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 33 129 6 15 95 277
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 3 4 186
Bank Capital and Real GDP Growth 2 4 23 89 5 13 61 211
Bank Capital and Real GDP Growth 0 0 2 2 0 1 4 4
Bank-Intermediated Arbitrage 0 0 1 6 0 1 4 25
Bank-Intermediated Arbitrage 0 0 0 21 0 0 5 51
Bank-intermediated arbitrage 0 0 1 40 1 1 7 103
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 7 7 1 1 9 9
Corporate Bond Market Distress 0 0 2 20 1 1 10 68
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 0 0 5 9
Corporate Credit Provision 0 0 0 8 0 1 5 47
Corporate Debt Structure over the Global Credit Cycle 1 1 5 5 1 2 11 11
Counterparty Risk in Material Supply Contracts 0 0 0 10 0 0 1 53
Counterparty Risk in Material Supply Contracts 0 0 0 0 0 0 0 3
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 0 0 0 2 18
Credit Market Choice 0 0 0 1 0 0 0 16
Credit Risk and Interdealer Networks 0 0 1 75 0 0 4 109
Credit market choice 0 0 0 4 0 0 1 55
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 5 1 2 8 59
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 2 5 124
Federal Reserve and Market Confidence 0 1 1 12 0 1 5 57
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 4 23 1 2 10 40
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 1 2 23 0 4 8 40
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 4 19 2 5 18 49
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 1 1 16 2 5 13 53
Financing Private Credit 0 0 2 2 0 0 8 8
Flighty liquidity 2 3 6 34 3 8 24 172
Forecasting Macroeconomic Risks 0 1 4 63 2 4 12 190
Forecasting Macroeconomic Risks 0 0 0 28 2 3 6 55
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 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 0 2 35 0 0 6 158
Intermediary Balance Sheets 0 0 0 63 0 4 6 167
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 0 1 3 45
Intermediary balance sheets 0 0 0 118 0 1 1 241
Intermediary leverage cycles and financial stability 0 1 2 327 2 8 26 885
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 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 5 0 0 1 27
Liquidity Policies and Systemic Risk 0 0 0 100 1 2 3 96
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 0 3 16 2 5 20 42
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 12 1 3 10 81
Multimodality in Macro-Financial Dynamics 0 0 0 11 0 2 5 51
Multimodality in Macro-Financial Dynamics 0 0 2 116 0 1 9 239
No Good Deals - No Bad Models 0 0 0 10 0 0 1 75
No Good Deals - No Bad Models 0 0 1 35 5 5 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 1 1 68
On the scale of financial intermediaries 0 0 0 226 1 1 2 404
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 0 10 0 0 1 33
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 3 28 1 1 5 100
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 financial markets 0 0 1 20 0 0 7 123
Term Structures of Asset Prices and Returns 0 0 0 23 0 2 2 69
Term structures of asset prices and returns 0 0 0 0 0 3 6 23
Term structures of asset prices and returns 0 0 0 34 0 1 1 89
Term structures of asset prices and returns 0 0 1 29 0 0 2 49
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 1 4 15 15 2 10 28 28
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 1 1 1 24
The Evolving Market for U.S. Sovereign Credit Risk 0 0 2 29 0 0 5 55
The Federal Reserve and market confidence 0 0 1 64 0 0 2 87
The Global Credit Cycle 0 0 27 28 1 8 27 32
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 0 2 4 56
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 0 2 3 32
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 24 24 0 0 15 15
The Overnight Drift 0 0 1 17 0 3 14 66
The Overnight Drift 0 0 0 13 1 2 10 93
The Overnight Drift in U.S. Equity Returns 0 0 1 83 2 3 18 332
The Primary and Secondary Market Corporate Credit Facilities 1 1 1 28 2 3 5 110
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 0 1 1 43 1 5 8 233
Vulnerable Growth 0 1 8 47 0 2 21 226
Vulnerable Growth 1 1 4 102 1 1 14 505
Vulnerable Growth 0 1 10 58 0 1 14 126
Vulnerable growth 0 2 6 241 0 5 29 963
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 1 1 87 0 2 4 223
What Is Corporate Bond Market Distress? 0 0 0 14 0 1 1 33
What Is “Outlook-at-Risk?” 0 0 4 25 3 5 18 52
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 9 28 236 3,551 55 180 763 10,032

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 0 1 15 0 0 3 32
Dealer balance sheets and bond liquidity provision 0 2 8 60 0 5 27 260
Forecasting macroeconomic risks 3 11 23 70 7 24 67 223
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 1 18 0 3 9 54
Liquidity policies and systemic risk 0 0 1 36 0 1 6 147
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 1 6 26 1 4 26 105
Negative swap spreads 0 0 1 26 2 4 15 134
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 0 1 2 64
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 2 3 3 19 4 6 11 85
Term structures of asset prices and returns 0 0 0 47 0 0 1 148
The Commercial Paper Funding Facility 0 1 2 6 0 3 7 21
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 1 1 10 0 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 3 13
Trends in credit basis spreads 0 0 0 7 0 0 1 44
Understanding Mortgage Spreads 0 1 4 17 0 1 9 80
Vulnerable Growth 0 9 45 359 9 47 163 1,197
Total Journal Articles 5 30 98 786 23 104 361 2,886

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Statistics updated 2025-05-12