Details about Fernando Duarte

Access statistics for papers by Fernando Duarte.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pdu355

Working Papers

2023

1. The Market Price of Risk and Macro-Financial Dynamics
   IMF Working Papers, International Monetary Fund
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)

2020

2. How Has COVID-19 Affected Banking System Vulnerability?
   Liberty Street Economics, Federal Reserve Bank of New York
3. Monetary and Macroprudential Policy with Endogenous Risk
   IMF Working Papers, International Monetary Fund View citations (17)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (18)
4. Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
5. What’s Up with Stocks?
   Liberty Street Economics, Federal Reserve Bank of New York

2019

6. Assessing Contagion Risk in a Financial Network
   Liberty Street Economics, Federal Reserve Bank of New York
7. Banking System Vulnerability: Annual Update
   Liberty Street Economics, Federal Reserve Bank of New York
8. How Large are Default Spillovers in the U.S. Financial System?
   Liberty Street Economics, Federal Reserve Bank of New York
9. Monetary policy and financial conditions: a cross-country study
   Staff Reports, Federal Reserve Bank of New York View citations (6)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (78)

2018

10. Financial Vulnerability and Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) View citations (38)
    2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (13)
11. Ten Years after the Crisis, Is the Banking System Safer?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2017

12. Empirical network contagion for U.S. financial institutions
    Staff Reports, Federal Reserve Bank of New York View citations (7)

2016

13. Are Asset Managers Vulnerable to Fire Sales?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (23)
14. How to escape a liquidity trap with interest rate rules
    Staff Reports, Federal Reserve Bank of New York View citations (5)
15. Quantifying Potential Spillovers from Runs on High-Yield Funds
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2015

16. An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap
    Staff Reports, Federal Reserve Bank of New York
17. The equity risk premium: a review of models
    Staff Reports, Federal Reserve Bank of New York View citations (79)
    See also Journal Article The equity risk premium: a review of models, Economic Policy Review, Federal Reserve Bank of New York (2015) View citations (47) (2015)

2014

18. Fire-Sale Spillovers and Systemic Risk
    2014 Meeting Papers, Society for Economic Dynamics View citations (15)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) View citations (102)
    See also Journal Article Fire‐Sale Spillovers and Systemic Risk, Journal of Finance, American Finance Association (2021) View citations (32) (2021)
19. On Fire-Sale Externalities, TARP Was Close to Optimal
    Liberty Street Economics, Federal Reserve Bank of New York
20. What Can We Learn from Prior Periods of Low Volatility?
    Liberty Street Economics, Federal Reserve Bank of New York

2013

21. A Way With Words: The Economics of the Fed’s Press Conference
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
22. Are Stocks Cheap? A Review of the Evidence
    Liberty Street Economics, Federal Reserve Bank of New York View citations (4)
23. Time-Varying Inflation Risk and Stock Returns
    Staff Reports, Federal Reserve Bank of New York View citations (14)
    See also Journal Article Time-varying inflation risk and stock returns, Journal of Financial Economics, Elsevier (2020) View citations (27) (2020)

Journal Articles

2021

1. Fire‐Sale Spillovers and Systemic Risk
   Journal of Finance, 2021, 76, (3), 1251-1294 View citations (32)
   See also Working Paper Fire-Sale Spillovers and Systemic Risk, 2014 Meeting Papers (2014) View citations (15) (2014)

2020

2. NKV: A New Keynesian Model with Vulnerability
   AEA Papers and Proceedings, 2020, 110, 470-76 View citations (3)
3. Time-varying inflation risk and stock returns
   Journal of Financial Economics, 2020, 136, (2), 444-470 View citations (27)
   See also Working Paper Time-Varying Inflation Risk and Stock Returns, Staff Reports (2013) View citations (14) (2013)

2019

4. Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto
   Journal of Monetary Economics, 2019, 108, (C), 87-92

2015

5. The equity risk premium: a review of models
   Economic Policy Review, 2015, (2), 39-57 View citations (47)
   See also Working Paper The equity risk premium: a review of models, Staff Reports (2015) View citations (79) (2015)