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Fernando Duarte

Personal Details

First Name:Fernando
Middle Name:
Last Name:Duarte
Suffix:
RePEc Short-ID:pdu355
[This author has chosen not to make the email address public]
https://fernandoduarte.github.io
Terminal Degree:2011 Economics Department; Massachusetts Institute of Technology (MIT) (from RePEc Genealogy)

Affiliation

Economics Department
Brown University

Providence, Rhode Island (United States)
http://www.econ.brown.edu/
RePEc:edi:edbrous (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Adrian, Tobias & Duarte, Fernando & Iyer, Tara, 2023. "The Market Price of Risk and Macro-Financial Dynamics," CEPR Discussion Papers 17777, C.E.P.R. Discussion Papers.
  2. Kristian S. Blickle & Matteo Crosignani & Fernando M. Duarte & Thomas M. Eisenbach & Fulvia Fringuellotti & Anna Kovner, 2020. "How Has COVID-19 Affected Banking System Vulnerability?," Liberty Street Economics 20201116, Federal Reserve Bank of New York.
  3. Fernando M. Duarte, 2020. "What’s Up with Stocks?," Liberty Street Economics 20201221, Federal Reserve Bank of New York.
  4. Fernando M. Duarte & Benjamin K. Johannsen & Leonardo Melosi & Taisuke Nakata, 2020. "Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies," Finance and Economics Discussion Series 2020-067, Board of Governors of the Federal Reserve System (U.S.).
  5. Adrian, Tobias & Duarte, Fernando & Liang, Nellie & Zabczyk, Pawel, 2020. "Monetary and Macroprudential Policy with Endogenous Risk," CEPR Discussion Papers 14435, C.E.P.R. Discussion Papers.
  6. Kristian S. Blickle & Fernando M. Duarte & Thomas M. Eisenbach & Anna Kovner, 2019. "Banking System Vulnerability: Annual Update," Liberty Street Economics 20191218, Federal Reserve Bank of New York.
  7. Fernando M. Duarte & Collin Jones & Francisco Ruela, 2019. "How Large are Default Spillovers in the U.S. Financial System?," Liberty Street Economics 20190626, Federal Reserve Bank of New York.
  8. Fernando M. Duarte & Collin Jones & Francisco Ruela, 2019. "Assessing Contagion Risk in a Financial Network," Liberty Street Economics 20190624, Federal Reserve Bank of New York.
  9. Dong Beom Choi & Fernando M. Duarte & Thomas M. Eisenbach & James Vickery, 2018. "Ten Years after the Crisis, Is the Banking System Safer?," Liberty Street Economics 20181114, Federal Reserve Bank of New York.
  10. Adrian, Tobias & Duarte, Fernando & Grinberg, Federico & Mancini-Griffoli, Tommaso, 2018. "Monetary Policy and Financial Conditions: A Cross-Country Study," CEPR Discussion Papers 12681, C.E.P.R. Discussion Papers.
  11. Adrian, Tobias & Duarte, Fernando, 2018. "Financial Vulnerability and Monetary Policy," CEPR Discussion Papers 12680, C.E.P.R. Discussion Papers.
  12. Fernando M. Duarte & Collin Jones, 2017. "Empirical network contagion for U.S. financial institutions," Staff Reports 826, Federal Reserve Bank of New York.
  13. Fernando M. Duarte, 2016. "How to escape a liquidity trap with interest rate rules," Staff Reports 776, Federal Reserve Bank of New York.
  14. Nicola Cetorelli & Fernando M. Duarte & Thomas M. Eisenbach & Emily Eisner, 2016. "Quantifying Potential Spillovers from Runs on High-Yield Funds," Liberty Street Economics 20160219b, Federal Reserve Bank of New York.
  15. Nicola Cetorelli & Fernando M. Duarte & Thomas M. Eisenbach, 2016. "Are Asset Managers Vulnerable to Fire Sales?," Liberty Street Economics 20160218, Federal Reserve Bank of New York.
  16. Fernando M. Duarte & Anna Zabai, 2015. "An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap," Staff Reports 745, Federal Reserve Bank of New York.
  17. Fernando M. Duarte & Carlo Rosa, 2015. "The equity risk premium: a review of models," Staff Reports 714, Federal Reserve Bank of New York.
  18. Fernando M. Duarte & Juan Navarro-Staicos & Carlo Rosa, 2014. "What Can We Learn from Prior Periods of Low Volatility?," Liberty Street Economics 20141006, Federal Reserve Bank of New York.
  19. Fernando M. Duarte & Thomas M. Eisenbach, 2014. "On Fire-Sale Externalities, TARP Was Close to Optimal," Liberty Street Economics 20140415, Federal Reserve Bank of New York.
  20. Fernando M. Duarte & Carlo Rosa, 2013. "Are Stocks Cheap? A Review of the Evidence," Liberty Street Economics 20130508, Federal Reserve Bank of New York.
  21. Martijn Boons & Frans de Roon & Fernando M. Duarte & Marta Szymanowska, 2013. "Time-Varying Inflation Risk and Stock Returns," Staff Reports 621, Federal Reserve Bank of New York.
  22. Fernando M. Duarte & Carlo Rosa, 2013. "A Way With Words: The Economics of the Fed’s Press Conference," Liberty Street Economics 20131125, Federal Reserve Bank of New York.
  23. Fernando M. Duarte & Thomas M. Eisenbach, 2013. "Fire-sale spillovers and systemic risk," Staff Reports 645, Federal Reserve Bank of New York.

Articles

  1. Fernando Duarte & Thomas M. Eisenbach, 2021. "Fire‐Sale Spillovers and Systemic Risk," Journal of Finance, American Finance Association, vol. 76(3), pages 1251-1294, June.
  2. Tobias Adrian & Fernando Duarte & Nellie Liang & Pawel Zabczyk, 2020. "NKV: A New Keynesian Model with Vulnerability," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 470-476, May.
  3. Boons, Martijn & Duarte, Fernando & de Roon, Frans & Szymanowska, Marta, 2020. "Time-varying inflation risk and stock returns," Journal of Financial Economics, Elsevier, vol. 136(2), pages 444-470.
  4. Duarte, Fernando, 2019. "Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 87-92.
  5. Fernando M. Duarte & Carlo Rosa, 2015. "The equity risk premium: a review of models," Economic Policy Review, Federal Reserve Bank of New York, issue 2, pages 39-57.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (12) 2013-06-30 2015-10-17 2016-05-28 2017-01-01 2017-08-06 2018-02-26 2018-02-26 2019-06-10 2020-03-30 2020-07-20 2020-09-28 2021-02-15. Author is listed
  2. NEP-CBA: Central Banking (10) 2013-11-09 2014-12-19 2015-10-17 2016-05-28 2017-01-01 2017-08-06 2018-02-26 2018-02-26 2019-06-10 2021-02-15. Author is listed
  3. NEP-MON: Monetary Economics (10) 2015-10-17 2016-05-28 2017-01-01 2017-08-06 2018-02-26 2018-02-26 2019-06-10 2020-07-20 2020-09-28 2021-02-15. Author is listed
  4. NEP-BAN: Banking (6) 2013-11-09 2018-02-26 2018-02-26 2019-06-10 2020-01-06 2020-12-07. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (4) 2016-05-28 2017-08-06 2020-07-20 2021-02-15
  6. NEP-FMK: Financial Markets (4) 2013-06-30 2015-03-05 2020-12-07 2021-01-04
  7. NEP-RMG: Risk Management (2) 2013-11-09 2014-12-19
  8. NEP-CFN: Corporate Finance (1) 2013-11-09
  9. NEP-FDG: Financial Development and Growth (1) 2017-01-01
  10. NEP-MFD: Microfinance (1) 2015-03-05
  11. NEP-NET: Network Economics (1) 2020-03-23
  12. NEP-ORE: Operations Research (1) 2020-12-07

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