Erik Heitfield

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 36,285

in Total Papers Citations

4

CROSSREF CITATIONS

17

Scholarly Papers (7)

1.

Monitoring, Moral Hazard, and Market Power: A Model of Bank Lending

Number of pages: 28 Posted: 07 Jan 2000
Daniel M. Covitz and Erik Heitfield
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 725 (41,434)
Citation 5

Abstract:

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2.

Parameter Uncertainty and the Credit Risk of Collateralized Debt Obligations

Number of pages: 45 Posted: 31 Jul 2008 Last Revised: 24 Jan 2009
Erik Heitfield
Board of Governors of the Federal Reserve System
Downloads 698 (43,561)
Citation 20

Abstract:

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credit risk, copula, structured finance, collateralized debt obligation

3.

Inferring Term Rates from Sofr Futures Prices

FEDS Working Paper No. 2019-014
Number of pages: 25 Posted: 14 Mar 2019
Erik Heitfield and Yang-Ho Park
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 253 (143,848)
Citation 1

Abstract:

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Interest rates, Futures, Reference rates, Financial contracts, LIBOR, SOFR

The Geographic Scope of Retail Deposit Markets

Number of pages: 29 Posted: 11 Dec 2002
Robin A. Prager and Erik Heitfield
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 150 (231,338)
Citation 2

Abstract:

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banking, markets, antitrust

The Geographic Scope of Retail Deposit Markets

Posted: 16 Feb 2004
Erik Heitfield and Robin A. Prager
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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Banking, antitrust, geographic markets

5.

Contagion During the Initial Banking Panic of the Great Depression

NBER Working Paper No. w23629
Number of pages: 27 Posted: 04 Aug 2017
Erik Heitfield, Gary Richardson and Shirley Wang
Board of Governors of the Federal Reserve System, University of California at Irvine and Cornell SC Johnson College of Business
Downloads 13 (657,267)
Citation 1

Abstract:

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6.

Indicative Forward-Looking SOFR Term Rates

FEDS Notes No. 2019-04-19
Posted: 22 Apr 2019
Erik Heitfield and Yang-Ho Park
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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7.

What Drives Default and Prepayment on Subprime Auto Loans?

Posted: 16 Feb 2004
Erik Heitfield and Tarun Sabarwal
Board of Governors of the Federal Reserve System and University of Kansas

Abstract:

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