Simon Gilchrist

New York University (NYU)

Bobst Library, E-resource Acquisitions

20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

SCHOLARLY PAPERS

7

DOWNLOADS

1,296

SSRN CITATIONS
Rank 5,846

SSRN RANKINGS

Top 5,846

in Total Papers Citations

302

CROSSREF CITATIONS

15

Scholarly Papers (7)

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

Number of pages: 41 Posted: 09 Sep 2020 Last Revised: 25 Jan 2024
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Federal Reserve Bank of Boston
Downloads 311 (187,837)
Citation 9

Abstract:

Loading...

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

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: 26 Jun 2023
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Federal Reserve Bank of Boston
Downloads 67 (656,693)
Citation 2

Abstract:

Loading...

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, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Federal Reserve Bank of Boston
Downloads 64 (672,751)

Abstract:

Loading...

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

FRB of Boston Working Paper No. 24-2
Number of pages: 46 Posted: 28 Mar 2024
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Federal Reserve Bank of Boston
Downloads 26 (955,195)
Citation 7

Abstract:

Loading...

COVID-19, SMCCF, credit spreads, credit market support facilities, event study, purchase effects, preferred habitat

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, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Federal Reserve Bank of Boston
Downloads 1 (1,249,403)
Citation 14
  • Add to Cart

Abstract:

Loading...

COVID-19, credit market support facilities, diff-in-diff, event study, purchase effects, Regression Discontinuity

2.
Downloads 265 (223,301)
Citation 30

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 Zakrajšek
New York University (NYU), Emory University and Federal Reserve Bank of Boston
Downloads 235 (250,155)

Abstract:

Loading...

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 2023
Simon Gilchrist, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Emory University and Federal Reserve Bank of Boston
Downloads 30 (916,251)
Citation 4

Abstract:

Loading...

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 Zakrajšek
New York University (NYU) and Federal Reserve Bank of Boston
Downloads 170 (338,031)
Citation 2

Abstract:

Loading...

Inflation, Phillips curve, Trade share, Globalization

4.
Downloads 157 (361,593)
Citation 16

Sovereign Risk and Financial Risk

Number of pages: 43 Posted: 01 Feb 2022
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Federal Reserve Bank of Boston
Downloads 89 (555,598)

Abstract:

Loading...

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

Sovereign Risk and Financial Risk

FRB Atlanta Working Paper No. 2021-27
Number of pages: 43 Posted: 13 Dec 2021
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Federal Reserve Bank of Boston
Downloads 39 (837,519)

Abstract:

Loading...

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: 16 Apr 2023
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Federal Reserve Bank of Boston
Downloads 29 (925,705)

Abstract:

Loading...

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 Zakrajšek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Federal Reserve Bank of Boston
Downloads 0
  • Add to Cart

Abstract:

Loading...

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 Zakrajšek
New York University (NYU), Brandeis University, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston
Downloads 121 (443,998)

Abstract:

Loading...

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 2023
Mark Gertler and Simon Gilchrist
New York University - Leonard N. Stern School of Business - Department of Economics and New York University (NYU)
Downloads 81 (581,778)
Citation 65

Abstract:

Loading...

7.

Equity Price Responses and the Fed Information Effect

Number of pages: 65 Posted: 21 Jun 2024
Guihai Zhao, Simon Gilchrist and Ei Yang
Government of Canada - Bank of Canada, New York University (NYU) and Shanghai University of Finance and Economics, School of Finance
Downloads 33 (872,759)

Abstract:

Loading...