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Nicholas Fritsch

Personal Details

First Name:Nicholas
Middle Name:
Last Name:Fritsch
Suffix:
RePEc Short-ID:pfr490
[This author has chosen not to make the email address public]

Affiliation

Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
https://www.clevelandfed.org/
RePEc:edi:frbclus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nicholas Fritsch & Edward Simpson Prescott, 2026. "Macroeconomic Parameter Instability in Auto Loan Loss Models," Working Papers 26-18, Federal Reserve Bank of Cleveland.
  2. Nicholas Fritsch, 2025. "Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach," Working Papers 25-09, Federal Reserve Bank of Cleveland.
  3. Nicholas Fritsch & Jan-Peter Siedlarek, 2022. "How Do Banks Respond to Capital Regulation? — The Impact of the Basel III Reforms in the United States," Working Papers 22-11, Federal Reserve Bank of Cleveland.
  4. John Bagley & Nicholas Fritsch & Shawn Nee, 2021. "Municipal Markets and the Municipal Liquidity Facility," Working Papers 21-07, Federal Reserve Bank of Cleveland.

Articles

  1. Nicholas Fritsch & Rawley Heimer, 2020. "Intergenerational Homeownership and Mortgage Distress," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2020(12), pages 1-7, June.
  2. Nicholas Fritsch & Jan-Peter Siedlarek, 2019. "Asset Commonality in US Banks and Financial Stability," Economic Commentary, Federal Reserve Bank of Cleveland, issue January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Nicholas Fritsch & Jan-Peter Siedlarek, 2022. "How Do Banks Respond to Capital Regulation? — The Impact of the Basel III Reforms in the United States," Working Papers 22-11, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Chronopoulos, Dimitris K. & Wilson, John O.S. & Yilmaz, Muhammed H., 2023. "Regulatory oversight and bank risk," Journal of Financial Stability, Elsevier, vol. 64(C).
    2. Luciana Orozco & Silvina Rubio, 2025. "Regulatory Capital Management to Exceed Thresholds," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(6), pages 1421-1464, September.
    3. Jude, Cristina & Levieuge, Grégory, 2025. "Doubling down: The synergy of CCyB release and monetary policy easing," Journal of International Money and Finance, Elsevier, vol. 155(C).
    4. Pavel Jankulár & Zdeněk Tůma, 2026. "Changes to Bank Capital Ratios and Their Drivers Prior and During COVID‐19 Pandemic: Evidence From the European Union," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 763-788, January.
    5. Penikas, Henry, 2025. "Limited efficiency of G-SIB capital regulation in curbing brown lending," International Review of Financial Analysis, Elsevier, vol. 105(C).

  2. John Bagley & Nicholas Fritsch & Shawn Nee, 2021. "Municipal Markets and the Municipal Liquidity Facility," Working Papers 21-07, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Ivanov, Ivan T. & Zimmermann, Tom & Heinrich, Nathan W., 2022. "Limits of disclosure regulation in the municipal bond market," CFR Working Papers 22-05, University of Cologne, Centre for Financial Research (CFR).
    2. Ayaydın Hacıömeroğlu, Hande & Danışoğlu, Seza & Güner, Z. Nuray & Şahin, Baki Cem, 2026. "Here's the Greenium eclipsed by market-wide illiquidity in the municipal bond market," International Review of Financial Analysis, Elsevier, vol. 109(C).

Articles

  1. Nicholas Fritsch & Rawley Heimer, 2020. "Intergenerational Homeownership and Mortgage Distress," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2020(12), pages 1-7, June.

    Cited by:

    1. Bertrand Garbinti & Frédérique Savignac, 2021. "Intergenerational Homeownership in France over the 20th Century," Working papers 808, Banque de France.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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-RMG: Risk Management (2) 2022-05-09 2025-04-21. Author is listed
  2. NEP-BAN: Banking (1) 2022-05-09. Author is listed
  3. NEP-CBA: Central Banking (1) 2022-05-09. Author is listed
  4. NEP-FMK: Financial Markets (1) 2021-03-29. Author is listed
  5. NEP-FOR: Forecasting (1) 2025-04-21. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2021-03-29. Author is listed
  7. NEP-MON: Monetary Economics (1) 2022-05-09. Author is listed

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