Details about Fernando Duarte
Access statistics for papers by Fernando Duarte.
Last updated 2023-07-27. Update your information in the RePEc Author Service.
Short-id: pdu355
Jump to Journal Articles
Working Papers
2023
- The Market Price of Risk and Macro-Financial Dynamics
CEPR Discussion Papers, C.E.P.R. Discussion Papers
2020
- How Has COVID-19 Affected Banking System Vulnerability?
Liberty Street Economics, Federal Reserve Bank of New York
- Monetary and Macroprudential Policy with Endogenous Risk
IMF Working Papers, International Monetary Fund View citations (14)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (13)
- 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.)
- What’s Up with Stocks?
Liberty Street Economics, Federal Reserve Bank of New York
2019
- Assessing Contagion Risk in a Financial Network
Liberty Street Economics, Federal Reserve Bank of New York
- Banking System Vulnerability: Annual Update
Liberty Street Economics, Federal Reserve Bank of New York
- How Large are Default Spillovers in the U.S. Financial System?
Liberty Street Economics, Federal Reserve Bank of New York
- 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 (63)
2018
- 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 (36) 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (13)
- Ten Years after the Crisis, Is the Banking System Safer?
Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
2017
- Empirical network contagion for U.S. financial institutions
Staff Reports, Federal Reserve Bank of New York View citations (6)
2016
- Are Asset Managers Vulnerable to Fire Sales?
Liberty Street Economics, Federal Reserve Bank of New York View citations (21)
- How to escape a liquidity trap with interest rate rules
Staff Reports, Federal Reserve Bank of New York View citations (4)
- Quantifying Potential Spillovers from Runs on High-Yield Funds
Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
2015
- An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap
Staff Reports, Federal Reserve Bank of New York
- The equity risk premium: a review of models
Staff Reports, Federal Reserve Bank of New York View citations (70)
See also Journal Article in Economic Policy Review (2015)
2014
- 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 in Journal of Finance (2021)
- On Fire-Sale Externalities, TARP Was Close to Optimal
Liberty Street Economics, Federal Reserve Bank of New York
- What Can We Learn from Prior Periods of Low Volatility?
Liberty Street Economics, Federal Reserve Bank of New York
2013
- A Way With Words: The Economics of the Fed’s Press Conference
Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
- Are Stocks Cheap? A Review of the Evidence
Liberty Street Economics, Federal Reserve Bank of New York View citations (4)
- Time-Varying Inflation Risk and Stock Returns
Staff Reports, Federal Reserve Bank of New York View citations (14)
See also Journal Article in Journal of Financial Economics (2020)
Journal Articles
2021
- Fire‐Sale Spillovers and Systemic Risk
Journal of Finance, 2021, 76, (3), 1251-1294 View citations (17)
See also Working Paper (2014)
2020
- NKV: A New Keynesian Model with Vulnerability
AEA Papers and Proceedings, 2020, 110, 470-76
- Time-varying inflation risk and stock returns
Journal of Financial Economics, 2020, 136, (2), 444-470 View citations (15)
See also Working Paper (2013)
2019
- Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto
Journal of Monetary Economics, 2019, 108, (C), 87-92
2015
- The equity risk premium: a review of models
Economic Policy Review, 2015, (2), 39-57 View citations (41)
See also Working Paper (2015)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|