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Fernando Duarte
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Year
Fire-sale spillovers and systemic risk
F Duarte, TM Eisenbach
The Journal of Finance 76 (3), 1251-1294, 2021
3232021
The equity risk premium: a review of models
F Duarte, C Rosa
Economic Policy Review, 39-57, 2015
1342015
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
99*2020
Financial vulnerability and monetary policy
T Adrian, F Duarte
FRB of NY Staff Report, 2016
732016
Are asset managers vulnerable to fire sales?
N Cetorelli, F Duarte, T Eisenbach
Liberty Street Economics, 2016
352016
Monetary and Macroprudential Policy with Endogenous Risk
T Adrian, F Duarte, N Liang, P Zabczyk
IMF Working Paper, 2020
272020
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
26*2018
NKV: A New Keynesian Model with Vulnerability
T Adrian, F Duarte, N Liang, P Zabczyk
AEA Papers and Proceedings 110, 470-76, 2020
202020
Empirical network contagion for US financial institutions
F Duarte, C Jones
FRB of NY Staff Report, 2017
182017
Aggregate investment and stock returns
F Duarte, L Kogan, D Livdan
Unpublished manuscript Sloan School of Management, MIT.[9], 2012
112012
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
92020
How to escape a liquidity trap with interest rate rules
F Duarte
FRB of NY Staff Report, 2016
8*2016
Are Stocks Cheap? A Review of the Evidence
FM Duarte, C Rosa
Liberty Street Economics, 2013
62013
Quantifying Potential Spillovers from Runs on High-Yield Funds
N Cetorelli, FM Duarte, TM Eisenbach, E Eisner
Liberty Street Economics, 2016
42016
Cross-sectional inflation risk in menu cost models with heterogeneous firms
F Duarte, J Mishara-Blomberger
Available at SSRN 2351558, 2012
32012
Ten Years after the Crisis, Is the Banking System Safer?
DB Choi, FM Duarte, TM Eisenbach, J Vickery
Liberty Street Economics, 2018
22018
Banking System Vulnerability: Annual Update
KS Blickle, FM Duarte, TM Eisenbach, A Kovner
Liberty Street Economics, 2019
12019
Technical Appendix to “What Can We Learn from Prior Periods of Low Volatility?”
F Duarte, J Navarro-Staicos, C Rosa
Liberty Street Economics, 2014
12014
What Can We Learn from Prior Periods of Low Volatility?
FM Duarte, J Navarro-Staicos, C Rosa
Liberty Street Economics, 2014
12014
On fire-sale externalities, TARP was close to optimal
FM Duarte, TM Eisenbach
Liberty Street Economics, 2014
12014
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