| 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 |
0 |
3 |
1 |
2 |
17 |
27 |
| Anxiety and pro-cyclical risk taking with Bayesian agents |
0 |
0 |
0 |
58 |
1 |
1 |
17 |
121 |
| Anxiety in the Face of Risk |
0 |
0 |
0 |
6 |
2 |
2 |
13 |
155 |
| Anxiety in the face of risk |
0 |
0 |
0 |
66 |
0 |
1 |
17 |
153 |
| Are Asset Managers Vulnerable to Fire Sales? |
0 |
2 |
7 |
103 |
0 |
4 |
20 |
214 |
| Asset Pricing with Horizon-Dependent Risk Aversion |
0 |
0 |
0 |
52 |
0 |
0 |
12 |
148 |
| At the N.Y. Fed: Workshop on the Risks of Wholesale Funding |
0 |
0 |
0 |
7 |
0 |
0 |
11 |
29 |
| Bank-Intermediated Arbitrage |
0 |
0 |
0 |
21 |
0 |
1 |
9 |
63 |
| Bank-Intermediated Arbitrage |
1 |
1 |
1 |
7 |
2 |
5 |
19 |
45 |
| Bank-intermediated arbitrage |
0 |
0 |
0 |
40 |
2 |
3 |
20 |
125 |
| Banking System Vulnerability through the COVID-19 Pandemic |
0 |
0 |
0 |
8 |
0 |
0 |
9 |
29 |
| Banking System Vulnerability: 2022 Update |
0 |
0 |
0 |
11 |
0 |
1 |
4 |
22 |
| Banking System Vulnerability: 2023 Update |
0 |
0 |
0 |
14 |
0 |
0 |
15 |
38 |
| Banking System Vulnerability: 2024 Update |
0 |
0 |
0 |
5 |
0 |
0 |
7 |
11 |
| Banking System Vulnerability: 2025 Update |
0 |
0 |
2 |
2 |
0 |
5 |
20 |
20 |
| Banking System Vulnerability: Annual Update |
0 |
0 |
0 |
34 |
0 |
0 |
14 |
102 |
| Cournot Fire Sales |
0 |
0 |
0 |
50 |
1 |
2 |
10 |
311 |
| Cournot Fire Sales |
0 |
1 |
1 |
14 |
1 |
3 |
12 |
34 |
| Cournot Fire Sales |
0 |
0 |
0 |
70 |
0 |
2 |
13 |
230 |
| Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis |
0 |
1 |
4 |
41 |
0 |
3 |
34 |
170 |
| Factors that Affect Bank Stability |
0 |
0 |
0 |
24 |
0 |
0 |
9 |
72 |
| Fire-Sale Spillovers and Systemic Risk |
0 |
0 |
0 |
104 |
1 |
5 |
27 |
315 |
| Fire-sale spillovers and systemic risk |
0 |
0 |
0 |
108 |
3 |
3 |
37 |
408 |
| Flexibility as an Instrument in Digital Rights Management |
0 |
0 |
0 |
115 |
0 |
0 |
5 |
493 |
| Fragility of Safe Asset Markets |
0 |
0 |
2 |
24 |
0 |
0 |
21 |
46 |
| Fragility of Safe Assets |
0 |
0 |
2 |
5 |
0 |
0 |
15 |
19 |
| Have Dealers' Strategies in the GCF Repo® Market Changed? |
0 |
0 |
0 |
12 |
0 |
0 |
13 |
52 |
| Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty |
3 |
3 |
3 |
4 |
0 |
1 |
14 |
15 |
| Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty |
0 |
0 |
0 |
41 |
0 |
4 |
28 |
158 |
| How Can Safe Asset Markets Be Fragile? |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
29 |
| How Does Market Power Affect Fire-Sale Externalities? |
0 |
0 |
0 |
11 |
1 |
2 |
12 |
29 |
| How Has COVID-19 Affected Banking System Vulnerability? |
0 |
0 |
0 |
69 |
0 |
0 |
17 |
120 |
| How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? |
0 |
0 |
0 |
44 |
0 |
0 |
6 |
63 |
| In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
32 |
| Macroeconomics with Financial Frictions: A Survey |
0 |
0 |
1 |
941 |
2 |
5 |
25 |
1,364 |
| Macroeconomics with Financial Frictions: A Survey |
1 |
1 |
1 |
387 |
2 |
59 |
91 |
1,022 |
| Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency |
0 |
0 |
0 |
29 |
0 |
0 |
10 |
38 |
| OFR Models One Theory on the Cause of March 2020’s Treasury Market Fragility |
0 |
0 |
1 |
3 |
0 |
0 |
5 |
6 |
| On Fire-Sale Externalities, TARP Was Close to Optimal |
1 |
1 |
1 |
4 |
1 |
1 |
13 |
32 |
| Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods |
0 |
0 |
0 |
65 |
0 |
1 |
13 |
171 |
| Quantifying Potential Spillovers from Runs on High-Yield Funds |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
25 |
| Resource Allocation in Bank Supervision: Trade-offs and Outcomes |
0 |
0 |
1 |
44 |
4 |
8 |
28 |
202 |
| Rollover risk as market discipline: a two-sided inefficiency |
0 |
0 |
0 |
45 |
0 |
0 |
14 |
139 |
| Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? |
0 |
0 |
0 |
3 |
0 |
0 |
29 |
40 |
| Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? |
0 |
0 |
4 |
19 |
1 |
4 |
57 |
80 |
| Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? |
0 |
0 |
2 |
10 |
1 |
6 |
39 |
70 |
| Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? |
0 |
1 |
2 |
14 |
0 |
4 |
36 |
46 |
| Runs on Stablecoins |
0 |
1 |
4 |
28 |
0 |
4 |
18 |
44 |
| Since the Financial Crisis, Aggregate Payments Have Co-moved with Aggregate Reserves. Why? |
0 |
0 |
0 |
17 |
0 |
2 |
7 |
62 |
| Stablecoins and (Non)Crypto Shocks: A 2026 Update |
0 |
6 |
6 |
6 |
1 |
5 |
5 |
5 |
| Stablecoins and Crypto Shocks |
0 |
0 |
1 |
19 |
0 |
1 |
12 |
21 |
| Stablecoins and Crypto Shocks: An Update |
1 |
1 |
5 |
29 |
2 |
9 |
32 |
51 |
| Supervising large, complex financial companies: what do supervisors do? |
0 |
0 |
0 |
16 |
0 |
0 |
9 |
78 |
| Ten Years after the Crisis, Is the Banking System Safer? |
0 |
0 |
0 |
10 |
0 |
0 |
7 |
38 |
| The Economics of Bank Supervision |
0 |
0 |
0 |
41 |
1 |
3 |
25 |
140 |
| The Economics of Bank Supervision: So Much to Do, So Little Time |
1 |
1 |
2 |
17 |
2 |
3 |
22 |
72 |
| The Term Structure of the Price of Variance Risk |
0 |
0 |
1 |
13 |
0 |
3 |
32 |
99 |
| The term structure of the price of variance risk |
0 |
0 |
0 |
20 |
0 |
0 |
18 |
104 |
| Tracing Bank Runs in Real Time |
0 |
0 |
0 |
8 |
1 |
6 |
27 |
34 |
| Tracing Bank Runs in Real Time |
0 |
0 |
2 |
7 |
0 |
3 |
31 |
52 |
| Watering a lemon tree: heterogeneous risk taking and monetary policy transmission |
0 |
0 |
0 |
43 |
1 |
2 |
20 |
157 |
| What Makes a Bank Stable? A Framework for Analysis |
0 |
0 |
0 |
26 |
0 |
0 |
8 |
36 |
| What Makes a Safe Asset Safe? |
0 |
0 |
1 |
22 |
0 |
0 |
8 |
53 |
| When It Rains, It Pours: Cyber Risk and Financial Conditions |
1 |
1 |
1 |
20 |
1 |
2 |
18 |
46 |
| Total Working Papers |
9 |
21 |
59 |
3,107 |
35 |
181 |
1,169 |
8,225 |
LogEc is hosted by the
Örebro University School of Business.