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 14 143 1 8 59 340
Ambiguity, Information Quality and Credit Risk 0 0 1 18 1 1 9 67
Ambiguous Trade-offs: An Application to Climate Change 0 0 0 70 0 5 14 200
Bank Capital and Real GDP Growth 1 2 16 107 2 8 52 267
Bank Capital and Real GDP Growth 0 0 2 4 0 4 17 23
Bank-Intermediated Arbitrage 0 0 0 21 0 2 11 62
Bank-Intermediated Arbitrage 0 0 0 6 0 5 13 38
Bank-intermediated arbitrage 0 0 0 40 0 6 18 121
COVID Response: The Commercial Paper Funding Facility 1 1 2 14 2 5 13 33
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 4 8 18 40
Corporate Bond Market Distress 0 0 0 7 3 8 20 29
Corporate Bond Market Distress 0 0 2 22 0 9 32 102
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 1 1 1 1 3 4 16 17
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 2 4 19 28
Corporate Credit Provision 0 0 0 8 1 5 20 67
Corporate Debt Structure over the Global Credit Cycle 0 0 1 8 0 7 22 38
Counterparty Risk in Material Supply Contracts 0 0 0 10 1 5 9 62
Counterparty Risk in Material Supply Contracts 0 0 0 0 0 4 7 10
Counterparty risk in material supply contracts 0 0 1 8 0 1 10 62
Credit Market Arbitrage and Regulatory Leverage 0 0 0 16 0 4 12 29
Credit Market Choice 0 0 0 0 0 1 6 24
Credit Market Choice 0 0 0 1 2 9 15 32
Credit Risk and Interdealer Networks 0 0 0 75 0 2 11 121
Credit market choice 0 0 0 4 2 5 14 69
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 0 1 11 70
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 1 3 11 52
Dealer balance sheets and bond liquidity provision 0 0 1 56 2 10 24 148
Federal Reserve and Market Confidence 0 0 0 12 0 2 7 64
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 0 23 1 7 23 63
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 4 27 1 4 25 65
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 19 0 4 60 109
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 1 17 1 12 29 83
Financing Private Credit 0 1 2 4 3 10 23 31
Flighty liquidity 1 2 11 45 2 10 41 214
Forecasting Macroeconomic Risks 0 0 3 66 0 5 33 225
Forecasting Macroeconomic Risks 0 1 3 32 1 7 20 76
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 0 5 13 52
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 1 6 63
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 1 6 0 2 13 39
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 1 1 22 0 1 7 61
Information acquisition and financial intermediation 0 0 0 18 0 1 9 75
Intermediaries as Information Aggregators 0 1 1 36 0 3 14 172
Intermediary Balance Sheets 0 0 0 63 1 5 14 181
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 0 5 28 73
Intermediary balance sheets 0 0 2 120 0 4 17 258
Intermediary leverage cycles and financial stability 0 0 1 328 1 7 31 919
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 1 3 9 39
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 0 3 19 37
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 1 3 12 45
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 0 3 16 31
Liquidity Policies and Systemic Risk 0 0 0 5 1 5 14 41
Liquidity Policies and Systemic Risk 0 0 0 100 1 5 14 110
Liquidity Policies and Systemic Risk 0 0 0 0 0 5 14 176
Liquidity policies and systemic risk 0 0 1 175 0 5 20 325
Look Out for Outlook-at-Risk 0 0 4 20 1 4 20 62
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 13 3 8 22 106
Multimodality in Macro-Financial Dynamics 0 1 2 13 0 4 17 68
Multimodality in Macro-Financial Dynamics 0 0 0 116 2 8 18 259
No Good Deals - No Bad Models 0 0 0 10 0 3 15 90
No Good Deals - No Bad Models 0 0 0 35 0 3 11 142
No Good Deals—No Bad Models 0 0 0 0 0 6 8 15
No good deals—no bad models 0 0 0 11 1 4 9 77
On the scale of financial intermediaries 0 0 0 226 1 7 26 430
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 3 1 4 12 36
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 11 0 4 19 47
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 28 1 4 8 109
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 10 0 2 8 41
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 5 0 2 13 41
Taking orders and taking notes: dealer information sharing in financial markets 0 0 0 20 0 1 16 139
Term Structures of Asset Prices and Returns 0 0 0 23 0 2 10 79
Term structures of asset prices and returns 0 0 0 34 1 3 16 105
Term structures of asset prices and returns 0 0 0 29 1 5 29 78
Term structures of asset prices and returns 0 0 0 0 0 5 9 32
The Changing Landscape of Corporate Credit 0 0 0 3 3 3 7 16
The Commercial Paper Funding Facility 1 1 1 40 1 4 17 126
The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions 0 0 1 17 1 3 17 49
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 0 10 20 44
The Evolving Market for U.S. Sovereign Credit Risk 0 0 1 30 0 1 10 65
The Federal Reserve and market confidence 0 0 0 64 1 6 18 105
The Global Credit Cycle 0 0 1 29 7 13 40 74
The Global Credit Cycle in Corporate Bond Returns 0 0 0 0 3 3 3 3
The Impact of the Corporate Credit Facilities 0 0 0 15 1 3 9 65
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 0 3 12 57
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 1 2 9 42
The Nonlinear Case Against Leaning Against the Wind 0 0 0 24 1 2 11 26
The Overnight Drift 0 0 1 14 4 20 63 157
The Overnight Drift 0 1 1 18 62 80 133 199
The Overnight Drift in U.S. Equity Returns 1 2 5 88 5 31 101 434
The Primary and Secondary Market Corporate Credit Facilities 0 0 3 31 1 7 19 129
The Theory of Financial Stability Meets Reality 0 0 5 5 1 1 13 13
The Theory of Financial Stability Meets Reality 0 0 5 5 1 5 26 26
The Theory of Financial Stability Meets Reality 0 0 3 3 0 3 22 22
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 0 0 9 9 1 3 22 22
Trends in Arbitrage-Based Measures of Bond Liquidity 0 0 0 2 0 2 6 22
Trends in credit market arbitrage 0 0 0 20 0 1 8 66
Understanding mortgage spreads 0 0 1 44 3 7 32 266
Vulnerable Growth 0 1 7 54 3 20 82 308
Vulnerable Growth 0 1 5 109 0 11 36 544
Vulnerable Growth 0 0 5 63 0 6 26 152
Vulnerable growth 0 1 3 244 0 6 29 995
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 2 89 2 6 21 246
What Is Corporate Bond Market Distress? 0 0 0 14 0 6 11 45
What Is “Outlook-at-Risk?” 0 0 1 26 1 3 18 71
What’s New with Corporate Leverage? 0 0 2 18 0 1 10 26
What’s in A(AA) Credit Rating? 0 0 1 61 1 5 16 106
Who Finances Real Sector Lenders? 0 0 9 14 1 2 14 16
Who Lends to Households and Firms? 0 0 3 3 1 2 12 12
Total Working Papers 7 20 156 3,721 160 621 2,193 12,283

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 6 6 1 11 32 33
Ambiguity shifts and the 2007–2008 financial crisis 0 0 0 51 1 2 8 241
Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey 0 0 0 15 3 6 15 47
Corporate bond market distress 0 0 6 6 0 4 50 50
Dealer balance sheets and bond liquidity provision 0 0 0 60 1 3 33 293
Forecasting macroeconomic risks 1 3 24 99 6 15 91 323
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 0 1 20 74
Liquidity policies and systemic risk 0 0 1 38 3 8 25 173
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 1 15 42 3 7 46 153
Negative swap spreads 0 0 0 26 0 7 20 156
ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS 0 0 0 0 0 1 10 18
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS 0 0 0 18 1 4 14 78
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 0 1 3 24 1 4 14 103
Term structures of asset prices and returns 0 0 0 47 2 3 13 161
The Commercial Paper Funding Facility 0 0 1 7 5 8 26 47
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 10 1 1 14 53
The Overnight Drift 1 1 1 2 1 11 39 41
The Primary and Secondary Corporate Credit Facilities 1 1 1 1 2 5 15 28
Trends in credit basis spreads 0 0 0 7 0 3 14 58
Understanding Mortgage Spreads 0 1 2 19 2 6 26 107
Vulnerable Growth 4 18 63 428 14 45 226 1,442
Total Journal Articles 8 27 123 924 47 155 751 3,679

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Statistics updated 2026-06-04