Nina Boyarchenko |
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Financial Research Advisor |
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The Primary and Secondary Corporate Credit Facilities
With Caren Cox, Richard K. Crump, Andrew Danzig, Anna Kovner, Or Shachar, and Patrick Steiner Federal Reserve Bank of New York Economic Policy Review, Volume 28 Number 1, June 2022 The Commercial Paper Funding Facility With Richard K. Crump, Anna Kovner, and Deborah Leonard Federal Reserve Bank of New York Economic Policy Review, Volume 28 Number 1, June 2022 It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities With A. Kovner and O. Shachar Journal of Financial Economics, Volume 144, Issue 3, June 2022, Pages 695-731 Comment on Central bank policy and the concentration of risk: Empirical estimates With Nuno Coimbra, Daisoon Kim and Hélène Rey Journal of Monetary Economics, Forthcoming Multimodality in Macro-Financial Dynamics With T. Adrian and D. Giannone International Economic Review, 62:2 (2021), pp. 861-886 Forecasting Macroeconomic Risks With P. Adams, T. Adrian and D. Giannone International Journal of Forecasting, 37:3 (2021), pp. 1173-1191 Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets With David Lucca and Laura Veldkamp Journal of Political Economy, 129:2 (2021), pp. 607-645 The Long and Short of It: The Post-Crisis Corporate CDS Market With Anna M. Costello and Or Shachar Federal Reserve Bank of New York Economic Policy Review, Volume 26 Number 3, June 2020 Negative Swap Spreads With Pooja Gupta, Nick Steele, and Jacqueline Yen Federal Reserve Bank of New York Economic Policy Review, Volume 24 Number 2, October 2018 Trends in Credit Basis Spreads With Pooja Gupta, Nick Steele, and Jacqueline Yen Federal Reserve Bank of New York Economic Policy Review, Volume 24 Number 2, October 2018 Term structures of asset prices and returns With Mikhail Chernov and David Backus Journal of Financial Economics, 129:1 (2018), pp. 1-23 Understanding Mortgage Spreads With Andreas Fuster and David Lucca Review of Financial Studies, 32:10 (2019), pp. 3799-3850 Vulnerable Growth With Tobias Adrian and Domenico Giannone American Economic Review, 109:4 (2019), pp. 1-27 Liquidity Policies and Systemic Risk With Tobias Adrian Journal of Financial Intermediation, 35:B (2018), pp. 45-60 Dealer balance sheets and bond liquidity provision With Tobias Adrian and Or Shachar Journal of Monetary Economics, Volume 89, August 2017, Pages 92-109 Ambiguity Shifts and the 2007-2008 Financial Crisis Journal of Monetary Economics, Carnegie-NYU-Rochester Conference Series on Public Policy, Vol 59 Number 5, July 2012, pp. 493-507 The 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. |