Working Paper |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Benefits and costs of liquidity regulation |
0 |
3 |
8 |
172 |
5 |
13 |
29 |
403 |
Clearing, counterparty risk and aggregate risk |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
41 |
Clearing, counterparty risk and aggregate risk |
0 |
0 |
2 |
72 |
0 |
0 |
5 |
272 |
Commonality in hedge fund returns: driving factors and implications |
0 |
0 |
0 |
94 |
1 |
1 |
6 |
325 |
Commonality in hedge fund returns: driving factors and implications |
0 |
0 |
0 |
56 |
0 |
0 |
10 |
171 |
Do non-banks need access to the lender of last resort? Evidence from fund runs |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
8 |
Do non-banks need access to the lender of last resort? Evidence from fund runs |
0 |
0 |
5 |
32 |
0 |
0 |
14 |
27 |
Financial Deepening and Bank Runs |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
155 |
Fund fragility: the role of investor base |
0 |
0 |
2 |
5 |
1 |
2 |
14 |
26 |
Interbank lending, credit risk premia and collateral |
0 |
0 |
0 |
131 |
0 |
0 |
1 |
457 |
Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
147 |
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 |
1 |
66 |
0 |
0 |
5 |
193 |
Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
170 |
Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
0 |
33 |
33 |
35 |
48 |
Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk |
0 |
0 |
0 |
97 |
0 |
0 |
1 |
428 |
Liquidity hoarding and interbank market spreads: the role of counterparty risk |
0 |
0 |
1 |
28 |
0 |
0 |
3 |
301 |
Liquidity hoarding and interbank market spreads: the role of counterparty risk |
0 |
0 |
1 |
280 |
1 |
2 |
7 |
981 |
Money Markets, Collateral and Monetary Policy |
0 |
0 |
0 |
38 |
1 |
1 |
3 |
105 |
Money Markets, Collateral and Monetary Policy |
0 |
0 |
1 |
63 |
0 |
1 |
4 |
149 |
Money markets, central bank balance sheet and regulation |
0 |
0 |
4 |
34 |
2 |
3 |
18 |
93 |
Money markets, collateral and monetary policy |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
197 |
Money markets, collateral and monetary policy |
0 |
0 |
2 |
32 |
2 |
5 |
18 |
49 |
Money talks |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
232 |
Money talks |
0 |
0 |
1 |
55 |
0 |
0 |
3 |
363 |
On collateral: implications for financial stability and monetary policy |
0 |
0 |
2 |
39 |
0 |
0 |
6 |
190 |
Optimal margins and equilibrium prices |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
53 |
Optimal margins and equilibrium prices |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
42 |
Public Information and Monetary Policy |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
40 |
Risk, Monetary Policy and Asset Prices in a Global World |
1 |
1 |
2 |
2 |
2 |
2 |
4 |
6 |
Risk, Uncertainty and Monetary Policy |
0 |
0 |
1 |
330 |
1 |
2 |
4 |
1,226 |
Risk, Uncertainty and Monetary Policy |
0 |
0 |
0 |
41 |
1 |
2 |
5 |
272 |
Risk, monetary policy and asset prices in a global world |
0 |
0 |
1 |
10 |
0 |
1 |
12 |
24 |
Risk, uncertainty and monetary policy |
1 |
3 |
4 |
122 |
3 |
5 |
17 |
324 |
Risk, uncertainty and monetary policy |
0 |
0 |
2 |
68 |
2 |
5 |
10 |
278 |
Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
172 |
Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
109 |
Risk-sharing or risk-taking? Counterparty risk, incentives and margins |
0 |
0 |
1 |
69 |
0 |
0 |
5 |
215 |
Risk-sharing or risk-taking? Counterparty-risk, incentives and margins |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
90 |
Run-prone banking and asset markets |
0 |
0 |
0 |
41 |
0 |
0 |
9 |
329 |
The Macroeconomic Impact of Money Market Freezes |
0 |
0 |
0 |
76 |
1 |
3 |
4 |
188 |
The VIX, the Variance Premium and Stock Market Volatility |
0 |
0 |
2 |
145 |
0 |
4 |
15 |
348 |
The VIX, the variance premium and stock market volatility |
0 |
0 |
3 |
123 |
0 |
1 |
12 |
590 |
Variation margins, fire sales, and information-constrained optimality |
0 |
0 |
0 |
19 |
1 |
1 |
3 |
66 |
Variation margins, fire sales, and information-constrained optimality |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
23 |
Variation margins, fire-sales and information-constrained optimality |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
16 |
Variation margins, fire-sales and information-constrained optimality |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
What do asset prices have to say about risk appetite and uncertainty? |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
323 |
Total Working Papers |
2 |
7 |
48 |
2,849 |
58 |
89 |
294 |
10,270 |