Nina Boyarchenko
Names
first: | Nina |
last: | Boyarchenko |
Affiliations
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Federal Reserve Bank of New York
- website
- location: New York City, New York (United States)
Research profile
author of:
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THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS
by Nina Boyarchenko & Sergei Levendorskiǐ -
Ambiguity, Information Quality and Credit Risk
by Nina Boyarchenko -
Intermediary leverage cycles and financial stability
by Tobias Adrian & Nina Boyarchenko -
Ambiguity shifts and the 2007–2008 financial crisis
by Boyarchenko, Nina -
Information acquisition and financial intermediation
by Nina Boyarchenko -
No good deals—no bad models
by Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges -
No Good Deals - No Bad Models
by Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges -
Liquidity policies and systemic risk
by Tobias Adrian & Nina Boyarchenko -
Intermediary balance sheets
by Tobias Adrian & Nina Boyarchenko -
No Good Deals - No Bad Models
by Nina, Boyarchenko & Mario, Cerrato & John, Crosby & Stewart, Hodges -
Understanding mortgage spreads
by Nina Boyarchenko & Andreas Fuster & David O. Lucca -
Counterparty risk in material supply contracts
by Nina Boyarchenko & Anna M. Costello -
Taking orders and taking notes: dealer information sharing in financial markets
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp -
Counterparty Risk in Material Supply Contracts
by Anna Costello & Nina Boyarchenko -
Liquidity Policies and Systemic Risk
by Nina Boyarchenko & Tobias Adrian -
Intermediary Balance Sheets
by Nina Boyarchenko & Tobias Adrian -
Intermediaries as Information Aggregators
by Laura Veldkamp & David Lucca & Nina Boyarchenko -
On the scale of financial intermediaries
by Tobias Adrian & Nina Boyarchenko & Hyun Song Shin -
The Federal Reserve and market confidence
by Nina Boyarchenko & Valentin Haddad & Matthew Plosser -
Term structures of asset prices and returns
by David K. Backus & Nina Boyarchenko & Mikhail Chernov -
Trends in credit market arbitrage
by Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen -
Credit Risk and Interdealer Networks
by Or Shachar & Jennifer La'O. & Anna Costello & Nina Boyarchenko -
Term Structures of Asset Prices and Returns
by David Backus & Nina Boyarchenko & Mikhail Chernov -
Term structures of asset prices and returns
by Backus, David & Boyarchenko, Nina & Chernov, Mikhail -
Vulnerable growth
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone -
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
by Boyarchenko, Nina & Lucca, David O. & Veldkamp, Laura -
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp -
Vulnerable Growth
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico -
Ambiguous Trade-offs: An Application to Climate Change
by Nina Boyarchenko & Marianne Andries -
Dealer balance sheets and bond liquidity provision
by Tobias Adrian & Nina Boyarchenko & Or Shachar -
ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS
by NINA BOYARCHENKO & SERGEI LEVENDORSKIǏ -
Liquidity Policies and Systemic Risk
by Adrian, Tobias & Boyarchenko, Nina -
Dealer Balance Sheets and Bond Liquidity Provision
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or -
Bank-intermediated arbitrage
by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel -
Vulnerable Growth
by Nina Boyarchenko & Domenico Giannone & Tobias Adrian -
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
by Laura Veldkamp & David Lucca & Nina Boyarchenko -
Dealer balance sheets and bond liquidity provision
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or -
Term structures of asset prices and returns
by Backus, David & Boyarchenko, Nina & Chernov, Mikhail -
Credit market choice
by Nina Boyarchenko & Anna M. Costello & Or Shachar -
Federal Reserve and Market Confidence
by Nina Boyarchenko & Matthew Plosser & Valentin Haddad -
Negative swap spreads
by Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen -
Trends in credit basis spreads
by Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen -
Flighty liquidity
by Nina Boyarchenko & Domenico Giannone & Or Shachar -
The Long and Short of It: The Post-Crisis Corporate CDS Market
by Nina Boyarchenko & Anna M. Costello & Or Shachar -
Liquidity policies and systemic risk
by Adrian, Tobias & Boyarchenko, Nina -
Corporate Credit Provision
by Nina Boyarchenko & Philippe Mueller -
Multimodality in Macro-Financial Dynamics
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone -
Liquidity Policies and Systemic Risk
by Tobias Adrian & Nina Boyarchenko -
The Long and Short of It: The Post-Crisis Corporate CDS Market
by Boyarchenko, Nina & Costello, Anna & Shachar, Or -
No Good Deals—No Bad Models
by Nina Boyarchenko -
Vulnerable Growth
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone -
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp -
Understanding Mortgage Spreads
by Nina Boyarchenko & Andreas Fuster & David O. Lucca -
Bank-Intermediated Arbitrage
by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel -
Vulnerable Growth
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone -
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp -
Trends in Arbitrage-Based Measures of Bond Liquidity
by Nina Boyarchenko & Pooja Gupta & Jacqueline Yen -
Term structures of asset prices and returns
by David Backus & Nina Boyarchenko & Mikhail Chernov -
Liquidity Effects of Post-Crisis Regulatory Reform
by Nina Boyarchenko & Or Shachar -
Forecasting Macroeconomic Risks
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone -
Dealer Balance Sheets and Corporate Bond Liquidity Provision
by Tobias Adrian & Nina Boyarchenko & Or Shachar -
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs
by Nina Boyarchenko & Sooji Kim & Matthew Plosser -
What’s in A(AA) Credit Rating?
by Nina Boyarchenko & Or Shachar -
Credit Market Choice
by Nina Boyarchenko & Anna Costello & Or Shachar -
Intermediary Leverage Cycles and Financial Stability
by Tobias Adrian & Nina Boyarchenko -
Have Dealers' Strategies in the GCF Repo® Market Changed?
by Nina Boyarchenko & Thomas M. Eisenbach & Or Shachar -
The Evolving Market for U.S. Sovereign Credit Risk
by Nina Boyarchenko & Or Shachar -
Credit Market Arbitrage and Regulatory Leverage
by Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen -
Credit Market Choice
by Nina Boyarchenko & Anna M. Costello & Or Shachar -
Counterparty Risk in Material Supply Contracts
by Nina Boyarchenko -
The Overnight Drift
by Nina Boyarchenko & Lars C. Larsen & Paul Whelan -
The Commercial Paper Funding Facility
by Nina Boyarchenko & Richard K. Crump & Anna Kovner -
What Do Financial Conditions Tell Us about Risks to GDP Growth?
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone & J. Nellie Liang & Eric Qian -
The Primary and Secondary Market Corporate Credit Facilities
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar & Peter Van Tassel -
The Long and Short of It: The Post-Crisis Corporate CDS Market
by Nina Boyarchenko & Anna M. Costello & Or Shachar -
Forecasting Macroeconomic Risks
by Adams, Patrick & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico -
The Overnight Drift
by Boyarchenko, Nina & Larsen, Lars C. & Whelan, Paul -
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities
by Nina Boyarchenko & Anna Kovner & Or Shachar -
Multimodality in Macro-Financial Dynamics
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico -
Bank-Intermediated Arbitrage
by Boyarchenko, Nina & Eisenbach, Thomas & Gupta, Pooja & Shachar, Or & Van Tassel, Peter -
The Impact of the Corporate Credit Facilities
by Nina Boyarchenko & Anna Kovner & Or Shachar -
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers?
by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel -
Bank Capital and Real GDP Growth
by Nina Boyarchenko & Domenico Giannone & Anna Kovner -
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities
by Nina Boyarchenko & Anna Kovner & Or Shachar -
It's what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities
by Boyarchenko, Nina & Kovner, Anna & Shachar, Or -
Measuring Corporate Bond Market Dislocations
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar -
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar -
The Overnight Drift in U.S. Equity Returns
by Nina Boyarchenko & Lars C. Larsen & Paul Whelan -
Forecasting macroeconomic risks
by Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico -
MULTIMODALITY IN MACROFINANCIAL DYNAMICS
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone -
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp -
COVID Response: The Commercial Paper Funding Facility
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard -
COVID Response: The Primary and Secondary Corporate Credit Facilities
by Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner -
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms
by Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti -
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges
by Nina Boyarchenko & Giovanni Favara & Moritz Schularick -
Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey
by Boyarchenko, Nina -
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges
by Nina Boyarchenko & Giovanni Favara & Moritz Schularick -
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms
by Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti -
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities
by Boyarchenko, Nina & Kovner, Anna & Shachar, Or -
How Is the Corporate Bond Market Responding to Financial Market Volatility?
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar -
What Is Corporate Bond Market Distress?
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar -
The Primary and Secondary Corporate Credit Facilities
by Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner -
The Commercial Paper Funding Facility
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard -
800,000 Years of Climate Risk
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao -
How Is the Corporate Bond Market Functioning as Interest Rates Increase?
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar