Access Statistics for Arvind Krishnamurthy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A "Vertical" Analysis of Crises and Intervention: Fear of Floating and Ex-ante Problems 0 0 0 192 0 0 2 1,131
A Dual Liquidity Model for Emerging Markets 0 0 0 295 2 2 2 860
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 1 91 1 1 5 82
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 1 1 2 24
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 0 0 0 231
A Model of Capital and Crises 0 0 0 20 0 0 1 177
A Model of Capital and Crises 0 0 0 73 1 1 1 264
A Model of Safe Asset Determination 0 0 2 21 0 1 6 106
A Model of the Reserve Asset 0 1 1 29 1 3 7 91
A macroeconomic framework for quantifying systemic risk 0 0 0 90 2 2 5 395
Amplification Mechanisms in Liquidity Crises 0 0 0 118 1 1 2 398
Balance Sheet Adjustments in the 2008 Crisis 0 0 1 26 0 0 2 133
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 1 1 2 1,237
Capital Flow Management with Multiple Instruments 0 0 0 31 0 0 1 64
Capital Flow Management with Multiple Instruments 0 0 0 83 0 0 3 158
Collective Risk Management in a Flight to Quality Episode 0 0 0 208 1 1 3 702
Convenience Yields and Exchange Rate Puzzles 0 1 6 19 1 6 24 45
Corporate Debt Overhang and Credit Policy 0 0 3 33 0 0 8 76
Currency Development Through Liquidity Provision 0 0 9 9 1 2 18 18
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 1 1 1 20 2 2 4 34
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 2 28 0 1 15 133
Dollar Safety and the Global Financial Cycle 0 0 1 39 1 1 5 53
Dollar Safety and the Global Financial Cycle 0 0 1 48 1 1 12 139
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 0 1 1 592
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 26 0 0 2 108
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 3 98 0 2 12 309
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 1 1 16 0 1 2 148
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 0 2 663
Emerging Market Crises: An Asset Markets Perspective 0 1 2 325 0 1 6 1,553
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 0 1 409
Emerging Markets Crisis: An Asset Markets Perspective 0 0 0 151 0 0 1 606
Equilibrium Asset Prices Under Imperfect Corporate Control 0 0 0 101 0 0 0 327
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 182 1 1 3 589
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 55 0 0 2 246
Financial System Risk and Flight to Quality 0 0 1 139 1 1 11 479
Fiscal Policy and Financial Depth 0 0 0 282 0 0 5 813
Flight to Quality and Collective Risk Management 0 1 1 144 0 1 1 573
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 1 56 0 1 13 165
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 21 0 0 0 52
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 38 1 1 3 75
Global Imbalances and Financial Fragility 0 0 0 393 0 0 8 799
How Credit Cycles across a Financial Crisis 0 1 2 129 5 7 19 321
How Credit Cycles across a Financial Crisis 1 1 1 44 3 5 11 67
How Debt Markets have Malfunctioned in the Crisis 0 0 0 117 0 0 2 380
How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states 0 0 0 0 0 0 0 2
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 0 0 14 0 0 1 18
Inflation Targeting and Sudden Stops 0 0 1 178 0 0 3 538
Interest Rate Risk in Banking 0 0 7 7 1 1 13 13
Intermediary Asset Pricing 0 0 0 89 1 1 4 397
Intermediary Asset Pricing and the Financial Crisis 0 0 0 49 0 1 5 105
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 1 1 4 949
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 1 457 0 0 4 2,559
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 1 1 2 1,008
International and Domestic Collateral Constraints in a Model of Emerging Market Crises 0 0 1 590 0 0 1 1,569
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 1 1 2 54
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 0 0 3 1,306
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 0 0 2 788
Liquidity, Debt Denomination, and Currency Dominance 0 0 2 24 2 5 9 43
Measuring Liquidity Mismatch in the Banking Sector 0 0 1 64 0 2 12 164
Mesuring Liquidity Mismatch in the Banking Sector 0 0 0 44 0 0 3 101
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 4 47 1 2 15 188
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 101 1 1 4 181
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 1 2 10 205
Sizing Up Repo 0 0 2 57 0 0 2 196
Sizing Up Repo 0 0 0 154 0 1 6 444
Smoothing Sudden Stops 0 0 0 122 1 2 3 455
The Aggregate Demand for Treasury Debt 0 0 1 81 2 5 19 302
The Demand for Money, Near-Money, and Treasury Bonds 1 2 3 29 2 3 7 52
The Demand for Treasury Debt 0 1 3 165 3 6 14 622
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 0 3 247 2 16 40 1,108
The Effects of Quantitative Easing on Long-term Interest Rates 0 1 3 257 0 4 20 1,526
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 33 0 0 1 43
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 0 0 2 49
The Impact of Treasury Supply on Financial Sector Lending and Stability 1 1 1 42 1 2 4 58
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 0 0 1 23
What Makes US Government Bonds Safe Assets? 0 0 0 37 0 0 0 57
What Makes US Government Bonds Safe Assets? 0 1 2 61 1 2 13 162
Total Working Papers 4 14 76 8,593 50 108 464 31,110

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dual Liquidity Model for Emerging Markets 0 0 0 172 0 2 3 510
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 6 54 0 2 8 263
A Model of Capital and Crises 0 0 2 118 2 5 15 339
A Model of Safe Asset Determination 0 0 4 65 1 6 20 314
Amplification Mechanisms in Liquidity Crises 0 0 1 80 0 1 7 302
Balance Sheet Adjustments during the 2008 Crisis 1 1 3 119 1 1 6 387
Bubbles and capital flow volatility: Causes and risk management 1 3 3 381 3 6 12 925
Collateral constraints and the amplification mechanism 0 0 3 471 0 1 8 847
Collective Risk Management in a Flight to Quality Episode 0 2 4 249 2 11 41 845
Comment 0 0 0 2 0 0 0 23
Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank 0 0 0 0 0 1 1 224
Commentary: Policies for Crises Prevention and Management 0 0 0 1 0 0 0 24
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 3 0 0 0 33
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 0 0 0 0 1
Efficient Credit Policies in a Housing Debt Crisis 0 0 0 17 1 4 6 91
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 0 1 117 0 1 4 411
Excessive Dollar Debt: Financial Development and Underinsurance 0 0 0 6 2 2 6 41
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 107 0 1 6 447
Financial innovation, macroeconomic stability and systemic crises - comments 0 0 0 3 0 0 1 60
Foreign Safe Asset Demand and the Dollar Exchange Rate 2 10 22 57 7 21 56 211
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 0 0 16 0 0 1 67
Global Imbalances and Financial Fragility 0 1 2 470 2 6 17 1,253
How Debt Markets Have Malfunctioned in the Crisis 0 0 1 182 1 2 5 521
How Futures Trading Changed Bitcoin Prices 0 1 1 36 2 4 7 201
Intermediary Asset Pricing 1 1 5 156 4 7 32 658
Intermediary Asset Pricing and the Financial Crisis 0 0 2 10 0 1 5 61
International and domestic collateral constraints in a model of emerging market crises 0 2 8 538 0 4 25 1,277
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 0 2 7 778
Measuring Liquidity Mismatch in the Banking Sector 0 1 5 63 2 6 15 237
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 5 24 1 2 14 108
Musical chairs: a comment on the credit crisis 0 0 1 40 0 0 4 179
Regulating Exclusion from Financial Markets 0 0 0 40 0 3 5 188
Risk Topography 0 0 3 30 1 1 10 165
Sizing Up Repo 0 0 2 110 0 0 11 414
Smoothing sudden stops 0 0 0 208 0 0 1 544
The Aggregate Demand for Treasury Debt 4 12 32 712 16 41 135 2,424
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 0 9 225 5 11 85 1,112
The bond/old-bond spread 0 0 6 278 0 0 12 601
The impact of Treasury supply on financial sector lending and stability 1 2 6 121 1 2 13 364
The ins and outs of LSAPs 0 0 2 294 1 5 28 1,074
What Makes US Government Bonds Safe Assets? 0 0 0 25 0 2 3 217
Total Journal Articles 10 36 139 5,809 55 164 635 18,741

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Risk Topography: Systemic Risk and Macro Modeling 0 0 0 0 1 1 10 273
Total Books 0 0 0 0 1 1 10 273

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capital Flow Management with Multiple Instruments 1 1 6 69 3 3 31 231
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 0 0 3 26
Inflation Targeting and Sudden Stops 0 0 0 53 0 2 5 212
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 0 81 0 0 0 217
Liquidity Mismatch Measurement 0 0 0 103 0 1 3 288
Risk Topography 0 0 2 87 1 1 5 293
The Balance Sheet 1 2 2 25 1 2 3 91
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 1 1 6 33
Total Chapters 2 3 10 426 6 10 56 1,391

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Statistics updated 2025-09-05