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David Lucca
David Lucca
Jane Street
Verified email at janestreet.com - Homepage
Title
Cited by
Year
15. Mortgage-backed securities1
A Fuster, D Lucca, J Vickery
Research Handbook of Financial Markets 331, 2023
22023
A Peek behind the Curtain of Bank Supervision
P Goldsmith-Pinkham, B Hirtle, DO Lucca
Liberty Street Economics, 2016
2016
Appendix of supplementary materials for “Rate-Amplifying Investor Demand and the Excess Sensitivity of Long-Term Interest Rates”
SG Hanson, DO Lucca, JH Wright
2020
Appendix of supplementary materials for “The Excess Sensitivity of Long-Term Rates: A Tale of Two Frequencies”
SG Hanson, DO Lucca, JH Wright
2018
Banking Supervision: The Perspective from Economics Beverly Hirtle1 Federal Reserve Bank of New York
T Eisenbach, H Jackson, A Kovner, D Lucca, D Morgan, M Plosser, ...
2020
Credit supply and the rise in college tuition: Evidence from the expansion in federal student aid programs
DO Lucca, T Nadauld, K Shen
2012016
Data Insight: Which Growth Rate? It’sa Weighty Subject
RK Crump, S Eusepi, DO Lucca, E Moench
Liberty Street Economics, 2014
22014
Do Asset Purchase Programs Push Capital Abroad?
T Klitgaard, DO Lucca
Liberty Street Economics, 2015
2015
Domestic political survival and international conflict: is democracy good for peace?
S Baliga, DO Lucca, T Sjöström
The Review of Economic Studies 78 (2), 458-486, 2011
1022011
Essays in investment and macroeconomics
DO Lucca
Northwestern University, 2006
82006
Federal Reserve Bank of New York Economic Policy Review-1 Macroprudential Policy: A Case Study
T Adrian, P de Fontnouvelle, E Yang, A Zlate, R Bhalla, R Chakrabarti, ...
Federal Reserve Bank of New York, 2017
2017
In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO
TM Eisenbach, DO Lucca, K Shen
Liberty Street Economics, 2012
2012
Inconsistent regulators: Evidence from banking
S Agarwal, D Lucca, A Seru, F Trebbi
The Quarterly Journal of Economics 129 (2), 889-938, 2014
6182014
Is US Monetary Policy Seasonal?
RK Crump, DO Lucca
Liberty Street Economics, 2012
2012
Just Released: What Do Banking Supervisors Do?
B Hirtle, DO Lucca
Liberty Street Economics, 2015
2015
Lunch anyone? volatility on the tokyo stock exchange around the lunch break on may 23, 2013, and stock market circuit breakers
DO Lucca, O Shachar
Liberty Street Economics, 2014
12014
Measuring central bank communication: an automated approach with application to FOMC statements
DO Lucca, F Trebbi
National Bureau of Economic Research, 2009
3002009
Mortgage-backed securities
A Fuster, D Lucca, J Vickery
Research Handbook of Financial Markets, 331-357, 2023
162023
Mortgage-Backed Securities
D Lucca, J Vickery
CEPR Discussion Papers, 2022
2022
Parsing the content of bank supervision
PS Goldsmith-Pinkham, B Hirtle, DO Lucca
FRB of NY Staff Report, 2016
532016
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