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

14

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Top 2,391

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318

CROSSREF CITATIONS

227

Scholarly Papers (14)

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

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FOMC announcements, equity premium, anomaly

2.

Inconsistent Regulators: Evidence from Banking

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
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 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
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 University of California, Berkeley - Haas School of Business
Downloads 49 (539,763)
Citation 56

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3.

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

Downloads 639 ( 59,044)
Citation 15

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

4.

The Revolving Door and Worker Flows in Banking Regulation

Downloads 505 ( 79,402)
Citation 32

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

6.

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

Downloads 283 (151,791)
Citation 6

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 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
Thomas M. Eisenbach, Andrew Haughwout, Beverly Hirtle, Anna Kovner, David O. Lucca and Matthew C. Plosser
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

7.

Resource Allocation in Bank Supervision: Trade-offs and Outcomes

Downloads 266 (161,599)
Citation 15

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
Thomas M. Eisenbach, David O. Lucca and Robert M. Townsend
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
Thomas M. Eisenbach, David O. Lucca and Robert M. Townsend
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
Andreas Fuster, Laurie S. Goodman, David O. Lucca, Laurel Madar, Linsey Molloy and Paul Willen
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.

Mortgage-Backed Securities

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

10.

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

Downloads 228 (187,584)
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 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
Paul S. Goldsmith-Pinkham, Beverly Hirtle and David O. Lucca
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
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 150 (270,634)

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monetary policy transmission, conundrum, interest rates

13.

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

Downloads 117 (326,542)
Citation 5

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

14.

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

Downloads 12 (772,921)

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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