| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Benefits and costs of liquidity regulation |
1 |
2 |
5 |
187 |
10 |
17 |
51 |
466 |
| Clearing, counterparty risk and aggregate risk |
0 |
0 |
0 |
1 |
1 |
2 |
10 |
51 |
| Clearing, counterparty risk and aggregate risk |
0 |
0 |
0 |
72 |
0 |
1 |
14 |
286 |
| Commonality in hedge fund returns: driving factors and implications |
0 |
0 |
1 |
95 |
4 |
6 |
16 |
341 |
| Commonality in hedge fund returns: driving factors and implications |
0 |
0 |
0 |
56 |
4 |
6 |
21 |
192 |
| Do non-banks need access to the lender of last resort? Evidence from fund runs |
0 |
0 |
1 |
33 |
1 |
9 |
23 |
50 |
| Do non-banks need access to the lender of last resort? Evidence from fund runs |
0 |
0 |
0 |
0 |
2 |
6 |
11 |
21 |
| Financial Deepening and Bank Runs |
0 |
0 |
1 |
38 |
0 |
7 |
17 |
172 |
| Fund fragility: The role of fund ownership base |
0 |
0 |
0 |
5 |
1 |
3 |
9 |
16 |
| Fund fragility: the role of investor base |
0 |
0 |
0 |
5 |
3 |
6 |
16 |
44 |
| Interbank lending, credit risk premia and collateral |
0 |
0 |
1 |
132 |
0 |
0 |
8 |
466 |
| Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in |
0 |
0 |
0 |
66 |
1 |
2 |
12 |
159 |
| Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area |
0 |
0 |
0 |
66 |
4 |
8 |
14 |
207 |
| Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
1 |
1 |
98 |
6 |
11 |
19 |
447 |
| Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
16 |
3 |
3 |
29 |
199 |
| Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
0 |
3 |
4 |
10 |
59 |
| Liquidity hoarding and interbank market spreads: the role of counterparty risk |
0 |
0 |
1 |
29 |
6 |
7 |
24 |
328 |
| Liquidity hoarding and interbank market spreads: the role of counterparty risk |
0 |
0 |
0 |
280 |
5 |
9 |
28 |
1,009 |
| Money Markets, Collateral and Monetary Policy |
0 |
0 |
1 |
64 |
3 |
6 |
18 |
167 |
| Money Markets, Collateral and Monetary Policy |
0 |
0 |
0 |
38 |
0 |
1 |
15 |
120 |
| Money markets, central bank balance sheet and regulation |
0 |
0 |
0 |
34 |
0 |
3 |
51 |
164 |
| Money markets, collateral and monetary policy |
0 |
0 |
0 |
57 |
1 |
2 |
12 |
211 |
| Money markets, collateral and monetary policy |
0 |
0 |
2 |
36 |
2 |
6 |
25 |
78 |
| Money talks |
0 |
0 |
0 |
53 |
2 |
2 |
4 |
236 |
| Money talks |
0 |
0 |
0 |
55 |
1 |
2 |
8 |
374 |
| On collateral: implications for financial stability and monetary policy |
0 |
0 |
0 |
39 |
5 |
8 |
21 |
212 |
| Optimal margins and equilibrium prices |
0 |
0 |
0 |
17 |
3 |
4 |
10 |
63 |
| Optimal margins and equilibrium prices |
0 |
0 |
0 |
30 |
2 |
8 |
13 |
56 |
| Public Information and Monetary Policy |
0 |
0 |
0 |
10 |
5 |
6 |
16 |
56 |
| Report on monetary policy tools, strategy and communication |
2 |
6 |
67 |
67 |
14 |
46 |
335 |
335 |
| Risk, Monetary Policy and Asset Prices in a Global World |
0 |
0 |
0 |
3 |
0 |
2 |
8 |
17 |
| Risk, Uncertainty and Monetary Policy |
0 |
0 |
1 |
43 |
0 |
8 |
78 |
352 |
| Risk, Uncertainty and Monetary Policy |
0 |
0 |
1 |
331 |
1 |
3 |
17 |
1,245 |
| Risk, monetary policy and asset prices in a global world |
0 |
0 |
1 |
11 |
5 |
13 |
29 |
56 |
| Risk, uncertainty and monetary policy |
0 |
0 |
5 |
128 |
5 |
10 |
45 |
375 |
| Risk, uncertainty and monetary policy |
0 |
0 |
2 |
70 |
1 |
3 |
14 |
294 |
| Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins |
0 |
0 |
0 |
47 |
2 |
5 |
24 |
196 |
| Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins |
0 |
0 |
0 |
53 |
5 |
5 |
12 |
121 |
| Risk-sharing or risk-taking? Counterparty risk, incentives and margins |
0 |
0 |
0 |
69 |
3 |
4 |
14 |
229 |
| Risk-sharing or risk-taking? Counterparty-risk, incentives and margins |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
101 |
| Run-prone banking and asset markets |
0 |
0 |
0 |
41 |
3 |
8 |
18 |
347 |
| The Macroeconomic Impact of Money Market Freezes |
0 |
0 |
0 |
76 |
5 |
9 |
25 |
214 |
| The VIX, the Variance Premium and Stock Market Volatility |
0 |
0 |
3 |
148 |
11 |
26 |
71 |
422 |
| The VIX, the variance premium and stock market volatility |
0 |
1 |
4 |
130 |
6 |
17 |
37 |
631 |
| Variation margins, fire sales, and information-constrained optimality |
0 |
0 |
0 |
20 |
1 |
3 |
21 |
88 |
| Variation margins, fire sales, and information-constrained optimality |
0 |
0 |
1 |
15 |
2 |
5 |
18 |
41 |
| Variation margins, fire-sales and information-constrained optimality |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
11 |
| Variation margins, fire-sales and information-constrained optimality |
0 |
0 |
0 |
16 |
2 |
6 |
8 |
24 |
| What do asset prices have to say about risk appetite and uncertainty? |
0 |
0 |
0 |
95 |
3 |
7 |
18 |
342 |
| Total Working Papers |
3 |
10 |
99 |
2,975 |
148 |
337 |
1,334 |
11,691 |