| 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 |
1 |
4 |
15 |
1,146 |
| A Dual Liquidity Model for Emerging Markets |
0 |
0 |
0 |
295 |
0 |
1 |
9 |
867 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
0 |
91 |
1 |
4 |
15 |
96 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
0 |
131 |
1 |
8 |
17 |
248 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
0 |
2 |
0 |
6 |
13 |
36 |
| A Model of Capital and Crises |
0 |
0 |
0 |
73 |
3 |
4 |
25 |
288 |
| A Model of Capital and Crises |
0 |
0 |
0 |
20 |
1 |
3 |
25 |
202 |
| A Model of Safe Asset Determination |
0 |
0 |
1 |
22 |
0 |
3 |
17 |
122 |
| A Model of the Reserve Asset |
0 |
0 |
1 |
29 |
0 |
3 |
10 |
98 |
| A macroeconomic framework for quantifying systemic risk |
0 |
1 |
1 |
91 |
0 |
7 |
18 |
411 |
| Amplification Mechanisms in Liquidity Crises |
0 |
1 |
1 |
119 |
1 |
5 |
17 |
414 |
| Balance Sheet Adjustments in the 2008 Crisis |
0 |
0 |
0 |
26 |
0 |
1 |
14 |
147 |
| Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect |
0 |
0 |
1 |
14 |
3 |
6 |
24 |
62 |
| Bubbles and Capital Flow Volatility: Causes and Risk Management |
0 |
0 |
0 |
437 |
2 |
5 |
21 |
1,257 |
| Capital Flow Management with Multiple Instruments |
0 |
0 |
0 |
31 |
1 |
3 |
8 |
72 |
| Capital Flow Management with Multiple Instruments |
0 |
0 |
0 |
83 |
0 |
2 |
12 |
170 |
| Collective Risk Management in a Flight to Quality Episode |
0 |
1 |
2 |
210 |
2 |
11 |
29 |
730 |
| Convenience Yields and Exchange Rate Puzzles |
0 |
0 |
3 |
21 |
0 |
4 |
25 |
64 |
| Corporate Debt Overhang and Credit Policy |
0 |
0 |
0 |
33 |
2 |
9 |
19 |
95 |
| Currency Development Through Liquidity Provision |
0 |
0 |
2 |
11 |
0 |
3 |
19 |
35 |
| Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
0 |
0 |
1 |
20 |
0 |
4 |
15 |
47 |
| Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
0 |
0 |
0 |
28 |
1 |
4 |
58 |
190 |
| Dollar Safety and the Global Financial Cycle |
0 |
1 |
1 |
49 |
2 |
10 |
35 |
173 |
| Dollar Safety and the Global Financial Cycle |
1 |
1 |
4 |
43 |
4 |
14 |
36 |
88 |
| Dollar Upheaval: This Time Is Different |
0 |
3 |
28 |
31 |
1 |
9 |
55 |
55 |
| Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment |
0 |
0 |
0 |
201 |
0 |
3 |
14 |
605 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels |
0 |
0 |
0 |
26 |
1 |
5 |
9 |
117 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels |
1 |
1 |
3 |
101 |
4 |
11 |
37 |
344 |
| ECB Policies Involving Government Bond Purchases: Impacts and Channels |
0 |
0 |
1 |
16 |
0 |
1 |
14 |
161 |
| Emerging Market Crises: An Asset Markets Perspective |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
678 |
| Emerging Market Crises: An Asset Markets Perspective |
0 |
0 |
0 |
0 |
0 |
3 |
14 |
423 |
| Emerging Market Crises: An Asset Markets Perspective |
0 |
0 |
2 |
326 |
1 |
3 |
15 |
1,567 |
| Emerging Markets Crisis: An Asset Markets Perspective |
0 |
0 |
1 |
152 |
0 |
4 |
15 |
621 |
| Equilibrium Asset Prices Under Imperfect Corporate Control |
0 |
0 |
0 |
101 |
0 |
3 |
9 |
336 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
0 |
0 |
0 |
182 |
0 |
2 |
12 |
600 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
0 |
0 |
1 |
56 |
0 |
2 |
7 |
253 |
| Financial System Risk and Flight to Quality |
0 |
0 |
1 |
140 |
2 |
6 |
23 |
501 |
| Fiscal Policy and Financial Depth |
0 |
0 |
2 |
284 |
3 |
7 |
19 |
832 |
| Flight to Quality and Collective Risk Management |
0 |
0 |
2 |
145 |
1 |
6 |
22 |
594 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
1 |
1 |
22 |
0 |
6 |
16 |
68 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
0 |
0 |
56 |
0 |
11 |
32 |
196 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
1 |
1 |
39 |
5 |
8 |
18 |
92 |
| Global Imbalances and Financial Fragility |
0 |
1 |
1 |
394 |
1 |
5 |
16 |
815 |
| How Credit Cycles across a Financial Crisis |
0 |
0 |
2 |
45 |
1 |
5 |
24 |
86 |
| How Credit Cycles across a Financial Crisis |
0 |
2 |
5 |
133 |
5 |
15 |
55 |
369 |
| How Debt Markets have Malfunctioned in the Crisis |
0 |
0 |
0 |
117 |
0 |
3 |
12 |
392 |
| How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
10 |
| Implications of Asset Market Data for Equilibrium Models of Exchange Rates |
0 |
0 |
1 |
10 |
0 |
1 |
13 |
19 |
| Implications of Asset Market Data for Equilibrium Models of Exchange Rates |
0 |
0 |
1 |
15 |
1 |
6 |
18 |
36 |
| Inflation Targeting and Sudden Stops |
0 |
0 |
0 |
178 |
0 |
6 |
13 |
551 |
| Interest Rate Risk in Banking |
0 |
0 |
1 |
8 |
0 |
4 |
12 |
24 |
| Interest Rate Risk in Banking |
0 |
0 |
2 |
3 |
1 |
7 |
20 |
23 |
| Interest Rate Risk in Banking |
0 |
1 |
3 |
20 |
1 |
7 |
23 |
39 |
| Intermediary Asset Pricing |
0 |
0 |
0 |
89 |
0 |
11 |
24 |
420 |
| Intermediary Asset Pricing and the Financial Crisis |
0 |
1 |
2 |
51 |
0 |
4 |
12 |
116 |
| International Liquidity Illusion: On the Risks of Sterilization |
0 |
0 |
0 |
219 |
0 |
4 |
15 |
963 |
| International Liquidity Management: Sterilization Policy in Illiquid Financial Markets |
0 |
0 |
0 |
255 |
0 |
3 |
8 |
1,015 |
| International Liquidity Management: Sterilization Policy in Illiquid Financial Markets |
0 |
0 |
0 |
457 |
0 |
3 |
14 |
2,573 |
| International and Domestic Collateral Constraints in a Model of Emerging Market Crises |
0 |
0 |
0 |
590 |
1 |
13 |
22 |
1,591 |
| Interpreting Repo Statistics in the Flow of Funds Accounts |
0 |
0 |
0 |
12 |
1 |
3 |
13 |
66 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market |
0 |
0 |
0 |
189 |
0 |
4 |
16 |
804 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market |
0 |
0 |
0 |
388 |
1 |
6 |
16 |
1,322 |
| Liquidity, Debt Denomination, and Currency Dominance |
0 |
0 |
0 |
17 |
0 |
1 |
15 |
31 |
| Liquidity, Debt Denomination, and Currency Dominance |
0 |
0 |
0 |
1 |
0 |
3 |
16 |
28 |
| Liquidity, Debt Denomination, and Currency Dominance |
0 |
0 |
2 |
26 |
1 |
5 |
30 |
68 |
| Measuring Liquidity Mismatch in the Banking Sector |
0 |
0 |
1 |
65 |
1 |
8 |
30 |
192 |
| Mesuring Liquidity Mismatch in the Banking Sector |
0 |
0 |
0 |
44 |
1 |
2 |
11 |
112 |
| Mortgage Design in an Equilibrium Model of the Housing Market |
0 |
0 |
0 |
101 |
1 |
3 |
14 |
194 |
| Mortgage Design in an Equilibrium Model of the Housing Market |
0 |
0 |
1 |
48 |
1 |
3 |
19 |
205 |
| Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply |
0 |
0 |
0 |
0 |
5 |
10 |
17 |
220 |
| Sizing Up Repo |
0 |
1 |
1 |
155 |
0 |
6 |
18 |
461 |
| Sizing Up Repo |
0 |
0 |
0 |
57 |
1 |
5 |
23 |
219 |
| Smoothing Sudden Stops |
0 |
0 |
0 |
122 |
1 |
6 |
28 |
481 |
| The Aggregate Demand for Treasury Debt |
0 |
2 |
4 |
85 |
1 |
12 |
48 |
345 |
| The Demand for Money, Near-Money, and Treasury Bonds |
0 |
0 |
2 |
29 |
0 |
4 |
15 |
64 |
| The Demand for Money, Near-Money, and Treasury Bonds |
0 |
0 |
1 |
33 |
0 |
3 |
11 |
33 |
| The Demand for Treasury Debt |
0 |
0 |
3 |
167 |
2 |
12 |
32 |
648 |
| The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy |
0 |
1 |
6 |
253 |
1 |
12 |
78 |
1,170 |
| The Effects of Quantitative Easing on Long-term Interest Rates |
0 |
0 |
2 |
258 |
1 |
14 |
52 |
1,574 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
1 |
34 |
0 |
5 |
19 |
62 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
2 |
43 |
0 |
1 |
20 |
76 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
0 |
8 |
0 |
2 |
15 |
64 |
| The Rest of the World's Dollar-Weighted Return on U.S. Treasurys |
0 |
0 |
0 |
3 |
1 |
4 |
9 |
19 |
| The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys |
0 |
0 |
0 |
12 |
3 |
6 |
17 |
40 |
| What Makes US Government Bonds Safe Assets? |
0 |
0 |
1 |
61 |
14 |
24 |
58 |
218 |
| What Makes US Government Bonds Safe Assets? |
0 |
0 |
1 |
38 |
0 |
3 |
13 |
70 |
| Total Working Papers |
2 |
20 |
107 |
8,782 |
91 |
483 |
1,804 |
32,929 |
| 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 |
3 |
10 |
518 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
1 |
1 |
55 |
2 |
10 |
23 |
284 |
| A Model of Capital and Crises |
0 |
0 |
1 |
119 |
0 |
2 |
33 |
367 |
| A Model of Safe Asset Determination |
1 |
1 |
8 |
73 |
3 |
5 |
41 |
349 |
| Amplification Mechanisms in Liquidity Crises |
0 |
1 |
1 |
81 |
0 |
5 |
21 |
322 |
| Balance Sheet Adjustments during the 2008 Crisis |
0 |
0 |
1 |
119 |
0 |
2 |
12 |
398 |
| Bubbles and capital flow volatility: Causes and risk management |
1 |
3 |
7 |
385 |
5 |
14 |
37 |
956 |
| Collateral constraints and the amplification mechanism |
0 |
0 |
1 |
472 |
1 |
2 |
8 |
854 |
| Collective Risk Management in a Flight to Quality Episode |
0 |
1 |
7 |
254 |
5 |
12 |
72 |
906 |
| Comment |
0 |
0 |
0 |
2 |
0 |
5 |
9 |
32 |
| Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
230 |
| Commentary: Policies for Crises Prevention and Management |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
26 |
| Currency Development through Liquidity Provision |
0 |
0 |
1 |
1 |
0 |
1 |
14 |
14 |
| Discussion of “Precautionary Reserves and the Interbank Market” |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
37 |
| Discussion of “Precautionary Reserves and the Interbank Market” |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
6 |
| Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
1 |
2 |
2 |
2 |
2 |
7 |
25 |
30 |
| Dollar Safety and the Global Financial Cycle |
1 |
3 |
13 |
21 |
4 |
11 |
47 |
64 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels* |
0 |
0 |
0 |
1 |
2 |
7 |
14 |
30 |
| Efficient Credit Policies in a Housing Debt Crisis |
0 |
1 |
2 |
19 |
0 |
3 |
21 |
108 |
| Equilibrium Investment and Asset Prices under Imperfect Corporate Control |
0 |
0 |
0 |
117 |
0 |
0 |
13 |
423 |
| Excessive Dollar Debt: Financial Development and Underinsurance |
0 |
1 |
4 |
10 |
1 |
6 |
20 |
59 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
0 |
0 |
2 |
109 |
4 |
13 |
26 |
472 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
2 |
7 |
29 |
76 |
10 |
25 |
109 |
299 |
| Foreign Safe Asset Demand for US Treasurys and the Dollar |
0 |
0 |
1 |
17 |
1 |
4 |
11 |
78 |
| Global Imbalances and Financial Fragility |
0 |
1 |
4 |
473 |
1 |
7 |
34 |
1,281 |
| How Credit Cycles across a Financial Crisis |
0 |
2 |
24 |
29 |
1 |
16 |
74 |
87 |
| How Debt Markets Have Malfunctioned in the Crisis |
0 |
0 |
0 |
182 |
1 |
5 |
15 |
534 |
| How Futures Trading Changed Bitcoin Prices |
0 |
0 |
1 |
36 |
15 |
16 |
36 |
233 |
| Intermediary Asset Pricing |
1 |
2 |
5 |
160 |
2 |
14 |
41 |
692 |
| Intermediary Asset Pricing and the Financial Crisis |
0 |
0 |
0 |
10 |
1 |
5 |
15 |
75 |
| International and domestic collateral constraints in a model of emerging market crises |
0 |
1 |
5 |
541 |
4 |
18 |
37 |
1,310 |
| Lessons for Policy from Research |
0 |
0 |
2 |
5 |
1 |
6 |
17 |
35 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market |
0 |
0 |
0 |
209 |
5 |
14 |
50 |
826 |
| Measuring Liquidity Mismatch in the Banking Sector |
0 |
0 |
4 |
66 |
1 |
7 |
25 |
256 |
| Mortgage Design in an Equilibrium Model of the Housing Market |
0 |
0 |
0 |
24 |
1 |
7 |
23 |
129 |
| Musical chairs: a comment on the credit crisis |
0 |
0 |
0 |
40 |
0 |
4 |
8 |
187 |
| Regulating Exclusion from Financial Markets |
0 |
0 |
0 |
40 |
1 |
3 |
11 |
196 |
| Review Article: Perspectives on the Future of Asset Pricing |
0 |
0 |
8 |
43 |
0 |
5 |
36 |
98 |
| Risk Topography |
0 |
0 |
0 |
30 |
1 |
5 |
13 |
177 |
| Sizing Up Repo |
0 |
0 |
3 |
113 |
1 |
5 |
37 |
451 |
| Smoothing sudden stops |
0 |
0 |
0 |
208 |
0 |
4 |
12 |
556 |
| The Aggregate Demand for Treasury Debt |
1 |
5 |
33 |
733 |
10 |
42 |
167 |
2,550 |
| The Demand for Money, Near-Money, and Treasury Bonds |
0 |
0 |
1 |
6 |
0 |
4 |
11 |
37 |
| The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy |
0 |
0 |
8 |
233 |
8 |
28 |
135 |
1,236 |
| The Macroeconomics of Corporate Debt |
0 |
0 |
1 |
8 |
0 |
0 |
18 |
46 |
| The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys |
0 |
0 |
2 |
3 |
1 |
6 |
27 |
35 |
| The bond/old-bond spread |
0 |
0 |
1 |
279 |
1 |
5 |
30 |
631 |
| The impact of Treasury supply on financial sector lending and stability |
0 |
0 |
4 |
123 |
0 |
2 |
13 |
375 |
| The ins and outs of LSAPs |
0 |
0 |
2 |
296 |
2 |
6 |
32 |
1,101 |
| What Makes US Government Bonds Safe Assets? |
1 |
1 |
3 |
28 |
1 |
1 |
12 |
227 |
| Total Journal Articles |
9 |
33 |
192 |
6,027 |
99 |
376 |
1,513 |
20,223 |
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