David O. Lucca

Federal Reserve Banks - Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

  • Federal Reserve Banks - Federal Reserve Bank of New York

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 3,126

in Total Papers Citations

128

CROSSREF CITATIONS

226

Scholarly Papers (12)

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1.

The Pre-FOMC Announcement Drift

Journal of Finance, Forthcoming, FRB of New York Staff Report No. 512
Number of pages: 62 Posted: 07 Sep 2011 Last Revised: 01 Aug 2013
David O. Lucca and Emanuel Moench
Federal Reserve Banks - Federal Reserve Bank of New York and Deutsche Bundesbank
Downloads 2,918 (4,039)
Citation 52

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FOMC announcements, equity premium, anomaly

2.

Inconsistent Regulators: Evidence from Banking

Downloads 1,494 ( 12,242)
Citation 93

Inconsistent Regulators: Evidence from Banking

AFA 2013 San Diego Meetings Paper
Number of pages: 59 Posted: 03 Jan 2012 Last Revised: 10 Apr 2013
Sumit Agarwal, David O. Lucca, Amit Seru and Francesco Trebbi
National University of Singapore, Federal Reserve Banks - Federal Reserve Bank of New York, Stanford University and Vancouver School of Economics
Downloads 1,462 (12,421)
Citation 1

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Banking Regulation, Banking Supervision, Dual Banking, CAMELS, Financial Institutions, European Banking

Inconsistent Regulators: Evidence from Banking

NBER Working Paper No. w17736
Number of pages: 60 Posted: 06 Jan 2012
Sumit Agarwal, David O. Lucca, Amit Seru and Francesco Trebbi
National University of Singapore, Federal Reserve Banks - Federal Reserve Bank of New York, Stanford University and Vancouver School of Economics
Downloads 32 (487,383)
Citation 19

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3.

Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs

Downloads 608 ( 45,066)
Citation 8

Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs

FRB of New York Staff Report No. 733
Number of pages: 61 Posted: 24 Jul 2015
David O. Lucca, Taylor Nadauld and Karen Chen
Federal Reserve Banks - Federal Reserve Bank of New York, Brigham Young University and Federal Reserve Bank of New York
Downloads 578 (47,521)
Citation 6

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student loans, college tuition

Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs

FRB of NY Staff Report No. 733
Number of pages: 59 Posted: 07 Sep 2017
David O. Lucca, Taylor Nadauld and Karen Shen
Federal Reserve Banks - Federal Reserve Bank of New York, Brigham Young University and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 30 (498,028)
Citation 4

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student loans, college tuition

4.

The Revolving Door and Worker Flows in Banking Regulation

Downloads 461 ( 63,940)
Citation 23

The Revolving Door and Worker Flows in Banking Regulation

Number of pages: 44 Posted: 14 Jun 2014
David O. Lucca, Amit Seru and Francesco Trebbi
Federal Reserve Banks - Federal Reserve Bank of New York, Stanford University and Vancouver School of Economics
Downloads 440 (66,937)

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Banking Regulation, Revolving Door, Inter-industry Worker Flows

The Revolving Door and Worker Flows in Banking Regulation

NBER Working Paper No. w20241
Number of pages: 45 Posted: 23 Jun 2014
David O. Lucca, Amit Seru and Francesco Trebbi
Federal Reserve Banks - Federal Reserve Bank of New York, Stanford University and Vancouver School of Economics
Downloads 21 (553,513)

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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, Swiss National Bank - Financial Stability and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 387 (78,741)
Citation 10

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

6.

Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements

Downloads 197 (160,118)
Citation 6

Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements

Chicago Booth Research Paper No. 09-34
Number of pages: 54 Posted: 10 Sep 2009 Last Revised: 01 Oct 2009
David O. Lucca and Francesco Trebbi
Federal Reserve Banks - Federal Reserve Bank of New York and Vancouver School of Economics
Downloads 172 (180,830)
Citation 5

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Monetary Policy, Central Bank Communication, FOMC, Computational Linguistics

Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements

NBER Working Paper No. w15367
Number of pages: 53 Posted: 21 Sep 2009 Last Revised: 29 Jun 2010
David O. Lucca and Francesco Trebbi
Federal Reserve Banks - Federal Reserve Bank of New York and Vancouver School of Economics
Downloads 25 (527,482)

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7.

Supervising Large, Complex Financial Institutions: What Do Supervisors Do?

Downloads 193 (163,080)
Citation 4

Supervising Large, Complex Financial Institutions: What Do Supervisors Do?

Economic Policy Review, Issue 23-1, pp. 57-77, 2017
Number of pages: 21 Posted: 02 Mar 2017 Last Revised: 16 Dec 2017
Thomas M. Eisenbach, Andrew Haughwout, Beverly Hirtle, Anna Kovner, David O. Lucca and Matthew C. Plosser
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York - Banking Studies Department, 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 120 (243,078)

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bank supervision, large and complex financial companies

Supervising Large, Complex Financial Institutions: What Do Supervisors Do?

FRB of New York Staff Report No. 729
Number of pages: 40 Posted: 31 May 2015
Thomas M. Eisenbach, Andrew Haughwout, Beverly Hirtle, Anna Kovner, David O. Lucca and Matthew C. Plosser
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York - Banking Studies Department, 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 73 (337,574)
Citation 6

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bank supervision, large and complex financial companies

8.

The Economics of Bank Supervision

Downloads 159 (193,477)
Citation 10

The Economics of Bank Supervision

FRB of NY Staff Report No. 769
Number of pages: 71 Posted: 21 Mar 2016 Last Revised: 08 Jan 2020
Thomas M. Eisenbach, David O. Lucca and Robert M. Townsend
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT)
Downloads 143 (211,771)

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bank supervision, bank regulation, monitoring, time use

The Economics of Bank Supervision

NBER Working Paper No. w22201
Number of pages: 58 Posted: 02 May 2016
Thomas M. Eisenbach, David O. Lucca and Robert M. Townsend
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT)
Downloads 16 (587,302)
Citation 1

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9.

The Rising Gap between Primary and Secondary Mortgage Rates

Economic Policy Review, Vol. 19, No. 2, 2013
Number of pages: 23 Posted: 13 Jan 2014
Andreas Fuster, Laurie S. Goodman, David O. Lucca, Laurel Madar, Linsey Molloy and Paul Willen
Swiss National Bank - Financial Stability, The Urban Institute - Housing Finance Policy Center, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Emerging Markets and International Affairs Group and Federal Reserve Bank of Boston - Research Department
Downloads 118 (245,139)

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mortgages, banking

10.

Parsing the Content of Bank Supervision

FRB of NY Staff Report No. 770
Number of pages: 59 Posted: 21 Mar 2016 Last Revised: 11 Nov 2017
Paul Goldsmith-Pinkham, Beverly Hirtle and David O. Lucca
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York - Banking Studies Department and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 106 (264,456)

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bank supervision, bank regulation, market monitoring, text classification, Latent Dirichlet Allocation

11.

The Excess Sensitivity of Long-Term Rates: A Tale of Two Frequencies

FRB of NY Staff Report No. 810
Number of pages: 78 Posted: 31 Mar 2017
Samuel Gregory Hanson, David O. Lucca and Jonathan H. Wright
Harvard University - Business School (HBS), Federal Reserve Banks - Federal Reserve Bank of New York and Johns Hopkins University - Department of Economics
Downloads 104 (267,991)

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interest rates, conundrum, monetary policy transmission

12.

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

Downloads 96 (282,766)
Citation 2

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 New York University - Stern School of Business
Downloads 82 (314,962)

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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
Nina Boyarchenko, David O. Lucca and Laura Veldkamp
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and New York University - Stern School of Business
Downloads 13 (608,516)

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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 New York University - Stern School of Business
Downloads 1 (708,301)
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asymmetric information, auctions, Financial Intermediation, Treasury