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Yuriy Kitsul

Education

  • Ph.D., Economics, University of North Carolina at Chapel Hill
  • Economist

    Board of Governors of the Federal Reserve System

    2009 - present
  • Assistant Professor of Economics

    Georgia State University

    2005 - 2009
  • Corporate Bond Issuance Over Financial Stress Episodes: A Global Perspective
    Valentina Bruno, Michele Dathan, and Yuriy Kitsul
    International Finance Discussion Papers (2024)
    https://doi.org/10.17016/IFDP.2024.1390
  • Monetary Policy Tightening and Debt Servicing Costs of Nonfinancial Companies
    Yuriy Kitsul, Bill Lang, and Mehrdad Samadi
    FEDS Notes (2023)
    https://doi.org/10.17016/2380-7172.3410
  • Market Effects of Central Bank Credit Markets Support Programs in Europe
    Yuriy Kitsul, Oleg V. Sokolinskiy, and Jonathan H. Wright
    International Finance Discussion Papers (2022)
    https://doi.org/10.17016/IFDP.2022.1357
  • Market Risk-based Capital Requirements, Trading Activity, and Bank Risk
    Holod Dmytro, Yuriy Kitsul, and Gökhan Torna
    Journal of Banking & Finance (2020)
    https://doi.org/10.1016/j.jbankfin.2017.08.019
  • The Scarcity Value of Treasury Collateral: Repo-Market Effects of Security-Specific Supply and Demand Factors
    Stefania D'Amico, Roger Fan, and Yuriy Kitsul
    Journal of Financial and Quantitative Analysis (2018)
    https://doi.org/10.1017/S0022109018000790
    See also » FRB Working Paper (2014)
  • Funding Liquidity Risk and the Cross-section of MBS Returns
    Yuriy Kitsul and Marcelo Ochoa
    Finance and Economics Discussion Series (2016)
    https://doi.org/10.17016/FEDS.2016.052
  • Market Risk-Based Capital Requirements, Trading Activity, and Bank Risk
    Dmytro Holod, Yuriy Kitsul, and Gokhan Torna
    Working Papers (SSRN) (2016)
    https://doi.org/10.2139/ssrn.2846409
  • The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors
    Stefania D'Amico, Roger Fan, and Yuriy Kitsul
    Finance and Economics Discussion Series (2014)
    https://doi.org/10.17016/FEDS.2014.60
  • The Economics of Options-Implied Inflation Probability Density Functions
    Yuriy Kitsul and Jonathan H. Wright
    Journal of Financial Economics (2013)
    https://doi.org/10.1016/j.jfineco.2013.08.013
  • The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors
    Stefania D'Amico, Roger Fan, and Yuriy Kitsul
    Working paper series (Federal Reserve Bank of Chicago. Research Department) (2013)
    See also » FRB Working Paper (2014)
  • The Economics of Options-Implied Inflation Probability Density Functions
    Yuriy Kitsul and Jonathan H. Wright
    NBER Working Paper Series (2012)
    https://doi.org/10.3386/w18195
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Last Update: November 18, 2024