Nina Boyarchenko

Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

46

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12,052

SSRN CITATIONS
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Top 1,539

in Total Papers Citations

549

CROSSREF CITATIONS

251

Scholarly Papers (46)

1.
Downloads 2,017 ( 11,188)
Citation 1

The Overnight Drift

FRB of New York Staff Report No. 917, February 2020, Rev. September 2021
Number of pages: 86 Posted: 02 Mar 2020 Last Revised: 09 Sep 2021
Nina Boyarchenko, Lars Christian Larsen and Paul Whelan
Federal Reserve Bank of New York, Copenhagen Business School and Copenhagen Business School
Downloads 2,016 (10,970)
Citation 1

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overnight returns, immediacy, inventory risk, volatility risk

The Overnight Drift

CEPR Discussion Paper No. DP14462
Number of pages: 66 Posted: 25 Mar 2020
Nina Boyarchenko, Lars Christian Larsen and Paul Whelan
Federal Reserve Bank of New York, Copenhagen Business School and Copenhagen Business School
Downloads 1 (929,419)
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Equity Risk, Intraday Immediacy, Inventory management, Overnight Returns

2.

No Good Deals — No Bad Models

FRB of New York Staff Report No. 589, 26th Australasian Finance and Banking Conference 2013
Number of pages: 62 Posted: 22 Dec 2012 Last Revised: 17 Jul 2014
Federal Reserve Bank of New York, London Metropolitan University - Department of Economics, Finance and International Business (EFIB), University of Maryland - Robert H. Smith School of Business and University of Warwick - Financial Options Research Centre (FORC)
Downloads 1,999 (11,354)
Citation 2

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good deal bounds, model-uncertainty-induced preference functional, asset pricing theory, Knightian uncertainty, model uncertainty, contingent claim pricing

3.
Downloads 947 ( 34,697)
Citation 76

Intermediary Leverage Cycles and Financial Stability

Becker Friedman Institute for Research in Economics Working Paper No. 2012-010
Number of pages: 65 Posted: 21 Aug 2012
Tobias Adrian and Nina Boyarchenko
International Monetary Fund and Federal Reserve Bank of New York
Downloads 780 (44,679)
Citation 33

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Systemic risk, macroprudential policy, DSGE, amplification, capital regulation, financial intermediation

Intermediary Leverage Cycles and Financial Stability

FRB of New York Staff Report No. 567
Number of pages: 64 Posted: 15 Aug 2012
Tobias Adrian and Nina Boyarchenko
International Monetary Fund and Federal Reserve Bank of New York
Downloads 167 (247,277)
Citation 49

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systemic risk, macroprudential policy, DSGE, amplification, capital regulation, financial intermediation

4.

Ambiguity Shifts and the 2007-2008 Financial Crisis

AFA 2012 Chicago Meetings Paper
Number of pages: 92 Posted: 17 Feb 2009 Last Revised: 13 Sep 2011
Nina Boyarchenko
Federal Reserve Bank of New York
Downloads 939 (35,106)
Citation 14

Abstract:

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ambiguity, credit risk, credit crunch

5.

Understanding Mortgage Spreads

FRB of New York Staff Report No. 674
Number of pages: 79 Posted: 29 May 2014 Last Revised: 22 Jun 2018
Nina Boyarchenko, Andreas Fuster and David O. Lucca
Federal Reserve Bank of New York, Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 462 (88,090)
Citation 16

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agency mortgage-backed securities, option-adjusted spreads, prepayment risk, OAS smile

6.

Are Analysts Right? Macroeconomic Factors and Regime Switching in the Term Structure of Interest Rates

AFA 2009 San Francisco Meetings Paper
Number of pages: 43 Posted: 19 Mar 2008 Last Revised: 14 Mar 2010
Nina Boyarchenko
Federal Reserve Bank of New York
Downloads 459 (88,765)

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Quadratic Term Structure Models, regime switching, inflation rates, oil prices, Gibbs sampling, eigenfunction expansion

7.

Eigenfunction Expansion Method in Multi-Factor Models

Number of pages: 52 Posted: 01 Dec 2004
Nina Boyarchenko and Sergei Levendorskii
Federal Reserve Bank of New York and Calico Science Consulting
Downloads 408 (101,716)
Citation 3

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Derivative pricing, multi-factor exactly solvable models, eigenfunction expansion, continuous algebraic Riccati equations, Lyapunov equations, representation theory of Lie algebras, Hermite polynomials

8.

The Eigenfunction Expansion Method in Multi-Factor Quadratic Term Structure Models

Number of pages: 48 Posted: 10 Jan 2006
Nina Boyarchenko and Sergei Levendorskii
Federal Reserve Bank of New York and Calico Science Consulting
Downloads 337 (126,072)
Citation 3

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Derivative pricing, swaptions, caps and floors, multi-factor exactly solvable models, eigenfunction expansion, continuous algebraic Riccati equations, Lyapunov equations, representation theory of Lie algebras, Hermite polynomials

9.

Measuring Corporate Bond Market Dislocations

FRB of New York Staff Report No. 957, Rev. July 2021
Number of pages: 72 Posted: 20 Jan 2021 Last Revised: 01 Jul 2021
Nina Boyarchenko, Richard K. Crump, Anna Kovner and Or Shachar
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 277 (154,595)

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corporate bond market conditions, corporate bond spreads, corporate bond issuance, corporate bond liquidity

10.

Turning Off the Tap: Determinants of Expropriation in the Energy Sector

Number of pages: 14 Posted: 20 Feb 2007
Nina Boyarchenko
Federal Reserve Bank of New York
Downloads 273 (156,901)

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Expropriation, foreign direct investment, energy sector, binary choice model

11.

On Errors and Bias of Fourier Transform Methods in Quadratic Term Structure Models

Number of pages: 29 Posted: 10 Jan 2006
Nina Boyarchenko and Sergei Levendorskii
Federal Reserve Bank of New York and Calico Science Consulting
Downloads 238 (179,584)
Citation 1

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Derivative pricing, quadratic term structure models, Fourier transform, Fast Fourier transform

12.

Asymptotic Pricing in Term Structure Models Driven by Jump-Diffusions of Ornstein-Uhlenbeck Type

Number of pages: 27 Posted: 14 Mar 2006
Nina Boyarchenko and Sergei Levendorskii
Federal Reserve Bank of New York and Calico Science Consulting
Downloads 224 (190,132)
Citation 2

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Term structure models, Ornstein-Uhlenbeck processes, jump diffusions, derivative pricing, eigenfunction expansion, perturbation theory, asymptotic solutions

13.
Downloads 212 (200,247)
Citation 20

Bank-Intermediated Arbitrage

FRB of New York Staff Report No. 858
Number of pages: 75 Posted: 20 Jun 2018 Last Revised: 29 Jul 2020
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 211 (200,947)
Citation 22

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cost of capital, beta, bank regulation, Dodd-Frank act, banks

Bank-Intermediated Arbitrage

CEPR Discussion Paper No. DP15097
Number of pages: 77 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 1 (929,419)
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The Long and Short of It: The Post-Crisis Corporate CDS Market

FRB of New York Staff Report No. 879
Number of pages: 76 Posted: 15 Feb 2019 Last Revised: 06 Aug 2019
Nina Boyarchenko, Anna M. Costello and Or Shachar
Federal Reserve Bank of New York, University of Michigan, Stephen M. Ross School of Business and Federal Reserve Bank of New York
Downloads 155 (263,468)
Citation 2

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CDS positions, CDS transactions, dealer market power

The Long and Short of It: The Post-Crisis Corporate CDS Market

Economic Policy Review, Vol. 26, No. 3
Number of pages: 49 Posted: 30 Jun 2020
Nina Boyarchenko, Anna M. Costello and Or Shachar
Federal Reserve Bank of New York, University of Michigan, Stephen M. Ross School of Business and Federal Reserve Bank of New York
Downloads 43 (568,210)
Citation 4

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CDS positions, CDS transactions, dealer market power, credit default swaps, credit derivatives

The Long and Short of it: The Post-Crisis Corporate CDS Market

CEPR Discussion Paper No. DP13535
Number of pages: 67 Posted: 19 Feb 2019 Last Revised: 25 Feb 2019
Nina Boyarchenko, Anna M. Costello and Or Shachar
Federal Reserve Bank of New York, University of Michigan, Stephen M. Ross School of Business and Federal Reserve Bank of New York
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Citation 1
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CDS positions, CDS transactions, dealer market power

Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms

FRB of New York Staff Report No. 1002
Number of pages: 29 Posted: 16 Feb 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Federal Reserve Bank of Chicago and Federal Reserve Bank of New York
Downloads 135 (299,274)

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monetary policy, financial stability, credit, leverage, liquidity, asset prices

Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms

FEDS Working Paper No. 2022-5
Number of pages: 29 Posted: 18 Feb 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Federal Reserve Bank of Chicago and Federal Reserve Bank of New York
Downloads 48 (542,947)

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Monetary policy, Asset prices, Financial stability, Financial crises, Credit, Leverage, Liquidity

Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms

FRB of Chicago Working Paper No. 2022-06
Number of pages: 29 Posted: 16 Feb 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Federal Reserve Bank of Chicago and Federal Reserve Bank of New York
Downloads 11 (808,556)

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monetary policy, financial stability, financial crises, credit, leverage, liquidity, asset prices

16.

On the Scale of Financial Intermediaries

FRB of NY Staff Report No. 743
Number of pages: 37 Posted: 06 Oct 2015
Tobias Adrian, Nina Boyarchenko and Hyun Song Shin
International Monetary Fund, Federal Reserve Bank of New York and Bank for International Settlements (BIS)
Downloads 189 (222,237)

Abstract:

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financial intermediation, macro-finance, capital regulations

17.

Counterparty Risk in Material Supply Contracts

FRB of New York Staff Report No. 694
Number of pages: 48 Posted: 11 Oct 2014 Last Revised: 15 Jan 2015
Nina Boyarchenko and Anna M. Costello
Federal Reserve Bank of New York and University of Michigan, Stephen M. Ross School of Business
Downloads 180 (231,778)
Citation 2

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supply contracts, finacial covenants, counterparty risk premia

18.

Exit in Duopoly with Asymmetric Market Shares Under Jump-Diffusion Uncertainty

Number of pages: 28 Posted: 24 Feb 2006
Nina Boyarchenko
Federal Reserve Bank of New York
Downloads 157 (260,160)

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duopoly, real options, jump-diffusion processes, Levy processes

19.

Credit Market Choice

FRB of New York Staff Report No. 863
Number of pages: 66 Posted: 07 Aug 2018
Nina Boyarchenko, Anna M. Costello and Or Shachar
Federal Reserve Bank of New York, University of Michigan, Stephen M. Ross School of Business and Federal Reserve Bank of New York
Downloads 155 (262,824)
Citation 4

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CDS, corporate bonds, hedging, regulation, CCPs

20.

Trends in Credit Market Arbitrage

FRB of NY Staff Report No. 784
Number of pages: 32 Posted: 20 Jul 2016 Last Revised: 11 Nov 2017
Nina Boyarchenko, Pooja Gupta, Nick Steele and Jacqueline Yen
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 153 (265,553)

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CDS basis, capital requirements, M-CAPM

21.
Downloads 153 (265,553)
Citation 14

Liquidity Policies and Systemic Risk

FRB of New York Staff Report No. 661
Number of pages: 44 Posted: 12 Jan 2014
Tobias Adrian and Nina Boyarchenko
International Monetary Fund and Federal Reserve Bank of New York
Downloads 153 (266,240)
Citation 16

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liquidity regulation, systemic risk, DSGE, financial intermediation

Liquidity Policies and Systemic Risk

CEPR Discussion Paper No. DP12247
Number of pages: 49 Posted: 29 Aug 2017
Tobias Adrian and Nina Boyarchenko
International Monetary Fund and Federal Reserve Bank of New York
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DSGE, Financial Intermediation, liquidity regulation, systemic risk

Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges

FRB of New York Staff Report No. 1003
Number of pages: 33 Posted: 16 Feb 2022
Nina Boyarchenko, Giovanni Favara and Moritz Schularick
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and University of Bonn - Department of Economics
Downloads 101 (362,515)

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monetary policy, financial stability, financial crises, credit, leverage, liquidity, asset prices

Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges

FEDS Working Paper No. 2022-6
Number of pages: 33 Posted: 17 Feb 2022
Nina Boyarchenko, Giovanni Favara and Moritz Schularick
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and University of Bonn - Department of Economics
Downloads 48 (542,947)

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Monetary Policy, Financial Stability, Financial Crises, Credit, Leverage, Liquidity, Asset Prices

23.

The Federal Reserve and Market Confidence

FRB of NY Staff Report No. 773
Number of pages: 57 Posted: 31 May 2016 Last Revised: 12 Sep 2017
Nina Boyarchenko, Valentin Haddad and Matthew C. Plosser
Federal Reserve Bank of New York, University of California, Los Angeles (UCLA) - Anderson School of Management and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 144 (278,759)
Citation 2

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policy announcement, risk premium, uncertainty, financial conditions

24.
Downloads 136 (291,472)
Citation 131

Vulnerable Growth

FRB of NY Staff Report No. 794
Number of pages: 56 Posted: 30 Sep 2016 Last Revised: 15 Nov 2017
Tobias Adrian, Nina Boyarchenko and Domenico Giannone
International Monetary Fund, Federal Reserve Bank of New York and Centre for Economic Policy Research (CEPR)
Downloads 136 (292,570)
Citation 3

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Downside risk, entropy, quantile regressions

Vulnerable Growth

CEPR Discussion Paper No. DP11583
Number of pages: 46 Posted: 24 Oct 2016
Tobias Adrian, Nina Boyarchenko and Domenico Giannone
International Monetary Fund, Federal Reserve Bank of New York and Centre for Economic Policy Research (CEPR)
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Citation 105
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25.
Downloads 122 (316,045)
Citation 54

Dealer Balance Sheets and Bond Liquidity Provision

FRB of NY Staff Report No. 803
Number of pages: 46 Posted: 30 Dec 2016 Last Revised: 06 Sep 2017
Tobias Adrian, Nina Boyarchenko and Or Shachar
International Monetary Fund, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 122 (317,561)
Citation 23

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bond liquidity, regulation, dealer constraints

Dealer Balance Sheets and Bond Liquidity Provision

CEPR Discussion Paper No. DP12246
Number of pages: 48 Posted: 29 Aug 2017
Tobias Adrian, Nina Boyarchenko and Or Shachar
International Monetary Fund, Federal Reserve Bank of New York and Federal Reserve Bank of New York
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26.

Estimating Equations for a Class of Time-Irreversible Multi-Factor Models

Number of pages: 26 Posted: 31 Jan 2008
Nina Boyarchenko and Sergei Levendorskii
Federal Reserve Bank of New York and Calico Science Consulting
Downloads 122 (316,045)

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estimating function, spectral decomposition, eigenfunctions, eigenvalues, time irreversible processes, quadratic term structure models, affine term structure models, Ornstein-Uhlenbeck process

27.

Market Confidence and Monetary Policy

Number of pages: 38 Posted: 02 Dec 2015 Last Revised: 08 Dec 2015
Nina Boyarchenko, Valentin Haddad and Matthew C. Plosser
Federal Reserve Bank of New York, University of California, Los Angeles (UCLA) - Anderson School of Management and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 120 (319,832)
Citation 3

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Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets

FRB of New York Staff Report No. 726
Number of pages: 57 Posted: 22 Apr 2015
Nina Boyarchenko, David O. Lucca and Laura Veldkamp
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Columbia University - Columbia Business School
Downloads 94 (379,735)
Citation 1

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Treasury auction, primary dealers, financial intermediation, information aggregation

Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets

NBER Working Paper No. w22461
Number of pages: 57 Posted: 01 Aug 2016 Last Revised: 16 May 2022
Nina Boyarchenko, David O. Lucca and Laura Veldkamp
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Columbia University - Columbia Business School
Downloads 22 (707,092)

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Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets

CEPR Discussion Paper No. DP11518
Number of pages: 67 Posted: 26 Sep 2016 Last Revised: 12 Feb 2018
Nina Boyarchenko, David O. Lucca and Laura Veldkamp
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Columbia University - Columbia Business School
Downloads 1 (929,419)
Citation 1
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asymmetric information, auctions, Financial Intermediation, Treasury

29.

It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities

FRB of New York Staff Report No. 935
Number of pages: 88 Posted: 21 Jul 2020 Last Revised: 10 Nov 2020
Nina Boyarchenko, Anna Kovner and Or Shachar
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 108 (344,124)
Citation 27

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corporate credit facilities, bond liquidity, credit spreads, purchase effects

30.

Intermediary Balance Sheets

FRB of New York Staff Report No. 651
Number of pages: 43 Posted: 17 Nov 2013
Tobias Adrian and Nina Boyarchenko
International Monetary Fund and Federal Reserve Bank of New York
Downloads 104 (353,008)
Citation 6

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procyclical leverage, endogenous uncertainty, heterogenous agents

31.

It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities

CESifo Working Paper No. 8679
Number of pages: 89 Posted: 11 Nov 2020
Nina Boyarchenko, Anna Kovner and Or Shachar
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 97 (369,276)
Citation 2

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corporate credit facilities, bond liquidity, credit spreads, purchase effects

32.

Multimodality in Macro-Financial Dynamics

FRB of New York Staff Report No. 903
Number of pages: 52 Posted: 20 Nov 2019 Last Revised: 05 Dec 2020
Tobias Adrian, Nina Boyarchenko and Domenico Giannone
International Monetary Fund, Federal Reserve Bank of New York and Centre for Economic Policy Research (CEPR)
Downloads 94 (376,655)
Citation 13

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density impulse response, multimodality, nonparametric density estimator

33.
Downloads 91 (384,348)
Citation 25

Term Structures of Asset Prices and Returns

FRB of NY Staff Report No. 774
Number of pages: 46 Posted: 13 Apr 2016 Last Revised: 30 Aug 2017
David K. Backus, Nina Boyarchenko and Mikhail Chernov
NYU Stern School of Business (deceased), Federal Reserve Bank of New York and UCLA Anderson
Downloads 58 (498,229)

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entropy, coentropy, term structure, yields, excess returns

Term Structures of Asset Prices and Returns

NBER Working Paper No. w22162
Number of pages: 53 Posted: 11 Apr 2016 Last Revised: 23 Jul 2022
David K. Backus, Nina Boyarchenko and Mikhail Chernov
NYU Stern School of Business (deceased), Federal Reserve Bank of New York and UCLA Anderson
Downloads 33 (625,942)

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Term Structures of Asset Prices and Returns

CEPR Discussion Paper No. DP11227
Number of pages: 48 Posted: 18 Apr 2016
David K. Backus, Nina Boyarchenko and Mikhail Chernov
NYU Stern School of Business (deceased), Federal Reserve Bank of New York and UCLA Anderson
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Citation 20
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entropy; coentropy; term structure; yields; excess returns

Information Acquisition and Financial Intermediation

FRB of New York Staff Report No. 571
Number of pages: 53 Posted: 22 Sep 2012
Nina Boyarchenko
Federal Reserve Bank of New York
Downloads 50 (533,455)

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rational inattention, asset prices in intermediated economies

Information Acquisition and Financial Intermediation

Number of pages: 43 Posted: 15 Mar 2012
Nina Boyarchenko
Federal Reserve Bank of New York
Downloads 36 (607,355)

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rational inattention, disagreement, financial intermediation

35.

Bank Capital and Real GDP Growth

FRB of New York Staff Report No. 950
Number of pages: 50 Posted: 08 Dec 2020
Nina Boyarchenko, Domenico Giannone and Anna Kovner
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR) and Federal Reserve Bank of New York
Downloads 79 (418,027)

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capital ratios, growth-at-risk, quantile regressions, threshold regressions

36.

COVID Response: The Primary and Secondary Corporate Credit Facilities

FRB of New York Staff Report No. 986
Number of pages: 35 Posted: 29 Sep 2021
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 70 (446,817)

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Federal Reserve, corporate bond markets, corporate credit facilities, PMCCF, SMCCF, Federal Reserve lending facilities

37.

Forecasting Macroeconomic Risks

FRB of New York Staff Report No. 914
Number of pages: 33 Posted: 21 Feb 2020
Massachusetts Institute of Technology (MIT) - Sloan School of Management, International Monetary Fund, Federal Reserve Bank of New York and Centre for Economic Policy Research (CEPR)
Downloads 70 (446,817)
Citation 3

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macroeconomic uncertainty, quantile regressions, financial conditions

38.

Flighty Liquidity

FRB of New York Staff Report No. 870
Number of pages: 57 Posted: 23 Oct 2018 Last Revised: 17 Mar 2019
Nina Boyarchenko, Domenico Giannone and Or Shachar
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR) and Federal Reserve Bank of New York
Downloads 68 (453,665)

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corporate bond liquidity, liquidity uncertainty, quantile regressions

39.

COVID Response: The Commercial Paper Funding Facility

FRB of New York Staff Report No. 982
Number of pages: 13 Posted: 29 Sep 2021
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 58 (490,676)

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Federal Reserve, commercial paper market, CPFF, Federal Reserve lending facilities

40.

The Eigenfunction Expansion Method in Multi-Factor Quadratic Term Structure Models

Mathematical Finance, Vol. 17, No. 4, pp. 503-539, October 2007
Number of pages: 38 Posted: 14 Sep 2007
Nina Boyarchenko and Sergei Levendorskii
Federal Reserve Bank of New York and Calico Science Consulting
Downloads 27 (648,979)

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41.

The Primary and Secondary Corporate Credit Facilities

Economic Policy Review, Vol. 28, No. 1, p, 1-34, 2022
Number of pages: 35 Posted: 07 Jul 2022
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 6 (829,167)

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Federal Reserve, corporate bond markets, corporate credit facilities, Primary Market Corporate Credit Facility, Secondary Market Corporate Credit Facility

42.

Corporate Credit Provision

FRB of New York Staff Report No. 895, WBS Finance Group Research Paper
Number of pages: 53 Posted: 15 Aug 2019
Nina Boyarchenko and Philippe Mueller
Federal Reserve Bank of New York and Warwick Business School Finance Group
Downloads 6 (829,167)

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intermediated credit, leverage cycles, corporate bonds

43.

The Commercial Paper Funding Facility

Economic Policy Review, Vol. 28, No. 1, p. 114-129
Number of pages: 17 Posted: 07 Jul 2022
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 5 (839,526)

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Federal Reserve, commercial paper market, CPFF, Commercial Paper Funding Facility, Federal Reserve lending facilities,

44.

It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities

CEPR Discussion Paper No. DP15432
Number of pages: 90 Posted: 02 Dec 2020
Nina Boyarchenko, Anna Kovner and Or Shachar
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 1 (889,430)
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45.

Forecasting Macroeconomic Risks

CEPR Discussion Paper No. DP14436
Number of pages: 35 Posted: 03 Mar 2020
Massachusetts Institute of Technology (MIT), International Monetary Fund, Federal Reserve Bank of New York and Centre for Economic Policy Research (CEPR)
Downloads 1 (889,430)
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46.

Multimodality in Macro-Financial Dynamics

CEPR Discussion Paper No. DP15088
Number of pages: 60 Posted: 28 Jul 2020 Last Revised: 21 Aug 2020
Tobias Adrian, Nina Boyarchenko and Domenico Giannone
International Monetary Fund, Federal Reserve Bank of New York and Centre for Economic Policy Research (CEPR)
Downloads 0 (906,128)
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