Nina Boyarchenko

Names

Affiliations

• Federal Reserve Bank of New York
  • website
  • location: New York City, New York (United States)

Research profile

author of:

• 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