Access Statistics for Arvind Krishnamurthy

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A "Vertical" Analysis of Crises and Intervention: Fear of Floating and Ex-ante Problems 0 0 0 192 3 6 14 1,145
A Dual Liquidity Model for Emerging Markets 0 0 0 295 1 3 9 867
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 4 8 16 247
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 91 3 3 15 95
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 3 8 13 36
A Model of Capital and Crises 0 0 0 73 1 9 22 285
A Model of Capital and Crises 0 0 0 20 1 2 24 201
A Model of Safe Asset Determination 0 0 1 22 2 5 18 122
A Model of the Reserve Asset 0 0 1 29 3 5 10 98
A macroeconomic framework for quantifying systemic risk 0 1 1 91 5 7 19 411
Amplification Mechanisms in Liquidity Crises 0 1 1 119 3 6 16 413
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 0 6 14 147
Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect 0 0 2 14 2 3 22 59
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 2 4 19 1,255
Capital Flow Management with Multiple Instruments 0 0 0 83 2 2 12 170
Capital Flow Management with Multiple Instruments 0 0 0 31 0 3 8 71
Collective Risk Management in a Flight to Quality Episode 1 1 2 210 7 12 28 728
Convenience Yields and Exchange Rate Puzzles 0 0 3 21 2 6 28 64
Corporate Debt Overhang and Credit Policy 0 0 0 33 5 9 17 93
Currency Development Through Liquidity Provision 0 0 2 11 1 4 22 35
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 28 1 5 58 189
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 1 20 3 5 15 47
Dollar Safety and the Global Financial Cycle 0 0 3 42 9 16 34 84
Dollar Safety and the Global Financial Cycle 1 1 2 49 7 12 35 171
Dollar Upheaval: This Time Is Different 2 7 31 31 4 15 54 54
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 2 4 14 605
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 4 4 8 116
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 2 100 5 13 34 340
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 1 16 1 1 14 161
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 2 2 15 678
Emerging Market Crises: An Asset Markets Perspective 0 0 2 326 2 4 14 1,566
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 2 3 14 423
Emerging Markets Crisis: An Asset Markets Perspective 0 0 1 152 4 7 15 621
Equilibrium Asset Prices Under Imperfect Corporate Control 0 0 0 101 3 4 9 336
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 1 56 1 2 7 253
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 182 2 3 13 600
Financial System Risk and Flight to Quality 0 0 1 140 1 5 22 499
Fiscal Policy and Financial Depth 0 0 2 284 3 7 16 829
Flight to Quality and Collective Risk Management 0 0 2 145 2 7 21 593
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 56 8 12 36 196
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 1 1 22 3 7 16 68
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 1 1 39 0 3 14 87
Global Imbalances and Financial Fragility 0 1 1 394 3 7 19 814
How Credit Cycles across a Financial Crisis 0 2 6 133 4 14 54 364
How Credit Cycles across a Financial Crisis 0 0 2 45 2 6 24 85
How Debt Markets have Malfunctioned in the Crisis 0 0 0 117 3 3 12 392
How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states 0 0 0 0 3 3 8 10
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 0 1 10 1 3 13 19
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 0 1 15 4 10 17 35
Inflation Targeting and Sudden Stops 0 0 0 178 5 7 13 551
Interest Rate Risk in Banking 0 0 1 8 2 4 12 24
Interest Rate Risk in Banking 1 1 3 20 5 6 22 38
Interest Rate Risk in Banking 0 0 2 3 5 6 19 22
Intermediary Asset Pricing 0 0 0 89 5 13 24 420
Intermediary Asset Pricing and the Financial Crisis 1 1 2 51 2 7 12 116
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 3 5 15 963
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 457 0 3 15 2,573
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 2 3 8 1,015
International and Domestic Collateral Constraints in a Model of Emerging Market Crises 0 0 0 590 11 13 21 1,590
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 2 4 12 65
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 2 5 16 1,321
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 3 6 17 804
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 17 1 3 15 31
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 1 2 6 16 28
Liquidity, Debt Denomination, and Currency Dominance 0 1 2 26 3 10 30 67
Measuring Liquidity Mismatch in the Banking Sector 0 0 2 65 6 12 32 191
Mesuring Liquidity Mismatch in the Banking Sector 0 0 0 44 1 2 10 111
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 2 48 1 5 20 204
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 101 0 5 14 193
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 4 6 13 215
Sizing Up Repo 0 0 0 57 4 8 22 218
Sizing Up Repo 1 1 1 155 5 7 19 461
Smoothing Sudden Stops 0 0 0 122 4 11 27 480
The Aggregate Demand for Treasury Debt 1 3 4 85 8 21 49 344
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 33 2 5 11 33
The Demand for Money, Near-Money, and Treasury Bonds 0 0 2 29 3 5 16 64
The Demand for Treasury Debt 0 0 3 167 8 12 31 646
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 1 6 253 6 19 79 1,169
The Effects of Quantitative Easing on Long-term Interest Rates 0 1 2 258 5 16 54 1,573
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 1 1 34 2 7 19 62
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 1 2 43 1 6 20 76
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 1 5 15 64
The Rest of the World's Dollar-Weighted Return on U.S. Treasurys 0 0 0 3 3 4 8 18
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 3 5 14 37
What Makes US Government Bonds Safe Assets? 0 0 1 38 1 7 13 70
What Makes US Government Bonds Safe Assets? 0 0 1 61 7 21 44 204
Total Working Papers 8 27 113 8,780 267 588 1,768 32,838

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dual Liquidity Model for Emerging Markets 0 0 0 172 3 4 10 518
A Macroeconomic Framework for Quantifying Systemic Risk 1 1 3 55 4 9 23 282
A Model of Capital and Crises 0 1 2 119 2 9 34 367
A Model of Safe Asset Determination 0 2 7 72 2 11 38 346
Amplification Mechanisms in Liquidity Crises 0 1 1 81 4 7 21 322
Balance Sheet Adjustments during the 2008 Crisis 0 0 1 119 1 4 12 398
Bubbles and capital flow volatility: Causes and risk management 0 3 6 384 4 10 33 951
Collateral constraints and the amplification mechanism 0 0 1 472 1 1 7 853
Collective Risk Management in a Flight to Quality Episode 0 1 8 254 4 12 72 901
Comment 0 0 0 2 5 5 9 32
Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank 0 0 0 0 1 2 7 230
Commentary: Policies for Crises Prevention and Management 0 0 0 1 0 0 2 26
Currency Development through Liquidity Provision 0 1 1 1 0 3 14 14
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 3 0 2 4 37
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 0 2 2 5 6
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 1 1 1 0 8 25 28
Dollar Safety and the Global Financial Cycle 1 3 13 20 4 8 45 60
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 3 7 12 28
Efficient Credit Policies in a Housing Debt Crisis 0 1 2 19 2 5 21 108
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 0 1 117 0 4 14 423
Excessive Dollar Debt: Financial Development and Underinsurance 0 1 4 10 3 6 19 58
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 1 2 109 8 13 23 468
Foreign Safe Asset Demand and the Dollar Exchange Rate 3 6 32 74 8 24 109 289
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 1 1 17 3 5 10 77
Global Imbalances and Financial Fragility 1 2 5 473 4 10 35 1,280
How Credit Cycles across a Financial Crisis 1 2 29 29 7 18 86 86
How Debt Markets Have Malfunctioned in the Crisis 0 0 0 182 4 4 15 533
How Futures Trading Changed Bitcoin Prices 0 0 1 36 1 6 21 218
Intermediary Asset Pricing 1 2 5 159 5 18 41 690
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 3 6 14 74
International and domestic collateral constraints in a model of emerging market crises 1 1 6 541 10 17 37 1,306
Lessons for Policy from Research 0 0 2 5 3 5 20 34
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 2 18 45 821
Measuring Liquidity Mismatch in the Banking Sector 0 0 4 66 3 7 25 255
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 24 3 8 22 128
Musical chairs: a comment on the credit crisis 0 0 0 40 4 5 8 187
Regulating Exclusion from Financial Markets 0 0 0 40 2 2 11 195
Review Article: Perspectives on the Future of Asset Pricing 0 1 8 43 2 7 36 98
Risk Topography 0 0 0 30 4 4 12 176
Sizing Up Repo 0 1 3 113 3 10 36 450
Smoothing sudden stops 0 0 0 208 3 4 12 556
The Aggregate Demand for Treasury Debt 2 6 35 732 22 48 172 2,540
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 6 1 4 12 37
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 1 10 233 7 43 138 1,228
The Macroeconomics of Corporate Debt 0 0 2 8 0 3 19 46
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 3 3 4 8 28 34
The bond/old-bond spread 0 1 1 279 2 10 29 630
The impact of Treasury supply on financial sector lending and stability 0 1 4 123 1 5 14 375
The ins and outs of LSAPs 0 1 2 296 1 8 30 1,099
What Makes US Government Bonds Safe Assets? 0 1 2 27 0 4 11 226
Total Journal Articles 11 44 209 6,018 165 443 1,498 20,124
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Risk Topography: Systemic Risk and Macro Modeling 0 0 0 0 5 6 16 288
Total Books 0 0 0 0 5 6 16 288

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capital Flow Management with Multiple Instruments 0 1 2 70 1 3 12 240
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 3 4 9 35
Inflation Targeting and Sudden Stops 0 0 0 53 1 2 10 220
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 0 81 4 4 8 225
Liquidity Mismatch Measurement 0 0 1 104 7 12 27 314
Risk Topography 0 0 0 87 2 4 11 303
The Balance Sheet 0 0 2 25 1 1 7 96
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 3 10 21 53
Total Chapters 0 1 5 428 22 40 105 1,486

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Statistics updated 2026-05-06