Details about David Olivier Lucca

Access statistics for papers by David Olivier Lucca.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: plu378

Working Papers

2025

1. Mortgage-Backed Securities
   Working Papers, Federal Reserve Bank of Philadelphia
   Also in Staff Reports, Federal Reserve Bank of New York (2022)

2022

2. The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under
   Staff Reports, Federal Reserve Bank of New York View citations (3)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (5)

2021

3. Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19
   Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
4. The Housing Boom and the Decline in Mortgage Rates
   Liberty Street Economics, Federal Reserve Bank of New York

2020

5. Reading the Tea Leaves of the U.S. Business Cycle—Part One
   Liberty Street Economics, Federal Reserve Bank of New York
6. Reading the Tea Leaves of the U.S. Business Cycle—Part Two
   Liberty Street Economics, Federal Reserve Bank of New York

2019

7. Real Inventory Slowdowns
   Liberty Street Economics, Federal Reserve Bank of New York
8. The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies
   Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2018

9. 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 View citations (1)
   Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2016) View citations (6)
   Staff Reports, Federal Reserve Bank of New York (2015) View citations (5)
10. The Pre-FOMC Announcement Drift: More Recent Evidence
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2017

11. Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates
    Staff Reports, Federal Reserve Bank of New York View citations (1)
12. Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
    2017 Meeting Papers, Society for Economic Dynamics View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (8)
13. The Low Volatility Puzzle: Are Investors Complacent?
    Liberty Street Economics, Federal Reserve Bank of New York
14. The Low Volatility Puzzle: Is This Time Different?
    Liberty Street Economics, Federal Reserve Bank of New York

2016

15. A Peek behind the Curtain of Bank Supervision
    Liberty Street Economics, Federal Reserve Bank of New York
16. Parsing the content of bank supervision
    Staff Reports, Federal Reserve Bank of New York View citations (21)
17. Resource Allocation in Bank Supervision: Trade-offs and Outcomes
    Staff Reports, Federal Reserve Bank of New York View citations (15)
18. Supervising Large, Complex Financial Institutions: Defining Objectives and Measuring Effectiveness
    Liberty Street Economics, Federal Reserve Bank of New York
19. The Economics of Bank Supervision
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
20. The Economics of Bank Supervision: So Much to Do, So Little Time
    Liberty Street Economics, Federal Reserve Bank of New York View citations (10)

2015

21. Credit supply and the rise in college tuition: evidence from the expansion in federal student aid programs
    Staff Reports, Federal Reserve Bank of New York View citations (6)
    See also Journal Article Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs, The Review of Financial Studies, Society for Financial Studies (2019) View citations (13) (2019)
22. Do Asset Purchase Programs Push Capital Abroad?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
23. Intermediaries as Information Aggregators
    2015 Meeting Papers, Society for Economic Dynamics View citations (4)
24. Just Released: What Do Banking Supervisors Do?
    Liberty Street Economics, Federal Reserve Bank of New York
25. Rethinking Mortgage Design
    Liberty Street Economics, Federal Reserve Bank of New York
26. Supervising large, complex financial companies: what do supervisors do?
    Staff Reports, Federal Reserve Bank of New York View citations (5)
27. Worker Flows in Banking Regulation
    Liberty Street Economics, Federal Reserve Bank of New York

2014

28. Data Insight: Which Growth Rate? It’s a Weighty Subject
    Liberty Street Economics, Federal Reserve Bank of New York
29. Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
30. The Revolving Door and Worker Flows in Banking Regulation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (65)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) View citations (56)
    See also Journal Article The revolving door and worker flows in banking regulation, Journal of Monetary Economics, Elsevier (2014) View citations (63) (2014)
31. Understanding mortgage spreads
    Staff Reports, Federal Reserve Bank of New York View citations (12)
    See also Journal Article Understanding Mortgage Spreads, The Review of Financial Studies, Society for Financial Studies (2019) View citations (23) (2019)

2012

32. In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO
    Liberty Street Economics, Federal Reserve Bank of New York
33. Inconsistent Regulators: Evidence From Banking
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    See also Journal Article Inconsistent Regulators: Evidence from Banking, The Quarterly Journal of Economics, President and Fellows of Harvard College (2014) View citations (211) (2014)
34. Is U.S. Monetary Policy Seasonal?
    Liberty Street Economics, Federal Reserve Bank of New York
35. The Puzzling Pre-FOMC Announcement “Drift”
    Liberty Street Economics, Federal Reserve Bank of New York
36. Why Isn’t the Thirty-Year Fixed-Rate Mortgage at 2.6 Percent?
    Liberty Street Economics, Federal Reserve Bank of New York

2011

37. The pre-FOMC announcement drift
    Staff Reports, Federal Reserve Bank of New York View citations (3)
    See also Journal Article The Pre-FOMC Announcement Drift, Journal of Finance, American Finance Association (2015) View citations (224) (2015)
38. What to Make of Market Measures of Inflation Expectations?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (4)

2009

39. Domestic Political Survival and International Conflict: Is Democracy Good for Peace?
    Departmental Working Papers, Rutgers University, Department of Economics View citations (7)
    See also Journal Article Domestic Political Survival and International Conflict: Is Democracy Good for Peace?, The Review of Economic Studies, Review of Economic Studies Ltd (2011) View citations (33) (2011)
40. Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (129)

2008

41. Measuring Central Bank Communication
    2008 Meeting Papers, Society for Economic Dynamics View citations (4)

2007

42. Resuscitating Time-to-Build
    2007 Meeting Papers, Society for Economic Dynamics View citations (9)

Journal Articles

2019

1. Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs
   The Review of Financial Studies, 2019, 32, (2), 423-466 View citations (13)
   See also Working Paper Credit supply and the rise in college tuition: evidence from the expansion in federal student aid programs, Staff Reports (2015) View citations (6) (2015)
2. Understanding Mortgage Spreads
   The Review of Financial Studies, 2019, 32, (10), 3799-3850 View citations (23)
   See also Working Paper Understanding mortgage spreads, Staff Reports (2014) View citations (12) (2014)

2017

3. Supervising large, complex financial institutions: what do supervisors do?
   Economic Policy Review, 2017, (23-1), 57-77 View citations (14)

2015

4. The Pre-FOMC Announcement Drift
   Journal of Finance, 2015, 70, (1), 329-371 View citations (224)
   See also Working Paper The pre-FOMC announcement drift, Staff Reports (2011) View citations (3) (2011)

2014

5. Inconsistent Regulators: Evidence from Banking
   The Quarterly Journal of Economics, 2014, 129, (2), 889-938 View citations (211)
   See also Working Paper Inconsistent Regulators: Evidence From Banking, NBER Working Papers (2012) View citations (22) (2012)
6. The revolving door and worker flows in banking regulation
   Journal of Monetary Economics, 2014, 65, (C), 17-32 View citations (63)
   See also Working Paper The Revolving Door and Worker Flows in Banking Regulation, NBER Working Papers (2014) View citations (65) (2014)

2013

7. The rising gap between primary and secondary mortgage rates
   Economic Policy Review, 2013, (Dec), 17-39 View citations (19)

2011

8. Domestic Political Survival and International Conflict: Is Democracy Good for Peace?
   The Review of Economic Studies, 2011, 78, (2), 458-486 View citations (33)
   See also Working Paper Domestic Political Survival and International Conflict: Is Democracy Good for Peace?, Departmental Working Papers (2009) View citations (7) (2009)