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Details about Nina Boyarchenko

Workplace:Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Nina Boyarchenko.

Last updated 2020-04-27. Update your information in the RePEc Author Service.

Short-id: pbo573


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Working Papers

2020

  1. The Commercial Paper Funding Facility
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. The Evolving Market for U.S. Sovereign Credit Risk
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The Primary and Secondary Market Corporate Credit Facilities
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. What Do Financial Conditions Tell Us about Risks to GDP Growth?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. What’s in A(AA) Credit Rating?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2019

  1. Corporate Credit Provision
    Staff Reports, Federal Reserve Bank of New York Downloads
  2. Credit Market Choice
    2019 Meeting Papers, Society for Economic Dynamics
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (3)
    Liberty Street Economics, Federal Reserve Bank of New York (2018) Downloads
  3. Flighty liquidity
    Staff Reports, Federal Reserve Bank of New York Downloads
  4. Multimodality in Macro-Financial Dynamics
    Staff Reports, Federal Reserve Bank of New York Downloads
  5. The Long and Short of It: The Post-Crisis Corporate CDS Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads

2018

  1. Bank-Intermediated Arbitrage
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (2)
  2. Federal Reserve and Market Confidence
    2018 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2017) Downloads View citations (7)
  3. Liquidity Effects of Post-Crisis Regulatory Reform
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics Downloads
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2016) Downloads
    Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (4)
  5. Vulnerable Growth
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (5)
    Staff Reports, Federal Reserve Bank of New York (2017) Downloads View citations (7)

    See also Journal Article in American Economic Review (2019)

2017

  1. Credit Market Arbitrage and Regulatory Leverage
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Dealer Balance Sheets and Bond Liquidity Provision
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (20)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) Downloads View citations (30)

    See also Journal Article in Journal of Monetary Economics (2017)
  3. Dealer Balance Sheets and Corporate Bond Liquidity Provision
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (1)
  4. Liquidity Policies and Systemic Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (1)
    Liberty Street Economics, Federal Reserve Bank of New York (2014) Downloads
    Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (5)

    See also Journal Article in Journal of Financial Intermediation (2018)
  5. Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (2)
  6. Trends in Arbitrage-Based Measures of Bond Liquidity
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  7. Understanding mortgage spreads
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (11)
    See also Journal Article in Review of Financial Studies (2019)

2016

  1. Ambiguous Trade-offs: An Application to Climate Change
    2016 Meeting Papers, Society for Economic Dynamics Downloads
  2. On the scale of financial intermediaries
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
  3. Term Structures of Asset Prices and Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (4)
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2016) Downloads
    Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (3)

    See also Journal Article in Journal of Financial Economics (2018)
  4. Trends in credit market arbitrage
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (3)

2015

  1. Counterparty Risk in Material Supply Contracts
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads
  2. Credit Risk and Interdealer Networks
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
  3. Have Dealers' Strategies in the GCF Repo® Market Changed?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. Intermediaries as Information Aggregators
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
  5. Intermediary Balance Sheets
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (7)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (8)
  6. Intermediary leverage cycles and financial stability
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (118)
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2013) Downloads
  7. The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2014

  1. Information acquisition and financial intermediation
    Staff Reports, Federal Reserve Bank of New York Downloads
  2. No Good Deals—No Bad Models
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013) Downloads
    Working Papers, Business School - Economics, University of Glasgow (2013) Downloads
    Staff Reports, Federal Reserve Bank of New York (2012) Downloads View citations (1)

2009

  1. Ambiguity, Information Quality and Credit Risk
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)

Journal Articles

2019

  1. Understanding Mortgage Spreads
    Review of Financial Studies, 2019, 32, (10), 3799-3850 Downloads
    See also Working Paper (2017)
  2. Vulnerable Growth
    American Economic Review, 2019, 109, (4), 1263-89 Downloads
    See also Working Paper (2018)

2018

  1. Liquidity policies and systemic risk
    Journal of Financial Intermediation, 2018, 35, (PB), 45-60 Downloads View citations (3)
    See also Working Paper (2017)
  2. Negative swap spreads
    Economic Policy Review, 2018, (24-2), 1-14 Downloads View citations (2)
  3. Term structures of asset prices and returns
    Journal of Financial Economics, 2018, 129, (1), 1-23 Downloads View citations (3)
    See also Working Paper (2016)
  4. Trends in credit basis spreads
    Economic Policy Review, 2018, (24-2), 15-37 Downloads View citations (1)

2017

  1. Dealer balance sheets and bond liquidity provision
    Journal of Monetary Economics, 2017, 89, (C), 92-109 Downloads View citations (30)
    See also Working Paper (2017)

2012

  1. Ambiguity shifts and the 2007–2008 financial crisis
    Journal of Monetary Economics, 2012, 59, (5), 493-507 Downloads View citations (27)

2007

  1. ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS
    International Journal of Theoretical and Applied Finance (IJTAF), 2007, 10, (02), 273-306 Downloads View citations (2)
  2. THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS
    Mathematical Finance, 2007, 17, (4), 503-539 Downloads View citations (13)
 
Page updated 2020-05-30