Stephan Luck |
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Financial Research Advisor |
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Bank Funding Risk, Reference Rates, and Credit Supply
With Harry Cooperman, Darrell Duffie, Zachry Wang, and Yilin (David) Yang Journal of Finance, Accepted Available as Federal Reserve Bank of New York Staff Reports 1042, December 2022, February 2023 Who Can Tell Which Banks Will Fail? With Kristian S. Blickle and Markus Brunnermeier Review of Financial Studies, Volume 37, Issue 9, September 2024, Pages 2685–2731 Bank Liquidity Provision across the Firm Size Distribution With Gabriel Chodorow-Reich, Olivier Darmouni, and Matthew Plosser Journal of Financial Economics, Volume 144, Issue 3, June 2022, Pages 908-932 Online Appendix Available as Federal Reserve Bank of New York Staff Reports 942, October 2020 The Effects of Banking Competition on Growth and Financial Stability: Evidence from the National Banking Era With Mark Carlson and Sergio Correia Journal of Political Economy, 130, Issue 2, February 2022, Pages 462-520 Employment Effects of Unconventional Monetary Policy: Evidence from QE With Tom Zimmermann Journal of Financial Economics, Volume 135, Issue 3, March 2020, Pages 678-703 Available as FEDS paper 2018-071 Pandemic Depress the Economy, Public Health Interventions Do Not: Evidence from the 1918 Flu With Sergio Correia and Emil Verner Journal of Economic History, Volume 82, Issue 4, December 2022, pp. 917-957 Digitizing Historical Balance Sheet Data: A Practitioner's Guide With Sergio Correia Explorations in Economic History, Volume 87, January 2023, 101475 Inefficient Liquidity Creation With Paul Schempp Journal of Financial Intermediation, Volume 53, January 2023, 100996 Available as SSRN Working Paper, revised June 2021 The Valuation of Collateral in Bank Lending With Joao Santos Journal of Financial and Quantitative Analysis, Volume 59, Issue 5, August 2024, pp. 2038 – 2067 Did QE Lead to Lax Bank Lending Standards? Evidence form the Federal Reserve's LSAPs With Robert Kurtzman and Tom Zimmermann Journal of Banking & Finance, May 2022, Volume 138, 105403 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. |