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 2 2 4 1,133
A Dual Liquidity Model for Emerging Markets 0 0 0 295 2 3 5 863
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 1 91 4 6 9 88
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 3 4 4 235
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 0 2 4 26
A Model of Capital and Crises 0 0 0 73 3 7 9 272
A Model of Capital and Crises 0 0 0 20 1 2 4 180
A Model of Safe Asset Determination 0 1 2 22 4 7 10 113
A Model of the Reserve Asset 0 0 1 29 1 1 6 92
A macroeconomic framework for quantifying systemic risk 0 0 0 90 3 6 10 401
Amplification Mechanisms in Liquidity Crises 0 0 0 118 2 4 5 402
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 1 4 4 137
Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect 0 1 3 14 4 7 22 52
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 3 7 8 1,244
Capital Flow Management with Multiple Instruments 0 0 0 31 0 2 3 66
Capital Flow Management with Multiple Instruments 0 0 0 83 1 6 8 164
Collective Risk Management in a Flight to Quality Episode 0 1 1 209 3 6 9 708
Convenience Yields and Exchange Rate Puzzles 0 1 6 20 2 4 24 50
Corporate Debt Overhang and Credit Policy 0 0 2 33 1 3 6 79
Currency Development Through Liquidity Provision 0 0 9 9 5 6 24 24
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 1 28 30 34 38 167
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 1 20 2 4 7 38
Dollar Safety and the Global Financial Cycle 1 2 4 42 2 5 11 59
Dollar Safety and the Global Financial Cycle 0 0 1 48 4 10 18 150
Dollar Upheaval: This Time Is Different 2 6 24 24 7 17 36 36
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 2 5 6 597
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 0 1 1 109
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 1 1 99 6 10 14 319
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 1 16 3 6 8 154
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 6 9 10 672
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 2 4 5 413
Emerging Market Crises: An Asset Markets Perspective 0 1 2 326 3 6 9 1,559
Emerging Markets Crisis: An Asset Markets Perspective 0 1 1 152 2 4 5 610
Equilibrium Asset Prices Under Imperfect Corporate Control 0 0 0 101 2 4 5 332
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 1 1 56 2 4 5 250
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 182 3 4 8 594
Financial System Risk and Flight to Quality 0 0 0 139 3 6 15 488
Fiscal Policy and Financial Depth 0 0 1 283 0 1 8 817
Flight to Quality and Collective Risk Management 0 1 2 145 3 7 8 580
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 38 2 5 8 81
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 21 0 5 5 57
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 56 4 12 20 177
Global Imbalances and Financial Fragility 0 0 0 393 2 4 10 803
How Credit Cycles across a Financial Crisis 0 0 1 44 2 7 16 74
How Credit Cycles across a Financial Crisis 0 2 4 131 10 16 30 338
How Debt Markets have Malfunctioned in the Crisis 0 0 0 117 4 6 7 387
How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states 0 0 0 0 3 4 4 6
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 1 1 1 10 2 3 3 9
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 1 1 1 15 1 1 1 19
Inflation Targeting and Sudden Stops 0 0 1 178 2 2 5 541
Interest Rate Risk in Banking 1 1 4 19 4 8 17 27
Interest Rate Risk in Banking 0 1 8 8 2 4 17 18
Interest Rate Risk in Banking 1 1 2 2 3 7 12 12
Intermediary Asset Pricing 0 0 0 89 3 3 7 401
Intermediary Asset Pricing and the Financial Crisis 0 0 0 49 1 1 3 106
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 3 4 9 954
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 1 2 4 1,010
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 1 457 0 5 10 2,565
International and Domestic Collateral Constraints in a Model of Emerging Market Crises 0 0 1 590 0 5 6 1,574
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 2 2 3 56
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 4 6 8 1,313
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 3 6 9 795
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 1 2 5 12 21
Liquidity, Debt Denomination, and Currency Dominance 0 1 2 25 3 10 20 55
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 17 3 5 8 23
Measuring Liquidity Mismatch in the Banking Sector 0 1 2 65 5 11 16 175
Mesuring Liquidity Mismatch in the Banking Sector 0 0 0 44 2 5 8 106
Mortgage Design in an Equilibrium Model of the Housing Market 0 1 2 48 1 8 18 197
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 101 1 6 10 187
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 0 1 7 208
Sizing Up Repo 0 0 0 57 3 5 5 201
Sizing Up Repo 0 0 0 154 1 3 6 447
Smoothing Sudden Stops 0 0 0 122 0 3 6 458
The Aggregate Demand for Treasury Debt 0 1 2 82 4 14 29 317
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 33 0 0 1 23
The Demand for Money, Near-Money, and Treasury Bonds 0 0 3 29 2 2 8 54
The Demand for Treasury Debt 0 1 3 167 2 5 15 629
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 1 3 5 250 7 20 49 1,129
The Effects of Quantitative Easing on Long-term Interest Rates 0 0 1 257 17 24 38 1,550
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 33 2 7 8 51
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 1 42 2 2 6 61
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 2 6 7 55
The Rest of the World's Dollar-Weighted Return on U.S. Treasurys 0 0 0 3 1 1 2 12
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 2 3 3 26
What Makes US Government Bonds Safe Assets? 0 0 0 37 2 3 3 60
What Makes US Government Bonds Safe Assets? 0 0 1 61 7 11 13 173
Total Working Papers 8 32 112 8,741 256 508 907 31,814

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 2 2 4 512
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 6 54 3 7 15 270
A Model of Capital and Crises 0 0 1 118 1 8 20 348
A Model of Safe Asset Determination 0 4 6 70 2 12 27 329
Amplification Mechanisms in Liquidity Crises 0 0 0 80 4 6 11 308
Balance Sheet Adjustments during the 2008 Crisis 0 0 3 119 1 3 7 390
Bubbles and capital flow volatility: Causes and risk management 0 0 3 381 7 11 19 936
Collateral constraints and the amplification mechanism 0 1 1 472 0 4 5 851
Collective Risk Management in a Flight to Quality Episode 1 3 8 253 7 27 56 874
Comment 0 0 0 2 0 1 1 24
Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank 0 0 0 0 1 2 3 226
Commentary: Policies for Crises Prevention and Management 0 0 0 1 1 1 1 25
Currency Development through Liquidity Provision 0 0 0 0 3 7 9 9
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 3 0 0 0 33
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 0 1 1 1 2
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 0 3 4 16 16
Dollar Safety and the Global Financial Cycle 1 3 12 16 4 12 36 43
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 0 1 2 18
Efficient Credit Policies in a Housing Debt Crisis 0 1 1 18 2 6 12 99
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 0 1 117 2 5 9 416
Excessive Dollar Debt: Financial Development and Underinsurance 0 1 1 7 0 5 10 46
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 1 1 108 0 4 9 451
Foreign Safe Asset Demand and the Dollar Exchange Rate 4 8 29 66 12 28 81 245
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 0 0 16 1 2 2 69
Global Imbalances and Financial Fragility 0 1 3 471 4 6 19 1,259
How Credit Cycles across a Financial Crisis 2 7 25 25 8 21 63 63
How Debt Markets Have Malfunctioned in the Crisis 0 0 1 182 1 4 8 525
How Futures Trading Changed Bitcoin Prices 0 0 1 36 3 6 14 208
Intermediary Asset Pricing 0 0 4 157 3 7 29 666
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 2 4 6 65
International and domestic collateral constraints in a model of emerging market crises 0 1 8 540 2 7 28 1,287
Lessons for Policy from Research 1 2 2 5 4 6 16 27
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 3 7 13 785
Measuring Liquidity Mismatch in the Banking Sector 1 1 6 66 3 5 18 245
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 2 24 3 5 13 115
Musical chairs: a comment on the credit crisis 0 0 1 40 2 2 4 181
Regulating Exclusion from Financial Markets 0 0 0 40 1 1 6 189
Review Article: Perspectives on the Future of Asset Pricing 1 1 15 40 4 11 39 84
Risk Topography 0 0 2 30 1 4 12 170
Sizing Up Repo 0 2 3 112 2 9 14 423
Smoothing sudden stops 0 0 0 208 3 5 5 549
The Aggregate Demand for Treasury Debt 2 10 34 725 17 43 147 2,478
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 6 1 2 10 32
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 4 10 230 12 33 100 1,157
The Macroeconomics of Corporate Debt 0 0 2 8 4 6 10 36
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 1 2 3 3 3 6 20 20
The bond/old-bond spread 0 0 2 278 5 11 16 613
The impact of Treasury supply on financial sector lending and stability 0 0 4 121 1 2 13 367
The ins and outs of LSAPs 0 1 3 295 2 4 24 1,080
What Makes US Government Bonds Safe Assets? 0 0 0 25 1 3 5 220
Total Journal Articles 14 54 205 5,960 152 379 1,008 19,384
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 1 6 13 279
Total Books 0 0 0 0 1 6 13 279

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 0 5 69 2 3 28 234
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 3 5 8 31
Inflation Targeting and Sudden Stops 0 0 0 53 1 2 6 214
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 0 81 1 1 1 218
Liquidity Mismatch Measurement 0 1 1 104 4 8 11 296
Risk Topography 0 0 2 87 3 4 8 297
The Balance Sheet 0 0 2 25 1 2 5 93
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 1 2 8 36
Total Chapters 0 1 10 427 16 27 75 1,419

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Statistics updated 2026-01-09