Daniel Greenwald

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Assistant Professor of Finance

77 Massachusetts Ave. E62-663

Cambridge, MA 02142

United States

SCHOLARLY PAPERS

11

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2,334

SSRN CITATIONS
Rank 8,655

SSRN RANKINGS

Top 8,655

in Total Papers Citations

91

CROSSREF CITATIONS

60

Scholarly Papers (11)

1.

The Mortgage Credit Channel of Macroeconomic Transmission

MIT Sloan Research Paper No. 5184-16
Number of pages: 85 Posted: 21 Feb 2016 Last Revised: 19 Jan 2018
Daniel Greenwald
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 887 (32,821)
Citation 82

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mortgages, macroeconomics, housing, monetary policy, macroprudential policy, real estate, payment to income, loan to value, refinancing, prepayment

2.

Financial Fragility with SAM?

Journal of Finance, Forthcoming, MIT Sloan Research Paper No. 5261-17
Number of pages: 77 Posted: 15 Nov 2017 Last Revised: 11 Nov 2020
Daniel Greenwald, Tim Landvoigt and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 442 (80,878)
Citation 16

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mortgage design, financial intermediation, housing policy

Financial and Total Wealth Inequality with Declining Interest Rates

Stanford University Graduate School of Business Research Paper
Number of pages: 92 Posted: 01 Mar 2021 Last Revised: 13 Jul 2021
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 399 (90,388)

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wealth inequality, declining real rates, human wealth, financial wealth

Financial and Total Wealth Inequality with Declining Interest Rates

NBER Working Paper No. w28613
Number of pages: 84 Posted: 29 Mar 2021 Last Revised: 01 Aug 2021
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford University and Columbia University Graduate School of Business
Downloads 6 (763,956)
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Financial and Total Wealth Inequality with Declining Interest Rates

CEPR Discussion Paper No. DP16081
Number of pages: 90 Posted: 14 May 2021
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford University and Columbia University Graduate School of Business
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4.

What Explains the Covid-19 Stock Market?

NBER Working Paper No. w27784
Number of pages: 36 Posted: 14 Sep 2020 Last Revised: 27 Jun 2021
Josue Cox, Daniel Greenwald and Sydney C. Ludvigson
New York University (NYU) - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and New York University - Department of Economics
Downloads 130 (267,745)

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5.

How the Wealth Was Won: Factors Shares as Market Fundamentals

NBER Working Paper No. w25769
Number of pages: 66 Posted: 22 Apr 2019 Last Revised: 12 Apr 2021
Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 129 (269,310)
Citation 4

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6.

Firm Debt Covenants and the Macroeconomy: The Interest Coverage Channel

MIT Sloan Research Paper No. #5909-19
Number of pages: 47 Posted: 06 Mar 2020
Daniel Greenwald
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 115 (292,805)
Citation 16

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debt covenants, interest coverage, interest rate transmission, state dependence

7.

Origins of Stock Market Fluctuations

NBER Working Paper No. w19818
Number of pages: 64 Posted: 17 Jan 2014 Last Revised: 25 Feb 2021
Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 105 (311,863)
Citation 4

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8.

Do Credit Conditions Move House Prices?

Number of pages: 60 Posted: 05 Mar 2020 Last Revised: 12 May 2020
Daniel Greenwald and Adam M. Guren
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston University - Department of Economics
Downloads 70 (398,709)
Citation 16

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house prices, rental markets, mortgages, credit standards, housing booms

9.

Rare Shocks, Great Recessions

FRB of New York Staff Report No. 585
Number of pages: 52 Posted: 18 Dec 2012
Vasco C├║rdia, Marco Del Negro and Daniel Greenwald
Federal Reserve Bank of San Francisco, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 47 (481,257)
Citation 32

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Bayesian Analysis of DSGE Models, Fat tails, stochastic volatility, Great Recession

10.

How the Wealth Was Won: Factor Shares as Market Fundamentals

CEPR Discussion Paper No. DP14200
Number of pages: 58 Posted: 17 Dec 2019
Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 3 (756,868)
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11.

Origins of Stock Market Fluctuations

CEPR Discussion Paper No. DP10336
Number of pages: 65 Posted: 23 Jan 2015
Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 1 (777,856)
Citation 1
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labor income, stock market wealth, stock prices