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Details about David Olivier Lucca

Homepage:https://www.newyorkfed.org/research/economists/lucca/index.html
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by David Olivier Lucca.

Last updated 2020-01-14. Update your information in the RePEc Author Service.

Short-id: plu378


Jump to Journal Articles

Working Papers

2020

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

2019

  1. Real Inventory Slowdowns
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2018

  1. Interest rate conundrums in the twenty-first century
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
  2. 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 Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (4)
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2016) Downloads
  3. The Pre-FOMC Announcement Drift: More Recent Evidence
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2017

  1. 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)
  2. The Low Volatility Puzzle: Are Investors Complacent?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The Low Volatility Puzzle: Is This Time Different?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. 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. A Peek behind the Curtain of Bank Supervision
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. 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 Downloads View citations (6)
    See also Journal Article in Review of Financial Studies (2019)
  3. Parsing the content of bank supervision
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
  4. Supervising Large, Complex Financial Institutions: Defining Objectives and Measuring Effectiveness
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. The Economics of Bank Supervision
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (10)
  6. The Economics of Bank Supervision: So Much to Do, So Little Time
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (2)

2015

  1. Do Asset Purchase Programs Push Capital Abroad?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Intermediaries as Information Aggregators
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
  3. Just Released: What Do Banking Supervisors Do?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. Rethinking Mortgage Design
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. Supervising large, complex financial companies: what do supervisors do?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (5)
  6. Worker Flows in Banking Regulation
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2014

  1. Data Insight: Which Growth Rate? It’s a Weighty Subject
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. 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 Downloads
  3. The Revolving Door and Worker Flows in Banking Regulation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (30)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (29)

    See also Journal Article in Journal of Monetary Economics (2014)

2012

  1. 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 Downloads
  2. Inconsistent Regulators: Evidence From Banking
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
    See also Journal Article in The Quarterly Journal of Economics (2014)
  3. Is U.S. Monetary Policy Seasonal?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. The Puzzling Pre-FOMC Announcement “Drift”
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. Why Isn’t the Thirty-Year Fixed-Rate Mortgage at 2.6 Percent?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2011

  1. The pre-FOMC announcement drift
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (3)
    See also Journal Article in Journal of Finance (2015)
  2. What to Make of Market Measures of Inflation Expectations?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2009

  1. Domestic Political Survival and International Conflict: Is Democracy Good for Peace?
    Departmental Working Papers, Rutgers University, Department of Economics Downloads View citations (6)
    See also Journal Article in Review of Economic Studies (2011)
  2. Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (46)

2008

  1. Measuring Central Bank Communication
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

2007

  1. Resuscitating Time-to-Build
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (8)

Journal Articles

2019

  1. Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs
    Review of Financial Studies, 2019, 32, (2), 423-466 Downloads View citations (1)
    See also Working Paper (2016)
  2. Understanding Mortgage Spreads
    Review of Financial Studies, 2019, 32, (10), 3799-3850 Downloads View citations (1)
    See also Working Paper (2017)

2017

  1. Supervising large, complex financial institutions: what do supervisors do?
    Economic Policy Review, 2017, (23-1), 57-77 Downloads View citations (6)

2015

  1. The Pre-FOMC Announcement Drift
    Journal of Finance, 2015, 70, (1), 329-371 Downloads View citations (91)
    See also Working Paper (2011)

2014

  1. Inconsistent Regulators: Evidence from Banking
    The Quarterly Journal of Economics, 2014, 129, (2), 889-938 Downloads View citations (95)
    See also Working Paper (2012)
  2. The revolving door and worker flows in banking regulation
    Journal of Monetary Economics, 2014, 65, (C), 17-32 Downloads View citations (29)
    See also Working Paper (2014)

2013

  1. The rising gap between primary and secondary mortgage rates
    Economic Policy Review, 2013, (Dec), 17-39 Downloads View citations (13)

2011

  1. Domestic Political Survival and International Conflict: Is Democracy Good for Peace?
    Review of Economic Studies, 2011, 78, (2), 458-486 Downloads View citations (21)
    See also Working Paper (2009)
 
Page updated 2020-08-08