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 0 1 17 135 3 8 61 299
Ambiguity, Information Quality and Credit Risk 1 1 1 18 1 1 1 59
Ambiguous Trade-offs: An Application to Climate Change 0 0 0 70 1 1 5 187
Bank Capital and Real GDP Growth 0 3 18 99 5 10 56 238
Bank Capital and Real GDP Growth 1 1 2 4 1 2 7 9
Bank-Intermediated Arbitrage 0 0 0 6 1 1 4 27
Bank-Intermediated Arbitrage 0 0 0 21 0 3 4 54
Bank-intermediated arbitrage 0 0 0 40 1 2 6 106
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 1 10 2 3 5 26
Corporate Bond Market Distress 0 0 4 7 0 2 8 11
Corporate Bond Market Distress 0 1 3 22 4 5 13 77
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 1 3 7 12
Corporate Credit Provision 0 0 0 8 0 0 2 47
Corporate Debt Structure over the Global Credit Cycle 0 1 8 8 1 4 21 21
Counterparty Risk in Material Supply Contracts 0 0 0 10 0 0 2 54
Counterparty Risk in Material Supply Contracts 0 0 0 0 0 2 2 5
Counterparty risk in material supply contracts 1 1 1 8 1 1 4 54
Credit Market Arbitrage and Regulatory Leverage 0 0 0 16 0 0 1 17
Credit Market Choice 0 0 0 0 0 0 0 18
Credit Market Choice 0 0 0 1 0 1 2 18
Credit Risk and Interdealer Networks 0 0 0 75 0 0 3 110
Credit market choice 0 0 0 4 2 2 2 57
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 0 1 6 61
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 1 3 6 127
Federal Reserve and Market Confidence 0 0 1 12 0 1 2 58
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 1 3 25 2 3 8 45
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 2 23 1 1 9 42
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 19 3 5 13 55
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 1 2 17 0 2 10 56
Financing Private Credit 0 0 0 2 1 1 4 10
Flighty liquidity 2 2 6 37 6 9 26 186
Forecasting Macroeconomic Risks 1 2 4 66 2 4 15 198
Forecasting Macroeconomic Risks 0 0 3 31 1 3 9 61
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 0 0 0 39
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 1 1 1 58
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 1 1 3 27
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 3 3 69
Intermediaries as Information Aggregators 0 0 1 35 1 2 4 160
Intermediary Balance Sheets 0 0 0 63 0 1 8 169
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 1 3 5 48
Intermediary balance sheets 0 1 2 120 1 2 4 244
Intermediary leverage cycles and financial stability 0 0 1 327 3 4 24 893
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 2 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 0 1 2 16
Liquidity Policies and Systemic Risk 0 0 0 0 0 0 1 162
Liquidity Policies and Systemic Risk 0 0 0 100 0 0 3 96
Liquidity Policies and Systemic Risk 0 0 0 5 2 2 3 30
Liquidity policies and systemic risk 0 0 0 174 1 1 1 306
Look Out for Outlook-at-Risk 0 1 5 20 1 3 18 49
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 0 1 11 86
Multimodality in Macro-Financial Dynamics 0 0 1 12 0 0 4 52
Multimodality in Macro-Financial Dynamics 0 0 0 116 1 2 7 243
No Good Deals - No Bad Models 0 0 0 35 2 2 7 133
No Good Deals - No Bad Models 0 0 0 10 1 1 1 76
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 2 2 5 407
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 1 3 0 0 2 24
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 11 2 2 3 30
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 5 0 1 1 29
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 10 0 0 0 33
Taking orders and taking notes: dealer information sharing in financial markets 0 0 0 20 2 6 10 130
Term Structures of Asset Prices and Returns 0 0 0 23 1 2 4 71
Term structures of asset prices and returns 0 0 0 34 1 2 5 93
Term structures of asset prices and returns 0 0 0 29 0 1 2 50
Term structures of asset prices and returns 0 0 0 0 0 1 6 24
The Changing Landscape of Corporate Credit 0 0 0 3 0 2 4 11
The Commercial Paper Funding Facility 0 0 0 39 0 0 4 110
The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions 0 0 5 16 3 4 32 39
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 1 2 4 27
The Evolving Market for U.S. Sovereign Credit Risk 0 0 2 30 0 1 5 57
The Federal Reserve and market confidence 0 0 0 64 0 1 3 90
The Global Credit Cycle 0 1 1 29 1 5 24 42
The Good, the Bad, and the Ugly of International Debt Market Data 0 0 0 0 1 1 3 3
The Impact of the Corporate Credit Facilities 0 0 1 15 1 1 4 57
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 1 24 2 3 6 18
The Overnight Drift 0 0 0 17 2 2 11 68
The Overnight Drift 0 0 0 13 2 2 15 102
The Overnight Drift in U.S. Equity Returns 0 0 2 84 2 4 18 341
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 5 5 5
The Theory of Financial Stability Meets Reality 0 2 5 5 0 3 8 8
The Theory of Financial Stability Meets Reality 0 2 3 3 0 2 6 6
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 6 9 9 9 3 10 10 10
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 1 4 59
Understanding mortgage spreads 0 1 2 44 0 2 15 243
Vulnerable Growth 0 2 10 52 2 5 19 235
Vulnerable Growth 0 0 4 104 2 5 11 514
Vulnerable Growth 0 0 6 60 1 3 10 132
Vulnerable growth 0 1 5 243 1 5 19 972
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 1 3 89 2 5 12 232
What Is Corporate Bond Market Distress? 0 0 0 14 0 1 4 36
What Is “Outlook-at-Risk?” 0 1 2 26 2 7 21 63
What’s New with Corporate Leverage? 0 0 0 16 1 1 1 17
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 6 6
Who Lends to Households and Firms? 0 0 3 3 1 2 3 3
Total Working Papers 12 44 183 3,660 98 225 789 10,436

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 1 2 5 5 1 7 12 12
Ambiguity shifts and the 2007–2008 financial crisis 0 0 0 51 1 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 1 2 3 34
Corporate bond market distress 0 2 6 6 7 16 25 25
Dealer balance sheets and bond liquidity provision 0 0 6 60 3 5 21 268
Forecasting macroeconomic risks 4 9 33 89 9 22 80 270
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 3 4 7 58
Liquidity policies and systemic risk 0 0 2 38 0 2 8 152
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 4 10 34 4 9 32 126
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 1 1 2 65
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 0 0 6 22 0 1 15 93
Term structures of asset prices and returns 0 0 0 47 2 2 3 151
The Commercial Paper Funding Facility 0 0 2 6 2 3 9 25
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 0 1 4 40
The Overnight Drift 0 0 1 1 2 7 12 12
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 1 3 14
Trends in credit basis spreads 0 0 0 7 3 4 6 49
Understanding Mortgage Spreads 1 1 2 18 1 1 6 84
Vulnerable Growth 1 6 49 387 13 35 175 1,291
Total Journal Articles 7 24 125 858 53 124 444 3,149

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Statistics updated 2025-11-08