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 2 18 135 3 7 66 296
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 0 1 2 3 0 2 7 8
Bank Capital and Real GDP Growth 2 7 21 99 4 12 56 233
Bank-Intermediated Arbitrage 0 0 0 6 0 0 3 26
Bank-Intermediated Arbitrage 0 0 0 21 0 3 6 54
Bank-intermediated arbitrage 0 0 0 40 1 2 6 105
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 1 1 10 0 2 3 24
Corporate Bond Market Distress 0 2 3 22 0 3 10 73
Corporate Bond Market Distress 0 0 7 7 1 2 11 11
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 0 2 6 11
Corporate Credit Provision 0 0 0 8 0 0 2 47
Corporate Debt Structure over the Global Credit Cycle 1 1 8 8 3 3 20 20
Counterparty Risk in Material Supply Contracts 0 0 0 10 0 1 2 54
Counterparty Risk in Material Supply Contracts 0 0 0 0 1 2 2 5
Counterparty risk in material supply contracts 0 0 0 7 0 1 3 53
Credit Market Arbitrage and Regulatory Leverage 0 0 0 16 0 0 1 17
Credit Market Choice 0 0 0 1 1 1 2 18
Credit Market Choice 0 0 0 0 0 0 1 18
Credit Risk and Interdealer Networks 0 0 0 75 0 0 3 110
Credit market choice 0 0 0 4 0 0 1 55
Dealer Balance Sheets and Bond Liquidity Provision 0 1 1 6 0 2 6 61
Dealer Balance Sheets and Corporate Bond Liquidity Provision 1 1 2 23 1 1 3 42
Dealer balance sheets and bond liquidity provision 1 1 1 56 2 2 5 126
Federal Reserve and Market Confidence 0 0 1 12 0 1 3 58
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 2 23 0 0 9 41
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 2 3 25 0 2 6 43
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 1 2 17 0 2 11 56
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 19 1 2 12 52
Financing Private Credit 0 0 0 2 0 1 4 9
Flighty liquidity 0 0 4 35 0 4 22 180
Forecasting Macroeconomic Risks 1 1 4 65 2 2 14 196
Forecasting Macroeconomic Risks 0 0 3 31 1 2 10 60
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 1 12 0 0 2 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 2 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 1 2 2 68
Intermediaries as Information Aggregators 0 0 1 35 0 1 3 159
Intermediary Balance Sheets 0 0 0 63 0 1 8 169
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 1 2 4 47
Intermediary balance sheets 1 2 2 120 1 2 3 243
Intermediary leverage cycles and financial stability 0 0 1 327 0 2 25 890
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 0 1 31
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 0 3 3 21
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 0 0 0 33
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 1 3 1 1 2 16
Liquidity Policies and Systemic Risk 0 0 0 100 0 0 3 96
Liquidity Policies and Systemic Risk 0 0 0 5 0 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 0 2 6 20 0 3 20 48
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 0 1 13 86
Multimodality in Macro-Financial Dynamics 0 0 1 12 0 0 4 52
Multimodality in Macro-Financial Dynamics 0 0 0 116 0 1 6 242
No Good Deals - No Bad Models 0 0 0 10 0 0 0 75
No Good Deals - No Bad Models 0 0 0 35 0 0 5 131
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 0 3 405
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 Financial Markets 0 0 1 3 0 0 3 24
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 5 0 1 2 29
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 3 28 0 1 7 102
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 0 20 3 5 8 128
Term Structures of Asset Prices and Returns 0 0 0 23 1 1 3 70
Term structures of asset prices and returns 0 0 0 0 0 1 6 24
Term structures of asset prices and returns 0 0 0 34 1 3 4 92
Term structures of asset prices and returns 0 0 0 29 0 1 2 50
The Changing Landscape of Corporate Credit 0 0 0 3 1 2 4 11
The Commercial Paper Funding Facility 0 0 1 39 0 1 5 110
The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions 0 0 11 16 0 2 30 36
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 1 1 3 26
The Evolving Market for U.S. Sovereign Credit Risk 0 1 3 30 0 2 6 57
The Federal Reserve and market confidence 0 0 0 64 0 1 3 90
The Global Credit Cycle 1 1 1 29 2 6 23 41
The Good, the Bad, and the Ugly of International Debt Market Data 0 0 0 0 0 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 0 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 1 5 16
The Overnight Drift 0 0 0 13 0 3 15 100
The Overnight Drift 0 0 0 17 0 0 11 66
The Overnight Drift in U.S. Equity Returns 0 0 2 84 2 2 16 339
The Primary and Secondary Market Corporate Credit Facilities 0 0 3 30 3 3 8 115
The Theory of Financial Stability Meets Reality 5 5 5 5 4 4 4 4
The Theory of Financial Stability Meets Reality 1 3 3 3 2 6 6 6
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 3 3 3 3 7 7 7 7
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 1 1 4 59
Understanding mortgage spreads 1 1 2 44 2 4 16 243
Vulnerable Growth 0 1 7 60 1 4 10 131
Vulnerable Growth 0 0 4 104 1 4 9 512
Vulnerable Growth 0 4 10 52 0 6 20 233
Vulnerable growth 0 1 5 243 0 4 18 971
What Do Financial Conditions Tell Us about Risks to GDP Growth? 1 1 3 89 2 3 10 230
What Is Corporate Bond Market Distress? 0 0 0 14 0 2 4 36
What Is “Outlook-at-Risk?” 0 1 2 26 1 5 19 61
What’s New with Corporate Leverage? 0 0 0 16 0 0 0 16
What’s in A(AA) Credit Rating? 0 0 1 61 0 0 1 91
Who Finances Real Sector Lenders? 0 0 13 13 1 2 5 5
Who Lends to Households and Firms? 0 3 3 3 0 2 2 2
Total Working Papers 20 50 187 3,643 61 176 747 10,330

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 0 51 0 1 4 234
Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey 0 0 1 15 1 1 3 33
Dealer balance sheets and bond liquidity provision 0 0 6 60 1 4 20 265
Forecasting macroeconomic risks 2 7 30 85 8 21 75 261
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 1 1 5 55
Liquidity policies and systemic risk 0 0 2 38 1 2 9 152
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 3 6 10 34 3 10 28 122
Negative swap spreads 0 0 1 26 0 0 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 1 64
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 0 0 6 22 0 3 16 93
Term structures of asset prices and returns 0 0 0 47 0 1 1 149
The Commercial Paper Funding Facility 0 0 2 6 1 1 8 23
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 1 1 4 40
The Overnight Drift 0 0 1 1 1 6 10 10
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 1 1 4 14
Trends in credit basis spreads 0 0 0 7 0 1 3 46
Understanding Mortgage Spreads 0 0 2 17 0 2 6 83
Vulnerable Growth 2 14 53 386 11 41 179 1,278
Total Journal Articles 7 27 115 841 30 97 393 3,067

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Statistics updated 2025-10-06