David O. Lucca

Federal Reserve Banks - Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

14

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Top 8,046

in Total Papers Downloads

8,168

SSRN CITATIONS
Rank 2,391

SSRN RANKINGS

Top 2,391

in Total Papers Citations

318

CROSSREF CITATIONS

227

Scholarly Papers (14)

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 Frankfurt School of Finance and Management
Downloads 3,215 (5,275)
Citation 87

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FOMC announcements, equity premium, anomaly

2.
Downloads 1,605 ( 16,032)
Citation 131

Inconsistent Regulators: Evidence from Banking

AFA 2013 San Diego Meetings Paper
Number of pages: 59 Posted: 03 Jan 2012 Last Revised: 10 Apr 2013
National University of Singapore, Federal Reserve Banks - Federal Reserve Bank of New York, Stanford University and University of California, Berkeley - Haas School of Business
Downloads 1,556 (16,536)
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 Last Revised: 19 Jun 2022
National University of Singapore, Federal Reserve Banks - Federal Reserve Bank of New York, Stanford University and University of California, Berkeley - Haas School of Business
Downloads 49 (539,763)
Citation 56

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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 601 (63,112)
Citation 16

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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 38 (597,379)
Citation 10

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student loans, college tuition

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 University of California, Berkeley - Haas School of Business
Downloads 474 (84,867)

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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 Last Revised: 23 Apr 2022
David O. Lucca, Amit Seru and Francesco Trebbi
Federal Reserve Banks - Federal Reserve Bank of New York, Stanford University and University of California, Berkeley - Haas School of Business
Downloads 31 (641,088)
Citation 14

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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, Ecole Polytechnique Fédérale de Lausanne and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 462 (88,402)
Citation 16

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

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
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 193 (218,785)

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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
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 90 (391,633)
Citation 9

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bank supervision, large and complex financial companies

Resource Allocation in Bank Supervision: Trade-offs and Outcomes

FRB of NY Staff Report No. 769
Number of pages: 74 Posted: 21 Mar 2016 Last Revised: 17 May 2021
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT)
Downloads 237 (180,360)
Citation 6

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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 Last Revised: 28 Feb 2022
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT)
Downloads 29 (654,900)
Citation 3

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8.

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
Ecole Polytechnique Fédérale de Lausanne, 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 259 (165,987)
Citation 4

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mortgages, banking

9.
Downloads 250 (171,771)

Mortgage-Backed Securities

Swiss Finance Institute Research Paper No. 22-13
Number of pages: 40 Posted: 07 Feb 2022 Last Revised: 08 Feb 2022
Andreas Fuster, David O. Lucca and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 178 (234,886)

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mortgage finance, securitization, agency mortgage-backed securities, TBA, option-adjusted spreads, covered bonds.

Mortgage-Backed Securities

FRB of New York Staff Report No. 1001
Number of pages: 39 Posted: 09 Feb 2022
Andreas Fuster, David O. Lucca and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 71 (450,270)

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mortgage finance, securitization, agency mortgage-backed securities, TBA, option-adjusted spreads, covered bonds

Mortgage-Backed Securities

CEPR Discussion Paper No. DP16989
Number of pages: 41 Posted: 04 Feb 2022
Andreas Fuster, David O. Lucca and James I. Vickery
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads 1 (934,443)
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agency mortgage-backed securities, covered bonds, Mortgage finance, option-adjusted spreads, Securitization, TBA

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 University of California, Berkeley - Haas School of Business
Downloads 198 (213,804)
Citation 6

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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 2022
David O. Lucca and Francesco Trebbi
Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Haas School of Business
Downloads 30 (647,915)

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11.

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
Yale School of Management, Federal Reserve Bank of New York - Banking Studies Department and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 177 (235,914)
Citation 2

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

12.

Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates

FRB of NY Staff Report No. 810
Number of pages: 123 Posted: 31 Mar 2017
Harvard University - Business School (HBS), Federal Reserve Banks - Federal Reserve Bank of New York and Johns Hopkins University - Department of Economics
Downloads 150 (270,634)

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monetary policy transmission, conundrum, interest rates

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 (380,919)
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 (709,504)

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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 (934,443)
Citation 1
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asymmetric information, auctions, Financial Intermediation, Treasury

The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under

FRB of New York Staff Report No. 1013
Number of pages: 47 Posted: 22 Apr 2022
David O. Lucca and Jonathan H. Wright
Federal Reserve Banks - Federal Reserve Bank of New York and Johns Hopkins University - Department of Economics
Downloads 11 (811,595)

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monetary policy, yield curve control, quantitative easing

The Narrow Channel of Quantitative Easing: Evidence from Ycc Down Under

NBER Working Paper No. w29971
Number of pages: 48 Posted: 25 Apr 2022 Last Revised: 11 Jul 2022
David O. Lucca and Jonathan H. Wright
Federal Reserve Banks - Federal Reserve Bank of New York and Johns Hopkins University - Department of Economics
Downloads 1 (934,443)
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