| 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 |
0 |
0 |
0 |
858 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
1 |
91 |
0 |
1 |
4 |
81 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
23 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
0 |
0 |
131 |
0 |
0 |
0 |
231 |
| A Model of Capital and Crises |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
177 |
| A Model of Capital and Crises |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
263 |
| A Model of Safe Asset Determination |
0 |
0 |
2 |
21 |
1 |
2 |
6 |
106 |
| A Model of the Reserve Asset |
0 |
1 |
1 |
29 |
0 |
2 |
6 |
90 |
| A macroeconomic framework for quantifying systemic risk |
0 |
0 |
0 |
90 |
0 |
1 |
3 |
393 |
| Amplification Mechanisms in Liquidity Crises |
0 |
0 |
0 |
118 |
0 |
0 |
1 |
397 |
| Balance Sheet Adjustments in the 2008 Crisis |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
133 |
| Bubbles and Capital Flow Volatility: Causes and Risk Management |
0 |
0 |
0 |
437 |
0 |
0 |
1 |
1,236 |
| Capital Flow Management with Multiple Instruments |
0 |
0 |
0 |
83 |
0 |
0 |
3 |
158 |
| Capital Flow Management with Multiple Instruments |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
64 |
| Collective Risk Management in a Flight to Quality Episode |
0 |
0 |
0 |
208 |
0 |
1 |
2 |
701 |
| Convenience Yields and Exchange Rate Puzzles |
0 |
1 |
6 |
19 |
0 |
8 |
25 |
44 |
| Corporate Debt Overhang and Credit Policy |
0 |
0 |
3 |
33 |
0 |
0 |
8 |
76 |
| Currency Development Through Liquidity Provision |
0 |
0 |
9 |
9 |
1 |
4 |
17 |
17 |
| Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
0 |
0 |
10 |
28 |
0 |
2 |
63 |
133 |
| Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
32 |
| Dollar Safety and the Global Financial Cycle |
0 |
1 |
1 |
48 |
0 |
2 |
13 |
138 |
| Dollar Safety and the Global Financial Cycle |
0 |
0 |
1 |
39 |
0 |
2 |
5 |
52 |
| Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment |
0 |
0 |
0 |
201 |
0 |
1 |
1 |
592 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
108 |
| ECB Policies Involving Government Bond Purchases: Impact and Channels |
0 |
0 |
3 |
98 |
1 |
3 |
13 |
309 |
| ECB Policies Involving Government Bond Purchases: Impacts and Channels |
1 |
1 |
1 |
16 |
1 |
1 |
4 |
148 |
| Emerging Market Crises: An Asset Markets Perspective |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
409 |
| Emerging Market Crises: An Asset Markets Perspective |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
663 |
| Emerging Market Crises: An Asset Markets Perspective |
1 |
1 |
2 |
325 |
1 |
1 |
6 |
1,553 |
| Emerging Markets Crisis: An Asset Markets Perspective |
0 |
0 |
0 |
151 |
0 |
0 |
1 |
606 |
| Equilibrium Asset Prices Under Imperfect Corporate Control |
0 |
0 |
0 |
101 |
0 |
0 |
0 |
327 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
246 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
0 |
0 |
0 |
182 |
0 |
1 |
2 |
588 |
| Financial System Risk and Flight to Quality |
0 |
0 |
1 |
139 |
0 |
1 |
10 |
478 |
| Fiscal Policy and Financial Depth |
0 |
0 |
0 |
282 |
0 |
0 |
5 |
813 |
| Flight to Quality and Collective Risk Management |
1 |
1 |
1 |
144 |
1 |
1 |
1 |
573 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
52 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
0 |
1 |
56 |
1 |
5 |
14 |
165 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
0 |
0 |
38 |
0 |
1 |
3 |
74 |
| Global Imbalances and Financial Fragility |
0 |
0 |
0 |
393 |
0 |
4 |
8 |
799 |
| How Credit Cycles across a Financial Crisis |
0 |
0 |
0 |
43 |
0 |
3 |
8 |
64 |
| How Credit Cycles across a Financial Crisis |
1 |
2 |
2 |
129 |
1 |
6 |
16 |
316 |
| How Debt Markets have Malfunctioned in the Crisis |
0 |
0 |
0 |
117 |
0 |
0 |
2 |
380 |
| How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Implications of Asset Market Data for Equilibrium Models of Exchange Rates |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
18 |
| Inflation Targeting and Sudden Stops |
0 |
0 |
1 |
178 |
0 |
0 |
3 |
538 |
| Interest Rate Risk in Banking |
0 |
0 |
7 |
7 |
0 |
0 |
12 |
12 |
| Intermediary Asset Pricing |
0 |
0 |
0 |
89 |
0 |
0 |
3 |
396 |
| Intermediary Asset Pricing and the Financial Crisis |
0 |
0 |
0 |
49 |
1 |
1 |
6 |
105 |
| International Liquidity Illusion: On the Risks of Sterilization |
0 |
0 |
0 |
219 |
0 |
0 |
3 |
948 |
| International Liquidity Management: Sterilization Policy in Illiquid Financial Markets |
0 |
0 |
1 |
457 |
0 |
1 |
6 |
2,559 |
| International Liquidity Management: Sterilization Policy in Illiquid Financial Markets |
0 |
0 |
0 |
255 |
0 |
0 |
1 |
1,007 |
| International and Domestic Collateral Constraints in a Model of Emerging Market Crises |
0 |
0 |
1 |
590 |
0 |
0 |
1 |
1,569 |
| Interpreting Repo Statistics in the Flow of Funds Accounts |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
53 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market |
0 |
0 |
0 |
388 |
0 |
1 |
3 |
1,306 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market |
0 |
0 |
0 |
189 |
0 |
1 |
2 |
788 |
| Liquidity, Debt Denomination, and Currency Dominance |
0 |
0 |
2 |
24 |
3 |
4 |
8 |
41 |
| Measuring Liquidity Mismatch in the Banking Sector |
0 |
1 |
1 |
64 |
0 |
5 |
13 |
164 |
| Mesuring Liquidity Mismatch in the Banking Sector |
0 |
0 |
1 |
44 |
0 |
0 |
4 |
101 |
| Mortgage Design in an Equilibrium Model of the Housing Market |
0 |
1 |
5 |
47 |
1 |
3 |
16 |
187 |
| Mortgage Design in an Equilibrium Model of the Housing Market |
0 |
0 |
0 |
101 |
0 |
1 |
3 |
180 |
| Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
204 |
| Sizing Up Repo |
0 |
0 |
0 |
154 |
0 |
2 |
7 |
444 |
| Sizing Up Repo |
0 |
0 |
2 |
57 |
0 |
0 |
2 |
196 |
| Smoothing Sudden Stops |
0 |
0 |
0 |
122 |
1 |
1 |
2 |
454 |
| The Aggregate Demand for Treasury Debt |
0 |
0 |
1 |
81 |
2 |
5 |
17 |
300 |
| The Demand for Money, Near-Money, and Treasury Bonds |
0 |
1 |
2 |
28 |
0 |
2 |
6 |
50 |
| The Demand for Treasury Debt |
0 |
1 |
3 |
165 |
1 |
4 |
12 |
619 |
| The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy |
0 |
0 |
4 |
247 |
6 |
16 |
42 |
1,106 |
| The Effects of Quantitative Easing on Long-term Interest Rates |
1 |
1 |
3 |
257 |
2 |
7 |
20 |
1,526 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
0 |
41 |
0 |
1 |
3 |
57 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
49 |
| The Impact of Treasury Supply on Financial Sector Lending and Stability |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
43 |
| The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
23 |
| What Makes US Government Bonds Safe Assets? |
0 |
1 |
3 |
61 |
0 |
1 |
14 |
161 |
| What Makes US Government Bonds Safe Assets? |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
57 |
| Total Working Papers |
5 |
14 |
84 |
8,589 |
25 |
112 |
493 |
31,060 |
| 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 |
2 |
3 |
510 |
| A Macroeconomic Framework for Quantifying Systemic Risk |
0 |
2 |
6 |
54 |
1 |
4 |
8 |
263 |
| A Model of Capital and Crises |
0 |
1 |
3 |
118 |
2 |
4 |
16 |
337 |
| A Model of Safe Asset Determination |
0 |
0 |
4 |
65 |
2 |
5 |
20 |
313 |
| Amplification Mechanisms in Liquidity Crises |
0 |
0 |
1 |
80 |
0 |
1 |
8 |
302 |
| Balance Sheet Adjustments during the 2008 Crisis |
0 |
0 |
2 |
118 |
0 |
0 |
5 |
386 |
| Bubbles and capital flow volatility: Causes and risk management |
2 |
2 |
2 |
380 |
2 |
4 |
9 |
922 |
| Collateral constraints and the amplification mechanism |
0 |
0 |
3 |
471 |
1 |
1 |
9 |
847 |
| Collective Risk Management in a Flight to Quality Episode |
0 |
3 |
5 |
249 |
1 |
14 |
42 |
843 |
| Comment |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
23 |
| Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
224 |
| Commentary: Policies for Crises Prevention and Management |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
24 |
| 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 |
| Efficient Credit Policies in a Housing Debt Crisis |
0 |
0 |
0 |
17 |
3 |
3 |
5 |
90 |
| Equilibrium Investment and Asset Prices under Imperfect Corporate Control |
0 |
1 |
1 |
117 |
1 |
2 |
4 |
411 |
| Excessive Dollar Debt: Financial Development and Underinsurance |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
39 |
| Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
0 |
0 |
0 |
107 |
0 |
2 |
6 |
447 |
| Financial innovation, macroeconomic stability and systemic crises - comments |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
60 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
5 |
13 |
20 |
55 |
6 |
24 |
51 |
204 |
| Foreign Safe Asset Demand for US Treasurys and the Dollar |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
67 |
| Global Imbalances and Financial Fragility |
0 |
2 |
2 |
470 |
1 |
6 |
15 |
1,251 |
| How Debt Markets Have Malfunctioned in the Crisis |
0 |
0 |
1 |
182 |
1 |
2 |
5 |
520 |
| How Futures Trading Changed Bitcoin Prices |
0 |
1 |
1 |
36 |
1 |
2 |
5 |
199 |
| Intermediary Asset Pricing |
0 |
1 |
5 |
155 |
2 |
5 |
30 |
654 |
| Intermediary Asset Pricing and the Financial Crisis |
0 |
0 |
2 |
10 |
1 |
1 |
5 |
61 |
| International and domestic collateral constraints in a model of emerging market crises |
2 |
3 |
9 |
538 |
3 |
8 |
29 |
1,277 |
| Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market |
0 |
0 |
0 |
209 |
2 |
2 |
7 |
778 |
| Measuring Liquidity Mismatch in the Banking Sector |
1 |
1 |
5 |
63 |
2 |
5 |
13 |
235 |
| Mortgage Design in an Equilibrium Model of the Housing Market |
0 |
0 |
6 |
24 |
0 |
1 |
15 |
107 |
| Musical chairs: a comment on the credit crisis |
0 |
0 |
1 |
40 |
0 |
0 |
5 |
179 |
| Regulating Exclusion from Financial Markets |
0 |
0 |
0 |
40 |
3 |
4 |
5 |
188 |
| Risk Topography |
0 |
0 |
3 |
30 |
0 |
0 |
10 |
164 |
| Sizing Up Repo |
0 |
0 |
2 |
110 |
0 |
0 |
11 |
414 |
| Smoothing sudden stops |
0 |
0 |
0 |
208 |
0 |
0 |
1 |
544 |
| The Aggregate Demand for Treasury Debt |
3 |
11 |
31 |
708 |
11 |
40 |
131 |
2,408 |
| The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy |
0 |
2 |
9 |
225 |
1 |
17 |
82 |
1,107 |
| The bond/old-bond spread |
0 |
0 |
6 |
278 |
0 |
0 |
12 |
601 |
| The impact of Treasury supply on financial sector lending and stability |
1 |
1 |
5 |
120 |
1 |
2 |
12 |
363 |
| The ins and outs of LSAPs |
0 |
0 |
2 |
294 |
2 |
4 |
29 |
1,073 |
| What Makes US Government Bonds Safe Assets? |
0 |
0 |
0 |
25 |
1 |
2 |
3 |
217 |
| Total Journal Articles |
14 |
44 |
137 |
5,799 |
52 |
168 |
618 |
18,686 |
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