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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CITATIONS
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166

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 2,876 (3,872)
Citation 3

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FOMC announcements, equity premium, anomaly

2.

Inconsistent Regulators: Evidence from Banking

Downloads 1,470 ( 11,888)
Citation 81

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 1,440 (12,035)

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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 30 (477,136)
Citation 8

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3.

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

Downloads 584 ( 45,211)
Citation 4

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 557 (47,455)
Citation 2

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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 27 (493,513)
Citation 3

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student loans, college tuition

4.

The Revolving Door and Worker Flows in Banking Regulation

Downloads 447 ( 63,263)
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 427 (66,217)

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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 20 (537,000)

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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 369 (79,437)
Citation 2

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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 195 (155,309)
Citation 3

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 170 (174,939)
Citation 3

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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 (511,621)

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7.

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

Downloads 172 (173,028)
Citation 2

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 101 (263,571)

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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 71 (328,603)
Citation 2

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bank supervision, large and complex financial companies

8.

The Economics of Bank Supervision

Downloads 141 (204,351)
Citation 8

The Economics of Bank Supervision

FRB of NY Staff Report No. 769
Number of pages: 56 Posted: 21 Mar 2016 Last Revised: 30 Aug 2017
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 126 (224,236)

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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 15 (569,377)
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 107 (251,671)

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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 101 (261,881)

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

11.

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

Downloads 96 (270,710)
Citation 3

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 (301,796)
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
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 (582,718)

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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 (680,866)
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asymmetric information, auctions, Financial Intermediation, Treasury

12.

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 Business School, Federal Reserve Banks - Federal Reserve Bank of New York and Johns Hopkins University - Department of Economics
Downloads 92 (278,300)

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interest rates, conundrum, monetary policy transmission