Working Papers

Measuring Corporate Bond Market Dislocations

with Nina Boyarchenko, Richard Crump and Or Shachar
Federal Reserve Bank of New York Staff Reports2020

Bank Capital and Real GDP Growth

with Nina Boyarchenko and Domenico Giannone
Federal Reserve Bank of New York Staff Reports2020

It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities

with Nina Boyarchenko and Or Shachar
Federal Reserve Bank of New York Staff Reports2020

The Market Events of Mid-September 2019

with Gara Afonso, Marco Cipriani, Adam Copeland, Gabriele La Spada, and Antoine Martin
Federal Reserve Bank of New York Staff Reports2020

Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis

with Thomas M. Eisenbach and Michael Junho Lee
Federal Reserve Bank of New York Staff Reports2020

Evaluating Regulatory Reform: Banks’ Cost of Capital and Lending

with Peter Van Tassel
Federal Reserve Bank of New York Staff Reports2020

The Capital and Loss Assessment under Stress Scenarios (CLASS) Model

with Beverly Hirtle, James Vickery, and Meru Bhanot
Federal Reserve Bank of New York Staff Report2014

Evaluating the Quality of Fed Funds Lending Estimates Produced from Fedwire Payments Data

with David Skeie
Federal Reserve Bank of New York Staff Report2013

Trading Partners in the Interbank Lending Market

with Gara Afonso, and Antoinette Schoar
Federal Reserve Bank of New York Staff Reports2013

The Private Premium in Public Bonds

with Chenyang Wei
Federal Reserve Bank of New York Staff Reports2012