Fire-sale spillovers and systemic risk F Duarte, TM Eisenbach The Journal of Finance 76 (3), 1251-1294, 2021 | 320 | 2021 |
The equity risk premium: a review of models F Duarte, C Rosa Economic Policy Review, 39-57, 2015 | 135 | 2015 |
Time-varying inflation risk and stock returns M Boons, F Duarte, F De Roon, M Szymanowska Journal of Financial Economics 136 (2), 444-470, 2020 | 107* | 2020 |
Financial vulnerability and monetary policy T Adrian, F Duarte FRB of NY Staff Report, 2016 | 70 | 2016 |
Are asset managers vulnerable to fire sales? N Cetorelli, F Duarte, T Eisenbach Liberty Street Economics, 2016 | 37 | 2016 |
Monetary Policy and Financial Conditions: A Cross-Country Study T Adrian, F Duarte, F Grinberg, T Mancini Griffoli Advancing the Frontiers of Monetary Policy, Part II, Chapter 6, 2018 | 25* | 2018 |
Monetary and Macroprudential Policy with Endogenous Risk T Adrian, F Duarte, N Liang, P Zabczyk IMF Working Paper, 2020 | 23 | 2020 |
NKV: A New Keynesian Model with Vulnerability T Adrian, F Duarte, N Liang, P Zabczyk AEA Papers and Proceedings 110, 470-76, 2020 | 19 | 2020 |
Empirical network contagion for US financial institutions F Duarte, C Jones FRB of NY Staff Report, 2017 | 19 | 2017 |
Aggregate investment and stock returns F Duarte, L Kogan, D Livdan Unpublished manuscript Sloan School of Management, MIT.[9], 2012 | 12 | 2012 |
Strengthening the FOMC's Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies F Duarte, BK Johannsen, L Melosi, T Nakata FEDS Working Paper, 2020 | 9 | 2020 |
How to escape a liquidity trap with interest rate rules F Duarte FRB of NY Staff Report, 2016 | 9* | 2016 |
Are Stocks Cheap? A Review of the Evidence FM Duarte, C Rosa Liberty Street Economics, 2013 | 6 | 2013 |
Quantifying Potential Spillovers from Runs on High-Yield Funds N Cetorelli, FM Duarte, TM Eisenbach, E Eisner Liberty Street Economics, 2016 | 4 | 2016 |
Cross-sectional inflation risk in menu cost models with heterogeneous firms F Duarte, J Mishara-Blomberger Available at SSRN 2351558, 2012 | 3 | 2012 |
Ten Years after the Crisis, Is the Banking System Safer? DB Choi, FM Duarte, TM Eisenbach, J Vickery Liberty Street Economics, 2018 | 2 | 2018 |
How Has COVID-19 Affected Banking System Vulnerability? KS Blickle, M Crosignani, FM Duarte, TM Eisenbach, F Fringuellotti, ... Liberty Street Economics, 2020 | 1 | 2020 |
Banking System Vulnerability: Annual Update KS Blickle, FM Duarte, TM Eisenbach, A Kovner Liberty Street Economics, 2019 | 1 | 2019 |
Technical Appendix to “What Can We Learn from Prior Periods of Low Volatility?” F Duarte, J Navarro-Staicos, C Rosa Liberty Street Economics, 2014 | 1 | 2014 |
What Can We Learn from Prior Periods of Low Volatility? FM Duarte, J Navarro-Staicos, C Rosa Liberty Street Economics, 2014 | 1 | 2014 |