| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A theory of bank liquidity requirements |
4 |
6 |
6 |
6 |
2 |
6 |
6 |
6 |
| Benefits and costs of liquidity regulation |
0 |
1 |
5 |
188 |
1 |
6 |
51 |
476 |
| Clearing, counterparty risk and aggregate risk |
0 |
0 |
0 |
1 |
0 |
1 |
11 |
52 |
| Clearing, counterparty risk and aggregate risk |
0 |
0 |
1 |
73 |
2 |
3 |
19 |
291 |
| Commonality in hedge fund returns: driving factors and implications |
0 |
0 |
0 |
56 |
0 |
0 |
22 |
193 |
| Commonality in hedge fund returns: driving factors and implications |
0 |
0 |
0 |
95 |
0 |
0 |
15 |
342 |
| Do non-banks need access to the lender of last resort? Evidence from fund runs |
0 |
0 |
1 |
33 |
2 |
3 |
23 |
53 |
| Do non-banks need access to the lender of last resort? Evidence from fund runs |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
22 |
| Financial Deepening and Bank Runs |
0 |
0 |
0 |
38 |
2 |
2 |
18 |
174 |
| Fund fragility: The role of fund ownership base |
0 |
0 |
1 |
6 |
0 |
0 |
10 |
17 |
| Fund fragility: the role of investor base |
0 |
0 |
0 |
5 |
1 |
2 |
17 |
48 |
| Interbank lending, credit risk premia and collateral |
0 |
0 |
0 |
132 |
1 |
1 |
7 |
467 |
| 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 |
1 |
10 |
160 |
| 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 |
1 |
2 |
16 |
209 |
| Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
16 |
1 |
3 |
33 |
203 |
| Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
60 |
| Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
1 |
98 |
0 |
0 |
19 |
447 |
| Liquidity hoarding and interbank market spreads: the role of counterparty risk |
0 |
0 |
1 |
29 |
3 |
5 |
29 |
334 |
| Liquidity hoarding and interbank market spreads: the role of counterparty risk |
0 |
0 |
0 |
280 |
0 |
2 |
30 |
1,012 |
| Money Markets, Collateral and Monetary Policy |
0 |
0 |
1 |
64 |
1 |
1 |
18 |
168 |
| Money Markets, Collateral and Monetary Policy |
0 |
0 |
0 |
38 |
3 |
3 |
17 |
123 |
| Money markets, central bank balance sheet and regulation |
0 |
1 |
1 |
35 |
1 |
4 |
24 |
172 |
| Money markets, collateral and monetary policy |
0 |
0 |
1 |
36 |
1 |
2 |
21 |
81 |
| Money markets, collateral and monetary policy |
0 |
0 |
1 |
58 |
2 |
5 |
17 |
217 |
| Money talks |
0 |
0 |
0 |
55 |
0 |
1 |
8 |
375 |
| Money talks |
0 |
0 |
0 |
53 |
0 |
0 |
4 |
236 |
| On collateral: implications for financial stability and monetary policy |
0 |
0 |
0 |
39 |
1 |
3 |
24 |
216 |
| Optimal margins and equilibrium prices |
0 |
0 |
0 |
30 |
0 |
0 |
13 |
57 |
| Optimal margins and equilibrium prices |
0 |
0 |
0 |
17 |
0 |
0 |
10 |
64 |
| Public Information and Monetary Policy |
0 |
0 |
0 |
10 |
1 |
1 |
17 |
57 |
| Report on monetary policy tools, strategy and communication |
1 |
2 |
30 |
70 |
3 |
15 |
199 |
355 |
| Risk, Monetary Policy and Asset Prices in a Global World |
0 |
0 |
0 |
3 |
0 |
0 |
9 |
18 |
| Risk, Uncertainty and Monetary Policy |
0 |
0 |
0 |
43 |
2 |
3 |
79 |
355 |
| Risk, Uncertainty and Monetary Policy |
0 |
0 |
1 |
331 |
2 |
4 |
18 |
1,249 |
| Risk, monetary policy and asset prices in a global world |
0 |
0 |
0 |
11 |
1 |
2 |
28 |
58 |
| Risk, uncertainty and monetary policy |
0 |
0 |
3 |
128 |
3 |
7 |
48 |
384 |
| Risk, uncertainty and monetary policy |
0 |
0 |
2 |
70 |
3 |
3 |
14 |
297 |
| Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins |
0 |
0 |
0 |
53 |
0 |
1 |
13 |
122 |
| Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins |
0 |
0 |
0 |
47 |
2 |
3 |
27 |
199 |
| Risk-sharing or risk-taking? Counterparty risk, incentives and margins |
0 |
0 |
0 |
69 |
0 |
0 |
14 |
229 |
| Risk-sharing or risk-taking? Counterparty-risk, incentives and margins |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
104 |
| Run-prone banking and asset markets |
0 |
0 |
0 |
41 |
1 |
2 |
19 |
350 |
| The Macroeconomic Impact of Money Market Freezes |
0 |
0 |
0 |
76 |
0 |
0 |
22 |
214 |
| The VIX, the Variance Premium and Stock Market Volatility |
0 |
1 |
2 |
149 |
2 |
12 |
72 |
437 |
| The VIX, the variance premium and stock market volatility |
0 |
1 |
3 |
131 |
1 |
6 |
38 |
638 |
| Variation margins, fire sales, and information-constrained optimality |
0 |
0 |
0 |
15 |
2 |
3 |
20 |
45 |
| Variation margins, fire sales, and information-constrained optimality |
0 |
1 |
1 |
21 |
3 |
6 |
27 |
95 |
| Variation margins, fire-sales and information-constrained optimality |
0 |
1 |
1 |
17 |
1 |
2 |
10 |
26 |
| Variation margins, fire-sales and information-constrained optimality |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
14 |
| What do asset prices have to say about risk appetite and uncertainty? |
0 |
0 |
0 |
95 |
0 |
0 |
14 |
342 |
| Total Working Papers |
5 |
14 |
63 |
2,993 |
55 |
130 |
1,226 |
11,863 |