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Nina Boyarchenko

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This is information that was supplied by Nina Boyarchenko in registering through RePEc. If you are Nina Boyarchenko , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Nina
Middle Name:
Last Name: Boyarchenko
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RePEc Short-ID: pbo573

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Affiliation

Federal Reserve Bank of New York
Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/
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Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:frbnyus (more details at EDIRC)

Works

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Working papers

  1. Adrian, Tobias & Boyarchenko, Nina, 2014. "Liquidity policies and systemic risk," Staff Reports, Federal Reserve Bank of New York 661, Federal Reserve Bank of New York.
  2. Boyarchenko, Nina & Fuster, Andreas & Lucca, David O., 2014. "Understanding mortgage spreads," Staff Reports, Federal Reserve Bank of New York 674, Federal Reserve Bank of New York.
  3. Adrian, Tobias & Boyarchenko, Nina, 2013. "Intermediary balance sheets," Staff Reports, Federal Reserve Bank of New York 651, Federal Reserve Bank of New York.
  4. Tobias Adrian & Nina Boyarchenko, 2012. "Intermediary leverage cycles and financial stability," Staff Reports, Federal Reserve Bank of New York 567, Federal Reserve Bank of New York.
  5. Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges, 2012. "No good deals—no bad models," Staff Reports, Federal Reserve Bank of New York 589, Federal Reserve Bank of New York.
  6. Nina Boyarchenko, 2012. "Information acquisition and financial intermediation," Staff Reports, Federal Reserve Bank of New York 571, Federal Reserve Bank of New York.
  7. Nina Boyarchenko, 2009. "Ambiguity, Information Quality and Credit Risk," 2009 Meeting Papers, Society for Economic Dynamics 1028, Society for Economic Dynamics.

Articles

  1. Boyarchenko, Nina, 2012. "Ambiguity shifts and the 2007–2008 financial crisis," Journal of Monetary Economics, Elsevier, Elsevier, vol. 59(5), pages 493-507.
  2. Nina Boyarchenko & Sergei Levendorski&icaron;, 2007. "The Eigenfunction Expansion Method In Multi-Factor Quadratic Term Structure Models," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 17(4), pages 503-539.
  3. Nina Boyarchenko & Sergei Levendorskiǐ, 2007. "On Errors And Bias Of Fourier Transform Methods In Quadratic Term Structure Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 273-306.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2012-09-30 2013-11-14 2014-03-22. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2014-03-22
  3. NEP-CTA: Contract Theory & Applications (1) 2012-11-11
  4. NEP-DGE: Dynamic General Equilibrium (4) 2012-09-30 2012-11-11 2013-11-14 2014-03-22. Author is listed
  5. NEP-FMK: Financial Markets (1) 2014-03-22
  6. NEP-HPE: History & Philosophy of Economics (2) 2013-03-02 2013-12-29. Author is listed
  7. NEP-MAC: Macroeconomics (2) 2013-11-14 2014-03-22. Author is listed
  8. NEP-MIC: Microeconomics (1) 2013-03-02
  9. NEP-UPT: Utility Models & Prospect Theory (3) 2013-01-07 2013-03-02 2013-12-29. Author is listed
  10. NEP-URE: Urban & Real Estate Economics (1) 2014-06-22

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