Nina Boyarchenko
Nina Boyarchenko
Verified email at ny.frb.org
Title
Cited by
Cited by
Year
Vulnerable growth
T Adrian, N Boyarchenko, D Giannone
American Economic Review 109 (4), 1263-89, 2019
3142019
Intermediary leverage cycles and financial stability
T Adrian, N Boyarchenko
FRB of New York Staff Report, 2012
2812012
Dealer balance sheets and bond liquidity provision
T Adrian, N Boyarchenko, O Shachar
Journal of Monetary Economics 89, 92-109, 2017
992017
Ambiguity shifts and the 2007–2008 financial crisis
N Boyarchenko
Journal of Monetary Economics 59 (5), 493-507, 2012
802012
Liquidity policies and systemic risk
T Adrian, N Boyarchenko
Journal of Financial Intermediation 35, 45-60, 2018
572018
The Eigenfunction Expansion Method in Multi‐Factor Quadratic Term Structure Models
N Boyarchenko, S Levendorskiǐ
Mathematical finance 17 (4), 503-539, 2007
572007
Understanding mortgage spreads
N Boyarchenko, A Fuster, DO Lucca
The Review of Financial Studies 32 (10), 3799-3850, 2019
472019
Term structures of asset prices and returns
D Backus, N Boyarchenko, M Chernov
Journal of Financial Economics 129 (1), 1-23, 2018
472018
Bank-intermediated arbitrage
N Boyarchenko, TM Eisenbach, P Gupta, O Shachar, P Van Tassel
CEPR Discussion Paper No. DP15097, 2020
372020
Intermediary balance sheets
T Adrian, N Boyarchenko
FRB of New York Staff Report, 2013
332013
The cyclicality of leverage
T Adrian, N Boyarchenko, HS Shin
Staff Report, 2015
272015
It&Apos; S What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities
N Boyarchenko, A Kovner, O Shachar
CEPR Discussion Paper No. DP15432, 2020
26*2020
The Federal Reserve and market confidence
N Boyarchenko, V Haddad, MC Plosser
FRB of NY Staff Report, 2016
262016
Taking orders and taking notes: dealer information sharing in financial markets
N Boyarchenko, DO Lucca, L Veldkamp
Federal Reserve Bank of New York Staff Reports,(725), 2016
212016
On the scale of financial intermediaries
T Adrian, N Boyarchenko, HS Shin
FRB of NY Staff Report, 2016
182016
On errors and bias of Fourier transform methods in quadratic term structure models
N Boyarchenko, S Levendorskiǐ
International Journal of Theoretical and Applied Finance 10 (02), 273-306, 2007
162007
Multimodality in macro-financial dynamics
T Adrian, N Boyarchenko, D Giannone
FRB of New York Staff Report, 2019
142019
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
N Boyarchenko, DO Lucca, L Veldkamp
National Bureau of Economic Research, 2016
142016
Trends in credit basis spreads
N Boyarchenko, P Gupta, N Steele, J Yen
Economic Policy Review 24 (2), 15, 2018
102018
Trends in credit market arbitrage
N Boyarchenko, P Gupta, N Steele, J Yen
FRB of NY Staff Report, 2016
102016
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Articles 1–20