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 3 3 13 13
Anxiety and pro-cyclical risk taking with Bayesian agents 0 0 0 58 2 3 4 107
Anxiety in the Face of Risk 0 0 0 6 1 1 8 143
Anxiety in the face of risk 0 0 1 66 1 1 3 137
Are Asset Managers Vulnerable to Fire Sales? 0 1 7 97 4 7 19 199
Asset Pricing with Horizon-Dependent Risk Aversion 0 1 1 52 1 3 8 138
At the N.Y. Fed: Workshop on the Risks of Wholesale Funding 0 0 0 7 0 2 3 19
Bank-Intermediated Arbitrage 0 0 0 6 1 2 5 28
Bank-Intermediated Arbitrage 0 0 0 21 1 1 5 55
Bank-intermediated arbitrage 0 0 0 40 1 3 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 2 4 20
Banking System Vulnerability: 2023 Update 0 0 1 14 3 3 9 26
Banking System Vulnerability: 2024 Update 0 0 5 5 1 1 5 5
Banking System Vulnerability: 2025 Update 1 1 1 1 2 2 2 2
Banking System Vulnerability: Annual Update 0 0 0 34 1 3 6 91
Cournot Fire Sales 0 0 0 50 2 2 2 303
Cournot Fire Sales 0 0 0 70 0 0 5 217
Cournot Fire Sales 0 0 0 13 0 0 1 22
Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis 1 1 2 38 4 5 11 140
Factors that Affect Bank Stability 0 0 1 24 1 1 3 64
Fire-Sale Spillovers and Systemic Risk 0 0 1 104 3 7 15 293
Fire-sale spillovers and systemic risk 0 0 1 108 0 1 9 372
Flexibility as an Instrument in Digital Rights Management 0 0 0 115 0 1 2 488
Fragility of Safe Asset Markets 0 0 0 22 0 3 6 27
Fragility of Safe Assets 1 1 4 4 3 4 8 8
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 1 1 1 40
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 0 0 1 1 1 1 2 2
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 0 0 0 41 4 4 11 134
How Can Safe Asset Markets Be Fragile? 0 0 0 15 0 1 4 25
How Does Market Power Affect Fire-Sale Externalities? 0 0 0 11 0 3 6 20
How Has COVID-19 Affected Banking System Vulnerability? 0 0 0 69 0 2 4 105
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 1 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 9 23 940
Macroeconomics with Financial Frictions: A Survey 1 1 3 941 3 5 13 1,344
Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency 0 0 0 29 1 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 1 3 20
Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods 0 0 1 65 0 0 4 158
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 1 1 43 0 1 5 174
Rollover risk as market discipline: a two-sided inefficiency 0 0 0 45 4 4 4 129
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 1 1 5 16 3 9 15 32
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 12 12 4 6 15 15
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 0 0 3 4 10 13 18
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? 0 1 2 9 7 14 29 42
Runs on Stablecoins 1 3 3 27 3 10 14 32
Since the Financial Crisis, Aggregate Payments Have Co-moved with Aggregate Reserves. Why? 0 0 0 17 0 0 2 55
Stablecoins and Crypto Shocks 0 0 0 18 3 3 4 12
Stablecoins and Crypto Shocks: An Update 2 2 26 26 5 12 29 29
Supervising large, complex financial companies: what do supervisors do? 0 0 0 16 3 3 6 72
Ten Years after the Crisis, Is the Banking System Safer? 0 0 0 10 1 2 3 33
The Economics of Bank Supervision 0 0 0 41 0 3 8 117
The Economics of Bank Supervision: So Much to Do, So Little Time 0 0 1 15 0 2 5 52
The Term Structure of the Price of Variance Risk 0 0 1 12 7 12 14 78
The term structure of the price of variance risk 0 0 0 20 2 5 8 91
Tracing Bank Runs in Real Time 0 0 1 8 1 4 10 11
Tracing Bank Runs in Real Time 0 1 3 6 4 7 18 27
Watering a lemon tree: heterogeneous risk taking and monetary policy transmission 0 0 0 43 1 1 1 138
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 1 1 4 46
When It Rains, It Pours: Cyber Risk and Financial Conditions 0 0 0 19 1 1 2 29
Total Working Papers 8 15 95 3,061 107 203 460 7,231

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 1 1 5 190
Cournot Fire Sales 0 0 0 4 1 2 5 22
Cyber risk and the U.S. financial system: A pre-mortem analysis 0 2 4 10 4 8 28 68
Fire‐Sale Spillovers and Systemic Risk 1 2 7 40 2 4 18 127
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 0 1 4 4 3 6 16 16
Resource Allocation in Bank Supervision: Trade‐Offs and Outcomes 0 0 1 17 9 11 17 73
Rollover risk as market discipline: A two-sided inefficiency 0 0 2 14 1 1 8 73
Sooner or Later: Timing of Monetary Policy with Heterogeneous Risk-Taking 0 0 0 51 3 4 7 213
Stability of funding models: an analytical framework 0 0 1 42 0 0 1 146
Supervising large, complex financial institutions: what do supervisors do? 0 0 0 17 0 2 4 98
Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission 0 0 0 5 0 1 3 45
When It Rains, It Pours: Cyber Vulnerability and Financial Conditions 0 0 0 0 1 1 7 7
Total Journal Articles 1 6 21 227 25 42 121 1,080

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Statistics updated 2025-12-06