Access Statistics for Nina Boyarchenko

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
800,000 Years of Climate Risk 1 5 24 134 2 14 81 291
Ambiguity, Information Quality and Credit Risk 0 0 0 17 0 0 0 58
Ambiguous Trade-offs: An Application to Climate Change 0 0 0 70 0 0 4 186
Bank Capital and Real GDP Growth 1 1 3 3 1 3 7 7
Bank Capital and Real GDP Growth 4 7 22 96 7 17 60 228
Bank-Intermediated Arbitrage 0 0 1 6 0 1 4 26
Bank-Intermediated Arbitrage 0 0 0 21 0 0 3 51
Bank-intermediated arbitrage 0 0 0 40 1 1 7 104
COVID Response: The Commercial Paper Funding Facility 0 0 0 12 0 0 0 20
COVID Response: The Primary and Secondary Corporate Credit Facilities 1 1 1 10 1 1 3 23
Corporate Bond Market Distress 0 0 7 7 0 0 9 9
Corporate Bond Market Distress 1 1 3 21 2 4 11 72
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 0 0 4 9
Corporate Credit Provision 0 0 0 8 0 0 4 47
Corporate Debt Structure over the Global Credit Cycle 0 2 7 7 0 6 17 17
Counterparty Risk in Material Supply Contracts 0 0 0 0 0 0 0 3
Counterparty Risk in Material Supply Contracts 0 0 0 10 1 1 2 54
Counterparty risk in material supply contracts 0 0 0 7 1 1 3 53
Credit Market Arbitrage and Regulatory Leverage 0 0 0 16 0 1 1 17
Credit Market Choice 0 0 0 0 0 0 2 18
Credit Market Choice 0 0 0 1 0 1 1 17
Credit Risk and Interdealer Networks 0 0 0 75 0 1 3 110
Credit market choice 0 0 0 4 0 0 1 55
Dealer Balance Sheets and Bond Liquidity Provision 1 1 2 6 1 1 7 60
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 22 0 0 2 41
Dealer balance sheets and bond liquidity provision 0 0 0 55 0 0 4 124
Federal Reserve and Market Confidence 0 0 1 12 0 0 3 57
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 1 1 4 24 1 2 8 42
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 2 23 0 1 9 41
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 1 16 0 1 9 54
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 2 19 0 1 12 50
Financing Private Credit 0 0 2 2 1 1 9 9
Flighty liquidity 0 1 5 35 1 5 23 177
Forecasting Macroeconomic Risks 0 3 3 31 0 3 9 58
Forecasting Macroeconomic Risks 0 1 4 64 0 4 14 194
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 1 12 0 0 3 39
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 0 0 57
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 0 0 4 26
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 0 1 54
Information acquisition and financial intermediation 0 0 0 18 0 0 0 66
Intermediaries as Information Aggregators 0 0 2 35 0 0 4 158
Intermediary Balance Sheets 0 0 0 63 0 1 7 168
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 0 0 3 45
Intermediary balance sheets 1 1 1 119 1 1 2 242
Intermediary leverage cycles and financial stability 0 0 2 327 1 4 27 889
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 1 1 31
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 1 1 1 19
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 1 6 0 0 1 33
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 1 3 0 0 1 15
Liquidity Policies and Systemic Risk 0 0 0 100 0 0 3 96
Liquidity Policies and Systemic Risk 0 0 0 5 1 1 2 28
Liquidity Policies and Systemic Risk 0 0 0 0 0 0 1 162
Liquidity policies and systemic risk 0 0 0 174 0 0 0 305
Look Out for Outlook-at-Risk 1 3 5 19 1 4 20 46
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 1 1 13 0 4 14 85
Multimodality in Macro-Financial Dynamics 0 1 1 12 0 1 4 52
Multimodality in Macro-Financial Dynamics 0 0 2 116 0 2 8 241
No Good Deals - No Bad Models 0 0 0 10 0 0 1 75
No Good Deals - No Bad Models 0 0 1 35 0 0 6 131
No Good Deals—No Bad Models 0 0 0 0 0 0 0 7
No good deals—no bad models 0 0 0 11 0 0 1 68
On the scale of financial intermediaries 0 0 0 226 0 1 3 405
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 2 3 0 1 4 24
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 11 0 0 1 28
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 5 0 0 2 28
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 3 28 0 1 6 101
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 10 0 0 1 33
Taking orders and taking notes: dealer information sharing in financial markets 0 0 1 20 1 1 5 124
Term Structures of Asset Prices and Returns 0 0 0 23 0 0 2 69
Term structures of asset prices and returns 0 0 0 34 2 2 3 91
Term structures of asset prices and returns 0 0 0 29 0 0 1 49
Term structures of asset prices and returns 0 0 0 0 0 0 6 23
The Changing Landscape of Corporate Credit 0 0 0 3 0 0 3 9
The Commercial Paper Funding Facility 0 0 1 39 1 2 5 110
The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions 0 1 16 16 1 7 35 35
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 0 1 2 25
The Evolving Market for U.S. Sovereign Credit Risk 1 1 3 30 1 1 6 56
The Federal Reserve and market confidence 0 0 0 64 0 2 2 89
The Global Credit Cycle 0 0 1 28 2 5 21 37
The Good, the Bad, and the Ugly of International Debt Market Data 0 0 0 0 1 1 2 2
The Impact of the Corporate Credit Facilities 0 0 1 15 0 0 4 56
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 0 1 4 33
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 0 0 1 45
The Nonlinear Case Against Leaning Against the Wind 0 0 2 24 0 0 4 15
The Overnight Drift 0 0 0 13 3 7 15 100
The Overnight Drift 0 0 0 17 0 0 12 66
The Overnight Drift in U.S. Equity Returns 0 1 2 84 0 5 17 337
The Primary and Secondary Market Corporate Credit Facilities 0 2 3 30 0 2 5 112
The Theory of Financial Stability Meets Reality 1 1 1 1 4 4 4 4
Trends in Arbitrage-Based Measures of Bond Liquidity 0 0 0 2 0 0 1 16
Trends in credit market arbitrage 0 0 1 20 0 0 3 58
Understanding mortgage spreads 0 0 1 43 2 8 16 241
Vulnerable Growth 0 2 4 104 1 4 7 509
Vulnerable Growth 1 2 9 60 2 3 11 129
Vulnerable Growth 2 3 10 50 3 4 20 230
Vulnerable growth 0 1 5 242 0 4 19 967
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 1 2 88 0 4 8 227
What Is Corporate Bond Market Distress? 0 0 0 14 1 2 3 35
What Is “Outlook-at-Risk?” 0 0 3 25 0 4 17 56
What’s New with Corporate Leverage? 0 0 1 16 0 0 2 16
What’s in A(AA) Credit Rating? 0 1 1 61 0 1 1 91
Who Finances Real Sector Lenders? 0 13 13 13 1 4 4 4
Who Lends to Households and Firms? 3 3 3 3 1 1 1 1
Total Working Papers 20 62 202 3,613 52 174 740 10,206

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ambiguity shifts and the 2007–2008 financial crisis 0 0 1 51 1 2 6 234
Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey 0 0 1 15 0 0 2 32
Dealer balance sheets and bond liquidity provision 0 0 7 60 2 3 20 263
Forecasting macroeconomic risks 2 10 30 80 8 25 76 248
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 1 18 0 0 6 54
Liquidity policies and systemic risk 0 2 2 38 0 3 7 150
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 2 4 9 30 5 12 32 117
Negative swap spreads 0 0 1 26 0 3 16 137
ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS 0 0 0 0 0 0 1 8
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS 0 0 0 18 0 0 2 64
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 0 3 6 22 2 7 16 92
Term structures of asset prices and returns 0 0 0 47 1 1 2 149
The Commercial Paper Funding Facility 0 0 2 6 0 1 8 22
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 0 1 3 39
The Overnight Drift 0 0 1 1 1 4 5 5
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 0 3 13
Trends in credit basis spreads 0 0 0 7 0 1 2 45
Understanding Mortgage Spreads 0 0 3 17 2 3 10 83
Vulnerable Growth 9 22 54 381 19 59 181 1,256
Total Journal Articles 13 41 119 827 41 125 398 3,011

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Statistics updated 2025-08-05