Institution: Federal Reserve Board (Board of Governors of the Federal Reserve System)
Primary Field: Finance (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 1.35 | 0.50 | 0.00 | 1.85 | 49% |
| Last 10 Years | 0.00 | 5.52 | 2.52 | 0.00 | 8.04 | 83% |
| All Time | 0.00 | 5.52 | 3.20 | 0.00 | 8.71 | 87% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Equity tail risk and currency risk premiums | Journal of Financial Economics | A | 3 |
| 2021 | Measuring the macroeconomic impact of monetary policy at the zero lower bound | Review of Finance | B | 4 |
| 2019 | Cumulative Prospect Theory, Option Returns, and the Variance Premium | The Review of Financial Studies | A | 5 |
| 2019 | Bad bad contagion | Journal of Banking & Finance | B | 1 |
| 2017 | Generating options-implied probability densities to understand oil market events | Energy Economics | A | 3 |
| 2017 | Variance risk premiums and the forward premium puzzle | Journal of Financial Economics | A | 2 |
| 2015 | U.S. unconventional monetary policy and transmission to emerging market economies | Journal of International Money and Finance | B | 3 |