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 0 0 15 1,146
A Dual Liquidity Model for Emerging Markets 0 0 0 295 0 0 7 867
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 91 1 1 15 97
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 0 2 19 250
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 0 0 12 36
A Model of Capital and Crises 0 0 0 73 1 1 25 289
A Model of Capital and Crises 0 0 0 20 0 0 25 202
A Model of Safe Asset Determination 0 0 1 22 3 4 20 126
A Model of the Reserve Asset 0 0 0 29 1 1 8 99
A macroeconomic framework for quantifying systemic risk 0 0 1 91 0 1 17 412
Amplification Mechanisms in Liquidity Crises 0 0 1 119 0 1 17 415
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 1 3 17 150
Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect 0 0 1 14 0 1 19 63
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 2 2 22 1,259
Capital Flow Management with Multiple Instruments 0 0 0 83 0 1 13 171
Capital Flow Management with Multiple Instruments 0 0 0 31 0 0 8 72
Collective Risk Management in a Flight to Quality Episode 0 0 2 210 3 6 34 736
Convenience Yields and Exchange Rate Puzzles 0 1 3 22 1 4 23 68
Corporate Debt Overhang and Credit Policy 0 0 0 33 1 1 20 96
Currency Development Through Liquidity Provision 0 0 2 11 0 1 18 36
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 1 1 29 3 6 63 196
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 20 2 3 16 50
Dollar Erosion: Understanding the Loss of Reserve Currency Status 1 11 11 11 9 21 21 21
Dollar Safety and the Global Financial Cycle 0 0 4 43 0 2 37 90
Dollar Safety and the Global Financial Cycle 0 0 1 49 2 4 38 177
Dollar Upheaval: This Time Is Different 0 1 17 32 0 4 44 59
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 0 2 15 607
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 1 4 102 0 4 39 348
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 0 0 9 117
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 16 0 1 14 162
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 1 2 16 425
Emerging Market Crises: An Asset Markets Perspective 0 0 1 326 0 1 15 1,568
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 0 15 678
Emerging Markets Crisis: An Asset Markets Perspective 0 0 1 152 0 1 16 622
Equilibrium Asset Prices Under Imperfect Corporate Control 0 0 0 101 1 2 11 338
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 1 56 0 0 7 253
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 182 0 0 11 600
Financial System Risk and Flight to Quality 0 0 1 140 0 1 23 502
Fiscal Policy and Financial Depth 0 0 2 284 1 2 21 834
Flight to Quality and Collective Risk Management 0 0 1 145 0 1 22 595
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 1 39 0 2 19 94
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 1 1 57 4 7 38 203
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 1 2 23 0 2 18 70
Global Imbalances and Financial Fragility 0 0 1 394 2 4 20 819
How Credit Cycles across a Financial Crisis 0 0 4 133 5 9 57 378
How Credit Cycles across a Financial Crisis 0 0 1 45 1 2 21 88
How Debt Markets have Malfunctioned in the Crisis 0 0 0 117 1 2 14 394
How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states 0 0 0 0 0 0 8 10
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 0 1 10 0 0 13 19
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 1 2 16 0 1 19 37
Inflation Targeting and Sudden Stops 0 0 0 178 0 3 16 554
Interest Rate Risk in Banking 0 0 2 20 0 0 20 39
Interest Rate Risk in Banking 0 1 3 4 0 4 23 27
Interest Rate Risk in Banking 1 2 3 10 1 4 15 28
Intermediary Asset Pricing 0 0 0 89 1 6 29 426
Intermediary Asset Pricing and the Financial Crisis 0 0 2 51 2 2 13 118
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 0 2 16 965
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 0 2 9 1,017
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 457 1 2 16 2,575
International and Domestic Collateral Constraints in a Model of Emerging Market Crises 0 0 0 590 0 0 22 1,591
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 1 3 15 69
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 1 1 17 1,323
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 2 3 19 807
Liquidity, Debt Denomination, and Currency Dominance 0 1 3 27 4 7 32 75
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 17 0 2 16 33
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 1 0 1 13 29
Measuring Liquidity Mismatch in the Banking Sector 0 0 1 65 3 3 31 195
Mesuring Liquidity Mismatch in the Banking Sector 0 0 0 44 1 2 13 114
Mortgage Design in an Equilibrium Model of the Housing Market 1 1 2 49 3 4 21 209
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 101 0 0 13 194
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 0 1 16 221
Sizing Up Repo 0 0 1 155 0 0 17 461
Sizing Up Repo 0 0 0 57 5 6 29 225
Smoothing Sudden Stops 0 0 0 122 3 5 31 486
The Aggregate Demand for Treasury Debt 0 1 5 86 4 10 53 355
The Demand for Money, Near-Money, and Treasury Bonds 0 0 0 29 3 4 16 68
The Demand for Money, Near-Money, and Treasury Bonds 0 0 0 33 1 1 11 34
The Demand for Treasury Debt 0 1 3 168 1 4 30 652
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 2 8 255 3 12 74 1,182
The Effects of Quantitative Easing on Long-term Interest Rates 0 0 1 258 3 4 52 1,578
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 0 1 16 65
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 1 43 0 1 19 77
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 1 34 0 0 19 62
The Rest of the World's Dollar-Weighted Return on U.S. Treasurys 0 0 0 3 1 1 9 20
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 0 0 17 40
What Makes US Government Bonds Safe Assets? 0 0 0 61 0 4 60 222
What Makes US Government Bonds Safe Assets? 0 0 1 38 1 1 14 71
Total Working Papers 3 27 106 8,809 91 222 1,886 33,151

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 1 9 519
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 1 55 1 3 24 287
A Model of Capital and Crises 0 0 1 119 0 2 30 369
A Model of Safe Asset Determination 0 0 8 73 2 8 43 357
Amplification Mechanisms in Liquidity Crises 0 0 1 81 0 4 24 326
Balance Sheet Adjustments during the 2008 Crisis 0 0 0 119 0 3 14 401
Bubbles and capital flow volatility: Causes and risk management 1 2 6 387 1 5 36 961
Collateral constraints and the amplification mechanism 0 0 1 472 1 2 9 856
Collective Risk Management in a Flight to Quality Episode 0 1 6 255 3 10 71 916
Comment 0 0 0 2 0 0 9 32
Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank 0 0 0 0 0 0 6 230
Commentary: Policies for Crises Prevention and Management 0 0 0 1 0 0 2 26
Currency Development through Liquidity Provision 0 0 1 1 1 2 15 16
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 3 1 1 5 38
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 0 0 0 5 6
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 1 3 3 1 4 23 34
Dollar Safety and the Global Financial Cycle 0 0 10 21 2 5 41 69
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 1 1 15 31
Efficient Credit Policies in a Housing Debt Crisis 0 0 2 19 0 2 19 110
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 0 0 117 0 1 13 424
Excessive Dollar Debt: Financial Development and Underinsurance 0 0 4 10 0 1 19 60
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 2 4 111 0 8 33 480
Financial innovation, macroeconomic stability and systemic crises - comments 0 0 0 3 0 1 7 67
Foreign Safe Asset Demand and the Dollar Exchange Rate 3 5 24 81 11 23 111 322
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 0 1 17 0 1 12 79
Global Imbalances and Financial Fragility 0 0 3 473 2 6 34 1,287
How Credit Cycles across a Financial Crisis 0 2 14 31 0 4 53 91
How Debt Markets Have Malfunctioned in the Crisis 0 0 0 182 1 1 14 535
How Futures Trading Changed Bitcoin Prices 0 1 1 37 0 2 34 235
Intermediary Asset Pricing 1 1 5 161 7 18 52 710
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 1 2 16 77
International and domestic collateral constraints in a model of emerging market crises 0 1 4 542 0 5 38 1,315
Lessons for Policy from Research 0 0 2 5 0 1 16 36
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 0 1 49 827
Measuring Liquidity Mismatch in the Banking Sector 0 0 3 66 0 3 22 259
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 24 0 2 23 131
Musical chairs: a comment on the credit crisis 0 0 0 40 0 3 11 190
Regulating Exclusion from Financial Markets 0 0 0 40 0 0 8 196
Review Article: Perspectives on the Future of Asset Pricing 0 1 7 44 1 2 30 100
Risk Topography 0 0 0 30 1 1 13 178
Sizing Up Repo 0 0 3 113 0 4 41 455
Smoothing sudden stops 0 0 0 208 0 0 12 556
The Aggregate Demand for Treasury Debt 4 12 33 745 15 42 168 2,592
The Demand for Money, Near-Money, and Treasury Bonds 1 2 2 8 1 3 10 40
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 2 3 11 236 6 17 141 1,253
The Macroeconomics of Corporate Debt 0 0 0 8 0 1 17 47
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 1 3 4 2 3 25 38
The bond/old-bond spread 0 1 2 280 0 3 33 634
The impact of Treasury supply on financial sector lending and stability 1 1 3 124 6 7 18 382
The ins and outs of LSAPs 0 1 3 297 0 2 29 1,103
What Makes US Government Bonds Safe Assets? 0 0 3 28 3 4 14 231
Total Journal Articles 13 38 175 6,068 71 225 1,516 20,514

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 0 0 16 289
Total Books 0 0 0 0 0 0 16 289

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 1 70 0 0 9 240
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 0 0 9 35
Inflation Targeting and Sudden Stops 0 0 1 54 0 1 12 224
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 0 81 1 1 9 226
Liquidity Mismatch Measurement 0 0 1 104 1 3 30 318
Risk Topography 0 0 0 87 0 1 11 304
The Balance Sheet 0 0 0 25 0 0 6 97
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 0 1 23 56
Total Chapters 0 0 3 429 2 7 109 1,500

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Statistics updated 2026-09-10