Nina Boyarchenko
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Federal Reserve Bank of New York
Research profile
author of:
- Vulnerable Growth (RePEc:aea:aecrev:v:109:y:2019:i:4:p:1263-89)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - The Eigenfunction Expansion Method In Multi‐Factor Quadratic Term Structure Models (RePEc:bla:mathfi:v:17:y:2007:i:4:p:503-539)
by Nina Boyarchenko & Sergei Levendorskiǐ - It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities (RePEc:ces:ceswps:_8679)
by Nina Boyarchenko & Anna Kovner & Or Shachar - Term structures of asset prices and returns (RePEc:cpr:ceprdp:11227)
by Chernov, Mikhail & Backus, David & Boyarchenko, Nina - Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets (RePEc:cpr:ceprdp:11518)
by Veldkamp, Laura & Boyarchenko, Nina & Lucca, David - Vulnerable Growth (RePEc:cpr:ceprdp:11583)
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico - Dealer Balance Sheets and Bond Liquidity Provision (RePEc:cpr:ceprdp:12246)
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or - Liquidity Policies and Systemic Risk (RePEc:cpr:ceprdp:12247)
by Adrian, Tobias & Boyarchenko, Nina - The Long and Short of It: The Post-Crisis Corporate CDS Market (RePEc:cpr:ceprdp:13535)
by Boyarchenko, Nina & Costello, Anna & Shachar, Or - Forecasting Macroeconomic Risks (RePEc:cpr:ceprdp:14436)
by Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico - The Overnight Drift (RePEc:cpr:ceprdp:14462)
by Boyarchenko, Nina & Larsen, Lars & Whelan, Paul - Multimodality in Macro-Financial Dynamics (RePEc:cpr:ceprdp:15088)
by Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico - Bank-Intermediated Arbitrage (RePEc:cpr:ceprdp:15097)
by Boyarchenko, Nina & Eisenbach, Thomas & Gupta, Pooja & Shachar, Or & Van Tassel, Peter - It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities (RePEc:cpr:ceprdp:15432)
by Boyarchenko, Nina & Kovner, Anna & Shachar, Or - The Good, the Bad, and the Ugly of International Debt Market Data (RePEc:cpr:ceprdp:18746)
by Boyarchenko, Nina & Elias, Leonardo - No Good Deals - No Bad Models (RePEc:edn:sirdps:452)
by Nina, Boyarchenko & Mario, Cerrato & John, Crosby & Stewart, Hodges - Forecasting macroeconomic risks (RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191)
by Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico - Term structures of asset prices and returns (RePEc:eee:jfinec:v:129:y:2018:i:1:p:1-23)
by Backus, David & Boyarchenko, Nina & Chernov, Mikhail - It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities (RePEc:eee:jfinec:v:144:y:2022:i:3:p:695-731)
by Boyarchenko, Nina & Kovner, Anna & Shachar, Or - Liquidity policies and systemic risk (RePEc:eee:jfinin:v:35:y:2018:i:pb:p:45-60)
by Adrian, Tobias & Boyarchenko, Nina - Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey (RePEc:eee:moneco:v:125:y:2022:i:c:p:199-201)
by Boyarchenko, Nina - Ambiguity shifts and the 2007–2008 financial crisis (RePEc:eee:moneco:v:59:y:2012:i:5:p:493-507)
by Boyarchenko, Nina - Dealer balance sheets and bond liquidity provision (RePEc:eee:moneco:v:89:y:2017:i:c:p:92-109)
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or - Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms (RePEc:fip:fedgfe:2022-05)
by Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti - Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges (RePEc:fip:fedgfe:2022-06)
by Nina Boyarchenko & Giovanni Favara & Moritz Schularick - Negative swap spreads (RePEc:fip:fednep:00047)
by Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen - Trends in credit basis spreads (RePEc:fip:fednep:00048)
by Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen - The Long and Short of It: The Post-Crisis Corporate CDS Market (RePEc:fip:fednep:88216)
by Nina Boyarchenko & Anna M. Costello & Or Shachar - The Primary and Secondary Corporate Credit Facilities (RePEc:fip:fednep:94430)
by Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner - The Commercial Paper Funding Facility (RePEc:fip:fednep:94434)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard - Who Lends to Households and Firms? (RePEc:fip:fednls:101260)
by Nina Boyarchenko & Leonardo Elias - The Evolving Market for U.S. Sovereign Credit Risk (RePEc:fip:fednls:86693)
by Nina Boyarchenko & Or Shachar - What’s in A(AA) Credit Rating? (RePEc:fip:fednls:86706)
by Nina Boyarchenko & Or Shachar - Intermediary Leverage Cycles and Financial Stability (RePEc:fip:fednls:86906)
by Tobias Adrian & Nina Boyarchenko - Liquidity Policies and Systemic Risk (RePEc:fip:fednls:86941)
by Tobias Adrian & Nina Boyarchenko - No Good Deals—No Bad Models (RePEc:fip:fednls:86947)
by Nina Boyarchenko - Counterparty Risk in Material Supply Contracts (RePEc:fip:fednls:87009)
by Nina Boyarchenko - Have Dealers' Strategies in the GCF Repo® Market Changed? (RePEc:fip:fednls:87048)
by Nina Boyarchenko & Thomas M. Eisenbach & Or Shachar - The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs (RePEc:fip:fednls:87085)
by Nina Boyarchenko & Sooji Kim & Matthew Plosser - Trends in Arbitrage-Based Measures of Bond Liquidity (RePEc:fip:fednls:87168)
by Nina Boyarchenko & Pooja Gupta & Jacqueline Yen - Credit Market Arbitrage and Regulatory Leverage (RePEc:fip:fednls:87169)
by Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen - Dealer Balance Sheets and Corporate Bond Liquidity Provision (RePEc:fip:fednls:87195)
by Tobias Adrian & Nina Boyarchenko & Or Shachar - Vulnerable Growth (RePEc:fip:fednls:87250)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - Liquidity Effects of Post-Crisis Regulatory Reform (RePEc:fip:fednls:87288)
by Nina Boyarchenko & Or Shachar - Credit Market Choice (RePEc:fip:fednls:87289)
by Nina Boyarchenko & Anna M. Costello & Or Shachar - Bank-Intermediated Arbitrage (RePEc:fip:fednls:87290)
by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel - The Commercial Paper Funding Facility (RePEc:fip:fednls:87976)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner - What Do Financial Conditions Tell Us about Risks to GDP Growth? (RePEc:fip:fednls:88027)
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone & J. Nellie Liang & Eric Qian - The Primary and Secondary Market Corporate Credit Facilities (RePEc:fip:fednls:88048)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar & Peter Van Tassel - The Impact of the Corporate Credit Facilities (RePEc:fip:fednls:88817)
by Nina Boyarchenko & Anna Kovner & Or Shachar - How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? (RePEc:fip:fednls:88932)
by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel - Measuring the Forest through the Trees: The Corporate Bond Market Distress Index (RePEc:fip:fednls:89957)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar - The Overnight Drift in U.S. Equity Returns (RePEc:fip:fednls:92064)
by Nina Boyarchenko & Lars C. Larsen & Paul Whelan - How Is the Corporate Bond Market Responding to Financial Market Volatility? (RePEc:fip:fednls:94285)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar - What Is Corporate Bond Market Distress? (RePEc:fip:fednls:94405)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar - How Is the Corporate Bond Market Functioning as Interest Rates Increase? (RePEc:fip:fednls:95225)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar - What Is “Outlook-at-Risk?” (RePEc:fip:fednls:95660)
by Nina Boyarchenko & Richard K. Crump & Leonardo Elias & Ignacio Lopez Gaffney - What’s New with Corporate Leverage? (RePEc:fip:fednls:95944)
by Nina Boyarchenko & Or Shachar - Look Out for Outlook-at-Risk (RePEc:fip:fednls:96162)
by Nina Boyarchenko & Richard K. Crump & Leonardo Elias & Ignacio Lopez Gaffney - The Changing Landscape of Corporate Credit (RePEc:fip:fednls:98277)
by Nina Boyarchenko & Leonardo Elias - The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions (RePEc:fip:fednls:98695)
by Nina Boyarchenko & Leonardo Elias - Who Finances Real Sector Lenders? (RePEc:fip:fednls:99952)
by Nina Boyarchenko & Hyuntae Choi & Leonardo Elias - The Theory of Financial Stability Meets Reality (RePEc:fip:fednsr:101174)
by Nina Boyarchenko & Kinda Hachem & Anya V. Kleymenova - Intermediary leverage cycles and financial stability (RePEc:fip:fednsr:567)
by Tobias Adrian & Nina Boyarchenko - Information acquisition and financial intermediation (RePEc:fip:fednsr:571)
by Nina Boyarchenko - No good deals—no bad models (RePEc:fip:fednsr:589)
by Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges - Intermediary balance sheets (RePEc:fip:fednsr:651)
by Tobias Adrian & Nina Boyarchenko - Liquidity policies and systemic risk (RePEc:fip:fednsr:661)
by Tobias Adrian & Nina Boyarchenko - Understanding mortgage spreads (RePEc:fip:fednsr:674)
by Nina Boyarchenko & Andreas Fuster & David O. Lucca - Counterparty risk in material supply contracts (RePEc:fip:fednsr:694)
by Nina Boyarchenko & Anna M. Costello - Taking orders and taking notes: dealer information sharing in financial markets (RePEc:fip:fednsr:726)
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp - On the scale of financial intermediaries (RePEc:fip:fednsr:743)
by Tobias Adrian & Nina Boyarchenko & Hyun Song Shin - The Federal Reserve and market confidence (RePEc:fip:fednsr:773)
by Nina Boyarchenko & Valentin Haddad & Matthew Plosser - Term structures of asset prices and returns (RePEc:fip:fednsr:774)
by David K. Backus & Nina Boyarchenko & Mikhail Chernov - Trends in credit market arbitrage (RePEc:fip:fednsr:784)
by Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen - Vulnerable growth (RePEc:fip:fednsr:794)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - Dealer balance sheets and bond liquidity provision (RePEc:fip:fednsr:803)
by Tobias Adrian & Nina Boyarchenko & Or Shachar - Bank-intermediated arbitrage (RePEc:fip:fednsr:858)
by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel - Credit market choice (RePEc:fip:fednsr:863)
by Nina Boyarchenko & Anna M. Costello & Or Shachar - Flighty liquidity (RePEc:fip:fednsr:870)
by Nina Boyarchenko & Domenico Giannone & Or Shachar - Forecasting Macroeconomic Risks (RePEc:fip:fednsr:87480)
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone - The Overnight Drift (RePEc:fip:fednsr:87539)
by Nina Boyarchenko & Lars C. Larsen & Paul Whelan - The Long and Short of It: The Post-Crisis Corporate CDS Market (RePEc:fip:fednsr:879)
by Nina Boyarchenko & Anna M. Costello & Or Shachar - It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities (RePEc:fip:fednsr:88407)
by Nina Boyarchenko & Anna Kovner & Or Shachar - Bank Capital and Real GDP Growth (RePEc:fip:fednsr:89123)
by Nina Boyarchenko & Domenico Giannone & Anna Kovner - Corporate Bond Market Distress (RePEc:fip:fednsr:89473)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar - Corporate Credit Provision (RePEc:fip:fednsr:895)
by Nina Boyarchenko & Leonardo Elias & Philippe Mueller - Multimodality in Macro-Financial Dynamics (RePEc:fip:fednsr:903)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - COVID Response: The Commercial Paper Funding Facility (RePEc:fip:fednsr:93073)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard - COVID Response: The Primary and Secondary Corporate Credit Facilities (RePEc:fip:fednsr:93083)
by Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner - Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms (RePEc:fip:fednsr:93711)
by Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti - Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges (RePEc:fip:fednsr:93712)
by Nina Boyarchenko & Giovanni Favara & Moritz Schularick - 800,000 Years of Climate Risk (RePEc:fip:fednsr:94741)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao - Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data (RePEc:fip:fednsr:97049)
by Nina Boyarchenko & Leonardo Elias - The Global Credit Cycle (RePEc:fip:fednsr:98024)
by Nina Boyarchenko & Leonardo Elias - The Nonlinear Case Against Leaning Against the Wind (RePEc:fip:fednsr:98177)
by Nina Boyarchenko & Richard K. Crump & Keshav Dogra & Leonardo Elias & Ignacio Lopez Gaffney - Financing Private Credit (RePEc:fip:fednsr:98623)
by Nina Boyarchenko & Leonardo Elias - Corporate Debt Structure over the Global Credit Cycle (RePEc:fip:fednsr:99238)
by Nina Boyarchenko & Leonardo Elias - Bank Capital and Real GDP Growth (RePEc:fip:fedrwp:98840)
by Nina Boyarchenko & Domenico Giannone & Anna Kovner - Corporate Bond Market Distress (RePEc:fip:fedrwp:98841)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar - No Good Deals - No Bad Models (RePEc:gla:glaewp:2013_04)
by Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges - Term Structures of Asset Prices and Returns (RePEc:nbr:nberwo:22162)
by David Backus & Nina Boyarchenko & Mikhail Chernov - Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets (RePEc:nbr:nberwo:22461)
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp - Understanding Mortgage Spreads (RePEc:oup:rfinst:v:32:y:2019:i:10:p:3799-3850.)
by Nina Boyarchenko & Andreas Fuster & David O Lucca - The Overnight Drift (RePEc:oup:rfinst:v:36:y:2023:i:9:p:3502-3547.)
by Nina Boyarchenko & Lars C Larsen & Paul Whelan & Stefano Giglio - Ambiguity, Information Quality and Credit Risk (RePEc:red:sed009:1028)
by Nina Boyarchenko - Liquidity Policies and Systemic Risk (RePEc:red:sed014:720)
by Nina Boyarchenko & Tobias Adrian - Credit Risk and Interdealer Networks (RePEc:red:sed015:1048)
by Or Shachar & Jennifer La'O & Anna Costello & Nina Boyarchenko - Counterparty Risk in Material Supply Contracts (RePEc:red:sed015:235)
by Anna Costello & Nina Boyarchenko - Intermediaries as Information Aggregators (RePEc:red:sed015:236)
by Laura Veldkamp & David Lucca & Nina Boyarchenko - Intermediary Balance Sheets (RePEc:red:sed015:239)
by Nina Boyarchenko & Tobias Adrian - Ambiguous Trade-offs: An Application to Climate Change (RePEc:red:sed016:1501)
by Nina Boyarchenko & Marianne Andries - Vulnerable Growth (RePEc:red:sed017:1317)
by Nina Boyarchenko & Domenico Giannone & Tobias Adrian - Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets (RePEc:red:sed017:808)
by Laura Veldkamp & David Lucca & Nina Boyarchenko - Federal Reserve and Market Confidence (RePEc:red:sed018:781)
by Nina Boyarchenko & Matthew Plosser & Valentin Haddad - Credit Market Choice (RePEc:red:sed019:1271)
by Nina Boyarchenko & Anna Costello & Or Shachar - Term structures of asset prices and returns (RePEc:ste:nystbu:16-08)
by David Backus & Nina Boyarchenko & Mikhail Chernov - Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets (RePEc:ste:nystbu:16-09)
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp - Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets (RePEc:ste:nystbu:18-07)
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp - Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions (RePEc:ucp:jpolec:doi:10.1086/711954)
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp - Multimodality In Macrofinancial Dynamics (RePEc:wly:iecrev:v:62:y:2021:i:2:p:861-886)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - On Errors And Bias Of Fourier Transform Methods In Quadratic Term Structure Models (RePEc:wsi:ijtafx:v:10:y:2007:i:02:n:s0219024907004238)
by Nina Boyarchenko & Sergei Levendorskiǐ