David O. Lucca

Federal Reserve Banks - Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

12

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Top 7,793

in Total Papers Downloads

7,480

SSRN CITATIONS
Rank 2,466

SSRN RANKINGS

Top 2,466

in Total Papers Citations

318

CROSSREF CITATIONS

227

Scholarly Papers (12)

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 3,105 (4,789)
Citation 87

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FOMC announcements, equity premium, anomaly

2.
Downloads 1,559 ( 14,595)
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 1,519 (14,942)
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 2021
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 40 (533,891)
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 591 (57,211)
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 34 (566,503)
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 458 (78,665)

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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 2021
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 (584,181)
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 439 (83,428)
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 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 169 (221,280)

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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 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 (402,120)
Citation 9

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bank supervision, large and complex financial companies

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 189 (200,515)
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: 28 Jun 2021
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 27 (610,292)

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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 212 (180,592)
Citation 4

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mortgages, banking

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 Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT)
Downloads 188 (201,441)
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: 30 Aug 2021
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 23 (639,327)
Citation 3

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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
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 144 (252,415)
Citation 2

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

11.

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 137 (262,563)

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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 85 (367,434)
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 Columbia University - Columbia Business School
Downloads 15 (701,978)

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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 (828,486)
Citation 1
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asymmetric information, auctions, Financial Intermediation, Treasury