| 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 |
0 |
0 |
2 |
1,131 |
| A Dual Liquidity Model for Emerging Markets |
0 |
0 |
0 |
295 |
1 |
1 |
3 |
861 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
0 |
2 |
1 |
2 |
4 |
26 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
0 |
131 |
0 |
1 |
1 |
232 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
1 |
91 |
2 |
2 |
5 |
84 |
| A Model of Capital and Crises |
0 |
0 |
0 |
73 |
3 |
5 |
6 |
269 |
| A Model of Capital and Crises |
0 |
0 |
0 |
20 |
1 |
2 |
3 |
179 |
| A Model of Safe Asset Determination |
1 |
1 |
2 |
22 |
2 |
3 |
7 |
109 |
| A Model of the Reserve Asset |
0 |
0 |
1 |
29 |
0 |
0 |
5 |
91 |
| A macroeconomic framework for quantifying systemic risk |
0 |
0 |
0 |
90 |
2 |
3 |
7 |
398 |
| Amplification Mechanisms in Liquidity Crises |
0 |
0 |
0 |
118 |
2 |
2 |
3 |
400 |
| Balance Sheet Adjustments in the 2008 Crisis |
0 |
0 |
0 |
26 |
2 |
3 |
3 |
136 |
| Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect |
1 |
1 |
3 |
14 |
2 |
4 |
18 |
48 |
| Bubbles and Capital Flow Volatility: Causes and Risk Management |
0 |
0 |
0 |
437 |
0 |
4 |
5 |
1,241 |
| Capital Flow Management with Multiple Instruments |
0 |
0 |
0 |
83 |
5 |
5 |
7 |
163 |
| Capital Flow Management with Multiple Instruments |
0 |
0 |
0 |
31 |
1 |
2 |
3 |
66 |
| Collective Risk Management in a Flight to Quality Episode |
1 |
1 |
1 |
209 |
2 |
3 |
6 |
705 |
| Convenience Yields and Exchange Rate Puzzles |
1 |
1 |
6 |
20 |
2 |
3 |
22 |
48 |
| Corporate Debt Overhang and Credit Policy |
0 |
0 |
2 |
33 |
1 |
2 |
7 |
78 |
| Currency Development Through Liquidity Provision |
0 |
0 |
9 |
9 |
1 |
1 |
19 |
19 |
| Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
0 |
0 |
2 |
28 |
3 |
4 |
10 |
137 |
| Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
0 |
0 |
1 |
20 |
1 |
2 |
6 |
36 |
| Dollar Safety and the Global Financial Cycle |
0 |
0 |
1 |
48 |
4 |
7 |
14 |
146 |
| Dollar Safety and the Global Financial Cycle |
1 |
2 |
3 |
41 |
3 |
4 |
9 |
57 |
| Dollar Upheaval: This Time Is Different |
1 |
7 |
22 |
22 |
5 |
14 |
29 |
29 |
| Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment |
0 |
0 |
0 |
201 |
3 |
3 |
4 |
595 |
| 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 |
1 |
1 |
2 |
99 |
4 |
4 |
9 |
313 |
| ECB Policies Involving Government Bond Purchases: Impacts and Channels |
0 |
0 |
1 |
16 |
0 |
3 |
5 |
151 |
| Emerging Market Crises: An Asset Markets Perspective |
1 |
1 |
2 |
326 |
2 |
3 |
8 |
1,556 |
| Emerging Market Crises: An Asset Markets Perspective |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
411 |
| Emerging Market Crises: An Asset Markets Perspective |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
666 |
| Emerging Markets Crisis: An Asset Markets Perspective |
1 |
1 |
1 |
152 |
2 |
2 |
3 |
608 |
| Equilibrium Asset Prices Under Imperfect Corporate Control |
0 |
0 |
0 |
101 |
2 |
3 |
3 |
330 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
1 |
1 |
1 |
56 |
2 |
2 |
3 |
248 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
0 |
0 |
0 |
182 |
1 |
2 |
5 |
591 |
| Financial System Risk and Flight to Quality |
0 |
0 |
0 |
139 |
1 |
6 |
12 |
485 |
| Fiscal Policy and Financial Depth |
0 |
1 |
1 |
283 |
0 |
4 |
8 |
817 |
| Flight to Quality and Collective Risk Management |
1 |
1 |
2 |
145 |
3 |
4 |
5 |
577 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
0 |
1 |
56 |
6 |
8 |
17 |
173 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
0 |
0 |
21 |
4 |
5 |
5 |
57 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
0 |
0 |
38 |
3 |
4 |
6 |
79 |
| Global Imbalances and Financial Fragility |
0 |
0 |
0 |
393 |
1 |
2 |
8 |
801 |
| How Credit Cycles across a Financial Crisis |
1 |
2 |
4 |
131 |
4 |
7 |
22 |
328 |
| How Credit Cycles across a Financial Crisis |
0 |
0 |
1 |
44 |
4 |
5 |
15 |
72 |
| How Debt Markets have Malfunctioned in the Crisis |
0 |
0 |
0 |
117 |
2 |
3 |
4 |
383 |
| How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Implications of Asset Market Data for Equilibrium Models of Exchange Rates |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
7 |
| Implications of Asset Market Data for Equilibrium Models of Exchange Rates |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
18 |
| Inflation Targeting and Sudden Stops |
0 |
0 |
1 |
178 |
0 |
1 |
3 |
539 |
| Interest Rate Risk in Banking |
0 |
0 |
18 |
18 |
3 |
4 |
23 |
23 |
| Interest Rate Risk in Banking |
0 |
0 |
1 |
1 |
3 |
5 |
9 |
9 |
| Interest Rate Risk in Banking |
0 |
1 |
8 |
8 |
0 |
3 |
16 |
16 |
| Intermediary Asset Pricing |
0 |
0 |
0 |
89 |
0 |
1 |
4 |
398 |
| Intermediary Asset Pricing and the Financial Crisis |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
105 |
| International Liquidity Illusion: On the Risks of Sterilization |
0 |
0 |
0 |
219 |
0 |
2 |
6 |
951 |
| International Liquidity Management: Sterilization Policy in Illiquid Financial Markets |
0 |
0 |
0 |
255 |
1 |
1 |
3 |
1,009 |
| International Liquidity Management: Sterilization Policy in Illiquid Financial Markets |
0 |
0 |
1 |
457 |
3 |
6 |
10 |
2,565 |
| International and Domestic Collateral Constraints in a Model of Emerging Market Crises |
0 |
0 |
1 |
590 |
3 |
5 |
6 |
1,574 |
| Interpreting Repo Statistics in the Flow of Funds Accounts |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
54 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market |
0 |
0 |
0 |
388 |
1 |
3 |
4 |
1,309 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market |
0 |
0 |
0 |
189 |
2 |
4 |
6 |
792 |
| Liquidity, Debt Denomination, and Currency Dominance |
0 |
0 |
0 |
17 |
0 |
3 |
5 |
20 |
| Liquidity, Debt Denomination, and Currency Dominance |
1 |
1 |
2 |
25 |
6 |
9 |
17 |
52 |
| Liquidity, Debt Denomination, and Currency Dominance |
0 |
0 |
0 |
1 |
0 |
3 |
11 |
19 |
| Measuring Liquidity Mismatch in the Banking Sector |
0 |
1 |
2 |
65 |
4 |
6 |
12 |
170 |
| Mesuring Liquidity Mismatch in the Banking Sector |
0 |
0 |
0 |
44 |
0 |
3 |
6 |
104 |
| Mortgage Design in an Equilibrium Model of the Housing Market |
0 |
0 |
0 |
101 |
3 |
5 |
9 |
186 |
| Mortgage Design in an Equilibrium Model of the Housing Market |
1 |
1 |
2 |
48 |
6 |
8 |
18 |
196 |
| Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
208 |
| Sizing Up Repo |
0 |
0 |
1 |
57 |
2 |
2 |
3 |
198 |
| Sizing Up Repo |
0 |
0 |
0 |
154 |
2 |
2 |
6 |
446 |
| Smoothing Sudden Stops |
0 |
0 |
0 |
122 |
2 |
3 |
6 |
458 |
| The Aggregate Demand for Treasury Debt |
0 |
1 |
2 |
82 |
6 |
11 |
26 |
313 |
| The Demand for Money, Near-Money, and Treasury Bonds |
0 |
0 |
3 |
29 |
0 |
0 |
6 |
52 |
| The Demand for Money, Near-Money, and Treasury Bonds |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
23 |
| The Demand for Treasury Debt |
1 |
2 |
3 |
167 |
2 |
5 |
13 |
627 |
| The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy |
1 |
2 |
5 |
249 |
10 |
14 |
44 |
1,122 |
| The Effects of Quantitative Easing on Long-term Interest Rates |
0 |
0 |
1 |
257 |
6 |
7 |
22 |
1,533 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
1 |
42 |
0 |
1 |
4 |
59 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
0 |
33 |
5 |
6 |
7 |
49 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
0 |
8 |
4 |
4 |
5 |
53 |
| The Rest of the World's Dollar-Weighted Return on U.S. Treasurys |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
11 |
| The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
24 |
| What Makes US Government Bonds Safe Assets? |
0 |
0 |
0 |
37 |
1 |
1 |
1 |
58 |
| What Makes US Government Bonds Safe Assets? |
0 |
0 |
2 |
61 |
3 |
4 |
10 |
166 |
| Total Working Papers |
16 |
30 |
125 |
8,733 |
174 |
293 |
693 |
31,558 |
| 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 |
0 |
0 |
2 |
510 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
6 |
54 |
1 |
4 |
12 |
267 |
| A Model of Capital and Crises |
0 |
0 |
1 |
118 |
3 |
8 |
19 |
347 |
| A Model of Safe Asset Determination |
3 |
5 |
6 |
70 |
7 |
13 |
28 |
327 |
| Amplification Mechanisms in Liquidity Crises |
0 |
0 |
1 |
80 |
2 |
2 |
8 |
304 |
| Balance Sheet Adjustments during the 2008 Crisis |
0 |
0 |
3 |
119 |
2 |
2 |
6 |
389 |
| Bubbles and capital flow volatility: Causes and risk management |
0 |
0 |
3 |
381 |
2 |
4 |
12 |
929 |
| Collateral constraints and the amplification mechanism |
1 |
1 |
3 |
472 |
2 |
4 |
7 |
851 |
| Collective Risk Management in a Flight to Quality Episode |
1 |
3 |
7 |
252 |
13 |
22 |
53 |
867 |
| Comment |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
24 |
| Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
225 |
| Commentary: Policies for Crises Prevention and Management |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
24 |
| Currency Development through Liquidity Provision |
0 |
0 |
0 |
0 |
3 |
5 |
6 |
6 |
| 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 |
0 |
0 |
0 |
1 |
| Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
13 |
| Dollar Safety and the Global Financial Cycle |
2 |
4 |
12 |
15 |
7 |
11 |
35 |
39 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels* |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
18 |
| Efficient Credit Policies in a Housing Debt Crisis |
1 |
1 |
1 |
18 |
3 |
6 |
11 |
97 |
| Equilibrium Investment and Asset Prices under Imperfect Corporate Control |
0 |
0 |
1 |
117 |
0 |
3 |
7 |
414 |
| Excessive Dollar Debt: Financial Development and Underinsurance |
1 |
1 |
1 |
7 |
3 |
5 |
10 |
46 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
0 |
1 |
1 |
108 |
2 |
4 |
9 |
451 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
3 |
5 |
25 |
62 |
9 |
22 |
70 |
233 |
| Foreign Safe Asset Demand for US Treasurys and the Dollar |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
68 |
| Global Imbalances and Financial Fragility |
1 |
1 |
3 |
471 |
2 |
2 |
15 |
1,255 |
| How Credit Cycles across a Financial Crisis |
3 |
6 |
23 |
23 |
8 |
17 |
55 |
55 |
| How Debt Markets Have Malfunctioned in the Crisis |
0 |
0 |
1 |
182 |
3 |
3 |
7 |
524 |
| How Futures Trading Changed Bitcoin Prices |
0 |
0 |
1 |
36 |
3 |
4 |
11 |
205 |
| Intermediary Asset Pricing |
0 |
1 |
5 |
157 |
1 |
5 |
27 |
663 |
| Intermediary Asset Pricing and the Financial Crisis |
0 |
0 |
0 |
10 |
2 |
2 |
4 |
63 |
| International and domestic collateral constraints in a model of emerging market crises |
0 |
2 |
8 |
540 |
2 |
8 |
27 |
1,285 |
| Lessons for Policy from Research |
1 |
1 |
1 |
4 |
1 |
3 |
12 |
23 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market |
0 |
0 |
0 |
209 |
4 |
4 |
10 |
782 |
| Measuring Liquidity Mismatch in the Banking Sector |
0 |
2 |
5 |
65 |
2 |
5 |
16 |
242 |
| Mortgage Design in an Equilibrium Model of the Housing Market |
0 |
0 |
3 |
24 |
2 |
4 |
14 |
112 |
| Musical chairs: a comment on the credit crisis |
0 |
0 |
1 |
40 |
0 |
0 |
2 |
179 |
| Regulating Exclusion from Financial Markets |
0 |
0 |
0 |
40 |
0 |
0 |
5 |
188 |
| Review Article: Perspectives on the Future of Asset Pricing |
0 |
2 |
14 |
39 |
5 |
10 |
35 |
80 |
| Risk Topography |
0 |
0 |
3 |
30 |
1 |
4 |
13 |
169 |
| Sizing Up Repo |
0 |
2 |
3 |
112 |
2 |
7 |
15 |
421 |
| Smoothing sudden stops |
0 |
0 |
0 |
208 |
2 |
2 |
3 |
546 |
| The Aggregate Demand for Treasury Debt |
5 |
11 |
36 |
723 |
13 |
37 |
141 |
2,461 |
| The Demand for Money, Near-Money, and Treasury Bonds |
0 |
0 |
1 |
6 |
1 |
1 |
9 |
31 |
| The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy |
3 |
5 |
10 |
230 |
14 |
33 |
93 |
1,145 |
| The Macroeconomics of Corporate Debt |
0 |
0 |
2 |
8 |
1 |
2 |
6 |
32 |
| The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys |
1 |
1 |
2 |
2 |
1 |
4 |
17 |
17 |
| The bond/old-bond spread |
0 |
0 |
3 |
278 |
6 |
7 |
12 |
608 |
| The impact of Treasury supply on financial sector lending and stability |
0 |
0 |
4 |
121 |
0 |
2 |
12 |
366 |
| The ins and outs of LSAPs |
1 |
1 |
3 |
295 |
2 |
4 |
23 |
1,078 |
| What Makes US Government Bonds Safe Assets? |
0 |
0 |
0 |
25 |
2 |
2 |
5 |
219 |
| Total Journal Articles |
27 |
56 |
203 |
5,946 |
141 |
294 |
905 |
19,232 |
LogEc is hosted by the
Örebro University School of Business.