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 1 192 0 1 3 1,130
A Dual Liquidity Model for Emerging Markets 0 0 0 295 0 0 0 858
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 0 1 2 23
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 0 0 0 231
A Macroeconomic Framework for Quantifying Systemic Risk 1 1 2 91 1 1 5 80
A Model of Capital and Crises 0 0 0 20 0 0 2 176
A Model of Capital and Crises 0 0 0 73 0 0 2 263
A Model of Safe Asset Determination 0 0 1 20 0 0 3 103
A Model of the Reserve Asset 0 0 0 28 2 2 4 88
A macroeconomic framework for quantifying systemic risk 0 0 2 90 0 1 6 392
Amplification Mechanisms in Liquidity Crises 0 0 0 118 0 0 1 397
Balance Sheet Adjustments in the 2008 Crisis 0 0 1 26 0 0 3 133
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 0 0 3 1,236
Capital Flow Management with Multiple Instruments 0 0 1 83 0 2 4 158
Capital Flow Management with Multiple Instruments 0 0 1 31 0 0 1 63
Collective Risk Management in a Flight to Quality Episode 0 0 1 208 0 1 3 700
Convenience Yields and Exchange Rate Puzzles 0 3 6 17 0 6 19 32
Corporate Debt Overhang and Credit Policy 0 2 3 33 0 3 10 76
Currency Development Through Liquidity Provision 0 9 9 9 1 11 11 11
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 19 1 1 3 32
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 1 10 28 1 2 63 131
Dollar Safety and the Global Financial Cycle 0 0 0 47 1 3 18 135
Dollar Safety and the Global Financial Cycle 0 0 0 38 0 0 3 48
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 0 0 1 591
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 26 0 0 4 108
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 5 98 1 1 17 306
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 15 0 1 4 147
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 1 4 663
Emerging Market Crises: An Asset Markets Perspective 0 0 2 324 1 2 7 1,552
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 1 2 409
Emerging Markets Crisis: An Asset Markets Perspective 0 0 0 151 1 1 2 606
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 1 182 1 1 2 587
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 55 0 0 1 245
Financial System Risk and Flight to Quality 0 0 1 139 3 4 11 477
Fiscal Policy and Financial Depth 0 0 3 282 1 2 12 811
Flight to Quality and Collective Risk Management 0 0 0 143 0 0 0 572
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 21 0 0 1 52
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 1 38 0 0 4 73
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 1 56 0 1 11 158
Global Imbalances and Financial Fragility 0 0 0 393 1 2 5 795
How Credit Cycles across a Financial Crisis 0 0 1 127 0 1 23 309
How Credit Cycles across a Financial Crisis 0 0 0 43 3 3 5 61
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 1 14 0 0 4 18
Inflation Targeting and Sudden Stops 1 1 1 178 1 2 3 538
Interest Rate Risk in Banking 0 6 6 6 1 7 8 8
Intermediary Asset Pricing 0 0 0 89 0 2 5 396
Intermediary Asset Pricing and the Financial Crisis 0 0 0 49 1 1 5 104
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 1 3 3 948
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 1 1 1 457 2 3 5 2,558
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 0 1 1 1,007
International and Domestic Collateral Constraints in a Model of Emerging Market Crises 0 1 1 590 0 1 1 1,569
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 0 0 1 53
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 0 0 3 1,305
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 0 0 1 786
Liquidity, Debt Denomination, and Currency Dominance 0 1 3 24 0 1 7 36
Measuring Liquidity Mismatch in the Banking Sector 0 0 0 63 0 0 15 159
Mesuring Liquidity Mismatch in the Banking Sector 0 0 1 44 0 2 3 100
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 6 46 0 4 18 183
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 1 101 0 2 9 179
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 0 0 6 201
Sizing Up Repo 0 0 2 57 0 0 3 196
Sizing Up Repo 0 0 0 154 0 1 5 442
Smoothing Sudden Stops 0 0 0 122 0 1 1 453
The Aggregate Demand for Treasury Debt 0 0 3 80 2 4 21 292
The Demand for Money, Near-Money, and Treasury Bonds 1 1 1 27 1 1 4 47
The Demand for Treasury Debt 0 0 3 164 0 0 8 614
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 2 7 247 1 9 38 1,089
The Effects of Quantitative Easing on Long-term Interest Rates 0 0 3 256 2 5 17 1,517
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 41 0 1 4 56
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 0 1 2 49
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 33 0 0 1 43
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 1 57
What Makes US Government Bonds Safe Assets? 0 0 3 60 0 0 14 160
Total Working Papers 4 29 97 8,570 31 108 505 30,913

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 0 1 508
A Macroeconomic Framework for Quantifying Systemic Risk 1 3 3 51 1 3 7 258
A Model of Capital and Crises 0 0 4 117 0 2 15 330
A Model of Safe Asset Determination 0 0 4 64 1 3 15 305
Amplification Mechanisms in Liquidity Crises 0 0 1 80 1 2 6 299
Balance Sheet Adjustments during the 2008 Crisis 0 0 0 116 0 1 4 384
Bubbles and capital flow volatility: Causes and risk management 0 0 4 378 0 1 15 918
Collateral constraints and the amplification mechanism 0 0 10 471 0 0 18 846
Collective Risk Management in a Flight to Quality Episode 0 1 5 246 0 10 39 828
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 0 1 223
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 1 17 0 0 3 87
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 0 0 116 0 2 2 409
Excessive Dollar Debt: Financial Development and Underinsurance 0 0 2 6 1 3 8 39
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 107 2 3 6 445
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 1 3 7 40 1 7 30 171
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 0 1 16 0 0 2 67
Global Imbalances and Financial Fragility 0 0 1 468 1 4 10 1,244
How Debt Markets Have Malfunctioned in the Crisis 0 0 0 181 0 0 2 517
How Futures Trading Changed Bitcoin Prices 0 0 0 35 1 3 3 197
Intermediary Asset Pricing 0 1 7 154 4 11 33 648
Intermediary Asset Pricing and the Financial Crisis 0 0 2 10 0 1 5 60
International and domestic collateral constraints in a model of emerging market crises 1 2 8 534 3 9 31 1,268
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 2 3 5 775
Measuring Liquidity Mismatch in the Banking Sector 1 2 7 62 1 3 15 230
Mortgage Design in an Equilibrium Model of the Housing Market 1 1 6 23 1 3 19 105
Musical chairs: a comment on the credit crisis 1 1 1 40 1 2 5 179
Regulating Exclusion from Financial Markets 0 0 0 40 0 0 0 183
Risk Topography 0 1 2 29 1 3 8 161
Sizing Up Repo 0 1 3 110 2 5 16 414
Smoothing sudden stops 0 0 0 208 0 0 1 544
The Aggregate Demand for Treasury Debt 3 4 32 695 12 22 130 2,353
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 1 2 10 222 6 22 96 1,079
The bond/old-bond spread 0 2 7 278 1 4 15 601
The impact of Treasury supply on financial sector lending and stability 1 2 7 119 1 6 18 360
The ins and outs of LSAPs 2 2 4 294 7 10 32 1,066
What Makes US Government Bonds Safe Assets? 0 0 0 25 0 0 2 215
Total Journal Articles 13 28 139 5,742 51 148 619 18,457

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 3 5 12 271
Total Books 0 0 0 0 3 5 12 271

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 2 4 11 68 7 19 33 225
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 3 3 3 26
Inflation Targeting and Sudden Stops 0 0 0 53 0 2 3 210
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 1 81 0 0 1 217
Liquidity Mismatch Measurement 0 0 0 103 0 2 5 287
Risk Topography 0 2 2 87 0 3 5 292
The Balance Sheet 0 0 0 23 0 1 2 89
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 2 3 6 31
Total Chapters 2 6 14 423 12 33 58 1,377

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Statistics updated 2025-04-04