IDEAS home Printed from https://ideas.repec.org/f/pdi379.html
   My authors  Follow this author

William Diamond

Personal Details

First Name:William
Middle Name:
Last Name:Diamond
Suffix:
RePEc Short-ID:pdi379
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
Harvard University

Cambridge, Massachusetts (United States)
http://www.economics.harvard.edu/
RePEc:edi:deharus (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. William F. Diamond & Tim Landvoigt & Germán Sánchez Sánchez, 2024. "Printing Away the Mortgages: Fiscal Inflation and the Post-Covid Boom," NBER Working Papers 32573, National Bureau of Economic Research, Inc.
  2. Rebecca Diamond & William F. Diamond, 2024. "Racial Differences in the Total Rate of Return on Owner-Occupied Housing," NBER Working Papers 32916, National Bureau of Economic Research, Inc.
  3. William F. Diamond & Zhengyang Jiang & Yiming Ma, 2023. "The Reserve Supply Channel of Unconventional Monetary Policy," NBER Working Papers 31693, National Bureau of Economic Research, Inc.
  4. William Diamond & Peter Van Tassel, 2023. "A Look at Convenience Yields around the World," Liberty Street Economics 20231003, Federal Reserve Bank of New York.
  5. William Diamond & Jules van Binsbergen & Peter Van Tassel, 2023. "Options for Calculating Risk-Free Rate," Liberty Street Economics 20231002, Federal Reserve Bank of New York.
  6. William Diamond & Peter Van Tassel, 2022. "Risk-Free Rates and Convenience Yields Around the World," Staff Reports 1032, Federal Reserve Bank of New York.
  7. Jules H. van Binsbergen & William F. Diamond & Marco Grotteria, 2019. "Risk-Free Interest Rates," NBER Working Papers 26138, National Bureau of Economic Research, Inc.
  8. Nikhil Agarwal & William Diamond, 2013. "Identification and Estimation in Two-Sided Matching Markets," Cowles Foundation Discussion Papers 1905, Cowles Foundation for Research in Economics, Yale University, revised Feb 2014.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. William F. Diamond & Zhengyang Jiang & Yiming Ma, 2023. "The Reserve Supply Channel of Unconventional Monetary Policy," NBER Working Papers 31693, National Bureau of Economic Research, Inc.

    Cited by:

    1. Li, Boyao, 2024. "A balance sheet analysis of monetary policy effects on banks," Global Finance Journal, Elsevier, vol. 61(C).
    2. Porcellacchia, Davide & Sheedy, Kevin D., 2024. "The macroeconomics of liquidity in financial intermediation," Working Paper Series 2939, European Central Bank.

  2. Jules H. van Binsbergen & William F. Diamond & Marco Grotteria, 2019. "Risk-Free Interest Rates," NBER Working Papers 26138, National Bureau of Economic Research, Inc.

    Cited by:

    1. Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2019. "The U.S. Public Debt Valuation Puzzle," NBER Working Papers 26583, National Bureau of Economic Research, Inc.
    2. Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2020. "Adverse Selection Dynamics in Privately-Produced Safe Debt Markets," Finance and Economics Discussion Series 2020-088, Board of Governors of the Federal Reserve System (U.S.).
    3. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024. "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, vol. 79(3), pages 2077-2114, June.
    4. Cipriani, Marco & La Spada, Gabriele, 2020. "Investors' Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform," CEPR Discussion Papers 14375, C.E.P.R. Discussion Papers.
    5. William Chen & Gregory Phelan, 2021. "Should Monetary Policy Target Financial Stability?," Department of Economics Working Papers 2021-12, Department of Economics, Williams College.
    6. Marco Bassetto & Thomas J. Sargent, 2020. "Shotgun Wedding: Fiscal and Monetary Policy," NBER Working Papers 27004, National Bureau of Economic Research, Inc.
    7. Cassella, Stefano & Golez, Benjamin & Gulen, H. & Kelly, Peter, 2023. "Horizon bias and the term structure of equity returns," Other publications TiSEM 2e72bbd4-bdc8-434c-a55c-e, Tilburg University, School of Economics and Management.
    8. Klingler, Sven & Syrstad, Olav, 2021. "Life after LIBOR," Journal of Financial Economics, Elsevier, vol. 141(2), pages 783-801.
    9. Hengzhen Lu & Qiujin Gao & Ling Xiao & Gurjeet Dhesi, 2024. "Forecasting EUA futures volatility with geopolitical risk: evidence from GARCH-MIDAS models," Review of Managerial Science, Springer, vol. 18(7), pages 1917-1943, July.
    10. Shambaugh, Jay C. & Zhou, Hang, 2024. "Interest rates across the world: Global, regional, and idiosyncratic factors," Journal of Banking & Finance, Elsevier, vol. 163(C).
    11. William Diamond, 2020. "Safety Transformation and the Structure of the Financial System," Journal of Finance, American Finance Association, vol. 75(6), pages 2973-3012, December.
    12. Federico Favaretto, 2023. "Exchange Rates and Government Debt," BAFFI CAREFIN Working Papers 23198, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    13. Todd M. Hazelkorn & Tobias J. Moskowitz & Kaushik Vasudevan, 2020. "Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price," NBER Working Papers 26773, National Bureau of Economic Research, Inc.
    14. Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G., 2023. "Quantitative easing, the repo market, and the term structure of interest rates," SAFE Working Paper Series 395, Leibniz Institute for Financial Research SAFE.
    15. Sebastian Infante & Zack Saravay, 2020. "What Drives U.S. Treasury Re-use?," Finance and Economics Discussion Series 2020-103r1, Board of Governors of the Federal Reserve System (U.S.), revised 24 Aug 2021.
    16. Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2020. "The term structure of CIP violations," CEPR Discussion Papers 14774, C.E.P.R. Discussion Papers.
    17. William Chen & Gregory Phelan, 2022. "Online Appendix to Should Monetary Policy Target Financial Stability"," Online Appendices 21-244, Review of Economic Dynamics.
    18. Liu, Yifan & Popova, Ivilina, 2023. "Threats to central bank independence and exchange rate volatility: High-frequency identification with Trump’s Fed tweets," Finance Research Letters, Elsevier, vol. 53(C).
    19. Harry DeAngelo & Andrei S Gonçalves & René M Stulz, 2022. "Leverage and Cash Dynamics [Is cash negative debt? A hedging perspective on corporate financial policies]," Review of Finance, European Finance Association, vol. 26(5), pages 1101-1144.
    20. Held, Matthias & Kapraun, Julia & Omachel, Marcel & Thimme, Julian, 2020. "Up- and downside variance risk premia in global equity markets," Journal of Banking & Finance, Elsevier, vol. 118(C).

  3. Nikhil Agarwal & William Diamond, 2013. "Identification and Estimation in Two-Sided Matching Markets," Cowles Foundation Discussion Papers 1905, Cowles Foundation for Research in Economics, Yale University, revised Feb 2014.

    Cited by:

    1. Thilo Klein & Robert Aue & Josue Ortega, 2020. "School choice with independent versus consolidated districts," Papers 2006.13209, arXiv.org, revised Jul 2024.
    2. Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.
    3. Jeremy T. Fox, 2018. "Estimating matching games with transfers," Quantitative Economics, Econometric Society, vol. 9(1), pages 1-38, March.
    4. Jacob Schwartz, 2018. "Schooling Choice, Labour Market Matching, and Wages," Papers 1803.09020, arXiv.org, revised Aug 2019.
    5. Nikhil Agarwal & Paulo Somaini, 2014. "Demand Analysis using Strategic Reports: An application to a school choice mechanism," NBER Working Papers 20775, National Bureau of Economic Research, Inc.
    6. Aue, Robert & Klein, Thilo & Ortega, Josué, 2020. "What Happens when Separate and Unequal School Districts Merge?," QBS Working Paper Series 2020/06, Queen's University Belfast, Queen's Business School.
    7. Aue, Robert & Bach, Maximilian & Heigle, Julia & Klein, Thilo & Pfeiffer, Friedhelm & Zapp, Kristina, 2020. "The implication of school admission rules for segregation and educational inequality: Research report," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 223254.
    8. Nikhil Agarwal, 2014. "An Empirical Model of the Medical Match," NBER Working Papers 20767, National Bureau of Economic Research, Inc.
    9. Yingyao Hu, 2015. "Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics," CeMMAP working papers CWP03/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2023-10-23 2023-11-06 2024-07-29
  2. NEP-CBA: Central Banking (3) 2019-08-26 2023-11-06 2024-07-29
  3. NEP-MON: Monetary Economics (3) 2019-08-26 2023-11-06 2024-07-29
  4. NEP-MAC: Macroeconomics (2) 2019-08-26 2024-07-29
  5. NEP-URE: Urban and Real Estate Economics (2) 2024-07-29 2024-10-28
  6. NEP-ECM: Econometrics (1) 2013-08-23
  7. NEP-FDG: Financial Development and Growth (1) 2023-11-06
  8. NEP-FMK: Financial Markets (1) 2022-10-03
  9. NEP-GTH: Game Theory (1) 2013-08-23
  10. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2024-07-29
  11. NEP-NET: Network Economics (1) 2013-08-23

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, William Diamond should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.