Head of Macrofinance Studies
Look Out for Outlook-at-Risk
What’s New with Corporate Leverage?
What Is “Outlook-at-Risk?”
How Is the Corporate Bond Market Functioning as Interest Rates Increase?
What Is Corporate Bond Market Distress?
How Is the Corporate Bond Market Responding to Financial Market Volatility?
At the New York Fed: Implications of Federal Reserve Actions in Response to the COVID-19 Pandemic
The Overnight Drift in U.S. Equity Returns
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers?
The Impact of the Corporate Credit Facilities
The Primary and Secondary Market Corporate Credit Facilities
What Do Financial Conditions Tell Us about Risks To GDP Growth?
The Commercial Paper Funding Facility
What’s in A(AA) Credit Rating?
The Evolving Market for U.S. Sovereign Credit Risk
Credit Market Choice
Liquidity Effects of Post-Crisis Regulatory Reform
Dealer Balance Sheets and Corporate Bond Liquidity Provision
At the N.Y. Fed: The Evolution of OTC Derivatives Markets
Credit Market Arbitrage and Regulatory Leverage
Trends in Arbitrage-Based Measures of Bond Liquidity
Dealer information sharing in US Treasury auctions
The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs
Have Dealers' Strategies in the GCF Repo© Market Changed?
Counterparty Risk in Material Supply Contracts
No Good Deals–No Bad Models
Liquidity Policies and Systemic Risk
Intermediary Leverage Cycles and Financial Stability
Nina Boyarchenko's CV The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.