| 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 |
1 |
1 |
43 |
| 800,000 Years of Climate Risk |
2 |
3 |
18 |
137 |
12 |
18 |
66 |
311 |
| A Leverage-Based Measure of Financial Instability |
0 |
0 |
1 |
34 |
1 |
4 |
9 |
222 |
| A Leverage-Based Measure of Financial Stability |
0 |
0 |
0 |
65 |
2 |
2 |
3 |
145 |
| A Leverage-Based Measure of Financial Stability |
0 |
0 |
0 |
46 |
2 |
3 |
4 |
82 |
| A Leverage-Based Measure of Financial Stability |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
117 |
| A Medium-Scale DSGE Model for the Integrated Policy Framework |
0 |
0 |
1 |
62 |
1 |
3 |
7 |
96 |
| A Monitoring Framework for Global Financial Stability |
0 |
0 |
3 |
60 |
0 |
4 |
10 |
173 |
| A Multi-Currency Exchange and Contracting Platform |
0 |
1 |
1 |
17 |
3 |
7 |
12 |
54 |
| A Quantitative Microfounded Model for the Integrated Policy Framework |
1 |
2 |
8 |
73 |
2 |
8 |
19 |
122 |
| A Quantitative Model for the Integrated Policy Framework |
0 |
1 |
1 |
40 |
4 |
10 |
14 |
104 |
| A Quantitative Model for the Integrated Policy Framework |
1 |
1 |
2 |
77 |
4 |
8 |
15 |
283 |
| A Review of Shadow Banking |
0 |
0 |
1 |
961 |
3 |
4 |
9 |
270 |
| Broker-Dealer Leverage and the Cross-Section of Stock Returns |
0 |
0 |
2 |
63 |
2 |
3 |
9 |
407 |
| Central Banks and Digital Currencies |
1 |
1 |
5 |
101 |
1 |
4 |
15 |
148 |
| Changes in the Returns to Market Making |
0 |
0 |
1 |
17 |
0 |
0 |
2 |
39 |
| CoVaR |
0 |
2 |
12 |
890 |
5 |
19 |
62 |
3,713 |
| CoVaR |
0 |
0 |
9 |
431 |
7 |
24 |
89 |
2,008 |
| Continuing the Conversation on Liquidity |
0 |
0 |
2 |
2 |
0 |
0 |
4 |
16 |
| Corporate Bond Market Liquidity Redux: More Price-Based Evidence |
0 |
0 |
1 |
22 |
1 |
1 |
4 |
26 |
| Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
105 |
| Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets |
0 |
0 |
2 |
17 |
0 |
2 |
5 |
70 |
| Dealer Balance Sheets and Bond Liquidity Provision |
0 |
0 |
1 |
6 |
1 |
1 |
6 |
62 |
| Dealer Balance Sheets and Corporate Bond Liquidity Provision |
0 |
1 |
2 |
23 |
0 |
1 |
2 |
42 |
| Dealer balance sheets and bond liquidity provision |
0 |
1 |
1 |
56 |
0 |
3 |
6 |
127 |
| Decomposing real and nominal yield curves |
0 |
0 |
2 |
132 |
1 |
2 |
11 |
340 |
| Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? |
0 |
0 |
0 |
2 |
2 |
2 |
4 |
22 |
| Disagreement and Learning in a Dynamic Contracting Model |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
88 |
| Disagreement and learning in a dynamic contracting model |
1 |
1 |
1 |
124 |
1 |
3 |
4 |
524 |
| Discounting the Long-Run |
0 |
1 |
1 |
6 |
0 |
2 |
3 |
23 |
| 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 |
1 |
1 |
5 |
183 |
| Do Treasury Term Premia Rise around Monetary Tightenings? |
0 |
0 |
1 |
44 |
0 |
1 |
7 |
66 |
| Dodd-Frank one year on: implications for shadow banking |
0 |
0 |
0 |
80 |
1 |
1 |
3 |
206 |
| Dynamic Leverage Asset Pricing |
0 |
0 |
1 |
202 |
3 |
7 |
12 |
520 |
| Dynamic Leverage Asset Pricing |
1 |
1 |
1 |
142 |
4 |
9 |
15 |
301 |
| Financial Intermediation, Asset Prices, and Macroeconomic Dynamics |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
145 |
| Financial Stability Monitoring |
0 |
0 |
0 |
21 |
1 |
1 |
3 |
92 |
| Financial Stability Policies for Shadow Banking |
0 |
0 |
0 |
99 |
1 |
1 |
2 |
174 |
| Financial Vulnerability and Monetary Policy |
0 |
0 |
3 |
97 |
1 |
2 |
12 |
137 |
| Financial Vulnerability and Monetary Policy |
0 |
0 |
3 |
160 |
7 |
10 |
28 |
322 |
| Financial amplification of foreign exchange risk premia |
0 |
0 |
0 |
84 |
6 |
7 |
7 |
273 |
| Financial intermediaries and monetary economics |
1 |
1 |
7 |
622 |
7 |
7 |
15 |
1,182 |
| Financial intermediaries, financial stability, and monetary policy |
0 |
0 |
2 |
481 |
3 |
6 |
22 |
1,455 |
| Financial intermediary balance sheet management |
0 |
0 |
1 |
198 |
2 |
2 |
7 |
488 |
| Financial intermediary leverage and value at risk |
0 |
0 |
2 |
508 |
8 |
11 |
19 |
1,285 |
| Financial intermediation, asset prices, and macroeconomic dynamics |
0 |
0 |
0 |
488 |
4 |
7 |
9 |
830 |
| Financial stability monitoring |
0 |
0 |
0 |
113 |
7 |
9 |
13 |
362 |
| Financial stability monitoring |
0 |
0 |
1 |
66 |
0 |
0 |
3 |
219 |
| Financial stability policies for shadow banking |
0 |
0 |
2 |
178 |
0 |
0 |
5 |
364 |
| Financial vulnerability and monetary policy |
0 |
0 |
0 |
127 |
2 |
3 |
6 |
249 |
| Forecasting Interest Rates over the Long Run |
0 |
1 |
1 |
12 |
0 |
3 |
5 |
48 |
| Forecasting Macroeconomic Risks |
0 |
0 |
3 |
31 |
0 |
2 |
9 |
61 |
| Forecasting Macroeconomic Risks |
0 |
2 |
4 |
66 |
1 |
5 |
16 |
199 |
| Funding liquidity risk and the cross-section of stock returns |
0 |
0 |
1 |
118 |
4 |
7 |
9 |
459 |
| Global Price of Risk and Stabilization Policies |
0 |
0 |
0 |
36 |
1 |
2 |
4 |
53 |
| Global price of risk and stabilization policies |
0 |
0 |
0 |
68 |
2 |
4 |
5 |
95 |
| Has Liquidity Risk in the Corporate Bond Market Increased? |
0 |
0 |
1 |
23 |
0 |
2 |
4 |
55 |
| Has Liquidity Risk in the Treasury and Equity Markets Increased? |
0 |
0 |
0 |
18 |
0 |
2 |
2 |
36 |
| Has U.S. Treasury Market Liquidity Deteriorated? |
0 |
0 |
2 |
29 |
0 |
0 |
4 |
75 |
| Inference, arbitrage, and asset price volatility |
0 |
0 |
0 |
95 |
2 |
2 |
5 |
409 |
| Intermediary Balance Sheets |
0 |
0 |
0 |
63 |
2 |
2 |
10 |
171 |
| Intermediary Leverage Cycles and Financial Stability |
0 |
0 |
0 |
30 |
2 |
4 |
7 |
50 |
| Intermediary balance sheets |
0 |
1 |
2 |
120 |
0 |
2 |
4 |
244 |
| Intermediary leverage cycles and financial stability |
1 |
1 |
2 |
328 |
5 |
8 |
24 |
898 |
| Intraday Market Making with Overnight Inventory Costs |
0 |
0 |
4 |
18 |
0 |
0 |
7 |
55 |
| Intraday market making with overnight inventory costs |
0 |
0 |
0 |
30 |
1 |
3 |
6 |
137 |
| Introduction to a Series on Market Liquidity |
0 |
0 |
0 |
4 |
0 |
0 |
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 |
1 |
3 |
371 |
| Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM |
0 |
0 |
0 |
0 |
2 |
3 |
8 |
80 |
| Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM |
1 |
1 |
2 |
379 |
2 |
4 |
10 |
1,254 |
| Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM |
0 |
0 |
1 |
644 |
3 |
3 |
4 |
2,422 |
| Liquidity Policies and Systemic Risk |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
164 |
| Liquidity Policies and Systemic Risk |
0 |
0 |
0 |
5 |
3 |
5 |
6 |
33 |
| Liquidity Policies and Systemic Risk |
0 |
0 |
0 |
100 |
2 |
2 |
5 |
98 |
| Liquidity Risk, Liquidity Management, and Liquidity Policies |
1 |
1 |
2 |
25 |
1 |
1 |
3 |
71 |
| Liquidity and financial cycles |
0 |
0 |
1 |
333 |
4 |
4 |
12 |
738 |
| Liquidity and leverage |
1 |
1 |
10 |
1,239 |
7 |
14 |
37 |
3,822 |
| Liquidity policies and systemic risk |
0 |
0 |
0 |
174 |
1 |
2 |
2 |
307 |
| Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis |
0 |
0 |
1 |
166 |
3 |
3 |
8 |
294 |
| Macro risk premium and intermediary balance sheet quantities |
0 |
0 |
0 |
186 |
0 |
1 |
4 |
416 |
| Macroprudential Policy: Case Study from a Tabletop Exercise |
0 |
0 |
0 |
37 |
2 |
3 |
5 |
74 |
| Macroprudential policy: case study from a tabletop exercise |
0 |
0 |
1 |
94 |
0 |
1 |
4 |
198 |
| Managing Macrofinancial Risk |
0 |
0 |
0 |
35 |
2 |
2 |
6 |
145 |
| Managing Monetary Tradeoffs in Vulnerable Open Economies |
0 |
2 |
4 |
52 |
0 |
3 |
13 |
101 |
| Market Liquidity after the Financial Crisis |
0 |
0 |
0 |
16 |
1 |
2 |
6 |
36 |
| Market Liquidity after the Financial Crisis |
0 |
0 |
0 |
50 |
2 |
2 |
4 |
99 |
| Market liquidity after the financial crisis |
0 |
1 |
2 |
163 |
4 |
8 |
18 |
299 |
| Monetary Policy and Financial Conditions: A Cross-Country Study |
0 |
0 |
0 |
127 |
5 |
7 |
7 |
226 |
| Monetary Policy, Financial Conditions, and Financial Stability |
1 |
1 |
3 |
108 |
2 |
5 |
18 |
340 |
| Monetary Policy, Financial Conditions, and Financial Stability |
0 |
0 |
0 |
224 |
2 |
4 |
6 |
209 |
| Monetary and Macroprudential Policy with Endogenous Risk |
0 |
0 |
0 |
51 |
2 |
3 |
5 |
91 |
| Monetary and Macroprudential Policy with Endogenous Risk |
1 |
1 |
2 |
40 |
2 |
3 |
9 |
228 |
| Monetary cycles, financial cycles, and the business cycle |
0 |
1 |
3 |
652 |
3 |
5 |
11 |
1,234 |
| Monetary policy and financial conditions: a cross-country study |
0 |
0 |
0 |
63 |
3 |
4 |
10 |
112 |
| Monetary policy, financial conditions, and financial stability |
0 |
0 |
0 |
206 |
10 |
14 |
17 |
390 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
0 |
0 |
214 |
1 |
1 |
1 |
508 |
| Money, liquidity, and monetary policy |
0 |
0 |
0 |
519 |
2 |
6 |
7 |
1,347 |
| Multimodality in Macro-Financial Dynamics |
0 |
0 |
0 |
116 |
2 |
3 |
8 |
245 |
| Multimodality in Macro-Financial Dynamics |
0 |
0 |
1 |
12 |
4 |
4 |
8 |
56 |
| News shocks, monetary policy, and foreign currency positions |
0 |
0 |
0 |
90 |
1 |
2 |
3 |
186 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
6 |
8 |
32 |
452 |
| Non-Standard Errors |
0 |
0 |
0 |
8 |
0 |
2 |
4 |
36 |
| Non-Standard Errors |
0 |
0 |
0 |
19 |
2 |
2 |
4 |
28 |
| Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds |
0 |
0 |
0 |
16 |
3 |
6 |
6 |
99 |
| Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds |
0 |
0 |
1 |
75 |
3 |
5 |
14 |
228 |
| On the scale of financial intermediaries |
0 |
0 |
0 |
226 |
5 |
7 |
10 |
412 |
| Prices and quantities in the monetary policy transmission mechanism |
0 |
0 |
1 |
161 |
1 |
7 |
11 |
398 |
| Pricing the term structure with linear regressions |
0 |
1 |
8 |
255 |
3 |
9 |
21 |
678 |
| Procyclical Leverage and Value-at-Risk |
0 |
0 |
1 |
231 |
1 |
2 |
7 |
620 |
| Procyclical leverage and value-at-risk |
0 |
0 |
0 |
52 |
2 |
4 |
7 |
154 |
| Redemption Risk of Bond Mutual Funds and Dealer Positioning |
0 |
0 |
1 |
20 |
2 |
3 |
4 |
59 |
| Regression Based Estimation of Dynamic Asset Pricing Models |
1 |
1 |
1 |
49 |
3 |
4 |
8 |
136 |
| Regression-based estimation of dynamic asset pricing models |
0 |
0 |
0 |
117 |
0 |
0 |
3 |
299 |
| Repo and Securities Lending |
0 |
0 |
0 |
67 |
1 |
3 |
6 |
193 |
| Repo and securities lending |
0 |
0 |
0 |
148 |
3 |
3 |
7 |
421 |
| Risk Appetite and Exchange Rates |
0 |
0 |
0 |
66 |
1 |
1 |
6 |
292 |
| Risk Management and Regulation |
0 |
0 |
1 |
111 |
5 |
5 |
10 |
172 |
| Risk Management and Regulation |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
70 |
| Risk appetite and exchange Rates |
0 |
1 |
1 |
281 |
0 |
2 |
7 |
858 |
| Risk-Taking Channel of Monetary Policy |
0 |
0 |
1 |
263 |
1 |
4 |
8 |
427 |
| Scenario Synthesis and Macroeconomic Risk |
1 |
3 |
10 |
10 |
2 |
8 |
17 |
17 |
| Shadow Banking and Market-Based Finance |
0 |
0 |
1 |
69 |
3 |
6 |
10 |
95 |
| Shadow bank monitoring |
0 |
0 |
3 |
202 |
4 |
6 |
14 |
498 |
| Shadow banking |
6 |
9 |
15 |
638 |
19 |
37 |
63 |
2,460 |
| Shadow banking regulation |
0 |
1 |
4 |
311 |
3 |
6 |
12 |
674 |
| Shadow banking: a review of the literature |
2 |
2 |
6 |
569 |
13 |
20 |
44 |
1,475 |
| Stock returns and volatility: pricing the short-run and long-run components of market risk |
0 |
0 |
1 |
553 |
4 |
5 |
10 |
1,743 |
| The Bond Market Selloff in Historical Perspective |
0 |
0 |
1 |
14 |
1 |
1 |
8 |
35 |
| The Cost of Capital of the Financial Sector |
0 |
0 |
1 |
35 |
1 |
2 |
5 |
90 |
| The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data |
0 |
0 |
3 |
73 |
4 |
6 |
16 |
411 |
| The Federal Reserve's Commercial Paper Funding Facility |
0 |
0 |
1 |
140 |
3 |
5 |
13 |
648 |
| The Great Carbon Arbitrage |
0 |
0 |
4 |
40 |
7 |
8 |
19 |
136 |
| The Great Carbon Arbitrage |
0 |
0 |
0 |
26 |
4 |
4 |
6 |
74 |
| The Non-U.S. Bank Demand for U.S. Dollar Assets |
0 |
0 |
0 |
7 |
2 |
3 |
8 |
122 |
| The Non-U.S. Bank Demand for U.S. Dollar Assets |
0 |
0 |
0 |
5 |
5 |
6 |
12 |
66 |
| The Recent Bond Market Selloff in Historical Perspective |
0 |
0 |
3 |
12 |
0 |
0 |
3 |
52 |
| The Term Structure of Growth-at-Risk |
0 |
0 |
2 |
63 |
1 |
2 |
7 |
219 |
| The Term Structure of Growth-at-Risk |
1 |
1 |
3 |
106 |
4 |
11 |
19 |
369 |
| The changing nature of financial intermediation and the financial crisis of 2007-09 |
0 |
0 |
5 |
586 |
6 |
8 |
18 |
1,278 |
| The cost of capital of the financial sector |
0 |
0 |
1 |
64 |
4 |
9 |
15 |
266 |
| The shadow banking system: implications for financial regulation |
1 |
2 |
4 |
584 |
1 |
3 |
8 |
1,474 |
| The term structure of inflation expectations |
0 |
0 |
2 |
152 |
4 |
4 |
10 |
471 |
| Treasury Term Premia: 1961-Present |
0 |
0 |
5 |
69 |
0 |
4 |
20 |
191 |
| U.S. Treasury Market Functioning from the GFC to the Pandemic |
0 |
0 |
10 |
10 |
0 |
1 |
12 |
12 |
| Vulnerable Growth |
0 |
0 |
7 |
52 |
2 |
4 |
18 |
237 |
| Vulnerable Growth |
0 |
0 |
5 |
60 |
3 |
5 |
12 |
135 |
| Vulnerable Growth |
2 |
2 |
6 |
106 |
6 |
9 |
17 |
520 |
| Vulnerable growth |
0 |
0 |
4 |
243 |
1 |
2 |
18 |
973 |
| What Do Financial Conditions Tell Us about Risks to GDP Growth? |
0 |
1 |
3 |
89 |
0 |
4 |
12 |
232 |
| What's Driving Dealer Balance Sheet Stagnation? |
0 |
0 |
1 |
19 |
1 |
1 |
2 |
40 |
| 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 |
0 |
1 |
253 |
1 |
5 |
12 |
498 |
| Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 |
0 |
0 |
0 |
105 |
1 |
1 |
3 |
328 |
| Total Working Papers |
28 |
55 |
288 |
22,111 |
368 |
676 |
1,630 |
59,862 |
| 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 |
1 |
3 |
5 |
250 |
| A leverage-based measure of financial stability |
1 |
1 |
3 |
10 |
2 |
6 |
24 |
47 |
| CoVaR |
8 |
13 |
52 |
507 |
26 |
71 |
194 |
2,486 |
| Dealer balance sheets and bond liquidity provision |
0 |
0 |
5 |
60 |
10 |
14 |
28 |
278 |
| Decomposing real and nominal yield curves |
1 |
1 |
8 |
303 |
8 |
20 |
57 |
974 |
| Disagreement and Learning in a Dynamic Contracting Model |
0 |
0 |
0 |
35 |
2 |
3 |
4 |
218 |
| Financial Intermediaries and the Cross-Section of Asset Returns |
1 |
1 |
8 |
139 |
10 |
13 |
29 |
549 |
| Financial Intermediary Balance Sheet Management |
0 |
0 |
3 |
88 |
1 |
3 |
12 |
262 |
| Financial Stability Monitoring |
0 |
0 |
5 |
99 |
2 |
8 |
30 |
294 |
| Financial amplification of foreign exchange risk premia |
0 |
1 |
1 |
73 |
2 |
4 |
6 |
301 |
| Financial intermediaries, financial stability and monetary policy |
0 |
0 |
0 |
66 |
1 |
3 |
16 |
283 |
| Forecasting macroeconomic risks |
1 |
7 |
33 |
90 |
4 |
21 |
80 |
274 |
| Global Price of Risk and Stabilization Policies |
0 |
0 |
1 |
13 |
4 |
6 |
13 |
137 |
| Inference, arbitrage, and asset price volatility |
0 |
0 |
0 |
27 |
1 |
2 |
5 |
219 |
| Intraday market making with overnight inventory costs |
0 |
0 |
2 |
8 |
5 |
8 |
14 |
55 |
| Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM |
0 |
0 |
2 |
168 |
2 |
4 |
21 |
606 |
| Liquidity and financial contagion |
0 |
1 |
4 |
292 |
4 |
8 |
19 |
813 |
| Liquidity and leverage |
10 |
20 |
70 |
1,916 |
61 |
107 |
307 |
5,647 |
| Liquidity policies and systemic risk |
0 |
0 |
2 |
38 |
3 |
4 |
10 |
155 |
| Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis |
0 |
0 |
0 |
56 |
2 |
3 |
7 |
150 |
| Liquidity, monetary policy, and financial cycles |
0 |
0 |
1 |
381 |
4 |
5 |
10 |
1,025 |
| MULTIMODALITY IN MACROFINANCIAL DYNAMICS |
2 |
5 |
12 |
36 |
3 |
10 |
31 |
129 |
| Macro Risk Premium and Intermediary Balance Sheet Quantities |
0 |
0 |
0 |
203 |
3 |
4 |
11 |
497 |
| Macroprudential policy: a case study from a tabletop exercise |
0 |
1 |
1 |
41 |
4 |
6 |
8 |
139 |
| Market Liquidity After the Financial Crisis |
0 |
1 |
1 |
13 |
2 |
4 |
8 |
90 |
| Measuring risk in the hedge fund sector |
0 |
0 |
0 |
122 |
3 |
3 |
3 |
326 |
| Monetary Policy, Financial Conditions, and Financial Stability |
1 |
4 |
21 |
191 |
5 |
18 |
72 |
633 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
0 |
0 |
151 |
2 |
3 |
5 |
446 |
| Money, Liquidity, and Monetary Policy |
0 |
0 |
1 |
477 |
10 |
16 |
24 |
1,089 |
| NKV: A New Keynesian Model with Vulnerability |
0 |
0 |
2 |
80 |
0 |
0 |
8 |
167 |
| Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds |
0 |
0 |
2 |
20 |
1 |
3 |
10 |
120 |
| Prices and Quantities in the Monetary Policy Transmission Mechanism |
0 |
1 |
3 |
138 |
1 |
3 |
7 |
352 |
| Pricing the term structure with linear regressions |
2 |
6 |
28 |
392 |
21 |
38 |
132 |
1,359 |
| Procyclical Leverage and Value-at-Risk |
0 |
0 |
4 |
227 |
5 |
11 |
22 |
623 |
| Regression-based estimation of dynamic asset pricing models |
0 |
0 |
3 |
86 |
2 |
4 |
12 |
308 |
| Risk‐taking channel of monetary policy |
0 |
1 |
1 |
32 |
2 |
4 |
7 |
114 |
| S hadow Banking |
1 |
1 |
3 |
31 |
2 |
3 |
7 |
156 |
| Shadow Banking Regulation |
0 |
3 |
6 |
231 |
3 |
8 |
23 |
542 |
| Shadow banking |
2 |
3 |
7 |
305 |
6 |
10 |
28 |
836 |
| Shadow banking |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
115 |
| Shadow banking and market-based finance |
0 |
1 |
5 |
62 |
15 |
22 |
38 |
260 |
| Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk |
0 |
0 |
1 |
260 |
7 |
9 |
14 |
819 |
| Stock returns and volatility: pricing the long-run and short-run components of market risk |
0 |
0 |
0 |
48 |
1 |
3 |
5 |
163 |
| The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 |
2 |
3 |
6 |
221 |
6 |
9 |
27 |
830 |
| The Federal Reserve's Primary Dealer Credit Facility |
0 |
0 |
0 |
67 |
3 |
4 |
7 |
279 |
| The Federal Reserve’s Commercial Paper Funding Facility |
0 |
0 |
1 |
52 |
3 |
3 |
12 |
335 |
| The Rise of Digital Money |
2 |
4 |
9 |
43 |
7 |
18 |
46 |
171 |
| The Term Structure of Growth-at-Risk |
0 |
2 |
19 |
93 |
7 |
12 |
61 |
220 |
| The degree of openness and the cost of fixing exchange rate |
0 |
0 |
0 |
61 |
1 |
3 |
4 |
225 |
| The shadow banking system: implications for fi nancial regulation |
1 |
1 |
2 |
222 |
1 |
4 |
17 |
664 |
| Vulnerable Growth |
5 |
8 |
52 |
392 |
16 |
40 |
181 |
1,307 |
| What financing data reveal about dealer leverage |
0 |
0 |
2 |
115 |
5 |
5 |
9 |
353 |
| Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 |
0 |
1 |
4 |
182 |
1 |
6 |
15 |
505 |
| Total Journal Articles |
40 |
91 |
396 |
9,037 |
303 |
602 |
1,747 |
29,195 |
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