Fernando Duarte

Fernando Duarte

Economist
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

fernando.duarte@ny.frb.org

Working Papers

The Equity Risk Premium: A Consensus of Models PDF
With Carlo Rosa
January 2014

Fire-Sale Spillovers and Systemic Risk
With Thomas M. Eisenbach
Federal Reserve Bank of New York Staff Reports, Number 645, October 2013

Inflation Risk and the Cross Section of Stock Returns
Federal Reserve Bank of New York Staff Reports, Number 621, May 2013

Aggregate Investment and Stock ReturnsPDF
With Leonid Kogan and Dmitry Livdan
May 2013

Institutional Investors' Intrinsic Trading Frequency and the Cross-Section of Stock ReturnsPDF
With Sahar Parsa
May 2013

Cross-sectional inflation risk in menu cost models with heterogeneous firmsPDF
With Jonas Mishara-Blomberger
December 2012

Fernando Duarte's CVPDFThe views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.