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 6 8 9 1,139
A Dual Liquidity Model for Emerging Markets 0 0 0 295 1 4 6 864
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 2 3 6 28
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 4 7 8 239
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 1 91 4 10 13 92
A Model of Capital and Crises 0 0 0 73 4 10 13 276
A Model of Capital and Crises 0 0 0 20 19 21 23 199
A Model of Safe Asset Determination 0 1 2 22 4 10 14 117
A Model of the Reserve Asset 0 0 1 29 1 2 7 93
A macroeconomic framework for quantifying systemic risk 0 0 0 90 3 8 13 404
Amplification Mechanisms in Liquidity Crises 0 0 0 118 5 9 10 407
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 4 7 8 141
Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect 0 1 3 14 4 10 24 56
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 7 10 15 1,251
Capital Flow Management with Multiple Instruments 0 0 0 31 2 3 5 68
Capital Flow Management with Multiple Instruments 0 0 0 83 4 10 12 168
Collective Risk Management in a Flight to Quality Episode 0 1 1 209 8 13 17 716
Convenience Yields and Exchange Rate Puzzles 1 2 6 21 8 12 30 58
Corporate Debt Overhang and Credit Policy 0 0 0 33 5 7 9 84
Currency Development Through Liquidity Provision 2 2 11 11 7 13 29 31
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 1 28 17 50 55 184
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 1 20 4 7 11 42
Dollar Safety and the Global Financial Cycle 0 2 4 42 9 14 20 68
Dollar Safety and the Global Financial Cycle 0 0 1 48 9 17 27 159
Dollar Upheaval: This Time Is Different 0 3 24 24 3 15 39 39
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 4 9 10 601
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 3 3 4 112
ECB Policies Involving Government Bond Purchases: Impact and Channels 1 2 2 100 8 18 22 327
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 1 16 6 9 14 160
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 7 11 11 420
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 4 11 13 676
Emerging Market Crises: An Asset Markets Perspective 0 1 2 326 3 8 11 1,562
Emerging Markets Crisis: An Asset Markets Perspective 0 1 1 152 4 8 9 614
Equilibrium Asset Prices Under Imperfect Corporate Control 0 0 0 101 0 4 5 332
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 1 1 56 1 5 6 251
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 182 3 7 11 597
Financial System Risk and Flight to Quality 1 1 1 140 6 10 20 494
Fiscal Policy and Financial Depth 1 1 2 284 5 5 12 822
Flight to Quality and Collective Risk Management 0 1 2 145 6 12 14 586
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 56 7 17 26 184
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 38 3 8 11 84
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 21 4 8 9 61
Global Imbalances and Financial Fragility 0 0 0 393 4 7 13 807
How Credit Cycles across a Financial Crisis 1 1 2 45 5 11 21 79
How Credit Cycles across a Financial Crisis 0 1 4 131 12 26 42 350
How Debt Markets have Malfunctioned in the Crisis 0 0 0 117 2 8 9 389
How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states 0 0 0 0 1 4 5 7
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 1 1 10 7 10 10 16
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 1 1 15 6 7 7 25
Inflation Targeting and Sudden Stops 0 0 1 178 3 5 7 544
Interest Rate Risk in Banking 0 1 3 19 5 12 21 32
Interest Rate Risk in Banking 0 0 2 8 2 4 13 20
Interest Rate Risk in Banking 1 2 3 3 4 10 15 16
Intermediary Asset Pricing 0 0 0 89 6 9 11 407
Intermediary Asset Pricing and the Financial Crisis 1 1 1 50 3 4 6 109
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 4 7 12 958
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 1 457 5 8 14 2,570
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 2 4 5 1,012
International and Domestic Collateral Constraints in a Model of Emerging Market Crises 0 0 0 590 3 6 8 1,577
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 5 7 8 61
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 3 8 12 798
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 3 8 11 1,316
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 17 5 8 13 28
Liquidity, Debt Denomination, and Currency Dominance 0 1 1 25 2 11 21 57
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 1 1 3 12 22
Measuring Liquidity Mismatch in the Banking Sector 0 0 2 65 4 13 20 179
Mesuring Liquidity Mismatch in the Banking Sector 0 0 0 44 3 5 10 109
Mortgage Design in an Equilibrium Model of the Housing Market 0 1 2 48 2 9 17 199
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 101 1 5 10 188
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 1 2 8 209
Sizing Up Repo 0 0 0 57 9 14 14 210
Sizing Up Repo 0 0 0 154 7 10 12 454
Smoothing Sudden Stops 0 0 0 122 11 13 16 469
The Aggregate Demand for Treasury Debt 0 0 2 82 6 16 35 323
The Demand for Money, Near-Money, and Treasury Bonds 0 0 3 29 5 7 13 59
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 33 5 5 6 28
The Demand for Treasury Debt 0 1 3 167 5 9 20 634
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 2 4 5 252 21 38 66 1,150
The Effects of Quantitative Easing on Long-term Interest Rates 0 0 1 257 7 30 42 1,557
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 4 10 11 59
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 33 4 11 12 55
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 1 42 9 11 14 70
The Rest of the World's Dollar-Weighted Return on U.S. Treasurys 0 0 0 3 2 3 4 14
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 6 9 9 32
What Makes US Government Bonds Safe Assets? 0 0 1 61 10 20 23 183
What Makes US Government Bonds Safe Assets? 1 1 1 38 3 6 6 63
Total Working Papers 12 36 110 8,753 436 866 1,295 32,250

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 4 6 514
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 5 54 3 7 17 273
A Model of Capital and Crises 0 0 1 118 10 14 28 358
A Model of Safe Asset Determination 0 3 6 70 6 15 32 335
Amplification Mechanisms in Liquidity Crises 0 0 0 80 7 13 18 315
Balance Sheet Adjustments during the 2008 Crisis 0 0 3 119 4 7 10 394
Bubbles and capital flow volatility: Causes and risk management 0 0 3 381 5 14 24 941
Collateral constraints and the amplification mechanism 0 1 1 472 1 3 6 852
Collective Risk Management in a Flight to Quality Episode 0 2 8 253 15 35 67 889
Comment 0 0 0 2 3 4 4 27
Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank 0 0 0 0 2 3 5 228
Commentary: Policies for Crises Prevention and Management 0 0 0 1 1 2 2 26
Currency Development through Liquidity Provision 0 0 0 0 2 8 11 11
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 3 2 2 2 35
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 0 2 3 3 4
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 0 4 7 20 20
Dollar Safety and the Global Financial Cycle 1 4 12 17 9 20 43 52
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 3 4 5 21
Efficient Credit Policies in a Housing Debt Crisis 0 1 1 18 4 9 16 103
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 0 1 117 3 5 12 419
Excessive Dollar Debt: Financial Development and Underinsurance 2 3 3 9 6 9 15 52
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 1 108 4 6 12 455
Foreign Safe Asset Demand and the Dollar Exchange Rate 2 9 31 68 20 41 98 265
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 0 0 16 3 4 5 72
Global Imbalances and Financial Fragility 0 1 3 471 11 17 28 1,270
How Credit Cycles across a Financial Crisis 2 7 27 27 5 21 68 68
How Debt Markets Have Malfunctioned in the Crisis 0 0 1 182 4 8 12 529
How Futures Trading Changed Bitcoin Prices 0 0 1 36 4 10 17 212
Intermediary Asset Pricing 0 0 3 157 6 10 31 672
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 3 7 9 68
International and domestic collateral constraints in a model of emerging market crises 0 0 7 540 2 6 27 1,289
Lessons for Policy from Research 0 2 2 5 2 7 17 29
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 18 25 31 803
Measuring Liquidity Mismatch in the Banking Sector 0 1 5 66 3 8 19 248
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 2 24 5 10 17 120
Musical chairs: a comment on the credit crisis 0 0 1 40 1 3 4 182
Regulating Exclusion from Financial Markets 0 0 0 40 4 5 10 193
Review Article: Perspectives on the Future of Asset Pricing 2 3 12 42 7 16 39 91
Risk Topography 0 0 2 30 2 4 14 172
Sizing Up Repo 0 0 2 112 17 21 29 440
Smoothing sudden stops 0 0 0 208 3 8 8 552
The Aggregate Demand for Treasury Debt 1 8 35 726 14 44 156 2,492
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 6 1 3 11 33
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 2 5 12 232 28 54 121 1,185
The Macroeconomics of Corporate Debt 0 0 2 8 7 12 17 43
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 2 3 3 6 10 25 26
The bond/old-bond spread 0 0 1 278 7 18 21 620
The impact of Treasury supply on financial sector lending and stability 1 1 4 122 3 4 14 370
The ins and outs of LSAPs 0 1 3 295 11 15 34 1,091
What Makes US Government Bonds Safe Assets? 1 1 1 26 2 5 7 222
Total Journal Articles 14 55 206 5,974 297 590 1,247 19,681
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 3 8 16 282
Total Books 0 0 0 0 3 8 16 282

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 3 6 31 237
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 0 4 8 31
Inflation Targeting and Sudden Stops 0 0 0 53 4 5 9 218
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 0 81 3 4 4 221
Liquidity Mismatch Measurement 0 0 1 104 6 12 17 302
Risk Topography 0 0 2 87 2 6 10 299
The Balance Sheet 0 0 2 25 2 4 6 95
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 7 9 15 43
Total Chapters 0 0 10 427 27 50 100 1,446

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Statistics updated 2026-02-12