Erik Heitfield

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

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1,965

SSRN CITATIONS
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Top 33,231

in Total Papers Citations

8

CROSSREF CITATIONS

17

Scholarly Papers (7)

1.

Monitoring, Moral Hazard, and Market Power: A Model of Bank Lending

Number of pages: 28 Posted: 07 Jan 2000
Daniel M. Covitz and Erik Heitfield
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 739 (44,065)
Citation 5

Abstract:

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2.

Parameter Uncertainty and the Credit Risk of Collateralized Debt Obligations

Number of pages: 45 Posted: 31 Jul 2008 Last Revised: 24 Jan 2009
Erik Heitfield
Board of Governors of the Federal Reserve System
Downloads 709 (46,561)
Citation 20

Abstract:

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credit risk, copula, structured finance, collateralized debt obligation

3.

Inferring Term Rates from Sofr Futures Prices

Number of pages: 25 Posted: 14 Mar 2019
Erik Heitfield and Yang-Ho Park
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 354 (108,754)
Citation 1

Abstract:

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The Geographic Scope of Retail Deposit Markets

Number of pages: 29 Posted: 11 Dec 2002
Robin A. Prager and Erik Heitfield
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 150 (249,017)
Citation 3

Abstract:

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banking, markets, antitrust

The Geographic Scope of Retail Deposit Markets

Posted: 16 Feb 2004
Erik Heitfield and Robin A. Prager
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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Banking, antitrust, geographic markets

5.

Contagion During the Initial Banking Panic of the Great Depression

Number of pages: 27 Posted: 04 Aug 2017
Erik Heitfield, Gary Richardson and Shirley Wang
Board of Governors of the Federal Reserve System, University of California at Irvine and Cornell SC Johnson College of Business
Downloads 13 (702,640)
Citation 4

Abstract:

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6.

Indicative Forward-Looking Sofr Term Rates

Posted: 22 Apr 2019 Last Revised: 25 Jun 2020
Erik Heitfield and Yang-Ho Park
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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7.

What Drives Default and Prepayment on Subprime Auto Loans?

Posted: 16 Feb 2004
Erik Heitfield and Tarun Sabarwal
Board of Governors of the Federal Reserve System and University of Kansas

Abstract:

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