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 3 15 138 9 24 68 320
Ambiguity, Information Quality and Credit Risk 0 1 1 18 2 4 4 62
Ambiguous Trade-offs: An Application to Climate Change 0 0 0 70 3 5 8 191
Bank Capital and Real GDP Growth 0 1 2 4 1 6 11 14
Bank Capital and Real GDP Growth 2 4 19 103 3 11 49 244
Bank-Intermediated Arbitrage 0 0 0 6 1 3 6 29
Bank-Intermediated Arbitrage 0 0 0 21 2 3 6 57
Bank-intermediated arbitrage 0 0 0 40 0 2 7 107
COVID Response: The Commercial Paper Funding Facility 0 1 1 13 0 1 1 21
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 1 4 7 28
Corporate Bond Market Distress 0 0 0 7 1 4 7 15
Corporate Bond Market Distress 0 0 2 22 2 9 17 82
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 1 5 11 16
Corporate Credit Provision 0 0 0 8 3 4 5 51
Corporate Debt Structure over the Global Credit Cycle 0 0 8 8 3 7 23 27
Counterparty Risk in Material Supply Contracts 0 0 0 0 0 0 2 5
Counterparty Risk in Material Supply Contracts 0 0 0 10 1 1 2 55
Counterparty risk in material supply contracts 0 1 1 8 4 5 8 58
Credit Market Arbitrage and Regulatory Leverage 0 0 0 16 1 2 3 19
Credit Market Choice 0 0 0 1 0 0 2 18
Credit Market Choice 0 0 0 0 1 3 3 21
Credit Risk and Interdealer Networks 0 0 0 75 3 4 5 114
Credit market choice 0 0 0 4 0 3 3 58
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 1 2 6 63
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 2 2 3 44
Dealer balance sheets and bond liquidity provision 0 0 1 56 1 2 7 128
Federal Reserve and Market Confidence 0 0 1 12 1 1 3 59
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 1 23 2 10 15 51
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 1 4 26 1 11 17 54
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 2 17 1 5 14 61
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 19 37 45 53 97
Financing Private Credit 1 1 1 3 2 4 6 13
Flighty liquidity 1 6 10 41 6 16 33 196
Forecasting Macroeconomic Risks 0 0 3 31 1 2 10 62
Forecasting Macroeconomic Risks 0 1 4 66 4 7 20 203
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 1 2 2 41
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 2 2 59
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 3 5 6 31
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 2 3 56
Information acquisition and financial intermediation 0 0 0 18 1 2 4 70
Intermediaries as Information Aggregators 0 0 1 35 3 4 6 163
Intermediary Balance Sheets 0 0 0 63 2 4 11 173
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 5 8 12 55
Intermediary balance sheets 0 0 2 120 1 2 5 245
Intermediary leverage cycles and financial stability 0 1 2 328 4 12 28 902
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 1 1 2 32
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 3 4 7 25
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 2 4 4 37
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 1 3 5 6 8 22
Liquidity Policies and Systemic Risk 0 0 0 5 1 6 7 34
Liquidity Policies and Systemic Risk 0 0 0 100 4 6 9 102
Liquidity Policies and Systemic Risk 0 0 0 0 2 4 5 166
Liquidity policies and systemic risk 0 0 0 174 1 3 3 308
Look Out for Outlook-at-Risk 0 0 5 20 1 3 19 51
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 2 2 12 88
Multimodality in Macro-Financial Dynamics 0 0 1 12 3 7 11 59
Multimodality in Macro-Financial Dynamics 0 0 0 116 4 7 12 249
No Good Deals - No Bad Models 0 0 0 35 2 4 9 135
No Good Deals - No Bad Models 0 0 0 10 2 5 5 80
No Good Deals—No Bad Models 0 0 0 0 1 1 1 8
No good deals—no bad models 0 0 0 11 1 1 2 69
On the scale of financial intermediaries 0 0 0 226 2 9 12 414
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 1 3 2 3 5 27
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 11 4 10 11 38
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 10 0 2 2 35
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 5 4 5 6 34
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 28 2 2 5 104
Taking orders and taking notes: dealer information sharing in financial markets 0 0 0 20 3 6 11 134
Term Structures of Asset Prices and Returns 0 0 0 23 1 2 5 72
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 0 4 5 54
Term structures of asset prices and returns 0 0 0 34 1 2 6 94
The Changing Landscape of Corporate Credit 0 0 0 3 0 0 2 11
The Commercial Paper Funding Facility 0 0 0 39 0 4 7 114
The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions 0 0 5 16 1 5 29 41
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 1 2 5 28
The Evolving Market for U.S. Sovereign Credit Risk 0 0 1 30 4 4 7 61
The Federal Reserve and market confidence 0 0 0 64 5 5 8 95
The Global Credit Cycle 0 0 1 29 4 8 28 49
The Good, the Bad, and the Ugly of International Debt Market Data 0 0 0 0 0 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 12 2 3 7 36
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 2 3 4 48
The Nonlinear Case Against Leaning Against the Wind 0 0 1 24 2 4 7 20
The Overnight Drift 0 0 0 13 14 23 33 123
The Overnight Drift 0 0 0 17 24 30 34 96
The Overnight Drift in U.S. Equity Returns 1 1 2 85 29 42 54 381
The Primary and Secondary Market Corporate Credit Facilities 1 1 4 31 4 4 12 119
The Theory of Financial Stability Meets Reality 0 0 3 3 4 6 12 12
The Theory of Financial Stability Meets Reality 0 0 5 5 4 6 10 10
The Theory of Financial Stability Meets Reality 0 0 5 5 3 5 13 13
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 0 6 9 9 2 6 13 13
Trends in Arbitrage-Based Measures of Bond Liquidity 0 0 0 2 0 0 0 16
Trends in credit market arbitrage 0 0 0 20 2 2 3 61
Understanding mortgage spreads 0 0 2 44 4 5 20 248
Vulnerable Growth 2 4 8 108 6 14 23 526
Vulnerable Growth 2 2 7 62 4 8 16 139
Vulnerable Growth 0 0 6 52 3 7 17 240
Vulnerable growth 0 0 4 243 5 7 21 978
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 3 89 1 3 12 233
What Is Corporate Bond Market Distress? 0 0 0 14 2 3 7 39
What Is “Outlook-at-Risk?” 0 0 1 26 2 5 21 66
What’s New with Corporate Leverage? 0 1 1 17 0 2 2 18
What’s in A(AA) Credit Rating? 0 0 1 61 4 6 7 97
Who Finances Real Sector Lenders? 0 1 14 14 0 2 7 7
Who Lends to Households and Firms? 0 0 3 3 1 2 4 4
Total Working Papers 11 37 179 3,685 314 599 1,165 10,937

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 5 16 16
Ambiguity shifts and the 2007–2008 financial crisis 0 0 0 51 1 2 4 236
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 6 8 39
Corporate bond market distress 0 0 6 6 4 18 36 36
Dealer balance sheets and bond liquidity provision 0 0 2 60 4 17 28 282
Forecasting macroeconomic risks 3 8 36 93 13 26 92 287
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 3 9 13 64
Liquidity policies and systemic risk 0 0 2 38 3 6 13 158
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 2 4 13 38 7 14 36 136
Negative swap spreads 0 0 0 26 4 6 13 143
ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS 0 0 0 0 2 3 4 11
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS 0 0 0 18 4 6 7 70
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 1 1 7 23 3 4 18 97
Term structures of asset prices and returns 0 0 0 47 2 5 6 154
The Commercial Paper Funding Facility 1 1 2 7 1 5 10 28
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 4 6 10 46
The Overnight Drift 0 0 1 1 4 10 20 20
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 4 4 6 18
Trends in credit basis spreads 0 0 0 7 4 8 11 54
Understanding Mortgage Spreads 0 1 2 18 2 4 8 87
Vulnerable Growth 4 10 52 396 29 58 198 1,336
Total Journal Articles 11 26 130 877 101 222 557 3,318

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Statistics updated 2026-01-09