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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5,412

CITATIONS
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Top 15,010

in Total Papers Citations

24

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 2,619 (3,516)
Citation 2

Abstract:

FOMC announcements, equity premium, anomaly

2.
Downloads 1,344 ( 10,851)
Citation 9

Inconsistent Regulators: Evidence from Banking

AFA 2013 San Diego Meetings Paper
Number of pages: 59 Posted: 03 Jan 2012 Last Revised: 10 Apr 2013
Georgetown University - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of New York, Stanford University and Vancouver School of Economics
Downloads 1,318 (10,996)
Citation 9

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
Georgetown University - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of New York, Stanford University and Vancouver School of Economics
Downloads 26 (427,909)
Citation 9

Abstract:

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 374 (63,907)

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 8 (530,624)

Abstract:

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 259 (97,546)

Abstract:

student loans, college tuition

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 153 (161,011)
Citation 12

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
David O. Lucca and Francesco Trebbi
Federal Reserve Banks - Federal Reserve Bank of New York and Vancouver School of Economics
Downloads 21 (456,079)
Citation 12

Abstract:

6.

Understanding Mortgage Spreads

FRB of New York Staff Report No. 674
Number of pages: 79 Posted: 29 May 2014 Last Revised: 08 May 2017
Nina Boyarchenko, Andreas Fuster and David O. Lucca
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 109 (107,551)

Abstract:

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

7.
Downloads 85 (247,946)

The Economics of Bank Supervision

FRB of NY Staff Report No. 769
Number of pages: 56 Posted: 21 Mar 2016
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 76 (267,945)

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
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 9 (525,212)
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Abstract:

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 62 (300,320)

Abstract:

bank supervision, large and complex financial companies

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
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 20 (461,811)

Abstract:

bank supervision, large and complex financial companies

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 69 (283,465)

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 8 (530,624)
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Abstract:

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

CEPR Discussion Paper No. DP11518
Number of pages: 59 Posted: 26 Sep 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 0
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Abstract:

asymmetric information, auctions, Financial Intermediation, Treasury

10.

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
Federal Reserve Banks - Federal Reserve Bank of New York, 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 22 (287,153)

Abstract:

mortgages, banking

11.

Interest Rate Conundrums in the Twenty-First Century

FRB of NY Staff Report No. 810
Number of pages: 53 Posted: 31 Mar 2017
Harvard Business School, Federal Reserve Banks - Federal Reserve Bank of New York and Johns Hopkins University - Department of Economics
Downloads 0 (353,616)

Abstract:

interest rates, conundrum, monetary policy transmission

12.

Parsing the Content of Bank Supervision

FRB of NY Staff Report No. 770
Number of pages: 59 Posted: 21 Mar 2016
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 0 (340,830)

Abstract:

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