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Yuriy Kitsul

Education

  • Ph.D., Economics, University of North Carolina at Chapel Hill, 2005
  • M.A., Economics, National University of Kyiv-Mohyla Academy, 2000
  • B.S., Physics, Odessa State University, 1998
  • Economist

    Board of Governors of the Federal Reserve System

    2009 - present
  • Assistant Professor of Economics

    Georgia State University

    2005 - 2009
  • D'Amico, Stefania, Roger Fan, and Yuriy Kitsul (forthcoming). "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Journal of Financial and Quantitative Analysis.
  • Kitsul, Yuriy, and Marcelo Ochoa (2016). "Funding Liquidity Risk and the Cross-section of MBS Returns," Finance and Economics Discussion Series 2016-052. Board of Governors of the Federal Reserve System (U.S.).
  • D'Amico, Stefania, Roger Fan, and Yuriy Kitsul (2014). "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Finance and Economics Discussion Series 2014-60. Board of Governors of the Federal Reserve System (U.S.).
  • D'Amico, Stefania, Roger Fan, and Yuriy Kitsul (2013). "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Working Paper 2013-22. Federal Reserve Bank of Chicago.
  • Kitsul, Yuriy, and Jonathan H. Wright (2013). "The Economics of Options-Implied Inflation Probability Density Functions," Journal of Financial Economics, vol. 110, no. 3, pp. 696-711.
  • Kitsul, Yuriy, and Jonathan H. Wright (2012). "The Economics of Options-Implied Inflation Probability Density Functions," NBER Working Papers 18195. National Bureau of Economic Research, Inc.
Last update: March 27, 2017