Ram Yamarthy

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

6

DOWNLOADS

596

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (6)

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1.

Credit Risk and the Transmission of Interest Rate Shocks

Downloads 224 (234,338)
Citation 1

Credit Risk and the Transmission of Interest Rate Shocks

OFR 20-05
Number of pages: 70 Posted: 07 Dec 2020
Berardino Palazzo and Ram Yamarthy
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 112 (419,131)
Citation 1

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credit risk, CDS, monetary policy, shock transmission, equity returns

Credit Risk and the Transmission of Interest Rate Shocks

Journal of Monetary Economics, Forthcoming
Number of pages: 70 Posted: 08 Mar 2021 Last Revised: 24 Jun 2022
Berardino Palazzo and Ram Yamarthy
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 112 (419,131)

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Credit risk, CDS, monetary policy, shock transmission, equity returns

2.

Aggregate Risk in the Term Structure of Corporate Credit

Downloads 99 (454,931)

Aggregate Risk in the Term Structure of Corporate Credit

Number of pages: 74 Posted: 22 Sep 2022
Johannes Poeschl and Ram Yamarthy
National Bank of Denmark - Research Department and Board of Governors of the Federal Reserve System
Downloads 58 (627,942)

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Credit Spreads, CDS, Term Structure, Tail Risk, Debt Maturity

Aggregate Risk in the Term Structure of Corporate Credit

OFR 22-02
Number of pages: 57 Posted: 27 Jun 2022
Johannes Poeschl and Ram Yamarthy
National Bank of Denmark - Research Department and Board of Governors of the Federal Reserve System
Downloads 41 (733,913)

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Credit Spreads, CDS, Term Structure, Tail Risk, Debt Maturity

3.

Hedge Funds and Treasury Market Price Impact: Evidence from Direct Exposures

OFR 22-05
Number of pages: 49 Posted: 07 Sep 2022
Ron Alquist and Ram Yamarthy
Financial Stability Oversight Council, U.S. Treasury and Board of Governors of the Federal Reserve System
Downloads 88 (490,591)

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Hedge Funds, Price Impact, U.S. Treasury market

4.

The Price of Property Rights: Institutions, Finance, and Economic Growth

Journal of International Economics, Forthcoming
Number of pages: 83 Posted: 07 Oct 2020 Last Revised: 24 Jun 2022
Ron Alquist, Benjamin Remy Chabot and Ram Yamarthy
Financial Stability Oversight Council, U.S. Treasury, Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 87 (494,069)

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Institutions, property rights, cost of capital, economic growth, financial development

5.

Corporate Debt Maturity and the Real Economy

Number of pages: 52 Posted: 03 Jul 2022
Ram Yamarthy
Board of Governors of the Federal Reserve System
Downloads 52 (648,944)
Citation 1

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Debt Maturity, Long-Term Debt, Credit Spreads, Investment

6.

Sovereign Credit Risk, U.S. Monetary Policy, and the Role of Financial Intermediaries

Number of pages: 75 Posted: 11 Oct 2023 Last Revised: 04 Dec 2023
Johannes Poeschl, Ivan Shaliastovich and Ram Yamarthy
National Bank of Denmark - Research Department, University of Wisconsin - Madison and Board of Governors of the Federal Reserve System
Downloads 46 (683,879)

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Sovereign Credit Risk, Monetary Policy, Financial Intermediaries, CDS, Heterogeneity