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 40 128 3 19 103 271
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 1 3 4 186
Bank Capital and Real GDP Growth 1 3 22 87 5 11 62 206
Bank Capital and Real GDP Growth 0 0 2 2 0 1 4 4
Bank-Intermediated Arbitrage 0 0 1 21 0 0 6 51
Bank-Intermediated Arbitrage 0 0 1 6 1 2 4 25
Bank-intermediated arbitrage 0 0 1 40 0 2 6 102
COVID Response: The Commercial Paper Funding Facility 0 0 0 12 0 0 0 20
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 0 9 0 1 3 22
Corporate Bond Market Distress 0 0 2 20 0 2 9 67
Corporate Bond Market Distress 0 0 7 7 0 0 8 8
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 0 4 5 9
Corporate Credit Provision 0 0 0 8 0 1 6 47
Corporate Debt Structure over the Global Credit Cycle 0 4 4 4 0 6 10 10
Counterparty Risk in Material Supply Contracts 0 0 0 0 0 0 0 3
Counterparty Risk in Material Supply Contracts 0 0 0 10 0 0 1 53
Counterparty risk in material supply contracts 0 0 0 7 0 2 2 52
Credit Market Arbitrage and Regulatory Leverage 0 0 0 16 0 0 0 16
Credit Market Choice 0 0 0 1 0 0 0 16
Credit Market Choice 0 0 0 0 0 0 2 18
Credit Risk and Interdealer Networks 0 0 2 75 0 0 5 109
Credit market choice 0 0 0 4 0 0 2 55
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 5 0 1 7 58
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 1 55 0 3 6 124
Federal Reserve and Market Confidence 0 1 1 12 0 1 5 57
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 1 5 23 1 2 10 39
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 1 1 2 23 4 4 8 40
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 4 19 2 3 16 47
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 1 1 16 2 4 11 51
Financing Private Credit 0 0 2 2 0 1 8 8
Flighty liquidity 0 1 5 32 1 6 26 169
Forecasting Macroeconomic Risks 1 1 4 63 1 5 10 188
Forecasting Macroeconomic Risks 0 0 0 28 0 1 5 53
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 1 12 0 0 4 39
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 2 44 0 0 2 57
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 0 1 4 26
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 1 1 54
Information acquisition and financial intermediation 0 0 0 18 0 0 0 66
Intermediaries as Information Aggregators 0 1 2 35 0 1 6 158
Intermediary Balance Sheets 0 0 0 63 1 5 6 167
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 0 2 3 45
Intermediary balance sheets 0 0 0 118 0 1 1 241
Intermediary leverage cycles and financial stability 0 1 3 327 3 9 25 883
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 0 0 30
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 0 0 2 18
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 1 6 0 0 2 33
Liquidity Effects of Post-Crisis Regulatory Reform 0 1 1 3 0 1 1 15
Liquidity Policies and Systemic Risk 0 0 0 100 1 2 2 95
Liquidity Policies and Systemic Risk 0 0 0 5 0 0 1 27
Liquidity Policies and Systemic Risk 0 0 0 0 0 1 1 162
Liquidity policies and systemic risk 0 0 0 174 0 0 0 305
Look Out for Outlook-at-Risk 0 1 3 16 1 8 20 40
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 12 0 4 11 80
Multimodality in Macro-Financial Dynamics 0 0 0 11 0 3 5 51
Multimodality in Macro-Financial Dynamics 0 0 2 116 1 2 10 239
No Good Deals - No Bad Models 0 0 1 35 0 0 1 126
No Good Deals - No Bad Models 0 0 0 10 0 0 1 75
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 1 1 68
On the scale of financial intermediaries 0 0 1 226 0 1 2 403
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 11 0 1 1 28
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 1 2 3 0 1 6 23
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 3 28 0 0 4 99
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 5 0 0 3 28
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 0 0 7 123
Term Structures of Asset Prices and Returns 0 0 0 23 1 2 2 69
Term structures of asset prices and returns 0 0 1 29 0 0 2 49
Term structures of asset prices and returns 0 0 0 0 0 4 6 23
Term structures of asset prices and returns 0 0 0 34 0 1 1 89
The Changing Landscape of Corporate Credit 0 0 3 3 0 0 9 9
The Commercial Paper Funding Facility 0 0 1 39 0 1 3 108
The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions 0 3 14 14 3 14 26 26
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 0 0 0 23
The Evolving Market for U.S. Sovereign Credit Risk 0 0 2 29 0 1 5 55
The Federal Reserve and market confidence 0 0 1 64 0 0 2 87
The Global Credit Cycle 0 0 28 28 1 10 31 31
The Good, the Bad, and the Ugly of International Debt Market Data 0 0 0 0 0 0 1 1
The Impact of the Corporate Credit Facilities 0 0 1 15 1 2 4 56
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 0 3 3 32
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 0 1 1 45
The Nonlinear Case Against Leaning Against the Wind 0 1 24 24 0 2 15 15
The Overnight Drift 0 0 2 17 0 4 15 66
The Overnight Drift 0 0 0 13 1 2 9 92
The Overnight Drift in U.S. Equity Returns 0 0 1 83 1 3 16 330
The Primary and Secondary Market Corporate Credit Facilities 0 0 0 27 1 1 4 108
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 4 58
Understanding mortgage spreads 1 1 1 43 3 4 9 232
Vulnerable Growth 1 3 10 58 1 3 14 126
Vulnerable Growth 1 1 8 47 1 3 23 226
Vulnerable Growth 0 1 3 101 0 1 15 504
Vulnerable growth 2 2 8 241 3 6 31 963
What Do Financial Conditions Tell Us about Risks to GDP Growth? 1 1 1 87 1 2 6 223
What Is Corporate Bond Market Distress? 0 0 0 14 0 1 2 33
What Is “Outlook-at-Risk?” 0 0 4 25 1 4 18 49
What’s New with Corporate Leverage? 0 0 1 16 0 0 2 16
What’s in A(AA) Credit Rating? 0 0 0 60 0 0 0 90
Total Working Papers 10 36 247 3,542 47 205 770 9,977

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 0 0 4 232
Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey 0 1 1 15 0 1 4 32
Dealer balance sheets and bond liquidity provision 0 2 9 60 0 6 29 260
Forecasting macroeconomic risks 6 10 21 67 8 21 66 216
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 1 18 2 3 9 54
Liquidity policies and systemic risk 0 0 2 36 0 2 8 147
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 1 9 26 2 4 32 104
Negative swap spreads 0 0 1 26 0 2 15 132
ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS 0 0 0 0 0 1 1 8
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS 0 0 0 18 1 1 2 64
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 1 1 1 17 2 2 7 81
Term structures of asset prices and returns 0 0 0 47 0 0 1 148
The Commercial Paper Funding Facility 0 1 2 6 1 3 7 21
The Long and Short of It: The Post-Crisis Corporate CDS Market 1 1 1 10 1 2 5 38
The Overnight Drift 0 1 1 1 0 1 1 1
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 1 4 13
Trends in credit basis spreads 0 0 0 7 0 1 2 44
Understanding Mortgage Spreads 0 1 4 17 0 1 10 80
Vulnerable Growth 5 15 52 359 18 50 171 1,188
Total Journal Articles 13 34 106 781 35 102 378 2,863

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Statistics updated 2025-04-04