| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Low for Long" and Risk-Taking |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
42 |
| 800,000 Years of Climate Risk |
1 |
2 |
18 |
135 |
3 |
7 |
66 |
296 |
| A Leverage-Based Measure of Financial Instability |
0 |
0 |
1 |
34 |
0 |
1 |
6 |
218 |
| A Leverage-Based Measure of Financial Stability |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
143 |
| A Leverage-Based Measure of Financial Stability |
0 |
0 |
0 |
15 |
1 |
1 |
3 |
117 |
| A Leverage-Based Measure of Financial Stability |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
79 |
| A Medium-Scale DSGE Model for the Integrated Policy Framework |
0 |
0 |
1 |
62 |
0 |
1 |
5 |
93 |
| A Monitoring Framework for Global Financial Stability |
0 |
1 |
3 |
60 |
2 |
4 |
10 |
171 |
| A Multi-Currency Exchange and Contracting Platform |
1 |
1 |
1 |
17 |
2 |
5 |
9 |
49 |
| A Quantitative Microfounded Model for the Integrated Policy Framework |
1 |
4 |
8 |
72 |
2 |
5 |
15 |
116 |
| A Quantitative Model for the Integrated Policy Framework |
1 |
1 |
1 |
40 |
3 |
5 |
7 |
97 |
| A Quantitative Model for the Integrated Policy Framework |
0 |
0 |
1 |
76 |
3 |
3 |
11 |
278 |
| A Review of Shadow Banking |
0 |
0 |
1 |
961 |
1 |
2 |
8 |
267 |
| Broker-Dealer Leverage and the Cross-Section of Stock Returns |
0 |
0 |
2 |
63 |
0 |
2 |
6 |
404 |
| Central Banks and Digital Currencies |
0 |
2 |
5 |
100 |
3 |
5 |
15 |
147 |
| Changes in the Returns to Market Making |
0 |
0 |
2 |
17 |
0 |
1 |
4 |
39 |
| CoVaR |
1 |
4 |
13 |
889 |
6 |
16 |
58 |
3,700 |
| CoVaR |
0 |
3 |
14 |
431 |
3 |
15 |
87 |
1,987 |
| Continuing the Conversation on Liquidity |
0 |
0 |
2 |
2 |
0 |
0 |
5 |
16 |
| Corporate Bond Market Liquidity Redux: More Price-Based Evidence |
0 |
0 |
2 |
22 |
0 |
1 |
4 |
25 |
| Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
105 |
| Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets |
0 |
0 |
4 |
17 |
1 |
1 |
6 |
69 |
| Dealer Balance Sheets and Bond Liquidity Provision |
0 |
1 |
1 |
6 |
0 |
2 |
6 |
61 |
| Dealer Balance Sheets and Corporate Bond Liquidity Provision |
1 |
1 |
2 |
23 |
1 |
1 |
3 |
42 |
| Dealer balance sheets and bond liquidity provision |
1 |
1 |
1 |
56 |
2 |
2 |
5 |
126 |
| Decomposing real and nominal yield curves |
0 |
0 |
2 |
132 |
0 |
1 |
13 |
338 |
| Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
20 |
| Disagreement and Learning in a Dynamic Contracting Model |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
87 |
| Disagreement and learning in a dynamic contracting model |
0 |
0 |
0 |
123 |
0 |
0 |
1 |
521 |
| Discounting the Long-Run |
1 |
1 |
1 |
6 |
1 |
1 |
3 |
22 |
| Discussion of “An Integrated Framework for Multiple Financial Regulations” |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
92 |
| Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” |
0 |
0 |
1 |
46 |
0 |
2 |
4 |
182 |
| Do Treasury Term Premia Rise around Monetary Tightenings? |
0 |
0 |
1 |
44 |
0 |
2 |
6 |
65 |
| Dodd-Frank one year on: implications for shadow banking |
0 |
0 |
0 |
80 |
0 |
0 |
2 |
205 |
| Dynamic Leverage Asset Pricing |
0 |
1 |
1 |
202 |
2 |
4 |
8 |
515 |
| Dynamic Leverage Asset Pricing |
0 |
0 |
0 |
141 |
2 |
2 |
10 |
294 |
| Financial Intermediation, Asset Prices, and Macroeconomic Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
143 |
| Financial Stability Monitoring |
0 |
0 |
1 |
21 |
0 |
0 |
3 |
91 |
| Financial Stability Policies for Shadow Banking |
0 |
0 |
0 |
99 |
0 |
1 |
1 |
173 |
| Financial Vulnerability and Monetary Policy |
0 |
2 |
3 |
97 |
0 |
5 |
11 |
135 |
| Financial Vulnerability and Monetary Policy |
0 |
1 |
3 |
160 |
0 |
1 |
21 |
312 |
| Financial amplification of foreign exchange risk premia |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
266 |
| Financial intermediaries and monetary economics |
0 |
2 |
8 |
621 |
0 |
3 |
11 |
1,175 |
| Financial intermediaries, financial stability, and monetary policy |
0 |
0 |
4 |
481 |
2 |
2 |
26 |
1,451 |
| Financial intermediary balance sheet management |
0 |
0 |
2 |
198 |
0 |
1 |
6 |
486 |
| Financial intermediary leverage and value at risk |
0 |
0 |
2 |
508 |
0 |
1 |
8 |
1,274 |
| Financial intermediation, asset prices, and macroeconomic dynamics |
0 |
0 |
0 |
488 |
1 |
1 |
3 |
824 |
| Financial stability monitoring |
0 |
0 |
1 |
66 |
0 |
0 |
3 |
219 |
| Financial stability monitoring |
0 |
0 |
1 |
113 |
0 |
0 |
6 |
353 |
| Financial stability policies for shadow banking |
0 |
1 |
2 |
178 |
0 |
2 |
5 |
364 |
| Financial vulnerability and monetary policy |
0 |
0 |
0 |
127 |
0 |
0 |
4 |
246 |
| Forecasting Interest Rates over the Long Run |
1 |
1 |
1 |
12 |
2 |
2 |
6 |
47 |
| Forecasting Macroeconomic Risks |
0 |
0 |
3 |
31 |
1 |
2 |
10 |
60 |
| Forecasting Macroeconomic Risks |
1 |
1 |
4 |
65 |
2 |
2 |
14 |
196 |
| Funding liquidity risk and the cross-section of stock returns |
0 |
0 |
2 |
118 |
0 |
0 |
3 |
452 |
| Global Price of Risk and Stabilization Policies |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
51 |
| Global price of risk and stabilization policies |
0 |
0 |
0 |
68 |
1 |
2 |
2 |
92 |
| Has Liquidity Risk in the Corporate Bond Market Increased? |
0 |
0 |
1 |
23 |
1 |
1 |
4 |
54 |
| Has Liquidity Risk in the Treasury and Equity Markets Increased? |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
34 |
| Has U.S. Treasury Market Liquidity Deteriorated? |
0 |
0 |
2 |
29 |
0 |
1 |
4 |
75 |
| Inference, arbitrage, and asset price volatility |
0 |
0 |
0 |
95 |
0 |
1 |
3 |
407 |
| Intermediary Balance Sheets |
0 |
0 |
0 |
63 |
0 |
1 |
8 |
169 |
| Intermediary Leverage Cycles and Financial Stability |
0 |
0 |
0 |
30 |
1 |
2 |
4 |
47 |
| Intermediary balance sheets |
1 |
2 |
2 |
120 |
1 |
2 |
3 |
243 |
| Intermediary leverage cycles and financial stability |
0 |
0 |
1 |
327 |
0 |
2 |
25 |
890 |
| Intraday Market Making with Overnight Inventory Costs |
0 |
0 |
4 |
18 |
0 |
1 |
7 |
55 |
| Intraday market making with overnight inventory costs |
0 |
0 |
0 |
30 |
1 |
2 |
4 |
135 |
| Introduction to a Series on Market Liquidity |
0 |
0 |
0 |
4 |
0 |
2 |
3 |
14 |
| Introduction to a Series on Market Liquidity: Part 2 |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
11 |
| Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM |
0 |
0 |
1 |
55 |
0 |
0 |
2 |
370 |
| Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
77 |
| Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM |
0 |
0 |
1 |
378 |
0 |
2 |
6 |
1,250 |
| Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM |
0 |
0 |
2 |
644 |
0 |
0 |
2 |
2,419 |
| Liquidity Policies and Systemic Risk |
0 |
0 |
0 |
100 |
0 |
0 |
3 |
96 |
| Liquidity Policies and Systemic Risk |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
28 |
| Liquidity Policies and Systemic Risk |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
162 |
| Liquidity Risk, Liquidity Management, and Liquidity Policies |
0 |
0 |
2 |
24 |
0 |
0 |
4 |
70 |
| Liquidity and financial cycles |
0 |
0 |
1 |
333 |
0 |
0 |
11 |
734 |
| Liquidity and leverage |
0 |
2 |
10 |
1,238 |
3 |
10 |
33 |
3,811 |
| Liquidity policies and systemic risk |
0 |
0 |
0 |
174 |
0 |
0 |
0 |
305 |
| Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis |
0 |
0 |
5 |
166 |
0 |
0 |
9 |
291 |
| Macro risk premium and intermediary balance sheet quantities |
0 |
0 |
0 |
186 |
1 |
1 |
4 |
416 |
| Macroprudential Policy: Case Study from a Tabletop Exercise |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
71 |
| Macroprudential policy: case study from a tabletop exercise |
0 |
0 |
1 |
94 |
0 |
1 |
3 |
197 |
| Managing Macrofinancial Risk |
0 |
0 |
0 |
35 |
0 |
0 |
4 |
143 |
| Managing Monetary Tradeoffs in Vulnerable Open Economies |
1 |
1 |
3 |
51 |
2 |
2 |
13 |
100 |
| Market Liquidity after the Financial Crisis |
0 |
0 |
0 |
16 |
0 |
1 |
4 |
34 |
| Market Liquidity after the Financial Crisis |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
97 |
| Market liquidity after the financial crisis |
1 |
1 |
3 |
163 |
2 |
3 |
14 |
293 |
| Monetary Policy and Financial Conditions: A Cross-Country Study |
0 |
0 |
0 |
127 |
0 |
0 |
2 |
219 |
| Monetary Policy, Financial Conditions, and Financial Stability |
0 |
0 |
4 |
107 |
1 |
2 |
18 |
336 |
| Monetary Policy, Financial Conditions, and Financial Stability |
0 |
0 |
2 |
224 |
1 |
1 |
8 |
206 |
| Monetary and Macroprudential Policy with Endogenous Risk |
0 |
0 |
0 |
51 |
1 |
1 |
4 |
89 |
| Monetary and Macroprudential Policy with Endogenous Risk |
0 |
0 |
1 |
39 |
0 |
2 |
8 |
225 |
| Monetary cycles, financial cycles, and the business cycle |
1 |
1 |
4 |
652 |
2 |
3 |
9 |
1,231 |
| Monetary policy and financial conditions: a cross-country study |
0 |
0 |
1 |
63 |
0 |
2 |
7 |
108 |
| Monetary policy, financial conditions, and financial stability |
0 |
0 |
0 |
206 |
0 |
0 |
4 |
376 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
0 |
0 |
214 |
0 |
0 |
1 |
507 |
| Money, liquidity, and monetary policy |
0 |
0 |
0 |
519 |
1 |
1 |
2 |
1,342 |
| Multimodality in Macro-Financial Dynamics |
0 |
0 |
0 |
116 |
0 |
1 |
6 |
242 |
| Multimodality in Macro-Financial Dynamics |
0 |
0 |
1 |
12 |
0 |
0 |
4 |
52 |
| News shocks, monetary policy, and foreign currency positions |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
184 |
| Non-Standard Errors |
0 |
0 |
1 |
19 |
0 |
0 |
3 |
26 |
| Non-Standard Errors |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
34 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
2 |
6 |
34 |
446 |
| Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
93 |
| Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds |
0 |
1 |
1 |
75 |
1 |
3 |
12 |
224 |
| On the scale of financial intermediaries |
0 |
0 |
0 |
226 |
0 |
0 |
3 |
405 |
| Prices and quantities in the monetary policy transmission mechanism |
0 |
0 |
1 |
161 |
0 |
3 |
4 |
391 |
| Pricing the term structure with linear regressions |
0 |
1 |
8 |
254 |
0 |
1 |
16 |
669 |
| Procyclical Leverage and Value-at-Risk |
0 |
0 |
1 |
231 |
1 |
3 |
7 |
619 |
| Procyclical leverage and value-at-risk |
0 |
0 |
0 |
52 |
0 |
1 |
5 |
150 |
| Redemption Risk of Bond Mutual Funds and Dealer Positioning |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
56 |
| Regression Based Estimation of Dynamic Asset Pricing Models |
0 |
0 |
0 |
48 |
1 |
2 |
5 |
133 |
| Regression-based estimation of dynamic asset pricing models |
0 |
0 |
1 |
117 |
0 |
0 |
4 |
299 |
| Repo and Securities Lending |
0 |
0 |
0 |
67 |
1 |
2 |
4 |
191 |
| Repo and securities lending |
0 |
0 |
0 |
148 |
0 |
1 |
4 |
418 |
| Risk Appetite and Exchange Rates |
0 |
0 |
0 |
66 |
0 |
1 |
9 |
291 |
| Risk Management and Regulation |
0 |
0 |
1 |
111 |
0 |
1 |
8 |
167 |
| Risk Management and Regulation |
0 |
0 |
0 |
37 |
0 |
1 |
3 |
70 |
| Risk appetite and exchange Rates |
0 |
0 |
0 |
280 |
1 |
5 |
7 |
857 |
| Risk-Taking Channel of Monetary Policy |
0 |
0 |
3 |
263 |
3 |
3 |
11 |
426 |
| Scenario Synthesis and Macroeconomic Risk |
0 |
7 |
7 |
7 |
2 |
7 |
11 |
11 |
| Shadow Banking and Market-Based Finance |
0 |
0 |
1 |
69 |
2 |
2 |
8 |
91 |
| Shadow bank monitoring |
0 |
0 |
3 |
202 |
0 |
0 |
8 |
492 |
| Shadow banking |
0 |
0 |
8 |
629 |
6 |
10 |
48 |
2,429 |
| Shadow banking regulation |
1 |
1 |
4 |
311 |
2 |
2 |
11 |
670 |
| Shadow banking: a review of the literature |
0 |
0 |
6 |
567 |
1 |
2 |
33 |
1,456 |
| Stock returns and volatility: pricing the short-run and long-run components of market risk |
0 |
0 |
1 |
553 |
0 |
0 |
6 |
1,738 |
| The Bond Market Selloff in Historical Perspective |
0 |
1 |
2 |
14 |
0 |
2 |
8 |
34 |
| The Cost of Capital of the Financial Sector |
0 |
0 |
1 |
35 |
0 |
1 |
3 |
88 |
| The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data |
0 |
1 |
4 |
73 |
2 |
4 |
15 |
407 |
| The Federal Reserve's Commercial Paper Funding Facility |
0 |
1 |
1 |
140 |
2 |
7 |
10 |
645 |
| The Great Carbon Arbitrage |
0 |
1 |
6 |
40 |
1 |
4 |
16 |
129 |
| The Great Carbon Arbitrage |
0 |
0 |
0 |
26 |
0 |
2 |
3 |
70 |
| The Non-U.S. Bank Demand for U.S. Dollar Assets |
0 |
0 |
0 |
5 |
0 |
2 |
6 |
60 |
| The Non-U.S. Bank Demand for U.S. Dollar Assets |
0 |
0 |
0 |
7 |
1 |
4 |
7 |
120 |
| The Recent Bond Market Selloff in Historical Perspective |
0 |
0 |
3 |
12 |
0 |
0 |
3 |
52 |
| The Term Structure of Growth-at-Risk |
0 |
1 |
2 |
105 |
1 |
2 |
9 |
359 |
| The Term Structure of Growth-at-Risk |
0 |
1 |
2 |
63 |
0 |
1 |
5 |
217 |
| The changing nature of financial intermediation and the financial crisis of 2007-09 |
0 |
0 |
11 |
586 |
1 |
2 |
21 |
1,271 |
| The cost of capital of the financial sector |
0 |
0 |
1 |
64 |
1 |
3 |
7 |
258 |
| The shadow banking system: implications for financial regulation |
0 |
0 |
2 |
582 |
0 |
2 |
9 |
1,471 |
| The term structure of inflation expectations |
0 |
0 |
2 |
152 |
0 |
1 |
6 |
467 |
| Treasury Term Premia: 1961-Present |
0 |
2 |
5 |
69 |
1 |
6 |
20 |
188 |
| U.S. Treasury Market Functioning from the GFC to the Pandemic |
0 |
0 |
10 |
10 |
1 |
3 |
12 |
12 |
| Vulnerable Growth |
0 |
0 |
4 |
104 |
1 |
4 |
9 |
512 |
| Vulnerable Growth |
0 |
4 |
10 |
52 |
0 |
6 |
20 |
233 |
| Vulnerable Growth |
0 |
1 |
7 |
60 |
1 |
4 |
10 |
131 |
| Vulnerable growth |
0 |
1 |
5 |
243 |
0 |
4 |
18 |
971 |
| What Do Financial Conditions Tell Us about Risks to GDP Growth? |
1 |
1 |
3 |
89 |
2 |
3 |
10 |
230 |
| What's Driving Dealer Balance Sheet Stagnation? |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
39 |
| Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 |
0 |
1 |
1 |
253 |
1 |
6 |
10 |
494 |
| Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 |
0 |
0 |
3 |
105 |
0 |
1 |
6 |
327 |
| Total Working Papers |
16 |
64 |
316 |
22,072 |
104 |
297 |
1,314 |
59,290 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems |
0 |
0 |
0 |
57 |
0 |
1 |
2 |
247 |
| A leverage-based measure of financial stability |
0 |
0 |
2 |
9 |
1 |
1 |
21 |
42 |
| CoVaR |
3 |
9 |
51 |
497 |
11 |
38 |
169 |
2,426 |
| Dealer balance sheets and bond liquidity provision |
0 |
0 |
6 |
60 |
1 |
4 |
20 |
265 |
| Decomposing real and nominal yield curves |
0 |
1 |
14 |
302 |
4 |
13 |
53 |
958 |
| Disagreement and Learning in a Dynamic Contracting Model |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
215 |
| Financial Intermediaries and the Cross-Section of Asset Returns |
0 |
2 |
10 |
138 |
2 |
7 |
25 |
538 |
| Financial Intermediary Balance Sheet Management |
0 |
0 |
4 |
88 |
0 |
1 |
14 |
259 |
| Financial Stability Monitoring |
0 |
1 |
7 |
99 |
0 |
3 |
30 |
286 |
| Financial amplification of foreign exchange risk premia |
0 |
0 |
1 |
72 |
0 |
1 |
4 |
297 |
| Financial intermediaries, financial stability and monetary policy |
0 |
0 |
1 |
66 |
1 |
3 |
16 |
281 |
| Forecasting macroeconomic risks |
2 |
7 |
30 |
85 |
8 |
21 |
75 |
261 |
| Global Price of Risk and Stabilization Policies |
0 |
1 |
1 |
13 |
1 |
7 |
8 |
132 |
| Inference, arbitrage, and asset price volatility |
0 |
0 |
0 |
27 |
0 |
1 |
3 |
217 |
| Intraday market making with overnight inventory costs |
0 |
0 |
3 |
8 |
2 |
3 |
9 |
49 |
| Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM |
0 |
1 |
2 |
168 |
1 |
6 |
25 |
603 |
| Liquidity and financial contagion |
1 |
1 |
5 |
292 |
1 |
3 |
16 |
806 |
| Liquidity and leverage |
2 |
5 |
63 |
1,898 |
17 |
48 |
259 |
5,557 |
| Liquidity policies and systemic risk |
0 |
0 |
2 |
38 |
1 |
2 |
9 |
152 |
| Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis |
0 |
0 |
0 |
56 |
0 |
2 |
4 |
147 |
| Liquidity, monetary policy, and financial cycles |
0 |
0 |
1 |
381 |
0 |
2 |
5 |
1,020 |
| MULTIMODALITY IN MACROFINANCIAL DYNAMICS |
3 |
6 |
10 |
34 |
3 |
10 |
28 |
122 |
| Macro Risk Premium and Intermediary Balance Sheet Quantities |
0 |
0 |
0 |
203 |
0 |
2 |
7 |
493 |
| Macroprudential policy: a case study from a tabletop exercise |
1 |
1 |
1 |
41 |
2 |
4 |
7 |
135 |
| Market Liquidity After the Financial Crisis |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
86 |
| Measuring risk in the hedge fund sector |
0 |
0 |
0 |
122 |
0 |
0 |
1 |
323 |
| Monetary Policy, Financial Conditions, and Financial Stability |
0 |
1 |
21 |
187 |
6 |
13 |
76 |
621 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
0 |
1 |
151 |
1 |
1 |
5 |
444 |
| Money, Liquidity, and Monetary Policy |
0 |
0 |
1 |
477 |
2 |
4 |
15 |
1,075 |
| NKV: A New Keynesian Model with Vulnerability |
0 |
1 |
7 |
80 |
0 |
1 |
16 |
167 |
| Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds |
0 |
0 |
2 |
20 |
2 |
4 |
9 |
119 |
| Prices and Quantities in the Monetary Policy Transmission Mechanism |
0 |
0 |
2 |
137 |
1 |
1 |
5 |
350 |
| Pricing the term structure with linear regressions |
1 |
6 |
26 |
387 |
3 |
28 |
115 |
1,324 |
| Procyclical Leverage and Value-at-Risk |
0 |
0 |
7 |
227 |
2 |
2 |
20 |
614 |
| Regression-based estimation of dynamic asset pricing models |
0 |
1 |
3 |
86 |
0 |
1 |
10 |
304 |
| Risk‐taking channel of monetary policy |
1 |
1 |
1 |
32 |
1 |
3 |
5 |
111 |
| S hadow Banking |
0 |
0 |
2 |
30 |
0 |
1 |
4 |
153 |
| Shadow Banking Regulation |
0 |
0 |
5 |
228 |
0 |
3 |
34 |
534 |
| Shadow banking |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
115 |
| Shadow banking |
0 |
1 |
4 |
302 |
0 |
4 |
22 |
826 |
| Shadow banking and market-based finance |
1 |
1 |
6 |
62 |
2 |
2 |
20 |
240 |
| Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk |
0 |
0 |
1 |
260 |
0 |
1 |
7 |
810 |
| Stock returns and volatility: pricing the long-run and short-run components of market risk |
0 |
0 |
0 |
48 |
0 |
1 |
3 |
160 |
| The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 |
0 |
0 |
4 |
218 |
0 |
1 |
28 |
821 |
| The Federal Reserve's Primary Dealer Credit Facility |
0 |
0 |
0 |
67 |
0 |
0 |
3 |
275 |
| The Federal Reserve’s Commercial Paper Funding Facility |
0 |
0 |
1 |
52 |
0 |
3 |
11 |
332 |
| The Rise of Digital Money |
1 |
4 |
8 |
40 |
4 |
14 |
35 |
157 |
| The Term Structure of Growth-at-Risk |
0 |
2 |
26 |
91 |
1 |
10 |
69 |
209 |
| The degree of openness and the cost of fixing exchange rate |
0 |
0 |
0 |
61 |
1 |
1 |
3 |
223 |
| The shadow banking system: implications for fi nancial regulation |
0 |
0 |
2 |
221 |
0 |
2 |
17 |
660 |
| Vulnerable Growth |
2 |
14 |
53 |
386 |
11 |
41 |
179 |
1,278 |
| What financing data reveal about dealer leverage |
0 |
0 |
2 |
115 |
0 |
0 |
4 |
348 |
| Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 |
1 |
1 |
9 |
182 |
1 |
4 |
18 |
500 |
| Total Journal Articles |
19 |
68 |
408 |
8,965 |
94 |
329 |
1,551 |
28,687 |
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