| 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 |
1 |
2 |
30 |
1 |
3 |
6 |
34 |
| 800,000 Years of Climate Risk |
30 |
33 |
33 |
33 |
12 |
15 |
15 |
15 |
| A Leverage-Based Measure of Financial Instability |
0 |
0 |
2 |
33 |
3 |
3 |
7 |
209 |
| A Leverage-Based Measure of Financial Stability |
0 |
0 |
1 |
65 |
0 |
0 |
5 |
138 |
| A Leverage-Based Measure of Financial Stability |
0 |
0 |
1 |
15 |
0 |
1 |
11 |
110 |
| A Leverage-Based Measure of Financial Stability |
0 |
0 |
1 |
45 |
0 |
4 |
17 |
63 |
| A Medium-Scale DSGE Model for the Integrated Policy Framework |
3 |
5 |
53 |
53 |
8 |
12 |
54 |
54 |
| A Monitoring Framework for Global Financial Stability |
3 |
3 |
12 |
49 |
5 |
6 |
29 |
140 |
| A Quantitative Model for the Integrated Policy Framework |
0 |
2 |
7 |
36 |
0 |
5 |
22 |
83 |
| A Review of Shadow Banking |
0 |
0 |
2 |
956 |
0 |
0 |
6 |
243 |
| An index of Treasury Market liquidity: 1991-2017 |
0 |
1 |
4 |
63 |
18 |
25 |
41 |
363 |
| Broker-Dealer Leverage and the Cross-Section of Stock Returns |
0 |
1 |
1 |
55 |
0 |
6 |
35 |
347 |
| Central Banks and Digital Currencies |
1 |
3 |
21 |
78 |
4 |
7 |
40 |
80 |
| Changes in the Returns to Market Making |
1 |
1 |
3 |
12 |
1 |
2 |
10 |
31 |
| CoVaR |
2 |
9 |
34 |
381 |
9 |
32 |
153 |
1,743 |
| CoVaR |
1 |
6 |
34 |
854 |
7 |
23 |
164 |
3,478 |
| Continuing the Conversation on Liquidity |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
| Corporate Bond Market Liquidity Redux: More Price-Based Evidence |
0 |
1 |
1 |
18 |
0 |
2 |
4 |
15 |
| Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
96 |
| Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets |
0 |
0 |
1 |
8 |
1 |
1 |
12 |
49 |
| Dealer Balance Sheets and Bond Liquidity Provision |
0 |
0 |
0 |
4 |
2 |
2 |
6 |
47 |
| Dealer Balance Sheets and Corporate Bond Liquidity Provision |
1 |
1 |
1 |
18 |
2 |
2 |
9 |
33 |
| Dealer balance sheets and bond liquidity provision |
0 |
0 |
0 |
54 |
0 |
0 |
5 |
115 |
| Decomposing real and nominal yield curves |
2 |
4 |
15 |
113 |
2 |
4 |
24 |
285 |
| Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
14 |
| Disagreement and Learning in a Dynamic Contracting Model |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
83 |
| Disagreement and learning in a dynamic contracting model |
0 |
0 |
0 |
121 |
0 |
0 |
3 |
515 |
| Discounting the Long-Run |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
16 |
| Discussion of “An Integrated Framework for Multiple Financial Regulations” |
0 |
0 |
0 |
32 |
0 |
0 |
3 |
90 |
| Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” |
0 |
0 |
0 |
45 |
0 |
0 |
5 |
175 |
| Do Treasury Term Premia Rise around Monetary Tightenings? |
0 |
1 |
3 |
38 |
2 |
4 |
16 |
43 |
| Dodd-Frank one year on: implications for shadow banking |
0 |
0 |
1 |
79 |
0 |
1 |
4 |
200 |
| Dynamic Leverage Asset Pricing |
0 |
1 |
8 |
137 |
0 |
3 |
18 |
268 |
| Dynamic Leverage Asset Pricing |
0 |
0 |
3 |
198 |
0 |
1 |
12 |
493 |
| Financial Intermediation, Asset Prices, and Macroeconomic Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
137 |
| Financial Stability Monitoring |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
80 |
| Financial Stability Policies for Shadow Banking |
0 |
0 |
0 |
99 |
2 |
2 |
8 |
168 |
| Financial Vulnerability and Monetary Policy |
1 |
3 |
7 |
149 |
1 |
13 |
34 |
260 |
| Financial Vulnerability and Monetary Policy |
1 |
1 |
3 |
86 |
1 |
2 |
9 |
107 |
| Financial amplification of foreign exchange risk premia |
0 |
0 |
1 |
83 |
0 |
0 |
2 |
262 |
| Financial intermediaries and monetary economics |
1 |
2 |
10 |
601 |
1 |
3 |
22 |
1,129 |
| Financial intermediaries, financial stability, and monetary policy |
3 |
3 |
5 |
470 |
4 |
8 |
20 |
1,389 |
| Financial intermediary balance sheet management |
1 |
1 |
2 |
194 |
1 |
1 |
6 |
467 |
| Financial intermediary leverage and value at risk |
0 |
0 |
4 |
506 |
1 |
2 |
18 |
1,260 |
| Financial intermediation, asset prices, and macroeconomic dynamics |
0 |
0 |
1 |
484 |
0 |
0 |
7 |
813 |
| Financial stability monitoring |
0 |
0 |
0 |
65 |
0 |
0 |
2 |
210 |
| Financial stability monitoring |
1 |
1 |
2 |
110 |
3 |
4 |
13 |
324 |
| Financial stability policies for shadow banking |
0 |
0 |
1 |
175 |
1 |
1 |
8 |
354 |
| Financial vulnerability and monetary policy |
0 |
1 |
2 |
123 |
2 |
3 |
11 |
230 |
| Forecasting Interest Rates over the Long Run |
0 |
0 |
1 |
7 |
0 |
0 |
8 |
29 |
| Forecasting Macroeconomic Risks |
0 |
0 |
0 |
27 |
0 |
0 |
5 |
43 |
| Forecasting Macroeconomic Risks |
1 |
1 |
6 |
53 |
4 |
5 |
27 |
162 |
| Funding liquidity risk and the cross-section of stock returns |
0 |
2 |
4 |
116 |
0 |
8 |
36 |
410 |
| Global Price of Risk and Stabilization Policies |
0 |
0 |
0 |
36 |
1 |
1 |
3 |
48 |
| Global price of risk and stabilization policies |
0 |
0 |
2 |
66 |
0 |
0 |
5 |
84 |
| Has Liquidity Risk in the Corporate Bond Market Increased? |
0 |
0 |
2 |
16 |
0 |
0 |
13 |
40 |
| Has Liquidity Risk in the Treasury and Equity Markets Increased? |
1 |
1 |
3 |
17 |
2 |
8 |
13 |
31 |
| Has U.S. Treasury Market Liquidity Deteriorated? |
3 |
4 |
10 |
19 |
4 |
5 |
23 |
45 |
| Inference, arbitrage, and asset price volatility |
0 |
0 |
0 |
95 |
1 |
1 |
5 |
400 |
| Intermediary Balance Sheets |
0 |
0 |
0 |
63 |
0 |
1 |
11 |
161 |
| Intermediary Leverage Cycles and Financial Stability |
1 |
1 |
1 |
30 |
1 |
1 |
7 |
39 |
| Intermediary balance sheets |
0 |
0 |
0 |
117 |
0 |
0 |
3 |
236 |
| Intermediary leverage cycles and financial stability |
2 |
4 |
11 |
319 |
4 |
11 |
39 |
827 |
| Intraday Market Making with Overnight Inventory Costs |
1 |
1 |
1 |
14 |
2 |
2 |
3 |
45 |
| Intraday market making with overnight inventory costs |
0 |
1 |
3 |
28 |
1 |
3 |
8 |
110 |
| Introduction to a Series on Market Liquidity |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
8 |
| Introduction to a Series on Market Liquidity: Part 2 |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
7 |
| Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM |
0 |
1 |
2 |
51 |
0 |
4 |
21 |
339 |
| Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
68 |
| Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM |
0 |
0 |
0 |
377 |
0 |
5 |
19 |
1,222 |
| Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM |
0 |
0 |
0 |
641 |
0 |
3 |
18 |
2,388 |
| Liquidity Policies and Systemic Risk |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
159 |
| Liquidity Policies and Systemic Risk |
0 |
0 |
1 |
98 |
0 |
1 |
3 |
83 |
| Liquidity Policies and Systemic Risk |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
22 |
| Liquidity Risk, Liquidity Management, and Liquidity Policies |
0 |
0 |
0 |
16 |
2 |
2 |
7 |
48 |
| Liquidity and financial cycles |
0 |
0 |
2 |
329 |
0 |
1 |
11 |
709 |
| Liquidity and leverage |
0 |
0 |
9 |
1,213 |
1 |
5 |
40 |
3,727 |
| Liquidity policies and systemic risk |
0 |
0 |
1 |
172 |
0 |
0 |
3 |
301 |
| Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis |
1 |
2 |
7 |
155 |
1 |
2 |
14 |
261 |
| Macro risk premium and intermediary balance sheet quantities |
0 |
1 |
1 |
184 |
0 |
1 |
3 |
409 |
| Macroprudential Policy: Case Study from a Tabletop Exercise |
0 |
0 |
1 |
37 |
0 |
0 |
7 |
66 |
| Macroprudential policy: case study from a tabletop exercise |
0 |
0 |
1 |
93 |
0 |
0 |
5 |
188 |
| Managing Macrofinancial Risk |
0 |
0 |
5 |
29 |
0 |
0 |
9 |
125 |
| Managing Monetary Tradeoffs in Vulnerable Open Economies |
3 |
8 |
21 |
21 |
3 |
11 |
35 |
35 |
| Market Liquidity after the Financial Crisis |
0 |
0 |
1 |
13 |
1 |
3 |
6 |
22 |
| Market Liquidity after the Financial Crisis |
0 |
0 |
0 |
49 |
0 |
0 |
7 |
87 |
| Market liquidity after the financial crisis |
0 |
0 |
3 |
158 |
0 |
2 |
11 |
269 |
| Monetary Policy and Financial Conditions: A Cross-Country Study |
0 |
1 |
3 |
125 |
0 |
1 |
13 |
207 |
| Monetary Policy, Financial Conditions, and Financial Stability |
0 |
1 |
5 |
215 |
0 |
1 |
14 |
177 |
| Monetary Policy, Financial Conditions, and Financial Stability |
1 |
1 |
5 |
99 |
1 |
1 |
20 |
291 |
| Monetary and Macroprudential Policy with Endogenous Risk |
1 |
3 |
6 |
49 |
7 |
10 |
16 |
75 |
| Monetary and Macroprudential Policy with Endogenous Risk |
1 |
2 |
6 |
34 |
2 |
5 |
19 |
199 |
| Monetary cycles, financial cycles, and the business cycle |
0 |
0 |
5 |
642 |
1 |
4 |
38 |
1,177 |
| Monetary policy and financial conditions: a cross-country study |
0 |
0 |
2 |
57 |
0 |
0 |
9 |
91 |
| Monetary policy, financial conditions, and financial stability |
1 |
3 |
5 |
203 |
1 |
3 |
16 |
360 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
0 |
8 |
209 |
3 |
6 |
25 |
491 |
| Money, liquidity, and monetary policy |
0 |
2 |
3 |
518 |
0 |
3 |
19 |
1,328 |
| Multimodality in Macro-Financial Dynamics |
0 |
0 |
3 |
113 |
4 |
5 |
18 |
216 |
| Multimodality in Macro-Financial Dynamics |
1 |
1 |
1 |
8 |
1 |
3 |
7 |
41 |
| News shocks, monetary policy, and foreign currency positions |
0 |
0 |
4 |
89 |
0 |
1 |
13 |
180 |
| Non-Standard Errors |
0 |
0 |
18 |
18 |
0 |
2 |
17 |
17 |
| Non-Standard Errors |
0 |
2 |
23 |
23 |
10 |
22 |
160 |
160 |
| Non-Standard Errors |
1 |
1 |
5 |
5 |
2 |
5 |
20 |
20 |
| Non-Standard Errors |
2 |
3 |
36 |
36 |
15 |
40 |
233 |
233 |
| Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds |
0 |
0 |
1 |
15 |
0 |
1 |
3 |
84 |
| Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds |
0 |
0 |
2 |
73 |
0 |
2 |
11 |
196 |
| On the scale of financial intermediaries |
0 |
1 |
4 |
223 |
0 |
3 |
12 |
391 |
| Prices and quantities in the monetary policy transmission mechanism |
0 |
0 |
0 |
158 |
0 |
0 |
1 |
383 |
| Pricing the term structure with linear regressions |
0 |
0 |
4 |
238 |
1 |
2 |
17 |
630 |
| Procyclical Leverage and Value-at-Risk |
1 |
1 |
1 |
228 |
1 |
2 |
7 |
600 |
| Procyclical leverage and value-at-risk |
0 |
0 |
1 |
50 |
2 |
2 |
4 |
139 |
| Redemption Risk of Bond Mutual Funds and Dealer Positioning |
0 |
0 |
4 |
12 |
1 |
2 |
15 |
40 |
| Regression Based Estimation of Dynamic Asset Pricing Models |
0 |
0 |
3 |
48 |
0 |
1 |
8 |
119 |
| Regression-based estimation of dynamic asset pricing models |
0 |
0 |
2 |
114 |
1 |
2 |
8 |
286 |
| Repo and Securities Lending |
0 |
0 |
3 |
65 |
0 |
1 |
5 |
177 |
| Repo and securities lending |
0 |
0 |
0 |
146 |
0 |
0 |
7 |
402 |
| Risk Appetite and Exchange Rates |
0 |
0 |
1 |
60 |
1 |
2 |
14 |
263 |
| Risk Management and Regulation |
0 |
1 |
1 |
37 |
1 |
2 |
5 |
63 |
| Risk Management and Regulation |
0 |
0 |
1 |
109 |
0 |
2 |
8 |
150 |
| Risk appetite and exchange Rates |
0 |
0 |
1 |
276 |
0 |
0 |
10 |
835 |
| Risk-Taking Channel of Monetary Policy |
0 |
1 |
11 |
249 |
1 |
6 |
31 |
386 |
| Shadow Banking and Market-Based Finance |
2 |
4 |
5 |
61 |
2 |
9 |
20 |
57 |
| Shadow bank monitoring |
1 |
1 |
3 |
195 |
2 |
5 |
39 |
440 |
| Shadow banking |
0 |
2 |
9 |
597 |
2 |
8 |
87 |
2,229 |
| Shadow banking regulation |
0 |
0 |
2 |
301 |
0 |
0 |
11 |
645 |
| Shadow banking: a review of the literature |
0 |
1 |
12 |
543 |
3 |
7 |
37 |
1,361 |
| Stock returns and volatility: pricing the short-run and long-run components of market risk |
0 |
0 |
4 |
548 |
0 |
2 |
16 |
1,716 |
| Stress Testing at the IMF |
1 |
6 |
9 |
66 |
4 |
13 |
29 |
104 |
| The Bond Market Selloff in Historical Perspective |
3 |
5 |
5 |
5 |
3 |
6 |
6 |
6 |
| The Cost of Capital of the Financial Sector |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
78 |
| The Federal Reserve's Commercial Paper Funding Facility |
0 |
1 |
1 |
138 |
0 |
1 |
15 |
618 |
| The Non-U.S. Bank Demand for U.S. Dollar Assets |
1 |
1 |
3 |
5 |
1 |
2 |
5 |
106 |
| The Non-U.S. Bank Demand for U.S. Dollar Assets |
0 |
0 |
0 |
5 |
1 |
2 |
10 |
41 |
| The Recent Bond Market Selloff in Historical Perspective |
0 |
0 |
0 |
5 |
0 |
0 |
9 |
40 |
| The Term Structure of Growth-at-Risk |
1 |
2 |
15 |
47 |
1 |
8 |
56 |
169 |
| The Term Structure of Growth-at-Risk |
3 |
3 |
16 |
82 |
4 |
6 |
45 |
303 |
| The changing nature of financial intermediation and the financial crisis of 2007-09 |
5 |
5 |
33 |
554 |
7 |
7 |
45 |
1,211 |
| The cost of capital of the financial sector |
0 |
0 |
0 |
63 |
0 |
0 |
11 |
240 |
| The shadow banking system: implications for financial regulation |
1 |
1 |
3 |
577 |
1 |
3 |
17 |
1,445 |
| The term structure of inflation expectations |
0 |
0 |
0 |
147 |
0 |
0 |
6 |
442 |
| Treasury Term Premia: 1961-Present |
2 |
3 |
15 |
39 |
10 |
17 |
41 |
86 |
| Vulnerable Growth |
0 |
0 |
5 |
37 |
1 |
4 |
41 |
157 |
| Vulnerable Growth |
0 |
3 |
8 |
90 |
1 |
14 |
61 |
413 |
| Vulnerable Growth |
0 |
0 |
6 |
43 |
1 |
1 |
21 |
89 |
| Vulnerable growth |
0 |
0 |
11 |
227 |
2 |
12 |
74 |
866 |
| What Do Financial Conditions Tell Us about Risks to GDP Growth? |
1 |
1 |
2 |
81 |
2 |
4 |
12 |
203 |
| What's Driving Dealer Balance Sheet Stagnation? |
0 |
0 |
1 |
16 |
0 |
0 |
14 |
32 |
| 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 |
249 |
0 |
0 |
3 |
464 |
| Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 |
0 |
0 |
1 |
99 |
0 |
1 |
5 |
309 |
| Total Working Papers |
95 |
175 |
729 |
20,883 |
231 |
568 |
2,919 |
54,396 |
| 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 |
54 |
1 |
1 |
2 |
240 |
| CoVaR |
6 |
9 |
42 |
379 |
19 |
39 |
167 |
2,001 |
| Dealer balance sheets and bond liquidity provision |
0 |
1 |
6 |
40 |
1 |
3 |
28 |
201 |
| Decomposing real and nominal yield curves |
3 |
8 |
42 |
243 |
9 |
20 |
134 |
747 |
| Disagreement and Learning in a Dynamic Contracting Model |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
209 |
| Financial Intermediaries and the Cross-Section of Asset Returns |
0 |
0 |
4 |
114 |
2 |
4 |
17 |
464 |
| Financial Intermediary Balance Sheet Management |
0 |
1 |
1 |
77 |
1 |
3 |
8 |
228 |
| Financial Stability Monitoring |
1 |
1 |
6 |
81 |
1 |
2 |
17 |
228 |
| Financial amplification of foreign exchange risk premia |
0 |
0 |
2 |
69 |
1 |
1 |
10 |
286 |
| Financial intermediaries, financial stability and monetary policy |
1 |
1 |
2 |
61 |
2 |
2 |
6 |
249 |
| Forecasting macroeconomic risks |
3 |
5 |
14 |
19 |
5 |
9 |
46 |
65 |
| Global Price of Risk and Stabilization Policies |
0 |
0 |
0 |
11 |
0 |
1 |
9 |
114 |
| Inference, arbitrage, and asset price volatility |
0 |
0 |
1 |
27 |
0 |
2 |
6 |
204 |
| Intraday market making with overnight inventory costs |
1 |
1 |
1 |
3 |
1 |
1 |
8 |
29 |
| Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM |
0 |
1 |
5 |
149 |
0 |
6 |
35 |
501 |
| Liquidity and financial contagion |
3 |
5 |
18 |
268 |
4 |
9 |
34 |
743 |
| Liquidity and leverage |
9 |
23 |
122 |
1,684 |
20 |
66 |
353 |
4,803 |
| Liquidity policies and systemic risk |
0 |
2 |
4 |
29 |
0 |
2 |
12 |
127 |
| Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis |
0 |
1 |
8 |
53 |
2 |
4 |
19 |
135 |
| Liquidity, monetary policy, and financial cycles |
2 |
2 |
13 |
374 |
5 |
6 |
43 |
1,001 |
| MULTIMODALITY IN MACROFINANCIAL DYNAMICS |
1 |
3 |
5 |
7 |
4 |
7 |
30 |
46 |
| Macro Risk Premium and Intermediary Balance Sheet Quantities |
0 |
2 |
4 |
203 |
0 |
2 |
12 |
463 |
| Macroprudential policy: a case study from a tabletop exercise |
1 |
2 |
6 |
35 |
1 |
5 |
18 |
116 |
| Market Liquidity After the Financial Crisis |
0 |
0 |
1 |
9 |
0 |
3 |
9 |
76 |
| Measuring risk in the hedge fund sector |
0 |
0 |
0 |
121 |
0 |
0 |
0 |
314 |
| Monetary Policy, Financial Conditions, and Financial Stability |
0 |
0 |
19 |
142 |
1 |
4 |
58 |
445 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
1 |
6 |
145 |
1 |
3 |
14 |
425 |
| Money, Liquidity, and Monetary Policy |
0 |
0 |
5 |
467 |
1 |
4 |
24 |
1,028 |
| NKV: A New Keynesian Model with Vulnerability |
0 |
3 |
15 |
55 |
1 |
10 |
33 |
120 |
| Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds |
0 |
2 |
3 |
16 |
0 |
3 |
10 |
96 |
| Prices and Quantities in the Monetary Policy Transmission Mechanism |
2 |
2 |
4 |
130 |
8 |
9 |
13 |
326 |
| Pricing the term structure with linear regressions |
1 |
6 |
23 |
303 |
9 |
23 |
90 |
1,024 |
| Procyclical Leverage and Value-at-Risk |
0 |
4 |
20 |
208 |
4 |
9 |
50 |
547 |
| Regression-based estimation of dynamic asset pricing models |
0 |
1 |
8 |
75 |
0 |
3 |
21 |
267 |
| Risk‐taking channel of monetary policy |
0 |
0 |
2 |
27 |
4 |
4 |
13 |
83 |
| S hadow Banking |
0 |
0 |
4 |
26 |
0 |
0 |
18 |
136 |
| Shadow Banking Regulation |
1 |
1 |
12 |
213 |
1 |
4 |
28 |
472 |
| Shadow banking |
0 |
3 |
11 |
287 |
2 |
10 |
46 |
753 |
| Shadow banking |
0 |
0 |
2 |
13 |
2 |
2 |
19 |
99 |
| Shadow banking and market-based finance |
1 |
2 |
6 |
49 |
1 |
3 |
30 |
199 |
| Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk |
0 |
1 |
4 |
253 |
0 |
1 |
10 |
783 |
| Stock returns and volatility: pricing the long-run and short-run components of market risk |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
150 |
| The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 |
0 |
2 |
8 |
201 |
1 |
11 |
48 |
734 |
| The Federal Reserve's Primary Dealer Credit Facility |
0 |
1 |
2 |
62 |
1 |
4 |
11 |
257 |
| The Federal Reserve’s Commercial Paper Funding Facility |
0 |
0 |
2 |
46 |
0 |
2 |
14 |
305 |
| The Rise of Digital Money |
1 |
3 |
15 |
15 |
4 |
15 |
63 |
63 |
| The degree of openness and the cost of fixing exchange rate |
0 |
0 |
0 |
61 |
0 |
0 |
3 |
218 |
| The shadow banking system: implications for fi nancial regulation |
0 |
0 |
10 |
218 |
1 |
4 |
25 |
616 |
| Vulnerable Growth |
4 |
11 |
42 |
242 |
12 |
28 |
138 |
826 |
| What financing data reveal about dealer leverage |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
339 |
| Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 |
0 |
4 |
10 |
165 |
0 |
6 |
32 |
450 |
| Total Journal Articles |
41 |
115 |
540 |
7,721 |
133 |
360 |
1,836 |
24,351 |
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