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David O. Lucca

Federal Reserve Banks - Federal Reserve Bank of New York

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SCHOLARLY PAPERS

12

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CITATIONS

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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 2,844 (3,868)

Citation 3

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Abstract:

FOMC announcements, equity premium, anomaly

2.

Inconsistent Regulators: Evidence from Banking

Downloads 1,457 ( 11,827)

Citation 9

2

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 1,429 (11,943)

Citation 9

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Abstract:

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 28 (479,129)

Citation 9

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3.

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

Downloads 576 ( 45,202)

2

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 551 (47,262)

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Abstract:

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 25 (496,324)

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Abstract:

student loans, college tuition

4.

The Revolving Door and Worker Flows in Banking Regulation

Downloads 439 ( 63,596)

2

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 422 (66,044)

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Abstract:

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 17 (546,066)

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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 364 (79,398)

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Abstract:

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 188 (157,223)

Citation 12

2

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 166 (175,800)

Citation 12

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Abstract:

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 22 (514,594)

Citation 12

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7.

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

Downloads 165 (176,545)

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 95 (270,259)

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Abstract:

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 70 (325,879)

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Abstract:

bank supervision, large and complex financial companies

8.

The Economics of Bank Supervision

Downloads 132 (212,067)

2

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 120 (229,006)

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Abstract:

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 12 (578,244)

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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 98 (262,953)

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Abstract:

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 96 (266,486)

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Abstract:

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

11.

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

Downloads 92 (273,858)

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 80 (301,280)

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Abstract:

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 11 (584,794)

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Abstract:

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 (664,579)

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

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Abstract:

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 90 (277,657)

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Abstract:

interest rates, conundrum, monetary policy transmission

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