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 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 1 90 0 0 4 79
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 1 1 2 23
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 1 131 0 0 1 231
A Model of Capital and Crises 0 0 0 73 0 0 2 263
A Model of Capital and Crises 0 0 0 20 0 0 2 176
A Model of Safe Asset Determination 0 0 2 20 0 1 4 103
A Model of the Reserve Asset 0 0 0 28 0 0 2 86
A macroeconomic framework for quantifying systemic risk 0 0 3 90 1 1 7 392
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 2 2 5 158
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 1 1 3 700
Convenience Yields and Exchange Rate Puzzles 2 3 14 17 4 6 27 32
Corporate Debt Overhang and Credit Policy 0 2 3 33 1 5 10 76
Currency Development Through Liquidity Provision 9 9 9 9 8 10 10 10
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 1 2 10 28 1 3 63 130
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 19 0 1 2 31
Dollar Safety and the Global Financial Cycle 0 0 0 38 0 0 3 48
Dollar Safety and the Global Financial Cycle 0 0 0 47 2 2 17 134
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 1 5 98 0 1 16 305
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 26 0 0 4 108
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 15 1 1 4 147
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 1 2 409
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 2 4 663
Emerging Market Crises: An Asset Markets Perspective 0 0 2 324 0 3 7 1,551
Emerging Markets Crisis: An Asset Markets Perspective 0 0 0 151 0 0 1 605
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 55 0 0 1 245
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 1 182 0 0 1 586
Financial System Risk and Flight to Quality 0 0 1 139 0 1 8 474
Fiscal Policy and Financial Depth 0 0 3 282 0 1 11 810
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 1 38 0 0 4 73
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 1 1 56 0 2 11 158
Global Imbalances and Financial Fragility 0 0 0 393 0 1 4 794
How Credit Cycles across a Financial Crisis 0 0 0 43 0 1 2 58
How Credit Cycles across a Financial Crisis 0 0 2 127 1 3 25 309
How Debt Markets have Malfunctioned in the Crisis 0 0 0 117 0 1 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 0 0 0 177 0 1 2 537
Interest Rate Risk in Banking 0 6 6 6 0 7 7 7
Intermediary Asset Pricing 0 0 0 89 0 2 5 396
Intermediary Asset Pricing and the Financial Crisis 0 0 0 49 0 0 4 103
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 1 2 2 947
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 0 1 1 1,007
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 456 0 1 3 2,556
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 0 189 0 0 1 786
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 0 0 3 1,305
Liquidity, Debt Denomination, and Currency Dominance 0 1 3 24 0 1 8 36
Measuring Liquidity Mismatch in the Banking Sector 0 0 0 63 0 1 15 159
Mesuring Liquidity Mismatch in the Banking Sector 0 0 1 44 1 2 3 100
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 1 101 1 2 9 179
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 6 46 1 5 21 183
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 0 1 6 201
Sizing Up Repo 0 1 2 57 0 1 3 196
Sizing Up Repo 0 0 0 154 0 2 5 442
Smoothing Sudden Stops 0 0 0 122 0 1 2 453
The Aggregate Demand for Treasury Debt 0 0 3 80 2 3 23 290
The Demand for Money, Near-Money, and Treasury Bonds 0 0 0 26 0 0 3 46
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 3 10 247 4 10 44 1,088
The Effects of Quantitative Easing on Long-term Interest Rates 0 0 3 256 0 4 17 1,515
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 1 1 4 49
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 33 0 1 1 43
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 41 0 1 4 56
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 1 4 60 0 4 16 160
What Makes US Government Bonds Safe Assets? 0 0 0 37 0 0 1 57
Total Working Papers 12 31 109 8,566 34 107 512 30,882

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 2 2 50 1 2 6 257
A Model of Capital and Crises 0 0 4 117 0 2 15 330
A Model of Safe Asset Determination 0 0 5 64 1 5 15 304
Amplification Mechanisms in Liquidity Crises 0 1 1 80 1 2 6 298
Balance Sheet Adjustments during the 2008 Crisis 0 0 0 116 0 1 5 384
Bubbles and capital flow volatility: Causes and risk management 0 0 4 378 1 1 15 918
Collateral constraints and the amplification mechanism 0 2 10 471 0 2 19 846
Collective Risk Management in a Flight to Quality Episode 1 1 7 246 6 14 43 828
Comment 0 0 1 2 0 0 1 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 1 3 87
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 0 0 116 2 2 2 409
Excessive Dollar Debt: Financial Development and Underinsurance 0 0 2 6 1 2 7 38
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 107 0 1 5 443
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 2 6 39 3 7 30 170
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 3 10 1,243
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 2 3 196
Intermediary Asset Pricing 0 2 8 154 3 8 31 644
Intermediary Asset Pricing and the Financial Crisis 0 0 2 10 1 1 5 60
International and domestic collateral constraints in a model of emerging market crises 0 1 8 533 3 7 29 1,265
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 1 1 3 773
Measuring Liquidity Mismatch in the Banking Sector 0 1 6 61 0 3 16 229
Mortgage Design in an Equilibrium Model of the Housing Market 0 1 5 22 1 6 21 104
Musical chairs: a comment on the credit crisis 0 0 0 39 0 1 4 178
Regulating Exclusion from Financial Markets 0 0 0 40 0 0 0 183
Risk Topography 1 2 2 29 2 4 7 160
Sizing Up Repo 0 1 3 110 1 6 14 412
Smoothing sudden stops 0 0 0 208 0 1 2 544
The Aggregate Demand for Treasury Debt 1 5 30 692 5 21 124 2,341
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 1 1 10 221 9 21 105 1,073
The bond/old-bond spread 1 3 8 278 1 4 15 600
The impact of Treasury supply on financial sector lending and stability 0 1 6 118 3 5 18 359
The ins and outs of LSAPs 0 0 3 292 2 4 27 1,059
What Makes US Government Bonds Safe Assets? 0 0 0 25 0 1 2 215
Total Journal Articles 8 26 136 5,729 50 141 615 18,406

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 2 4 9 268
Total Books 0 0 0 0 2 4 9 268

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 2 10 66 12 12 29 218
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 0 0 0 23
Inflation Targeting and Sudden Stops 0 0 0 53 1 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 2 2 5 287
Risk Topography 2 2 2 87 3 4 6 292
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 1 2 4 29
Total Chapters 4 4 13 421 19 23 50 1,365

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Statistics updated 2025-03-03