| 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 |
0 |
2 |
2 |
860 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
0 |
131 |
0 |
0 |
0 |
231 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
1 |
91 |
0 |
1 |
3 |
82 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
24 |
| A Model of Capital and Crises |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
178 |
| A Model of Capital and Crises |
0 |
0 |
0 |
73 |
1 |
2 |
2 |
265 |
| A Model of Safe Asset Determination |
0 |
0 |
2 |
21 |
0 |
1 |
6 |
106 |
| A Model of the Reserve Asset |
0 |
0 |
1 |
29 |
0 |
1 |
7 |
91 |
| A macroeconomic framework for quantifying systemic risk |
0 |
0 |
0 |
90 |
0 |
2 |
5 |
395 |
| Amplification Mechanisms in Liquidity Crises |
0 |
0 |
0 |
118 |
0 |
1 |
2 |
398 |
| Balance Sheet Adjustments in the 2008 Crisis |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
133 |
| Bubbles and Capital Flow Volatility: Causes and Risk Management |
0 |
0 |
0 |
437 |
0 |
1 |
2 |
1,237 |
| Capital Flow Management with Multiple Instruments |
0 |
0 |
0 |
83 |
0 |
0 |
3 |
158 |
| Capital Flow Management with Multiple Instruments |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
64 |
| Collective Risk Management in a Flight to Quality Episode |
0 |
0 |
0 |
208 |
0 |
1 |
3 |
702 |
| Convenience Yields and Exchange Rate Puzzles |
0 |
0 |
6 |
19 |
1 |
2 |
24 |
46 |
| Corporate Debt Overhang and Credit Policy |
0 |
0 |
2 |
33 |
0 |
0 |
7 |
76 |
| Currency Development Through Liquidity Provision |
0 |
0 |
9 |
9 |
0 |
2 |
18 |
18 |
| Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
0 |
0 |
2 |
28 |
0 |
0 |
11 |
133 |
| Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
0 |
1 |
1 |
20 |
0 |
2 |
4 |
34 |
| Dollar Safety and the Global Financial Cycle |
1 |
1 |
2 |
40 |
1 |
2 |
6 |
54 |
| Dollar Safety and the Global Financial Cycle |
0 |
0 |
1 |
48 |
1 |
2 |
12 |
140 |
| Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment |
0 |
0 |
0 |
201 |
0 |
0 |
1 |
592 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
108 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels |
0 |
0 |
2 |
98 |
0 |
1 |
9 |
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 |
1 |
325 |
0 |
1 |
5 |
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 |
1 |
1 |
1 |
328 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
246 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
0 |
0 |
0 |
182 |
1 |
2 |
4 |
590 |
| Financial System Risk and Flight to Quality |
0 |
0 |
1 |
139 |
3 |
4 |
14 |
482 |
| Fiscal Policy and Financial Depth |
1 |
1 |
1 |
283 |
3 |
3 |
8 |
816 |
| 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 |
0 |
21 |
0 |
0 |
0 |
52 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
0 |
1 |
56 |
0 |
1 |
10 |
165 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
0 |
0 |
38 |
1 |
2 |
4 |
76 |
| Global Imbalances and Financial Fragility |
0 |
0 |
0 |
393 |
0 |
0 |
8 |
799 |
| How Credit Cycles across a Financial Crisis |
0 |
1 |
2 |
129 |
1 |
7 |
19 |
322 |
| How Credit Cycles across a Financial Crisis |
0 |
1 |
1 |
44 |
0 |
3 |
11 |
67 |
| How Debt Markets have Malfunctioned in the Crisis |
0 |
0 |
0 |
117 |
1 |
1 |
3 |
381 |
| 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 |
1 |
1 |
4 |
539 |
| Interest Rate Risk in Banking |
0 |
0 |
7 |
7 |
1 |
2 |
14 |
14 |
| Intermediary Asset Pricing |
0 |
0 |
0 |
89 |
1 |
2 |
5 |
398 |
| 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 |
2 |
5 |
950 |
| International Liquidity Management: Sterilization Policy in Illiquid Financial Markets |
0 |
0 |
0 |
255 |
0 |
1 |
2 |
1,008 |
| International Liquidity Management: Sterilization Policy in Illiquid Financial Markets |
0 |
0 |
1 |
457 |
1 |
1 |
5 |
2,560 |
| 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 |
0 |
1 |
2 |
54 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market |
0 |
0 |
0 |
388 |
1 |
1 |
2 |
1,307 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market |
0 |
0 |
0 |
189 |
1 |
1 |
3 |
789 |
| Liquidity, Debt Denomination, and Currency Dominance |
0 |
0 |
2 |
24 |
2 |
7 |
11 |
45 |
| Measuring Liquidity Mismatch in the Banking Sector |
0 |
0 |
1 |
64 |
0 |
0 |
9 |
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 |
3 |
47 |
1 |
3 |
14 |
189 |
| Mortgage Design in an Equilibrium Model of the Housing Market |
0 |
0 |
0 |
101 |
0 |
1 |
4 |
181 |
| Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply |
0 |
0 |
0 |
0 |
2 |
3 |
10 |
207 |
| Sizing Up Repo |
0 |
0 |
0 |
154 |
0 |
0 |
5 |
444 |
| Sizing Up Repo |
0 |
0 |
2 |
57 |
0 |
0 |
2 |
196 |
| Smoothing Sudden Stops |
0 |
0 |
0 |
122 |
0 |
2 |
3 |
455 |
| The Aggregate Demand for Treasury Debt |
0 |
0 |
1 |
81 |
1 |
5 |
18 |
303 |
| The Demand for Money, Near-Money, and Treasury Bonds |
0 |
1 |
3 |
29 |
0 |
2 |
7 |
52 |
| The Demand for Treasury Debt |
1 |
1 |
2 |
166 |
2 |
6 |
13 |
624 |
| The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy |
0 |
0 |
3 |
247 |
1 |
9 |
37 |
1,109 |
| The Effects of Quantitative Easing on Long-term Interest Rates |
0 |
1 |
2 |
257 |
0 |
2 |
19 |
1,526 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
1 |
1 |
42 |
1 |
2 |
4 |
59 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
0 |
33 |
1 |
1 |
2 |
44 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
49 |
| 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 |
2 |
61 |
0 |
1 |
11 |
162 |
| What Makes US Government Bonds Safe Assets? |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
57 |
| Total Working Papers |
3 |
12 |
70 |
8,596 |
34 |
109 |
456 |
31,144 |
LogEc is hosted by the
Örebro University School of Business.