David Olivier Lucca

Names

Identifer

Contact

Affiliations

• Federal Reserve Bank of New York / Research and Statistics Group
  • EDIRC entry
  • location:

Research profile

author of:

• The Pre-FOMC Announcement Drift
  Journal of Finance, American Finance Association (2015)
  by David O. Lucca & Emanuel Moench
  (ReDIF-article, bla:jfinan:v:70:y:2015:i:1:p:329-371)
• Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
  by Veldkamp, Laura & Boyarchenko, Nina & Lucca, David
  (ReDIF-paper, cpr:ceprdp:11518)
• The revolving door and worker flows in banking regulation
  Journal of Monetary Economics, Elsevier (2014)
  by Lucca, David & Seru, Amit & Trebbi, Francesco
  (ReDIF-article, eee:moneco:v:65:y:2014:i:c:p:17-32)
• The rising gap between primary and secondary mortgage rates
  Economic Policy Review, Federal Reserve Bank of New York (2013)
  by Andreas Fuster & Laurie Goodman & David O. Lucca & Laurel Madar & Linsey Molloy & Paul S. Willen
  (ReDIF-article, fip:fednep:00002)
• Supervising large, complex financial institutions: what do supervisors do?
  Economic Policy Review, Federal Reserve Bank of New York (2017)
  by Thomas M. Eisenbach & Andrew F. Haughwout & Beverly Hirtle & Anna Kovner & David O. Lucca & Matthew Plosser
  (ReDIF-article, fip:fednep:00041)
• What to Make of Market Measures of Inflation Expectations?
  Liberty Street Economics, Federal Reserve Bank of New York (2011)
  by David O. Lucca & Ernst Schaumburg
  (ReDIF-paper, fip:fednls:86760)
• The Puzzling Pre-FOMC Announcement “Drift”
  Liberty Street Economics, Federal Reserve Bank of New York (2012)
  by David O. Lucca & Emanuel Moench
  (ReDIF-paper, fip:fednls:86814)
• Is U.S. Monetary Policy Seasonal?
  Liberty Street Economics, Federal Reserve Bank of New York (2012)
  by Richard K. Crump & David O. Lucca
  (ReDIF-paper, fip:fednls:86831)
• In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO
  Liberty Street Economics, Federal Reserve Bank of New York (2012)
  by Thomas M. Eisenbach & David O. Lucca & Karen Shen
  (ReDIF-paper, fip:fednls:86834)
• Why Isn’t the Thirty-Year Fixed-Rate Mortgage at 2.6 Percent?
  Liberty Street Economics, Federal Reserve Bank of New York (2012)
  by Andreas Fuster & David O. Lucca
  (ReDIF-paper, fip:fednls:86848)
• Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers
  Liberty Street Economics, Federal Reserve Bank of New York (2014)
  by David O. Lucca & Or Shachar
  (ReDIF-paper, fip:fednls:86937)
• Data Insight: Which Growth Rate? It’s a Weighty Subject
  Liberty Street Economics, Federal Reserve Bank of New York (2014)
  by Richard K. Crump & Stefano Eusepi & David O. Lucca & Emanuel Moench
  (ReDIF-paper, fip:fednls:87004)
• Worker Flows in Banking Regulation
  Liberty Street Economics, Federal Reserve Bank of New York (2015)
  by David O. Lucca & Amit Seru & Francesco Trebbi
  (ReDIF-paper, fip:fednls:87005)
• Just Released: What Do Banking Supervisors Do?
  Liberty Street Economics, Federal Reserve Bank of New York (2015)
  by Beverly Hirtle & David O. Lucca
  (ReDIF-paper, fip:fednls:87034)
• Do Asset Purchase Programs Push Capital Abroad?
  Liberty Street Economics, Federal Reserve Bank of New York (2015)
  by Thomas Klitgaard & David O. Lucca
  (ReDIF-paper, fip:fednls:87053)
• Rethinking Mortgage Design
  Liberty Street Economics, Federal Reserve Bank of New York (2015)
  by John Campbell & Andreas Fuster & David O. Lucca & Stijn Van Nieuwerburgh & James Vickery
  (ReDIF-paper, fip:fednls:87058)
• Supervising Large, Complex Financial Institutions: Defining Objectives and Measuring Effectiveness
  Liberty Street Economics, Federal Reserve Bank of New York (2016)
  by Beverly Hirtle & David O. Lucca
  (ReDIF-paper, fip:fednls:87117)
• The Economics of Bank Supervision: So Much to Do, So Little Time
  Liberty Street Economics, Federal Reserve Bank of New York (2016)
  by Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend
  (ReDIF-paper, fip:fednls:87118)
• A Peek behind the Curtain of Bank Supervision
  Liberty Street Economics, Federal Reserve Bank of New York (2016)
  by Paul Goldsmith-Pinkham & Beverly Hirtle & David O. Lucca
  (ReDIF-paper, fip:fednls:87120)
• The Low Volatility Puzzle: Are Investors Complacent?
  Liberty Street Economics, Federal Reserve Bank of New York (2017)
  by David O. Lucca & Daniel Roberts & Peter Van Tassel
  (ReDIF-paper, fip:fednls:87223)
• The Low Volatility Puzzle: Is This Time Different?
  Liberty Street Economics, Federal Reserve Bank of New York (2017)
  by David O. Lucca & Daniel Roberts & Peter Van Tassel
  (ReDIF-paper, fip:fednls:87225)
• The Pre-FOMC Announcement Drift: More Recent Evidence
  Liberty Street Economics, Federal Reserve Bank of New York (2018)
  by David O. Lucca & Emanuel Moench
  (ReDIF-paper, fip:fednls:87294)
• The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies
  Liberty Street Economics, Federal Reserve Bank of New York (2019)
  by Samuel Hanson & David O. Lucca & Jonathan H. Wright
  (ReDIF-paper, fip:fednls:87317)
• Real Inventory Slowdowns
  Liberty Street Economics, Federal Reserve Bank of New York (2019)
  by Richard K. Crump & David O. Lucca & Casey McQuillan
  (ReDIF-paper, fip:fednls:87365)
• Reading the Tea Leaves of the U.S. Business Cycle—Part One
  Liberty Street Economics, Federal Reserve Bank of New York (2020)
  by Richard K. Crump & Domenico Giannone & David O. Lucca
  (ReDIF-paper, fip:fednls:87452)
• Reading the Tea Leaves of the U.S. Business Cycle—Part Two
  Liberty Street Economics, Federal Reserve Bank of New York (2020)
  by Richard K. Crump & Domenico Giannone & David O. Lucca
  (ReDIF-paper, fip:fednls:87454)
• Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19
  Liberty Street Economics, Federal Reserve Bank of New York (2021)
  by David O. Lucca & Jonathan H. Wright
  (ReDIF-paper, fip:fednls:90401)
• The Housing Boom and the Decline in Mortgage Rates
  Liberty Street Economics, Federal Reserve Bank of New York (2021)
  by Haoyang Liu & David O. Lucca & Dean Parker & Gabriela Rays-Wahba
  (ReDIF-paper, fip:fednls:93027)
• The pre-FOMC announcement drift
  Staff Reports, Federal Reserve Bank of New York (2011)
  by David O. Lucca & Emanuel Moench
  (ReDIF-paper, fip:fednsr:512)
• Understanding mortgage spreads
  Staff Reports, Federal Reserve Bank of New York (2014)
  by Nina Boyarchenko & Andreas Fuster & David O. Lucca
  (ReDIF-paper, fip:fednsr:674)
• The revolving door and worker flows in banking regulation
  Staff Reports, Federal Reserve Bank of New York (2014)
  by David O. Lucca & Amit Seru & Francesco Trebbi
  (ReDIF-paper, fip:fednsr:678)
• Taking orders and taking notes: dealer information sharing in financial markets
  Staff Reports, Federal Reserve Bank of New York (2015)
  by Nina Boyarchenko & David O. Lucca & Laura Veldkamp
  (ReDIF-paper, fip:fednsr:726)
• Supervising large, complex financial companies: what do supervisors do?
  Staff Reports, Federal Reserve Bank of New York (2015)
  by Thomas M. Eisenbach & Andrew F. Haughwout & Beverly Hirtle & Anna Kovner & David O. Lucca & Matthew Plosser
  (ReDIF-paper, fip:fednsr:729)
• Credit supply and the rise in college tuition: evidence from the expansion in federal student aid programs
  Staff Reports, Federal Reserve Bank of New York (2015)
  by David O. Lucca & Taylor D. Nadauld & Karen Shen
  (ReDIF-paper, fip:fednsr:733)
• Resource Allocation in Bank Supervision: Trade-offs and Outcomes
  Staff Reports, Federal Reserve Bank of New York (2016)
  by Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend
  (ReDIF-paper, fip:fednsr:769)
• Parsing the content of bank supervision
  Staff Reports, Federal Reserve Bank of New York (2016)
  by Paul Goldsmith-Pinkham & Beverly Hirtle & David O. Lucca
  (ReDIF-paper, fip:fednsr:770)
• Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates
  Staff Reports, Federal Reserve Bank of New York (2017)
  by Samuel Hanson & David O. Lucca & Jonathan H. Wright
  (ReDIF-paper, fip:fednsr:810)
• Mortgage-Backed Securities
  Staff Reports, Federal Reserve Bank of New York (2022)
  by Andreas Fuster & David O. Lucca & James Vickery
  (ReDIF-paper, fip:fednsr:93695)
• The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under
  Staff Reports, Federal Reserve Bank of New York (2022)
  by David O. Lucca & Jonathan H. Wright
  (ReDIF-paper, fip:fednsr:94081)
• Mortgage-Backed Securities
  Working Papers, Federal Reserve Bank of Philadelphia (2025)
  by Andreas Fuster & David O. Lucca & James Vickery
  (ReDIF-paper, fip:fedpwp:99708)
• Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by David O. Lucca & Francesco Trebbi
  (ReDIF-paper, nbr:nberwo:15367)
• Inconsistent Regulators: Evidence From Banking
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Sumit Agarwal & David Lucca & Amit Seru & Francesco Trebbi
  (ReDIF-paper, nbr:nberwo:17736)
• The Revolving Door and Worker Flows in Banking Regulation
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by David Lucca & Amit Seru & Francesco Trebbi
  (ReDIF-paper, nbr:nberwo:20241)
• The Economics of Bank Supervision
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend
  (ReDIF-paper, nbr:nberwo:22201)
• Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Nina Boyarchenko & David O. Lucca & Laura Veldkamp
  (ReDIF-paper, nbr:nberwo:22461)
• The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by David Lucca & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:29971)
• Inconsistent Regulators: Evidence from Banking
  The Quarterly Journal of Economics, President and Fellows of Harvard College (2014)
  by Sumit Agarwal & David Lucca & Amit Seru & Francesco Trebbi
  (ReDIF-article, oup:qjecon:v:129:y:2014:i:2:p:889-938)
• Domestic Political Survival and International Conflict: Is Democracy Good for Peace?
  The Review of Economic Studies, Review of Economic Studies Ltd (2011)
  by Sandeep Baliga & David O. Lucca & Tomas Sjöström
  (ReDIF-article, oup:restud:v:78:y:2011:i:2:p:458-486)
• Understanding Mortgage Spreads
  The Review of Financial Studies, Society for Financial Studies (2019)
  by Nina Boyarchenko & Andreas Fuster & David O Lucca
  (ReDIF-article, oup:rfinst:v:32:y:2019:i:10:p:3799-3850.)
• Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs
  The Review of Financial Studies, Society for Financial Studies (2019)
  by David O Lucca & Taylor Nadauld & Karen Shen
  (ReDIF-article, oup:rfinst:v:32:y:2019:i:2:p:423-466.)
• Resuscitating Time-to-Build
  2007 Meeting Papers, Society for Economic Dynamics (2007)
  by David O Lucca
  (ReDIF-paper, red:sed007:909)
• Measuring Central Bank Communication:
  2008 Meeting Papers, Society for Economic Dynamics (2008)
  by David Lucca & Francesco Trebbi
  (ReDIF-paper, red:sed008:571)
• Intermediaries as Information Aggregators
  2015 Meeting Papers, Society for Economic Dynamics (2015)
  by Laura Veldkamp & David Lucca & Nina Boyarchenko
  (ReDIF-paper, red:sed015:236)
• Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
  2017 Meeting Papers, Society for Economic Dynamics (2017)
  by Laura Veldkamp & David Lucca & Nina Boyarchenko
  (ReDIF-paper, red:sed017:808)
• Domestic Political Survival and International Conflict: Is Democracy Good for Peace?
  Departmental Working Papers, Rutgers University, Department of Economics (2009)
  by Sandeep Baliga & David Lucca & Tomas Sjostrom
  (ReDIF-paper, rut:rutres:200907)
• Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets
  Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2016)
  by Nina Boyarchenko & David O. Lucca & Laura Veldkamp
  (ReDIF-paper, ste:nystbu:16-09)
• Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets
  Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2018)
  by Nina Boyarchenko & David O. Lucca & Laura Veldkamp
  (ReDIF-paper, ste:nystbu:18-07)