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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

1,824

TOTAL CITATIONS

117

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
Egon Zakrajšek, Bin Wei, Vivian Z. Yue and Simon Gilchrist
Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Emory University and New York University (NYU)
Downloads 369
Citation 9

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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

FRB Atlanta Working Paper No. 2020-18
Number of pages: 33 Posted: 20 Apr 2021
Bin Wei, Egon Zakrajšek, Vivian Z. Yue and Simon Gilchrist
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Boston, Emory University and New York University (NYU)
Downloads 95

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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: 26 Jun 2023
Bin Wei, Simon Gilchrist, Vivian Z. Yue and Egon Zakrajšek
Federal Reserve Banks - Federal Reserve Bank of Atlanta, New York University (NYU), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston
Downloads 79
Citation 2

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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
Bin Wei, Egon Zakrajšek, Simon Gilchrist and Vivian Z. Yue
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Boston, New York University (NYU) and Emory University
Downloads 65
Citation 13

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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 Banks - Federal Reserve Bank of Atlanta, Emory University and Federal Reserve Bank of Boston
Downloads 3
Citation 14
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COVID-19, credit market support facilities, diff-in-diff, event study, purchase effects, Regression Discontinuity

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), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston
Downloads 286

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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 2023
Simon Gilchrist, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston
Downloads 42
Citation 4

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Sovereign Risk and Financial Risk

Number of pages: 43 Posted: 01 Feb 2022
Bin Wei, Egon Zakrajšek, Vivian Z. Yue and Simon Gilchrist
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Boston, Emory University and New York University (NYU)
Downloads 121

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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. 2021-27
Number of pages: 43 Posted: 13 Dec 2021
Bin Wei, Egon Zakrajšek, Simon Gilchrist and Vivian Z. Yue
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Boston, New York University (NYU) and Emory University
Downloads 82

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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: 16 Apr 2023
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajšek
New York University (NYU), Federal Reserve Banks - Federal Reserve Bank of Atlanta, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston
Downloads 55

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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 Zakrajšek
New York University (NYU), Federal Reserve Banks - Federal Reserve Bank of Atlanta, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston
Downloads 3

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CDS, Excess Bond Premium, Global financial cycle, Global financial risk, Sovereign bonds

4.

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 205
Citation 2

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Inflation, Phillips curve, Trade share, Globalization

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 165

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6.

Equity Price Responses and the Fed Information Effect

Number of pages: 65 Posted: 21 Jun 2024 Last Revised: 24 Mar 2026
Simon Gilchrist, Guihai Zhao and Ei Yang
New York University (NYU), Government of Canada - Bank of Canada and Shanghai University of Finance and Economics
Downloads 155

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7.

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
Leonard N. Stern School of Business - Department of Economics and New York University (NYU)
Downloads 99
Citation 73

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