Fernando M. Duarte

Fernando Duarte

Senior Economist
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

fernando.duarte@ny.frb.org

   
Fire-Sale Spillovers and Systemic Risk
With Thomas M. Eisenbach
Journal of Finance, Volume 76, Issue 3, Pages 1251-1294, June 2021
Also available as >> Federal Reserve Bank of New York Staff Reports, Number 645, Revised December 2019
Replication code
Internet appendix

Time-Varying Inflation Risk and Stock Returns
With Martijn Boons, Frans de Roon, and Marta Szymanowska
Journal of Financial Economics, Volume 136, Issue 2, Pages 444-470, May 2020
Also available as >> Federal Reserve Bank of New York Staff Reports, Number 621, Revised April 2019
Online Appendixpdf
Replication code

NKV: A New Keynesian Model with Vulnerability
With Tobias Adrian, Nellie Liang, and Pawel Zabczyk
AEA Papers and Proceedings Volume 110, Pages 470-76, May 2020
Replication code and data

Comment on “Forward guidance: Communication, commitment, or both?"
Journal of Monetary Economics, Volume 108, Pages 87-92, December 2019

Monetary Policy and Financial Conditions: A Cross-Country Study
With Tobias Adrian, Federico Grinberg, and Tommaso Mancini-Griffoli
Chapter 7 in Advancing the Frontiers of Monetary Policy, Tobias Adrian, Douglas Laxton, and Maurice Obstfeld, eds. Washington, D.C.: International Monetary Fund, Pages 83-105, April 2018
Also available as >> Monetary Policy and Financial Conditions: A Cross-Country Study, Federal Reserve Bank of New York Staff Reports, 890

The Equity Risk Premium: A Review of Models
With Carlo Rosa
Federal Reserve Bank of New York Economic Policy Review, Volume 21, Number 2, Pages 39-57, December 2015
Latest ERP estimates
All vintages
Code and data

Fernando Duarte's CVPDF

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