Business School
Downloads 272 (192,855)
Citation 8

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

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
Johns Hopkins Carey Business School, Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 239 (218,219)
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
Johns Hopkins Carey Business School, Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 26 (850,264)

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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
Johns Hopkins Carey Business School, Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
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Citation 2
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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

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 Carey Business School and University of Pennsylvania - The Wharton School
Downloads 98 (468,378)

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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 Carey Business School and University of Pennsylvania - The Wharton School
Downloads 7 (1,041,766)
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9.

Phasing Out the Gses

NBER Working Paper No. w21626
Number of pages: 78 Posted: 12 Oct 2015 Last Revised: 03 Feb 2023
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 26 (825,060)
Citation 11

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