Marcelo Ochoa

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS

748

SSRN CITATIONS
Rank 18,056

SSRN RANKINGS

Top 18,056

in Total Papers Citations

34

CROSSREF CITATIONS

25

Scholarly Papers (6)

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

FEDS Working Paper No. 2014-102
Number of pages: 27 Posted: 10 Dec 2014
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, U.S. Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 161 (223,539)
Citation 10

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Financial stability, safe assets, money-like instruments, central bank policies

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

FEDS Working Paper No. 2014-102
Number of pages: 27 Posted: 31 May 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, U.S. Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 104 (312,820)
Citation 10

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Funding Liquidity Risk and the Cross-section of MBS Returns

Number of pages: 43 Posted: 24 Dec 2014 Last Revised: 06 Jun 2017
Yuriy Kitsul and Marcelo Ochoa
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 101 (319,170)
Citation 1

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MBS market, liquidity, risk premiums, supply-demand factors

Funding Liquidity Risk and the Cross-Section of MBS Returns

FEDS Working Paper No. 2016-052
Number of pages: 44 Posted: 28 Jun 2016
Yuriy Kitsul and Marcelo Ochoa
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 77 (378,489)
Citation 1

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Agency mortgage-backed securities, Dollar rolls, Implied financing rates, Liquidity, Expected returns, Large Scale Asset Purchase programs

3.

Climate Change and Growth Risks

NBER Working Paper No. w23009
Number of pages: 39 Posted: 03 Jan 2017 Last Revised: 16 May 2021
Ravi Bansal, Marcelo Ochoa and Dana Kiku
Duke University and NBER, Board of Governors of the Federal Reserve System and University of Illinois at Urbana-Champaign
Downloads 150 (236,721)
Citation 3

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4.

Volatility, Labor Heterogeneity and Asset Prices

FEDS Working Paper No. 2013-71
Number of pages: 50 Posted: 31 May 2017
Marcelo Ochoa
Board of Governors of the Federal Reserve System
Downloads 93 (334,293)

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5.

Price of Long-Run Temperature Shifts in Capital Markets

NBER Working Paper No. w22529
Number of pages: 57 Posted: 22 Aug 2016
Ravi Bansal, Dana Kiku and Marcelo Ochoa
Duke University and NBER, University of Illinois at Urbana-Champaign and Board of Governors of the Federal Reserve System
Downloads 60 (427,433)
Citation 5

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6.

International Yield Spillovers

FEDS Working Paper No. 2021-1
Number of pages: 59 Posted: 14 Jun 2021
Don Kim and Marcelo Ochoa
affiliation not provided to SSRN and Board of Governors of the Federal Reserve System
Downloads 2 (759,466)

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