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 1 10 145 5 7 53 349
Ambiguity, Information Quality and Credit Risk 0 0 1 18 0 1 10 68
Ambiguous Trade-offs: An Application to Climate Change 0 0 0 70 0 3 17 203
Bank Capital and Real GDP Growth 0 0 8 107 4 8 45 278
Bank Capital and Real GDP Growth 0 0 1 4 1 2 17 25
Bank-Intermediated Arbitrage 0 0 0 21 0 1 9 63
Bank-Intermediated Arbitrage 1 1 1 7 2 5 19 45
Bank-intermediated arbitrage 0 0 0 40 2 3 20 125
COVID Response: The Commercial Paper Funding Facility 0 0 2 14 0 2 15 35
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 0 10 0 1 17 41
Corporate Bond Market Distress 0 0 0 22 0 2 31 104
Corporate Bond Market Distress 0 0 0 7 2 5 24 35
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 1 1 19 30
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 1 1 1 1 17 19
Corporate Credit Provision 0 0 0 8 0 0 22 69
Corporate Debt Structure over the Global Credit Cycle 0 0 0 8 1 5 24 44
Counterparty Risk in Material Supply Contracts 0 0 0 10 0 0 8 62
Counterparty Risk in Material Supply Contracts 0 0 0 0 1 2 7 12
Counterparty risk in material supply contracts 0 0 1 8 0 1 10 63
Credit Market Arbitrage and Regulatory Leverage 0 0 0 16 0 0 12 29
Credit Market Choice 0 0 0 0 0 0 7 25
Credit Market Choice 0 0 0 1 0 2 29 47
Credit Risk and Interdealer Networks 0 0 0 75 0 0 12 122
Credit market choice 0 0 0 4 0 1 15 70
Dealer Balance Sheets and Bond Liquidity Provision 0 0 0 6 0 1 10 71
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 0 23 0 0 10 52
Dealer balance sheets and bond liquidity provision 0 0 0 56 0 1 23 149
Federal Reserve and Market Confidence 0 0 0 12 0 2 9 67
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 2 27 1 2 24 67
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 0 23 2 2 25 66
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 19 4 6 63 115
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 17 2 6 34 90
Financing Private Credit 0 0 2 4 0 2 24 33
Flighty liquidity 2 3 14 49 5 7 43 223
Forecasting Macroeconomic Risks 1 1 2 33 2 2 18 78
Forecasting Macroeconomic Risks 1 1 2 67 1 1 30 226
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 0 0 13 52
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 0 6 63
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 1 6 1 2 15 41
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 1 22 0 2 9 63
Information acquisition and financial intermediation 0 0 0 18 0 0 7 75
Intermediaries as Information Aggregators 0 0 1 36 1 1 14 173
Intermediary Balance Sheets 0 0 0 63 2 3 15 184
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 1 2 28 75
Intermediary balance sheets 0 0 0 120 1 1 16 259
Intermediary leverage cycles and financial stability 0 0 1 328 1 5 35 925
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 0 8 39
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 1 2 18 39
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 2 4 17 50
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 0 1 16 32
Liquidity Policies and Systemic Risk 0 0 0 100 0 2 16 112
Liquidity Policies and Systemic Risk 0 0 0 5 0 2 15 43
Liquidity Policies and Systemic Risk 0 0 0 0 1 1 15 177
Liquidity policies and systemic risk 1 1 2 176 2 3 24 329
Look Out for Outlook-at-Risk 1 3 3 23 1 4 19 67
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 1 1 1 14 1 1 22 108
Multimodality in Macro-Financial Dynamics 0 0 1 13 0 1 17 69
Multimodality in Macro-Financial Dynamics 0 0 0 116 0 2 20 262
No Good Deals - No Bad Models 0 0 0 10 0 0 15 90
No Good Deals - No Bad Models 0 0 1 36 0 0 12 143
No Good Deals—No Bad Models 0 0 0 0 0 0 8 15
No good deals—no bad models 0 0 0 11 1 1 10 78
On the scale of financial intermediaries 0 0 0 226 0 0 25 430
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 3 0 0 12 36
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 11 0 1 20 48
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 1 1 6 0 4 16 45
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 10 1 2 11 44
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 28 0 1 9 111
Taking orders and taking notes: dealer information sharing in financial markets 0 0 0 20 0 0 12 140
Term Structures of Asset Prices and Returns 0 0 0 23 0 2 11 81
Term structures of asset prices and returns 0 0 0 29 0 1 29 79
Term structures of asset prices and returns 0 0 0 0 0 1 9 33
Term structures of asset prices and returns 0 0 0 34 0 0 13 105
The Changing Landscape of Corporate Credit 0 0 0 3 0 0 6 17
The Commercial Paper Funding Facility 0 0 1 40 0 1 17 127
The Disappearing Overnight Drift 2 5 5 5 9 16 16 16
The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions 0 0 1 17 0 0 13 49
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 0 1 19 45
The Evolving Market for U.S. Sovereign Credit Risk 1 1 1 31 1 1 10 67
The Federal Reserve and market confidence 0 0 0 64 0 0 18 108
The Global Credit Cycle 0 10 10 10 3 5 8 8
The Global Credit Cycle 0 1 1 30 0 5 39 80
The Global Credit Cycle in Corporate Bond Returns 1 3 18 18 1 4 12 12
The Impact of the Corporate Credit Facilities 0 0 0 15 0 0 9 65
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 0 3 15 60
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 0 2 12 45
The Nonlinear Case Against Leaning Against the Wind 0 0 0 24 0 0 10 26
The Overnight Drift 0 1 2 19 10 30 172 238
The Overnight Drift 0 2 4 17 3 19 109 209
The Overnight Drift in U.S. Equity Returns 1 3 7 91 5 17 113 452
The Primary and Secondary Market Corporate Credit Facilities 1 3 5 35 1 5 20 135
The Theory of Financial Stability Meets Reality 0 2 2 2 2 4 4 4
The Theory of Financial Stability Meets Reality 0 0 0 5 0 0 9 13
The Theory of Financial Stability Meets Reality 0 0 0 5 0 0 19 27
The Theory of Financial Stability Meets Reality 0 1 1 4 0 1 17 23
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 0 0 6 9 1 3 18 25
Trends in Arbitrage-Based Measures of Bond Liquidity 0 0 0 2 0 0 6 22
Trends in credit market arbitrage 0 0 0 20 0 0 7 66
Understanding mortgage spreads 0 0 0 44 1 3 29 272
Vulnerable Growth 0 2 9 113 0 5 43 555
Vulnerable Growth 3 3 7 67 4 8 32 163
Vulnerable Growth 1 8 10 62 6 18 93 326
Vulnerable growth 0 0 1 244 0 2 29 1,000
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 0 89 0 0 16 246
What Is Corporate Bond Market Distress? 0 0 0 14 1 1 11 47
What Is “Outlook-at-Risk?” 0 0 0 26 0 0 11 72
What’s New with Corporate Leverage? 0 0 2 18 0 1 12 28
What’s in A(AA) Credit Rating? 0 0 0 61 0 1 17 108
Who Finances Real Sector Lenders? 0 0 1 14 0 1 12 17
Who Lends to Households and Firms? 0 0 0 3 0 1 11 13
Total Working Papers 19 58 154 3,802 102 295 2,363 12,701

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 0 2 6 0 0 23 34
Ambiguity shifts and the 2007–2008 financial crisis 0 0 0 51 0 1 10 244
Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey 0 0 0 15 0 1 15 48
Corporate bond market distress 0 0 1 7 1 6 40 58
Dealer balance sheets and bond liquidity provision 1 1 1 61 4 13 43 308
Forecasting macroeconomic risks 2 6 22 107 5 12 77 338
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 1 19 3 5 25 80
Liquidity policies and systemic risk 0 0 0 38 2 2 24 176
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 1 10 44 1 3 36 158
Negative swap spreads 0 1 2 28 1 8 28 165
ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS 0 0 0 0 1 1 11 19
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS 0 0 0 18 1 1 15 79
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 0 1 4 26 1 6 18 111
Term structures of asset prices and returns 0 1 1 48 0 3 15 164
The Commercial Paper Funding Facility 1 1 2 8 4 6 31 54
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 10 1 2 15 55
The Overnight Drift 1 4 5 6 7 30 65 75
The Primary and Secondary Corporate Credit Facilities 0 0 1 1 0 0 16 30
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 0 0 1 1 0 2 5 5
Trends in credit basis spreads 0 0 0 7 1 1 13 59
Understanding Mortgage Spreads 1 3 5 22 1 3 27 110
Vulnerable Growth 4 16 62 448 29 63 250 1,528
Total Journal Articles 11 35 120 971 63 169 802 3,898

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Statistics updated 2026-10-11