Access Statistics for Thomas M. Eisenbach

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anatomy of the Bank Runs in March 2023 0 0 3 3 1 4 14 14
Anxiety and pro-cyclical risk taking with Bayesian agents 0 0 0 58 3 6 7 110
Anxiety in the Face of Risk 0 0 0 6 1 2 7 144
Anxiety in the face of risk 0 0 1 66 1 2 4 138
Are Asset Managers Vulnerable to Fire Sales? 1 2 7 98 4 9 22 203
Asset Pricing with Horizon-Dependent Risk Aversion 0 0 1 52 2 4 9 140
At the N.Y. Fed: Workshop on the Risks of Wholesale Funding 0 0 0 7 2 3 5 21
Bank-Intermediated Arbitrage 0 0 0 21 2 3 6 57
Bank-Intermediated Arbitrage 0 0 0 6 1 3 6 29
Bank-intermediated arbitrage 0 0 0 40 0 2 7 107
Banking System Vulnerability through the COVID-19 Pandemic 0 0 1 8 0 1 6 21
Banking System Vulnerability: 2022 Update 0 0 0 11 1 3 5 21
Banking System Vulnerability: 2023 Update 0 0 1 14 3 6 12 29
Banking System Vulnerability: 2024 Update 0 0 0 5 2 3 5 7
Banking System Vulnerability: 2025 Update 1 2 2 2 2 4 4 4
Banking System Vulnerability: Annual Update 0 0 0 34 2 5 7 93
Cournot Fire Sales 0 0 0 50 0 2 2 303
Cournot Fire Sales 0 0 0 70 2 2 4 219
Cournot Fire Sales 0 0 0 13 1 1 2 23
Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis 0 1 2 38 3 7 14 143
Factors that Affect Bank Stability 0 0 1 24 0 1 3 64
Fire-Sale Spillovers and Systemic Risk 0 0 1 104 3 8 17 296
Fire-sale spillovers and systemic risk 0 0 1 108 2 3 11 374
Flexibility as an Instrument in Digital Rights Management 0 0 0 115 1 1 3 489
Fragility of Safe Asset Markets 0 0 0 22 2 4 8 29
Fragility of Safe Assets 0 1 4 4 2 6 10 10
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 1 2 2 41
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 0 0 0 41 4 8 15 138
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 0 0 1 1 2 3 4 4
How Can Safe Asset Markets Be Fragile? 0 0 0 15 0 0 3 25
How Does Market Power Affect Fire-Sale Externalities? 0 0 0 11 3 6 8 23
How Has COVID-19 Affected Banking System Vulnerability? 0 0 0 69 6 8 10 111
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 2 2 59
In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO 0 0 1 11 0 0 3 28
Macroeconomics with Financial Frictions: A Survey 0 0 2 386 5 14 26 945
Macroeconomics with Financial Frictions: A Survey 0 1 3 941 1 6 12 1,345
Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency 0 0 0 29 0 1 1 29
OFR Models One Theory on the Cause of March 2020’s Treasury Market Fragility 0 0 2 2 0 0 1 1
On Fire-Sale Externalities, TARP Was Close to Optimal 0 0 0 3 1 2 3 21
Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods 0 0 1 65 1 1 5 159
Quantifying Potential Spillovers from Runs on High-Yield Funds 0 0 0 1 0 0 1 20
Resource Allocation in Bank Supervision: Trade-offs and Outcomes 0 0 1 43 2 2 7 176
Rollover risk as market discipline: a two-sided inefficiency 0 0 0 45 1 5 5 130
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 1 5 16 11 20 26 43
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 12 12 2 7 17 17
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 0 3 4 11 17 22
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 1 2 9 6 17 35 48
Runs on Stablecoins 0 3 3 27 0 6 14 32
Since the Financial Crisis, Aggregate Payments Have Co-moved with Aggregate Reserves. Why? 0 0 0 17 2 2 4 57
Stablecoins and Crypto Shocks 0 0 0 18 1 4 5 13
Stablecoins and Crypto Shocks: An Update 0 2 26 26 3 13 32 32
Supervising large, complex financial companies: what do supervisors do? 0 0 0 16 1 4 7 73
Ten Years after the Crisis, Is the Banking System Safer? 0 0 0 10 1 3 4 34
The Economics of Bank Supervision 0 0 0 41 1 3 9 118
The Economics of Bank Supervision: So Much to Do, So Little Time 0 0 1 15 3 5 8 55
The Term Structure of the Price of Variance Risk 0 0 1 12 2 13 16 80
The term structure of the price of variance risk 0 0 0 20 2 7 10 93
Tracing Bank Runs in Real Time 0 1 3 6 1 7 18 28
Tracing Bank Runs in Real Time 0 0 1 8 3 7 12 14
Watering a lemon tree: heterogeneous risk taking and monetary policy transmission 0 0 0 43 1 2 2 139
What Makes a Bank Stable? A Framework for Analysis 0 0 0 26 0 1 3 29
What Makes a Safe Asset Safe? 0 0 1 21 0 1 4 46
When It Rains, It Pours: Cyber Risk and Financial Conditions 0 0 0 19 2 3 4 31
Total Working Papers 2 15 91 3,063 116 291 555 7,347

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anatomy of the Bank Runs in March 2023 0 1 2 2 0 1 2 2
Anxiety in the face of risk 0 0 0 21 2 3 6 192
Cournot Fire Sales 1 1 1 5 2 4 7 24
Cyber risk and the U.S. financial system: A pre-mortem analysis 2 3 6 12 8 14 34 76
Fire‐Sale Spillovers and Systemic Risk 0 2 7 40 6 9 24 133
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 0 0 3 4 1 5 16 17
Resource Allocation in Bank Supervision: Trade‐Offs and Outcomes 0 0 0 17 3 12 19 76
Rollover risk as market discipline: A two-sided inefficiency 0 0 1 14 1 2 8 74
Sooner or Later: Timing of Monetary Policy with Heterogeneous Risk-Taking 0 0 0 51 3 7 10 216
Stability of funding models: an analytical framework 0 0 1 42 4 4 5 150
Supervising large, complex financial institutions: what do supervisors do? 0 0 0 17 2 4 6 100
Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission 0 0 0 5 0 0 2 45
When It Rains, It Pours: Cyber Vulnerability and Financial Conditions 0 0 0 0 2 3 9 9
Total Journal Articles 3 7 21 230 34 68 148 1,114

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Statistics updated 2026-01-09