Falk Bräuning
Falk Bräuning
Senior Economist

Research

email  falk.brauning@bos.frb.org

617-973-3081

website  Personal Website

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Primary fields of research

Financial Economics, Monetary and Macroeconomics, Econometrics

Publications

Refereed Journal Articles

Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging,” with Puriya Abbassi. Forthcoming. Review of Financial Studies. http://dx.doi.org/10.2139/ssrn.3117397

Monetary Policy and Global Banking,” with Victoria Ivashina. Forthcoming. Journal of Finance. http://dx.doi.org/10.2139/ssrn.2801304

The Dynamic Factor Network Model with an Application to International Trade,” with Siem Jan Koopman. 2020. Journal of Econometrics 216(2): 494–515. https://doi.org/10.1016/j.jeconom.2019.10.007

U.S. Monetary Policy and Emerging Market Credit Cycles,” with Victoria Ivashina. 2020. Journal of Monetary Economics 112(June): 57–76. https://doi.org/10.1016/j.jmoneco.2019.02.005

A Dynamic Network Model of the Unsecured Interbank Lending Market,” with Francisco Blasques and Iman van Lelyveld. 2018. Journal of Economic Dynamics and Control 90(May 2018): 310–342. https://doi.org/10.1016/j.jedc.2018.03.015

"Relationship Lending in the Interbank Market and the Price of Liquidity," with Falko Fecht. 2017. Review of Finance 21(1): 33–75.

"Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis," with Siem Jan Koopman. 2014. International Journal of Forecasting 30: 572–584.

Working Papers

Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages” with Viacheslav Sheremirov. 2019. Federal Reserve Bank of Boston Research Department Working Papers No. 19-15.

"Stress Testing Effects on Portfolio Similarities Among Large US Banks." 2019. Federal Reserve Bank of Boston Current Policy Perspectives No. 19–1.

Demand Effects in FX Forward Contracts: Micro Evidence from Banks’ Dollar Hedging,” with Puriya Abbassi. 2018. Federal Reserve Bank of Boston Research Department Working Papers No. 18-6. Revised in 2020.

"The Liquidity Effect of the Federal Reserve's Balance Sheet Reduction on Short-term Interest Rates." 2018. Federal Reserve Bank of Boston Research Department Current Policy Perspectives No. 18-1.

"U.S. Monetary Policy and Emerging Market Credit Cycles," with Victoria Ivashina. 2017. Federal Reserve Bank of Boston Research Department Working Papers No. 17-09.

"International Financial Integration, Crises, and Monetary Policy: Evidence from the Euro Area Interbank Crises," with Puriya Abbassi, Falko Fecht, and José-Luis Peydró. 2017. Federal Reserve Bank of Boston Research Department Working Papers No. 17-06.

"Uncovering Covered Interest Parity: The Role of Bank Regulation and Monetary Policy," with Kovid Puria. 2017. Federal Reserve Bank of Boston Research Department Current Policy Perspectives No. 17-03.

"Monetary Policy and Global Banking," with Victoria Ivashina. 2017. Federal Reserve Bank of Boston Research Department Working Papers No. 17-05.

"The Dynamic Factor Network Model with an Application to Global Credit Risk," with Siem Jan Koopman. 2016. Federal Reserve Bank of Boston Research Department Working Papers No. 16-13.

"Relationship Lending in the Interbank Market and the Price of Liquidity," with Falko Fecht. 2016. Federal Reserve Bank of Boston Research Department Working Papers No. 16-07.

"A Dynamic Network Model of the Unsecured Interbank Lending Market," with Francisco Blasques. 2016. Federal Reserve Bank of Boston Research Department Working Papers No. 16-03.

"Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis," with Puriya Abbassi, Falko Fecht, and José-Luis Peydró. 2014. Deutsche Bundesbank Discussion Papers No. 45/2014.