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 4 14 141 2 21 64 332
Ambiguity, Information Quality and Credit Risk 0 0 1 18 1 6 8 66
Ambiguous Trade-offs: An Application to Climate Change 0 0 0 70 1 7 10 195
Bank Capital and Real GDP Growth 0 4 19 105 3 18 58 259
Bank Capital and Real GDP Growth 0 0 2 4 0 6 15 19
Bank-Intermediated Arbitrage 0 0 0 6 2 5 9 33
Bank-Intermediated Arbitrage 0 0 0 21 0 5 9 60
Bank-intermediated arbitrage 0 0 0 40 0 8 13 115
COVID Response: The Commercial Paper Funding Facility 0 0 1 13 2 7 8 28
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 3 5 10 32
Corporate Bond Market Distress 0 0 2 22 2 13 26 93
Corporate Bond Market Distress 0 0 0 7 1 7 13 21
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 2 9 15 24
Corporate Credit Provision 0 0 0 8 2 14 15 62
Corporate Debt Structure over the Global Credit Cycle 0 0 4 8 1 7 21 31
Counterparty Risk in Material Supply Contracts 0 0 0 0 1 1 3 6
Counterparty Risk in Material Supply Contracts 0 0 0 10 0 3 4 57
Counterparty risk in material supply contracts 0 0 1 8 0 7 9 61
Credit Market Arbitrage and Regulatory Leverage 0 0 0 16 1 7 9 25
Credit Market Choice 0 0 0 0 0 3 5 23
Credit Market Choice 0 0 0 1 4 5 7 23
Credit Risk and Interdealer Networks 0 0 0 75 1 8 10 119
Credit market choice 0 0 0 4 2 6 9 64
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 1 7 11 69
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 1 7 8 49
Dealer balance sheets and bond liquidity provision 0 0 1 56 5 11 14 138
Federal Reserve and Market Confidence 0 0 0 12 1 4 5 62
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 1 23 0 7 20 56
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 1 4 27 0 8 23 61
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 19 1 45 60 105
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 1 17 3 11 22 71
Financing Private Credit 0 1 1 3 4 10 13 21
Flighty liquidity 0 3 11 43 3 14 36 204
Forecasting Macroeconomic Risks 0 0 4 66 6 21 33 220
Forecasting Macroeconomic Risks 0 0 3 31 0 8 16 69
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 0 7 8 47
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 3 5 62
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 1 1 1 6 2 9 11 37
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 4 6 60
Information acquisition and financial intermediation 0 0 0 18 1 5 8 74
Intermediaries as Information Aggregators 0 0 0 35 0 9 11 169
Intermediary Balance Sheets 0 0 0 63 0 5 10 176
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 1 18 23 68
Intermediary balance sheets 0 0 2 120 0 10 13 254
Intermediary leverage cycles and financial stability 0 0 1 328 1 14 32 912
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 1 5 6 36
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 2 12 16 34
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 0 7 9 42
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 2 11 13 28
Liquidity Policies and Systemic Risk 0 0 0 0 1 7 9 171
Liquidity Policies and Systemic Risk 0 0 0 5 1 3 9 36
Liquidity Policies and Systemic Risk 0 0 0 100 0 7 11 105
Liquidity policies and systemic risk 1 1 1 175 6 13 15 320
Look Out for Outlook-at-Risk 0 0 4 20 4 8 19 58
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 3 12 18 98
Multimodality in Macro-Financial Dynamics 0 0 0 116 0 6 13 251
Multimodality in Macro-Financial Dynamics 0 0 1 12 0 8 13 64
No Good Deals - No Bad Models 0 0 0 10 0 9 12 87
No Good Deals - No Bad Models 0 0 0 35 1 6 13 139
No Good Deals—No Bad Models 0 0 0 0 0 2 2 9
No good deals—no bad models 0 0 0 11 1 5 5 73
On the scale of financial intermediaries 0 0 0 226 3 11 20 423
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 3 2 7 9 32
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 11 0 9 15 43
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 5 2 9 11 39
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 10 2 4 6 39
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 28 0 3 6 105
Taking orders and taking notes: dealer information sharing in financial markets 0 0 0 20 1 7 15 138
Term Structures of Asset Prices and Returns 0 0 0 23 1 6 9 77
Term structures of asset prices and returns 0 0 0 0 3 3 4 27
Term structures of asset prices and returns 0 0 0 34 2 9 13 102
Term structures of asset prices and returns 0 0 0 29 13 19 24 73
The Changing Landscape of Corporate Credit 0 0 0 3 0 2 4 13
The Commercial Paper Funding Facility 0 0 0 39 2 8 14 122
The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions 0 1 3 17 0 6 23 46
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 1 7 11 34
The Evolving Market for U.S. Sovereign Credit Risk 0 0 1 30 0 7 9 64
The Federal Reserve and market confidence 0 0 0 64 1 9 12 99
The Global Credit Cycle 0 0 1 29 3 16 31 61
The Good, the Bad, and the Ugly of International Debt Market Data 0 0 0 0 3 8 12 13
The Impact of the Corporate Credit Facilities 0 0 0 15 1 5 7 62
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 1 6 8 40
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 1 8 9 54
The Nonlinear Case Against Leaning Against the Wind 0 0 0 24 1 6 9 24
The Overnight Drift 1 1 1 14 10 28 46 137
The Overnight Drift 0 0 0 17 5 47 53 119
The Overnight Drift in U.S. Equity Returns 0 2 3 86 6 51 74 403
The Primary and Secondary Market Corporate Credit Facilities 0 1 4 31 1 7 15 122
The Theory of Financial Stability Meets Reality 0 0 5 5 1 6 12 12
The Theory of Financial Stability Meets Reality 0 0 3 3 2 11 19 19
The Theory of Financial Stability Meets Reality 0 0 5 5 2 11 21 21
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 0 0 9 9 0 8 19 19
Trends in Arbitrage-Based Measures of Bond Liquidity 0 0 0 2 1 4 4 20
Trends in credit market arbitrage 0 0 0 20 1 6 7 65
Understanding mortgage spreads 0 0 2 44 1 15 30 259
Vulnerable Growth 0 3 6 63 2 11 21 146
Vulnerable Growth 0 2 7 108 3 13 29 533
Vulnerable Growth 0 1 7 53 15 51 63 288
Vulnerable growth 0 0 4 243 4 16 29 989
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 3 89 5 8 18 240
What Is Corporate Bond Market Distress? 0 0 0 14 0 2 6 39
What Is “Outlook-at-Risk?” 0 0 1 26 1 4 20 68
What’s New with Corporate Leverage? 1 1 2 18 1 7 9 25
What’s in A(AA) Credit Rating? 0 0 1 61 1 8 11 101
Who Finances Real Sector Lenders? 0 0 14 14 0 7 14 14
Who Lends to Households and Firms? 0 0 3 3 0 7 10 10
Total Working Papers 4 27 169 3,701 188 1,039 1,732 11,662

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 5 5 1 8 22 22
Ambiguity shifts and the 2007–2008 financial crisis 0 0 0 51 0 4 7 239
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 3 9 41
Corporate bond market distress 0 0 6 6 5 14 46 46
Dealer balance sheets and bond liquidity provision 0 0 0 60 5 12 30 290
Forecasting macroeconomic risks 1 6 35 96 12 34 100 308
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 3 12 21 73
Liquidity policies and systemic risk 0 0 2 38 3 10 18 165
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 2 5 15 41 5 17 44 146
Negative swap spreads 0 0 0 26 1 10 17 149
ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS 0 0 0 0 3 8 9 17
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS 0 0 0 18 0 8 11 74
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 0 1 7 23 0 5 20 99
Term structures of asset prices and returns 0 0 0 47 1 6 10 158
The Commercial Paper Funding Facility 0 1 1 7 6 12 19 39
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 0 10 15 52
The Overnight Drift 0 0 0 1 1 14 29 30
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 2 9 10 23
Trends in credit basis spreads 0 0 0 7 0 5 11 55
Understanding Mortgage Spreads 0 0 1 18 1 16 21 101
Vulnerable Growth 6 18 56 410 19 90 227 1,397
Total Journal Articles 9 31 129 897 68 307 696 3,524

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Statistics updated 2026-03-04