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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
  • 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.
  • Dmytro, Holod, Yuriy Kitsul, and Gökhan Torna (forthcoming). "Market Risk-based Capital Requirements, Trading Activity, and Bank Risk," Journal of Banking & Finance.
  • 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 Series, no. 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 Paper, no. 18195. National Bureau of Economic Research.
Last update: September 5, 2017