Nina Boyarchenko - FEDERAL RESERVE BANK of NEW YORK

Nina Boyarchenko

Nina Boyarchenko

Financial Research Advisor
Capital Markets
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

nina.boyarchenko@ny.frb.org

   
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

Nina Boyarchenko's CVPDF

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