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 2 3 18 137 12 18 66 311
Ambiguity, Information Quality and Credit Risk 0 1 1 18 1 2 2 60
Ambiguous Trade-offs: An Application to Climate Change 0 0 0 70 1 2 5 188
Bank Capital and Real GDP Growth 2 4 18 101 3 12 51 241
Bank Capital and Real GDP Growth 0 1 2 4 4 5 11 13
Bank-Intermediated Arbitrage 0 0 0 6 1 2 5 28
Bank-Intermediated Arbitrage 0 0 0 21 1 1 5 55
Bank-intermediated arbitrage 0 0 0 40 1 3 7 107
COVID Response: The Commercial Paper Funding Facility 1 1 1 13 1 1 1 21
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 1 3 6 27
Corporate Bond Market Distress 0 0 2 22 3 7 15 80
Corporate Bond Market Distress 0 0 0 7 3 4 6 14
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 3 4 10 15
Corporate Credit Provision 0 0 0 8 1 1 2 48
Corporate Debt Structure over the Global Credit Cycle 0 1 8 8 3 7 24 24
Counterparty Risk in Material Supply Contracts 0 0 0 0 0 1 2 5
Counterparty Risk in Material Supply Contracts 0 0 0 10 0 0 1 54
Counterparty risk in material supply contracts 0 1 1 8 0 1 4 54
Credit Market Arbitrage and Regulatory Leverage 0 0 0 16 1 1 2 18
Credit Market Choice 0 0 0 0 2 2 2 20
Credit Market Choice 0 0 0 1 0 1 2 18
Credit Risk and Interdealer Networks 0 0 0 75 1 1 4 111
Credit market choice 0 0 0 4 1 3 3 58
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 1 1 6 62
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 1 2 23 0 1 2 42
Dealer balance sheets and bond liquidity provision 0 1 1 56 0 3 6 127
Federal Reserve and Market Confidence 0 0 1 12 0 0 2 58
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 1 23 7 8 13 49
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 1 1 4 26 8 10 16 53
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 19 5 9 18 60
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 2 17 4 4 13 60
Financing Private Credit 0 0 0 2 1 2 5 11
Flighty liquidity 3 5 9 40 4 10 29 190
Forecasting Macroeconomic Risks 0 2 4 66 1 5 16 199
Forecasting Macroeconomic Risks 0 0 3 31 0 2 9 61
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 1 1 1 40
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 1 2 2 59
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 1 2 4 28
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 2 2 3 56
Information acquisition and financial intermediation 0 0 0 18 0 2 3 69
Intermediaries as Information Aggregators 0 0 1 35 0 1 3 160
Intermediary Balance Sheets 0 0 0 63 2 2 10 171
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 2 4 7 50
Intermediary balance sheets 0 1 2 120 0 2 4 244
Intermediary leverage cycles and financial stability 1 1 2 328 5 8 24 898
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 1 1 4 22
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 2 2 2 35
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 1 3 1 2 3 17
Liquidity Policies and Systemic Risk 0 0 0 5 3 5 6 33
Liquidity Policies and Systemic Risk 0 0 0 0 2 2 3 164
Liquidity Policies and Systemic Risk 0 0 0 100 2 2 5 98
Liquidity policies and systemic risk 0 0 0 174 1 2 2 307
Look Out for Outlook-at-Risk 0 0 5 20 1 2 19 50
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 0 0 10 86
Multimodality in Macro-Financial Dynamics 0 0 0 116 2 3 8 245
Multimodality in Macro-Financial Dynamics 0 0 1 12 4 4 8 56
No Good Deals - No Bad Models 0 0 0 10 2 3 3 78
No Good Deals - No Bad Models 0 0 0 35 0 2 7 133
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 5 7 10 412
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 11 4 6 7 34
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 1 3 1 1 3 25
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 10 2 2 2 35
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 2 28 0 0 6 102
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 5 1 1 2 30
Taking orders and taking notes: dealer information sharing in financial markets 0 0 0 20 1 6 9 131
Term Structures of Asset Prices and Returns 0 0 0 23 0 2 4 71
Term structures of asset prices and returns 0 0 0 34 0 2 5 93
Term structures of asset prices and returns 0 0 0 0 0 0 5 24
Term structures of asset prices and returns 0 0 0 29 4 4 5 54
The Changing Landscape of Corporate Credit 0 0 0 3 0 1 2 11
The Commercial Paper Funding Facility 0 0 0 39 4 4 8 114
The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions 0 0 5 16 1 4 30 40
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 0 2 4 27
The Evolving Market for U.S. Sovereign Credit Risk 0 0 2 30 0 0 5 57
The Federal Reserve and market confidence 0 0 0 64 0 0 3 90
The Global Credit Cycle 0 1 1 29 3 6 26 45
The Good, the Bad, and the Ugly of International Debt Market Data 0 0 0 0 2 3 4 5
The Impact of the Corporate Credit Facilities 0 0 0 15 0 1 3 57
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 1 1 2 46
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 1 1 5 34
The Nonlinear Case Against Leaning Against the Wind 0 0 1 24 0 2 5 18
The Overnight Drift 0 0 0 17 4 6 14 72
The Overnight Drift 0 0 0 13 7 9 21 109
The Overnight Drift in U.S. Equity Returns 0 0 2 84 11 15 28 352
The Primary and Secondary Market Corporate Credit Facilities 0 0 3 30 0 3 8 115
The Theory of Financial Stability Meets Reality 0 5 5 5 1 6 6 6
The Theory of Financial Stability Meets Reality 0 1 3 3 2 4 8 8
The Theory of Financial Stability Meets Reality 0 0 5 5 2 2 10 10
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 0 9 9 9 1 11 11 11
Trends in Arbitrage-Based Measures of Bond Liquidity 0 0 0 2 0 0 1 16
Trends in credit market arbitrage 0 0 0 20 0 1 2 59
Understanding mortgage spreads 0 1 2 44 1 3 16 244
Vulnerable Growth 0 0 7 52 2 4 18 237
Vulnerable Growth 0 0 5 60 3 5 12 135
Vulnerable Growth 2 2 6 106 6 9 17 520
Vulnerable growth 0 0 4 243 1 2 18 973
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 1 3 89 0 4 12 232
What Is Corporate Bond Market Distress? 0 0 0 14 1 1 5 37
What Is “Outlook-at-Risk?” 0 0 1 26 1 4 19 64
What’s New with Corporate Leverage? 1 1 1 17 1 2 2 18
What’s in A(AA) Credit Rating? 0 0 1 61 2 2 3 93
Who Finances Real Sector Lenders? 1 1 14 14 1 3 7 7
Who Lends to Households and Firms? 0 0 3 3 0 1 3 3
Total Working Papers 14 46 179 3,674 187 346 910 10,623

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Hitchhiker's Guide to Federal Reserve Participation in Fixed Income Markets 0 1 5 5 2 4 14 14
Ambiguity shifts and the 2007–2008 financial crisis 0 0 0 51 0 1 4 235
Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey 0 0 1 15 4 6 7 38
Corporate bond market distress 0 0 6 6 7 16 32 32
Dealer balance sheets and bond liquidity provision 0 0 5 60 10 14 28 278
Forecasting macroeconomic risks 1 7 33 90 4 21 80 274
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 3 7 10 61
Liquidity policies and systemic risk 0 0 2 38 3 4 10 155
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 2 5 12 36 3 10 31 129
Negative swap spreads 0 0 1 26 2 2 15 139
ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS 0 0 0 0 1 1 2 9
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS 0 0 0 18 1 2 3 66
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 0 0 6 22 1 1 15 94
Term structures of asset prices and returns 0 0 0 47 1 3 4 152
The Commercial Paper Funding Facility 0 0 1 6 2 5 10 27
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 2 3 6 42
The Overnight Drift 0 0 1 1 4 7 16 16
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 1 3 14
Trends in credit basis spreads 0 0 0 7 1 4 7 50
Understanding Mortgage Spreads 0 1 2 18 1 2 7 85
Vulnerable Growth 5 8 52 392 16 40 181 1,307
Total Journal Articles 8 22 128 866 68 154 485 3,217

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Statistics updated 2025-12-06