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 11 144 2 8 53 342
Ambiguity, Information Quality and Credit Risk 0 0 1 18 0 1 9 67
Ambiguous Trade-offs: An Application to Climate Change 0 0 0 70 0 4 14 200
Bank Capital and Real GDP Growth 0 2 15 107 3 9 49 270
Bank Capital and Real GDP Growth 0 0 2 4 0 2 17 23
Bank-Intermediated Arbitrage 0 0 0 21 0 1 11 62
Bank-Intermediated Arbitrage 0 0 0 6 2 4 14 40
Bank-intermediated arbitrage 0 0 0 40 1 4 19 122
COVID Response: The Commercial Paper Funding Facility 0 1 2 14 0 5 13 33
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 0 7 18 40
Corporate Bond Market Distress 0 0 2 22 0 6 32 102
Corporate Bond Market Distress 0 0 0 7 1 8 21 30
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 1 4 20 29
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 1 1 1 1 5 17 18
Corporate Credit Provision 0 0 0 8 2 7 22 69
Corporate Debt Structure over the Global Credit Cycle 0 0 1 8 1 6 22 39
Counterparty Risk in Material Supply Contracts 0 0 0 0 0 3 7 10
Counterparty Risk in Material Supply Contracts 0 0 0 10 0 5 9 62
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 1 13 22 28 45
Credit Market Choice 0 0 0 0 1 2 7 25
Credit Risk and Interdealer Networks 0 0 0 75 1 3 12 122
Credit market choice 0 0 0 4 0 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 0 2 11 52
Dealer balance sheets and bond liquidity provision 0 0 1 56 0 9 24 148
Federal Reserve and Market Confidence 0 0 0 12 1 3 8 65
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 0 23 1 4 23 64
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 4 27 0 3 24 65
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 1 17 1 9 30 84
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 19 0 2 59 109
Financing Private Credit 0 0 2 4 0 8 23 31
Flighty liquidity 1 3 11 46 2 6 40 216
Forecasting Macroeconomic Risks 0 0 2 66 0 3 31 225
Forecasting Macroeconomic Risks 0 0 1 32 0 6 18 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 0 1 22 0 0 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 0 2 13 181
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 0 3 28 73
Intermediary balance sheets 0 0 2 120 0 2 17 258
Intermediary leverage cycles and financial stability 0 0 1 328 1 6 32 920
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 3 8 39
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 0 2 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 13 46
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 0 3 16 31
Liquidity Policies and Systemic Risk 0 0 0 100 0 4 14 110
Liquidity Policies and Systemic Risk 0 0 0 0 0 5 14 176
Liquidity Policies and Systemic Risk 0 0 0 5 0 4 14 41
Liquidity policies and systemic risk 0 0 1 175 1 5 21 326
Look Out for Outlook-at-Risk 0 0 2 20 1 5 18 63
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 13 1 6 22 107
Multimodality in Macro-Financial Dynamics 0 0 1 13 0 2 16 68
Multimodality in Macro-Financial Dynamics 0 0 0 116 1 7 19 260
No Good Deals - No Bad Models 0 0 0 10 0 3 15 90
No Good Deals - No Bad Models 1 1 1 36 1 4 12 143
No Good Deals—No Bad Models 0 0 0 0 0 6 8 15
No good deals—no bad models 0 0 0 11 0 3 9 77
On the scale of financial intermediaries 0 0 0 226 0 4 25 430
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 3 0 4 12 36
Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets 0 0 0 11 0 2 19 47
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 10 1 1 9 42
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 28 1 4 9 110
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 1 2 17 140
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 0 3 16 105
Term structures of asset prices and returns 0 0 0 0 0 5 9 32
Term structures of asset prices and returns 0 0 0 29 0 3 29 78
The Changing Landscape of Corporate Credit 0 0 0 3 1 4 8 17
The Commercial Paper Funding Facility 0 1 1 40 0 4 17 126
The Disappearing Overnight Drift 0 0 0 0 0 0 0 0
The Disparate Outcomes of Bank‑ and Nonbank‑Financed Private Credit Expansions 0 0 1 17 0 3 15 49
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs 0 0 0 15 0 6 19 44
The Evolving Market for U.S. Sovereign Credit Risk 0 0 1 30 1 2 11 66
The Federal Reserve and market confidence 0 0 0 64 3 7 19 108
The Global Credit Cycle 0 0 0 0 2 3 3 3
The Global Credit Cycle 0 0 1 29 1 13 40 75
The Global Credit Cycle in Corporate Bond Returns 15 15 15 15 5 8 8 8
The Impact of the Corporate Credit Facilities 0 0 0 15 0 3 9 65
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 1 3 10 43
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 0 1 12 57
The Nonlinear Case Against Leaning Against the Wind 0 0 0 24 0 2 11 26
The Overnight Drift 1 1 2 15 33 46 93 190
The Overnight Drift 0 0 1 18 9 75 142 208
The Overnight Drift in U.S. Equity Returns 0 1 4 88 1 22 98 435
The Primary and Secondary Market Corporate Credit Facilities 1 1 2 32 1 8 18 130
The Theory of Financial Stability Meets Reality 0 0 3 3 0 3 22 22
The Theory of Financial Stability Meets Reality 0 0 0 0 0 0 0 0
The Theory of Financial Stability Meets Reality 0 0 5 5 0 1 13 13
The Theory of Financial Stability Meets Reality 0 0 5 5 1 6 26 27
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 0 0 9 9 0 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 8 30 269
Vulnerable Growth 1 1 5 64 3 6 28 155
Vulnerable Growth 2 3 7 111 6 11 42 550
Vulnerable Growth 0 1 6 54 0 5 81 308
Vulnerable growth 0 1 2 244 3 7 31 998
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 1 89 0 4 19 246
What Is Corporate Bond Market Distress? 0 0 0 14 1 4 12 46
What Is “Outlook-at-Risk?” 0 0 1 26 1 4 16 72
What’s New with Corporate Leverage? 0 0 2 18 1 2 11 27
What’s in A(AA) Credit Rating? 0 0 0 61 1 6 16 107
Who Finances Real Sector Lenders? 0 0 1 14 0 2 13 16
Who Lends to Households and Firms? 0 0 3 3 0 2 12 12
Total Working Papers 23 37 151 3,744 122 591 2,251 12,406

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 4 6 1 10 31 34
Ambiguity shifts and the 2007–2008 financial crisis 0 0 0 51 2 4 10 243
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 6 15 47
Corporate bond market distress 1 1 5 7 2 4 48 52
Dealer balance sheets and bond liquidity provision 0 0 0 60 2 5 34 295
Forecasting macroeconomic risks 2 5 23 101 3 14 86 326
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 1 1 1 19 1 2 21 75
Liquidity policies and systemic risk 0 0 0 38 1 7 24 174
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 2 15 43 2 7 43 155
Negative swap spreads 1 1 1 27 1 3 20 157
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 0 4 14 78
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 1 1 3 25 2 4 15 105
Term structures of asset prices and returns 0 0 0 47 0 2 13 161
The Commercial Paper Funding Facility 0 0 1 7 1 7 26 48
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 10 0 1 14 53
The Overnight Drift 0 1 1 2 4 12 41 45
The Primary and Secondary Corporate Credit Facilities 0 1 1 1 2 5 17 30
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 1 1 1 1 3 3 3 3
Trends in credit basis spreads 0 0 0 7 0 2 13 58
Understanding Mortgage Spreads 0 1 2 19 0 5 26 107
Vulnerable Growth 4 17 60 432 23 52 228 1,465
Total Journal Articles 12 32 118 936 50 160 752 3,729

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Statistics updated 2026-07-10