Simon Gilchrist

New York University (NYU)

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20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

SCHOLARLY PAPERS

6

DOWNLOADS

730

SSRN CITATIONS
Rank 13,975

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Top 13,975

in Total Papers Citations

69

CROSSREF CITATIONS

14

Scholarly Papers (6)

The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF

Number of pages: 37 Posted: 09 Sep 2020
Simon Gilchrist, Bin Wei, Zhanwei Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 154 (262,401)
Citation 4

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COVID-19, credit market support facilities, regression discontinuity, diff-in-diff, event study, purchase effects

The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the Smccf

NBER Working Paper No. w27809
Number of pages: 34 Posted: 14 Sep 2020 Last Revised: 27 Jun 2021
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 47 (542,957)
Citation 1

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The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF

FRB Atlanta Working Paper No. 2020-18
Number of pages: 33 Posted: 20 Apr 2021
Simon Gilchrist, Bin Wei, Zhanwei Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 39 (584,717)

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COVID-19, credit market support facilities, regression discontinuity, diff-in-diff, event study, purchase effects

The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF

CEPR Discussion Paper No. DP15258
Number of pages: 36 Posted: 12 Sep 2020
Simon Gilchrist, Bin Wei, Zhanwei Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 1 (914,453)
Citation 4
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COVID-19, credit market support facilities, diff-in-diff, event study, purchase effects, Regression Discontinuity

2.
Downloads 174 (236,361)
Citation 7

Us Monetary Policy and International Bond Markets

FEDS Working Paper No. 2018-014
Number of pages: 34 Posted: 18 Feb 2018 Last Revised: 29 Apr 2020
Simon Gilchrist, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Emory University and Bank for International Settlements (BIS)
Downloads 163 (250,172)

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Conventional and unconventional US monetary policy, Financial spillovers, Sovereign yields and credit spreads

Us Monetary Policy and International Bond Markets

NBER Working Paper No. w26012
Number of pages: 35 Posted: 01 Jul 2019 Last Revised: 28 Jan 2022
Simon Gilchrist, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Emory University and Bank for International Settlements (BIS)
Downloads 11 (798,868)
Citation 4

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3.

Trade Exposure and the Evolution of Inflation Dynamics

FEDS Working Paper No. 2019-007
Number of pages: 46 Posted: 15 Feb 2019 Last Revised: 21 Feb 2019
Simon Gilchrist and Egon Zakrajsek
New York University (NYU) and Bank for International Settlements (BIS)
Downloads 97 (366,011)
Citation 2

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Inflation, Phillips curve, Trade share, Globalization

4.
Downloads 78 (417,318)

Sovereign Risk and Financial Risk

Number of pages: 43 Posted: 01 Feb 2022
Simon Gilchrist, Bin Wei, Zhanwei Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 55 (506,383)

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Sovereign bonds, CDS, Global financial risk, Excess bond premium, Global financial cycle

Sovereign Risk and Financial Risk

FRB Atlanta Working Paper No. 27
Number of pages: 43 Posted: 13 Dec 2021
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 15 (760,251)

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sovereign bonds, CDS, global financial risk, excess bond premium, global financial cycle

Sovereign Risk and Financial Risk

NBER Working Paper No. w29501
Number of pages: 44 Posted: 23 Nov 2021 Last Revised: 17 Jun 2022
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 8 (829,182)
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Sovereign Risk and Financial Risk

CEPR Discussion Paper No. DP16750
Number of pages: 46 Posted: 04 Feb 2022
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
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CDS, Excess Bond Premium, Global financial cycle, Global financial risk, Sovereign bonds

5.

Financial Heterogeneity and Monetary Union

FEDS Working Paper No. 2018-43
Number of pages: 58 Posted: 29 Jun 2018 Last Revised: 21 Feb 2019
Simon Gilchrist, Raphael Schoenle, Jae Sim and Egon Zakrajsek
New York University (NYU), Brandeis University, Board of Governors of the Federal Reserve System and Bank for International Settlements (BIS)
Downloads 76 (423,554)

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6.

What Happened: Financial Factors in the Great Recession

NBER Working Paper No. w24746
Number of pages: 40 Posted: 25 Jun 2018 Last Revised: 12 Feb 2022
Mark Gertler and Simon Gilchrist
New York University - Leonard N. Stern School of Business - Department of Economics and New York University (NYU)
Downloads 64 (463,692)
Citation 31

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