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 10 144 2 4 51 344
Ambiguity, Information Quality and Credit Risk 0 0 1 18 1 1 10 68
Ambiguous Trade-offs: An Application to Climate Change 0 0 0 70 3 3 17 203
Bank Capital and Real GDP Growth 0 0 10 107 2 7 45 274
Bank Capital and Real GDP Growth 0 0 1 4 1 1 16 24
Bank-Intermediated Arbitrage 0 0 0 21 1 1 9 63
Bank-Intermediated Arbitrage 0 0 0 6 2 5 17 43
Bank-intermediated arbitrage 0 0 0 40 0 2 19 123
COVID Response: The Commercial Paper Funding Facility 0 0 2 14 2 2 15 35
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 0 10 1 1 17 41
Corporate Bond Market Distress 0 0 0 22 2 2 31 104
Corporate Bond Market Distress 0 0 0 7 3 4 23 33
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 0 5 0 1 18 29
Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data 0 0 1 1 0 1 16 18
Corporate Credit Provision 0 0 0 8 0 2 22 69
Corporate Debt Structure over the Global Credit Cycle 0 0 1 8 0 5 26 43
Counterparty Risk in Material Supply Contracts 0 0 0 0 0 1 7 11
Counterparty Risk in Material Supply Contracts 0 0 0 10 0 0 8 62
Counterparty risk in material supply contracts 0 0 1 8 1 1 10 63
Credit Market Arbitrage and Regulatory Leverage 0 0 0 16 0 0 12 29
Credit Market Choice 0 0 0 1 2 15 30 47
Credit Market Choice 0 0 0 0 0 1 7 25
Credit Risk and Interdealer Networks 0 0 0 75 0 1 12 122
Credit market choice 0 0 0 4 1 1 15 70
Dealer Balance Sheets and Bond Liquidity Provision 0 0 0 6 1 1 10 71
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 0 0 11 52
Dealer balance sheets and bond liquidity provision 0 0 1 56 1 1 25 149
Federal Reserve and Market Confidence 0 0 0 12 2 3 9 67
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 0 23 0 1 23 64
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges 0 0 2 27 1 1 23 66
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 19 0 2 60 111
Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms 0 0 0 17 1 5 32 88
Financing Private Credit 0 0 2 4 2 2 24 33
Flighty liquidity 1 2 12 47 1 4 38 218
Forecasting Macroeconomic Risks 0 0 1 32 0 0 17 76
Forecasting Macroeconomic Risks 0 0 2 66 0 0 31 225
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 1 14 40
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 1 22 1 2 9 63
Information acquisition and financial intermediation 0 0 0 18 0 0 8 75
Intermediaries as Information Aggregators 0 0 1 36 0 0 13 172
Intermediary Balance Sheets 0 0 0 63 1 1 13 182
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 1 1 28 74
Intermediary balance sheets 0 0 1 120 0 0 16 258
Intermediary leverage cycles and financial stability 0 0 1 328 2 5 34 924
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 0 1 17 38
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 1 3 15 48
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 1 1 17 32
Liquidity Policies and Systemic Risk 0 0 0 5 1 2 15 43
Liquidity Policies and Systemic Risk 0 0 0 0 0 0 14 176
Liquidity Policies and Systemic Risk 0 0 0 100 2 2 16 112
Liquidity policies and systemic risk 0 0 1 175 1 2 22 327
Look Out for Outlook-at-Risk 1 2 2 22 2 4 18 66
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 13 0 1 21 107
Multimodality in Macro-Financial Dynamics 0 0 1 13 1 1 17 69
Multimodality in Macro-Financial Dynamics 0 0 0 116 2 3 20 262
No Good Deals - No Bad Models 0 1 1 36 0 1 12 143
No Good Deals - No Bad Models 0 0 0 10 0 0 15 90
No Good Deals—No Bad Models 0 0 0 0 0 0 8 15
No good deals—no bad models 0 0 0 11 0 0 9 77
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 11 1 1 20 48
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 Treasury Markets 0 0 0 28 1 2 9 111
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 1 1 1 6 4 4 16 45
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets 0 0 0 10 0 2 10 43
Taking orders and taking notes: dealer information sharing in financial markets 0 0 0 20 0 1 15 140
Term Structures of Asset Prices and Returns 0 0 0 23 1 2 12 81
Term structures of asset prices and returns 0 0 0 34 0 0 14 105
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 1 1 9 33
The Changing Landscape of Corporate Credit 0 0 0 3 0 1 7 17
The Commercial Paper Funding Facility 0 0 1 40 0 1 17 127
The Disappearing Overnight Drift 2 3 3 3 3 7 7 7
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 1 1 20 45
The Evolving Market for U.S. Sovereign Credit Risk 0 0 0 30 0 1 9 66
The Federal Reserve and market confidence 0 0 0 64 0 3 18 108
The Global Credit Cycle 3 10 10 10 1 4 5 5
The Global Credit Cycle 1 1 2 30 4 6 41 80
The Global Credit Cycle in Corporate Bond Returns 1 17 17 17 2 8 11 11
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 12 2 3 12 45
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 3 3 15 60
The Nonlinear Case Against Leaning Against the Wind 0 0 0 24 0 0 10 26
The Overnight Drift 1 3 4 17 6 49 106 206
The Overnight Drift 1 1 2 19 12 29 162 228
The Overnight Drift in U.S. Equity Returns 2 2 6 90 9 13 110 447
The Primary and Secondary Market Corporate Credit Facilities 1 3 4 34 2 5 22 134
The Theory of Financial Stability Meets Reality 0 1 2 4 0 1 19 23
The Theory of Financial Stability Meets Reality 2 2 2 2 2 2 2 2
The Theory of Financial Stability Meets Reality 0 0 0 5 0 1 19 27
The Theory of Financial Stability Meets Reality 0 0 5 5 0 0 13 13
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 0 0 9 9 1 2 24 24
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 8 66
Understanding mortgage spreads 0 0 1 44 2 5 30 271
Vulnerable Growth 2 4 9 113 4 11 44 555
Vulnerable Growth 6 7 9 61 10 12 87 320
Vulnerable Growth 0 1 4 64 3 7 29 159
Vulnerable growth 0 0 1 244 1 5 29 1,000
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 1 89 0 0 18 246
What Is Corporate Bond Market Distress? 0 0 0 14 0 1 10 46
What Is “Outlook-at-Risk?” 0 0 0 26 0 1 12 72
What’s New with Corporate Leverage? 0 0 2 18 1 2 12 28
What’s in A(AA) Credit Rating? 0 0 0 61 1 2 17 108
Who Finances Real Sector Lenders? 0 0 1 14 1 1 13 17
Who Lends to Households and Firms? 0 0 0 3 1 1 11 13
Total Working Papers 25 62 155 3,783 130 315 2,322 12,599

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 1 24 34
Ambiguity shifts and the 2007–2008 financial crisis 0 0 0 51 1 3 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 16 48
Corporate bond market distress 0 1 1 7 2 7 41 57
Dealer balance sheets and bond liquidity provision 0 0 0 60 4 11 40 304
Forecasting macroeconomic risks 3 6 22 105 5 10 80 333
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 1 1 19 2 3 23 77
Liquidity policies and systemic risk 0 0 0 38 0 1 23 174
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 1 12 43 0 4 38 157
Negative swap spreads 0 2 2 28 0 8 27 164
ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS 0 0 0 0 0 0 10 18
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS 0 0 0 18 0 0 14 78
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions 1 2 4 26 5 7 17 110
Term structures of asset prices and returns 1 1 1 48 3 3 15 164
The Commercial Paper Funding Facility 0 0 1 7 2 3 28 50
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 10 1 1 15 54
The Overnight Drift 1 3 4 5 11 27 59 68
The Primary and Secondary Corporate Credit Facilities 0 0 1 1 0 2 17 30
The Theory of Financial Stability Meets Reality: A Unifying Framework for Bank Regulation and Accounting Discretion 0 1 1 1 1 5 5 5
Trends in credit basis spreads 0 0 0 7 0 0 12 58
Understanding Mortgage Spreads 2 2 4 21 2 2 26 109
Vulnerable Growth 8 16 60 444 18 57 232 1,499
Total Journal Articles 16 36 116 960 57 156 772 3,835

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Statistics updated 2026-09-10