Access Statistics for Arvind Krishnamurthy

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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 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 2 0 3 13 36
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 2 7 19 250
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 91 0 4 15 96
A Model of Capital and Crises 0 0 0 73 0 4 25 288
A Model of Capital and Crises 0 0 0 20 0 2 25 202
A Model of Safe Asset Determination 0 0 1 22 0 2 17 122
A Model of the Reserve Asset 0 0 0 29 0 3 8 98
A macroeconomic framework for quantifying systemic risk 0 0 1 91 1 6 19 412
Amplification Mechanisms in Liquidity Crises 0 0 1 119 1 5 18 415
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 2 2 16 149
Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect 0 0 1 14 0 5 22 62
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 0 4 21 1,257
Capital Flow Management with Multiple Instruments 0 0 0 31 0 1 8 72
Capital Flow Management with Multiple Instruments 0 0 0 83 1 3 13 171
Collective Risk Management in a Flight to Quality Episode 0 1 2 210 3 12 32 733
Convenience Yields and Exchange Rate Puzzles 1 1 3 22 3 5 23 67
Corporate Debt Overhang and Credit Policy 0 0 0 33 0 7 19 95
Currency Development Through Liquidity Provision 0 0 2 11 0 1 19 35
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 1 20 1 4 16 48
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 1 1 1 29 2 4 59 192
Dollar Erosion: Understanding the Loss of Reserve Currency Status 5 5 5 5 6 6 6 6
Dollar Safety and the Global Financial Cycle 0 1 1 49 2 11 37 175
Dollar Safety and the Global Financial Cycle 0 1 4 43 1 14 37 89
Dollar Upheaval: This Time Is Different 1 3 23 32 3 8 52 58
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 2 4 15 607
ECB Policies Involving Government Bond Purchases: Impact and Channels 1 2 4 102 3 12 39 347
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 0 5 9 117
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 1 16 1 2 15 162
Emerging Market Crises: An Asset Markets Perspective 0 0 2 326 1 4 16 1,568
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 1 3 15 424
Emerging Markets Crisis: An Asset Markets Perspective 0 0 1 152 1 5 16 622
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 1 7 253
Financial System Risk and Flight to Quality 0 0 1 140 1 4 24 502
Fiscal Policy and Financial Depth 0 0 2 284 1 7 20 833
Flight to Quality and Collective Risk Management 0 0 2 145 1 4 23 595
Foreign Safe Asset Demand and the Dollar Exchange Rate 1 1 2 23 1 4 17 69
Foreign Safe Asset Demand and the Dollar Exchange Rate 1 1 1 57 1 9 33 197
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 1 39 2 7 20 94
Global Imbalances and Financial Fragility 0 0 1 394 1 5 17 816
How Credit Cycles across a Financial Crisis 0 0 5 133 1 10 55 370
How Credit Cycles across a Financial Crisis 0 0 2 45 0 3 22 86
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 1 1 2 16 1 6 19 37
Inflation Targeting and Sudden Stops 0 0 0 178 1 6 14 552
Interest Rate Risk in Banking 0 1 3 20 0 6 22 39
Interest Rate Risk in Banking 1 1 3 4 3 9 23 26
Interest Rate Risk in Banking 1 1 2 9 2 4 14 26
Intermediary Asset Pricing 0 0 0 89 4 9 28 424
Intermediary Asset Pricing and the Financial Crisis 0 1 2 51 0 2 12 116
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 2 5 17 965
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 2 4 10 1,017
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 457 0 0 14 2,573
International and Domestic Collateral Constraints in a Model of Emerging Market Crises 0 0 0 590 0 12 22 1,591
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 1 4 14 67
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 1 4 17 805
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 0 3 16 1,322
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 17 1 2 16 32
Liquidity, Debt Denomination, and Currency Dominance 1 1 3 27 1 5 31 69
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 1 1 3 13 29
Measuring Liquidity Mismatch in the Banking Sector 0 0 1 65 0 7 28 192
Mesuring Liquidity Mismatch in the Banking Sector 0 0 0 44 1 3 12 113
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 101 0 1 14 194
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 1 48 1 3 20 206
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 0 9 16 220
Sizing Up Repo 0 0 0 57 1 6 24 220
Sizing Up Repo 0 1 1 155 0 5 17 461
Smoothing Sudden Stops 0 0 0 122 2 7 30 483
The Aggregate Demand for Treasury Debt 0 1 4 85 4 13 51 349
The Demand for Money, Near-Money, and Treasury Bonds 0 0 0 33 0 2 10 33
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 29 1 4 15 65
The Demand for Treasury Debt 0 0 2 167 1 11 31 649
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 2 2 8 255 8 15 78 1,178
The Effects of Quantitative Easing on Long-term Interest Rates 0 0 2 258 1 7 51 1,575
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 1 34 0 2 19 62
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 1 2 16 65
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 2 43 1 2 20 77
The Rest of the World's Dollar-Weighted Return on U.S. Treasurys 0 0 0 3 0 4 9 19
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 0 6 17 40
What Makes US Government Bonds Safe Assets? 0 0 1 38 0 1 13 70
What Makes US Government Bonds Safe Assets? 0 0 0 61 4 25 61 222
Total Working Papers 17 27 112 8,799 92 450 1,849 33,021

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 8 518
A Macroeconomic Framework for Quantifying Systemic Risk 0 1 1 55 1 7 23 285
A Model of Capital and Crises 0 0 1 119 0 2 32 367
A Model of Safe Asset Determination 0 1 8 73 3 8 41 352
Amplification Mechanisms in Liquidity Crises 0 0 1 81 3 7 23 325
Balance Sheet Adjustments during the 2008 Crisis 0 0 1 119 2 3 14 400
Bubbles and capital flow volatility: Causes and risk management 1 2 8 386 2 11 38 958
Collateral constraints and the amplification mechanism 0 0 1 472 0 2 8 854
Collective Risk Management in a Flight to Quality Episode 1 1 6 255 6 15 70 912
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 1 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 1 1 15 15
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 0 1 2 2 2 4 26 32
Dollar Safety and the Global Financial Cycle 0 2 11 21 1 9 45 65
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 0 5 14 30
Efficient Credit Policies in a Housing Debt Crisis 0 0 2 19 0 2 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 0 4 10 1 5 21 60
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 1 1 3 110 3 15 28 475
Foreign Safe Asset Demand and the Dollar Exchange Rate 1 6 27 77 7 25 108 306
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 0 1 17 0 4 11 78
Global Imbalances and Financial Fragility 0 1 3 473 2 7 33 1,283
How Credit Cycles across a Financial Crisis 0 1 19 29 2 10 64 89
How Debt Markets Have Malfunctioned in the Crisis 0 0 0 182 0 5 15 534
How Futures Trading Changed Bitcoin Prices 0 0 0 36 0 16 35 233
Intermediary Asset Pricing 0 2 5 160 7 14 47 699
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 1 5 16 76
International and domestic collateral constraints in a model of emerging market crises 0 1 5 541 3 17 39 1,313
Lessons for Policy from Research 0 0 2 5 0 4 17 35
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 1 8 51 827
Measuring Liquidity Mismatch in the Banking Sector 0 0 4 66 2 6 25 258
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 24 0 4 22 129
Musical chairs: a comment on the credit crisis 0 0 0 40 1 5 9 188
Regulating Exclusion from Financial Markets 0 0 0 40 0 3 11 196
Review Article: Perspectives on the Future of Asset Pricing 1 1 7 44 1 3 34 99
Risk Topography 0 0 0 30 0 5 13 177
Sizing Up Repo 0 0 3 113 2 6 39 453
Smoothing sudden stops 0 0 0 208 0 3 12 556
The Aggregate Demand for Treasury Debt 7 10 35 740 15 47 168 2,565
The Demand for Money, Near-Money, and Treasury Bonds 1 1 2 7 1 2 11 38
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 0 8 233 3 18 133 1,239
The Macroeconomics of Corporate Debt 0 0 1 8 1 1 19 47
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 1 1 3 4 1 6 26 36
The bond/old-bond spread 0 0 1 279 1 4 31 632
The impact of Treasury supply on financial sector lending and stability 0 0 4 123 1 2 14 376
The ins and outs of LSAPs 0 0 2 296 1 4 31 1,102
What Makes US Government Bonds Safe Assets? 0 1 3 28 0 1 11 227
Total Journal Articles 14 34 185 6,041 78 342 1,512 20,301
1 registered items for which data could not be found

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 0 6 17 289
Total Books 0 0 0 0 0 6 17 289

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 0 0 2 70 0 1 12 240
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 0 3 9 35
Inflation Targeting and Sudden Stops 0 1 1 54 0 4 11 223
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 0 81 0 4 8 225
Liquidity Mismatch Measurement 0 0 1 104 2 10 30 317
Risk Topography 0 0 0 87 0 2 11 303
The Balance Sheet 0 0 1 25 0 2 7 97
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 1 6 24 56
Total Chapters 0 1 5 429 3 32 112 1,496

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Statistics updated 2026-07-10