IDEAS home Printed from https://ideas.repec.org/f/pbo573.html
   My authors  Follow this author

Nina Boyarchenko

Personal Details

First Name:Nina
Middle Name:
Last Name:Boyarchenko
Suffix:
RePEc Short-ID:pbo573
[This author has chosen not to make the email address public]
Terminal Degree:2011 Department of Economics; University of Chicago (from RePEc Genealogy)

Affiliation

Federal Reserve Bank of New York

New York City, New York (United States)
http://www.newyorkfed.org/



33 Liberty Street, New York, NY 10045-0001
RePEc:edi:frbnyus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020. "Forecasting Macroeconomic Risks," Staff Reports 914, Federal Reserve Bank of New York.
  2. Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel, 2020. "How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers?," Liberty Street Economics 20201019, Federal Reserve Bank of New York.
  3. Nina Boyarchenko & Or Shachar, 2020. "What’s in A(AA) Credit Rating?," Liberty Street Economics 20200108, Federal Reserve Bank of New York.
  4. Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone & J. Nellie Liang & Eric Qian, 2020. "What Do Financial Conditions Tell Us about Risks to GDP Growth?," Liberty Street Economics 20200521, Federal Reserve Bank of New York.
  5. Nina Boyarchenko & Richard K. Crump & Anna Kovner, 2020. "The Commercial Paper Funding Facility," Liberty Street Economics 20200515, Federal Reserve Bank of New York.
  6. Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar & Peter Van Tassel, 2020. "The Primary and Secondary Market Corporate Credit Facilities," Liberty Street Economics 20200526a, Federal Reserve Bank of New York.
  7. Nina Boyarchenko & Or Shachar, 2020. "The Evolving Market for U.S. Sovereign Credit Risk," Liberty Street Economics 20200106, Federal Reserve Bank of New York.
  8. Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2020. "The Overnight Drift," Staff Reports 917, Federal Reserve Bank of New York.
  9. Nina Boyarchenko & Anna Kovner & Or Shachar, 2020. "It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities," Staff Reports 935, Federal Reserve Bank of New York.
  10. Nina Boyarchenko & Anna Kovner & Or Shachar, 2020. "The Impact of the Corporate Credit Facilities," Liberty Street Economics 20201001, Federal Reserve Bank of New York.
  11. Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
  12. Nina Boyarchenko & Anna M. Costello & Or Shachar, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," Staff Reports 879, Federal Reserve Bank of New York, revised 01 Aug 2019.
  13. Nina Boyarchenko & Philippe Mueller, 2019. "Corporate Credit Provision," Staff Reports 895, Federal Reserve Bank of New York.
  14. Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel, 2018. "Bank-intermediated arbitrage," Staff Reports 858, Federal Reserve Bank of New York.
  15. Nina Boyarchenko & Anna M. Costello & Or Shachar, 2018. "Credit market choice," Staff Reports 863, Federal Reserve Bank of New York.
  16. Nina Boyarchenko & Domenico Giannone & Or Shachar, 2018. "Flighty liquidity," Staff Reports 870, Federal Reserve Bank of New York, revised 01 Mar 2019.
  17. Nina Boyarchenko & Or Shachar, 2018. "Liquidity Effects of Post-Crisis Regulatory Reform," Liberty Street Economics 20181016, Federal Reserve Bank of New York.
  18. Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen, 2017. "Credit Market Arbitrage and Regulatory Leverage," Liberty Street Economics 20170111, Federal Reserve Bank of New York.
  19. Nina Boyarchenko & Pooja Gupta & Jacqueline Yen, 2017. "Trends in Arbitrage-Based Measures of Bond Liquidity," Liberty Street Economics 20170109, Federal Reserve Bank of New York.
  20. Tobias Adrian & Nina Boyarchenko & Or Shachar, 2017. "Dealer Balance Sheets and Corporate Bond Liquidity Provision," Liberty Street Economics 20170524, Federal Reserve Bank of New York.
  21. Nina Boyarchenko & Valentin Haddad & Matthew Plosser, 2016. "The Federal Reserve and market confidence," Staff Reports 773, Federal Reserve Bank of New York, revised 01 Apr 2017.
  22. Boyarchenko, Nina & Lucca, David O & Veldkamp, Laura, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers 11518, C.E.P.R. Discussion Papers.
  23. Nina Boyarchenko & Marianne Andries, 2016. "Ambiguous Trade-offs: An Application to Climate Change," 2016 Meeting Papers 1501, Society for Economic Dynamics.
  24. Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen, 2016. "Trends in credit market arbitrage," Staff Reports 784, Federal Reserve Bank of New York, revised 04 Jul 2016.
  25. David K. Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term structures of asset prices and returns," Staff Reports 774, Federal Reserve Bank of New York.
  26. Tobias Adrian & Nina Boyarchenko & Or Shachar, 2016. "Dealer balance sheets and bond liquidity provision," Staff Reports 803, Federal Reserve Bank of New York, revised 01 Feb 2017.
  27. Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016. "Vulnerable growth," Staff Reports 794, Federal Reserve Bank of New York, revised 01 Nov 2017.
  28. Nina Boyarchenko & Sooji Kim & Matthew Plosser, 2015. "The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs," Liberty Street Economics 20151221, Federal Reserve Bank of New York.
  29. Or Shachar & Jennifer La'O & Anna Costello & Nina Boyarchenko, 2015. "Credit Risk and Interdealer Networks," 2015 Meeting Papers 1048, Society for Economic Dynamics.
  30. Laura Veldkamp & David Lucca & Nina Boyarchenko, 2015. "Intermediaries as Information Aggregators," 2015 Meeting Papers 236, Society for Economic Dynamics.
  31. Tobias Adrian & Nina Boyarchenko & Hyun Song Shin, 2015. "On the scale of financial intermediaries," Staff Reports 743, Federal Reserve Bank of New York, revised 01 Dec 2016.
  32. Nina Boyarchenko & Thomas M. Eisenbach & Or Shachar, 2015. "Have Dealers' Strategies in the GCF Repo® Market Changed?," Liberty Street Economics 20150720, Federal Reserve Bank of New York.
  33. Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2015. "Taking orders and taking notes: dealer information sharing in financial markets," Staff Reports 726, Federal Reserve Bank of New York, revised 01 Mar 2016.
  34. Nina Boyarchenko & Andreas Fuster & David O. Lucca, 2014. "Understanding mortgage spreads," Staff Reports 674, Federal Reserve Bank of New York, revised 01 Apr 2017.
  35. Tobias Adrian & Nina Boyarchenko, 2014. "Liquidity policies and systemic risk," Staff Reports 661, Federal Reserve Bank of New York.
  36. Nina Boyarchenko & Anna M. Costello, 2014. "Counterparty risk in material supply contracts," Staff Reports 694, Federal Reserve Bank of New York.
  37. Tobias Adrian & Nina Boyarchenko, 2013. "Intermediary balance sheets," Staff Reports 651, Federal Reserve Bank of New York.
  38. Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges, 2012. "No good deals—no bad models," Staff Reports 589, Federal Reserve Bank of New York.
  39. Tobias Adrian & Nina Boyarchenko, 2012. "Intermediary leverage cycles and financial stability," Staff Reports 567, Federal Reserve Bank of New York, revised 01 Feb 2015.
  40. Nina Boyarchenko, 2012. "Information acquisition and financial intermediation," Staff Reports 571, Federal Reserve Bank of New York, revised 01 Jun 2014.
  41. Nina Boyarchenko, 2009. "Ambiguity, Information Quality and Credit Risk," 2009 Meeting Papers 1028, Society for Economic Dynamics.

Articles

  1. Nina Boyarchenko & Anna M. Costello & Or Shachar, 2020. "The Long and Short of It: The Post-Crisis Corporate CDS Market," Economic Policy Review, Federal Reserve Bank of New York, vol. 26(3), pages 1-49, June.
  2. Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Vulnerable Growth," American Economic Review, American Economic Association, vol. 109(4), pages 1263-1289, April.
  3. Nina Boyarchenko & Andreas Fuster & David O Lucca, 2019. "Understanding Mortgage Spreads," Review of Financial Studies, Society for Financial Studies, vol. 32(10), pages 3799-3850.
  4. Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen, 2018. "Negative swap spreads," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 1-14.
  5. Backus, David & Boyarchenko, Nina & Chernov, Mikhail, 2018. "Term structures of asset prices and returns," Journal of Financial Economics, Elsevier, vol. 129(1), pages 1-23.
  6. Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen, 2018. "Trends in credit basis spreads," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 15-37.
  7. Adrian, Tobias & Boyarchenko, Nina, 2018. "Liquidity policies and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 45-60.
  8. Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2017. "Dealer balance sheets and bond liquidity provision," Journal of Monetary Economics, Elsevier, vol. 89(C), pages 92-109.
  9. Boyarchenko, Nina, 2012. "Ambiguity shifts and the 2007–2008 financial crisis," Journal of Monetary Economics, Elsevier, vol. 59(5), pages 493-507.
  10. 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., vol. 10(02), pages 273-306.
  11. Nina Boyarchenko & Sergei Levendorskiǐ, 2007. "The Eigenfunction Expansion Method In Multi‐Factor Quadratic Term Structure Models," Mathematical Finance, Wiley Blackwell, vol. 17(4), pages 503-539, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  5. Number of Abstract Views in RePEc Services over the past 12 months
  6. Number of Downloads through RePEc Services over the past 12 months
  7. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

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 45 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-BAN: Banking (14) 2012-09-30 2013-11-14 2014-03-22 2015-05-02 2015-08-01 2015-08-01 2015-08-07 2015-10-10 2015-10-25 2017-09-03 2018-07-23 2020-02-17 2020-03-02 2020-11-09. Author is listed
  2. NEP-MAC: Macroeconomics (12) 2013-11-14 2014-03-22 2015-10-10 2016-04-23 2016-10-09 2017-09-03 2019-11-25 2020-02-10 2020-03-02 2020-03-23 2020-06-29 2020-07-20. Author is listed
  3. NEP-FMK: Financial Markets (9) 2014-03-22 2015-10-25 2016-04-30 2016-10-02 2017-01-01 2019-02-25 2019-03-04 2020-01-20 2020-01-20. Author is listed
  4. NEP-RMG: Risk Management (8) 2015-08-07 2015-10-25 2017-09-03 2018-07-23 2020-01-20 2020-01-20 2020-06-22 2020-07-20. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (6) 2012-09-30 2012-11-11 2013-11-14 2014-03-22 2015-08-01 2017-09-03. Author is listed
  6. NEP-MST: Market Microstructure (6) 2016-10-02 2017-01-01 2017-10-29 2019-04-08 2020-02-24 2020-07-13. Author is listed
  7. NEP-CFN: Corporate Finance (5) 2014-03-22 2016-07-30 2017-01-01 2019-11-11 2020-01-20. Author is listed
  8. NEP-FDG: Financial Development & Growth (4) 2018-01-22 2019-11-25 2020-02-10 2020-06-22
  9. NEP-MON: Monetary Economics (3) 2016-04-23 2020-03-23 2020-06-29
  10. NEP-UPT: Utility Models & Prospect Theory (3) 2013-01-07 2013-03-02 2013-12-29
  11. NEP-CBA: Central Banking (2) 2016-04-23 2017-09-03
  12. NEP-CTA: Contract Theory & Applications (2) 2012-11-11 2015-10-25
  13. NEP-FOR: Forecasting (2) 2016-10-09 2020-07-20
  14. NEP-HPE: History & Philosophy of Economics (2) 2013-03-02 2013-12-29
  15. NEP-MKT: Marketing (2) 2016-04-16 2016-04-23
  16. NEP-ORE: Operations Research (2) 2020-03-23 2020-07-13
  17. NEP-URE: Urban & Real Estate Economics (2) 2014-06-22 2020-03-02
  18. NEP-ACC: Accounting & Auditing (1) 2020-02-24
  19. NEP-AGR: Agricultural Economics (1) 2016-12-04
  20. NEP-ECM: Econometrics (1) 2019-11-25
  21. NEP-ENV: Environmental Economics (1) 2016-12-04
  22. NEP-IFN: International Finance (1) 2015-10-10
  23. NEP-MIC: Microeconomics (1) 2013-03-02
  24. NEP-OPM: Open Economy Macroeconomics (1) 2019-11-25
  25. NEP-SEA: South East Asia (1) 2020-07-13

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Nina Boyarchenko should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.