Nina Boyarchenko

Nina Boyarchenko

Research Officer
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

nina.boyarchenko@ny.frb.org

   
The Long and Short of It: The Post-Crisis Corporate CDS Market
With Anna M. Costello and Or Shachar
Federal Reserve Bank of New York Economic Policy Review, Volume 26 Number 3, June 2020

Negative Swap Spreads
With Pooja Gupta, Nick Steele, and Jacqueline Yen
Federal Reserve Bank of New York Economic Policy Review, Volume 24 Number 2, October 2018

Trends in Credit Basis Spreads
With Pooja Gupta, Nick Steele, and Jacqueline Yen
Federal Reserve Bank of New York Economic Policy Review, Volume 24 Number 2, October 2018

Term structures of asset prices and returns
With Mikhail Chernov and David Backus
Journal of Financial Economics, 129:1 (2018), pp. 1-23

Understanding Mortgage Spreads
With Andreas Fuster and David Lucca
Review of Financial Studies, 32:10 (2019), pp. 3799-3850

Vulnerable Growth
With Tobias Adrian and Domenico Giannone
American Economic Review, 109:4 (2019), pp. 1-27

Liquidity Policies and Systemic Risk
With Tobias Adrian
Journal of Financial Intermediation, 35:B (2018), pp. 45-60

Dealer balance sheets and bond liquidity provision
With Tobias Adrian and Or Shachar
Journal of Monetary Economics, Volume 89, August 2017, Pages 92-109

Ambiguity Shifts and the 2007-2008 Financial Crisis
Journal of Monetary Economics, Carnegie-NYU-Rochester Conference Series on Public Policy, Vol 59 Number 5, July 2012, pp. 493-507

Nina Boyarchenko's CVPDF

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.
By continuing to use our site, you agree to our Terms of Use and Privacy Statement. You can learn more about how we use cookies by reviewing our Privacy Statement.   Close