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 1 192 0 1 4 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 0 2 0 0 1 23
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 0 0 0 231
A Macroeconomic Framework for Quantifying Systemic Risk 0 1 1 91 1 2 5 81
A Model of Capital and Crises 0 0 0 20 0 1 3 177
A Model of Capital and Crises 0 0 0 73 0 0 2 263
A Model of Safe Asset Determination 0 1 2 21 1 2 5 105
A Model of the Reserve Asset 0 0 0 28 0 2 4 88
A macroeconomic framework for quantifying systemic risk 0 0 2 90 1 1 5 393
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 3 133
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 0 0 3 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 1 1 1 64
Collective Risk Management in a Flight to Quality Episode 0 0 0 208 1 1 2 701
Convenience Yields and Exchange Rate Puzzles 0 1 6 18 3 7 25 39
Corporate Debt Overhang and Credit Policy 0 0 3 33 0 0 8 76
Currency Development Through Liquidity Provision 0 0 9 9 3 6 16 16
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 10 28 1 2 62 132
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 19 0 1 2 32
Dollar Safety and the Global Financial Cycle 1 1 1 48 2 4 19 138
Dollar Safety and the Global Financial Cycle 0 1 1 39 2 4 6 52
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 0 0 1 591
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 26 0 0 3 108
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 5 98 1 2 16 307
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 15 0 0 4 147
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 0 2 409
Emerging Market Crises: An Asset Markets Perspective 0 0 2 324 0 1 7 1,552
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 0 3 663
Emerging Markets Crisis: An Asset Markets Perspective 0 0 0 151 0 1 2 606
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 0 182 1 2 2 588
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 55 0 1 2 246
Financial System Risk and Flight to Quality 0 0 1 139 1 4 11 478
Fiscal Policy and Financial Depth 0 0 1 282 0 3 7 813
Flight to Quality and Collective Risk Management 0 0 0 143 0 0 0 572
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 38 1 1 3 74
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 1 56 4 6 14 164
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 21 0 0 1 52
Global Imbalances and Financial Fragility 0 0 0 393 4 5 8 799
How Credit Cycles across a Financial Crisis 0 0 0 43 1 4 6 62
How Credit Cycles across a Financial Crisis 1 1 1 128 4 5 21 314
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 1 14 0 0 3 18
Inflation Targeting and Sudden Stops 0 1 1 178 0 1 3 538
Interest Rate Risk in Banking 0 1 7 7 0 5 12 12
Intermediary Asset Pricing 0 0 0 89 0 0 3 396
Intermediary Asset Pricing and the Financial Crisis 0 0 0 49 0 1 5 104
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 0 1 3 948
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 0 0 1 1,007
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 1 1 457 1 3 6 2,559
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 0 189 1 2 3 788
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 1 1 3 1,306
Liquidity, Debt Denomination, and Currency Dominance 0 0 2 24 1 2 6 38
Measuring Liquidity Mismatch in the Banking Sector 1 1 1 64 3 3 14 162
Mesuring Liquidity Mismatch in the Banking Sector 0 0 1 44 0 1 4 101
Mortgage Design in an Equilibrium Model of the Housing Market 1 1 6 47 2 3 18 186
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 1 101 1 1 6 180
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 1 2 8 203
Sizing Up Repo 0 0 2 57 0 0 3 196
Sizing Up Repo 0 0 0 154 1 1 6 443
Smoothing Sudden Stops 0 0 0 122 0 0 1 453
The Aggregate Demand for Treasury Debt 0 1 1 81 2 7 19 297
The Demand for Money, Near-Money, and Treasury Bonds 0 1 1 27 1 3 5 49
The Demand for Treasury Debt 0 0 3 164 1 2 10 616
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 0 4 247 2 4 33 1,092
The Effects of Quantitative Easing on Long-term Interest Rates 0 0 2 256 3 7 16 1,522
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 33 0 0 1 43
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 41 0 0 3 56
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 0 0 37 0 0 1 57
What Makes US Government Bonds Safe Assets? 0 0 3 60 0 0 14 160
Total Working Papers 4 13 87 8,579 54 120 510 31,002


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 1 508
A Macroeconomic Framework for Quantifying Systemic Risk 2 4 6 54 2 4 8 261
A Model of Capital and Crises 1 1 5 118 1 4 17 334
A Model of Safe Asset Determination 0 1 4 65 0 4 15 308
Amplification Mechanisms in Liquidity Crises 0 0 1 80 0 3 8 301
Balance Sheet Adjustments during the 2008 Crisis 0 2 2 118 0 2 5 386
Bubbles and capital flow volatility: Causes and risk management 0 0 1 378 1 1 9 919
Collateral constraints and the amplification mechanism 0 0 6 471 0 0 12 846
Collective Risk Management in a Flight to Quality Episode 1 1 4 247 5 6 38 834
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 0 0 1 223
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 1 17 0 0 3 87
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 1 1 1 117 1 1 3 410
Excessive Dollar Debt: Financial Development and Underinsurance 0 0 1 6 0 1 5 39
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 107 1 3 5 446
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 8 14 47 10 20 44 190
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 0 0 16 0 0 1 67
Global Imbalances and Financial Fragility 1 1 1 469 2 4 12 1,247
How Debt Markets Have Malfunctioned in the Crisis 0 1 1 182 1 2 4 519
How Futures Trading Changed Bitcoin Prices 0 0 0 35 0 1 3 197
Intermediary Asset Pricing 1 1 7 155 2 7 31 651
Intermediary Asset Pricing and the Financial Crisis 0 0 2 10 0 0 5 60
International and domestic collateral constraints in a model of emerging market crises 1 3 8 536 4 8 31 1,273
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 0 3 6 776
Measuring Liquidity Mismatch in the Banking Sector 0 1 5 62 1 2 11 231
Mortgage Design in an Equilibrium Model of the Housing Market 0 2 7 24 0 2 20 106
Musical chairs: a comment on the credit crisis 0 1 1 40 0 1 5 179
Regulating Exclusion from Financial Markets 0 0 0 40 1 2 2 185
Risk Topography 0 1 3 30 0 4 10 164
Sizing Up Repo 0 0 3 110 0 2 14 414
Smoothing sudden stops 0 0 0 208 0 0 1 544
The Aggregate Demand for Treasury Debt 3 8 31 700 15 42 149 2,383
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 2 4 10 225 11 28 89 1,101
The bond/old-bond spread 0 0 6 278 0 1 13 601
The impact of Treasury supply on financial sector lending and stability 0 1 6 119 1 3 14 362
The ins and outs of LSAPs 0 2 3 294 0 10 30 1,069
What Makes US Government Bonds Safe Assets? 0 0 0 25 0 0 2 215
Total Journal Articles 18 44 140 5,773 59 171 628 18,577


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 4 11 272
Total Books 0 0 0 0 0 4 11 272


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 2 7 68 0 10 31 228
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 0 3 3 26
Inflation Targeting and Sudden Stops 0 0 0 53 0 0 3 210
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 0 81 0 0 0 217
Liquidity Mismatch Measurement 0 0 0 103 0 0 2 287
Risk Topography 0 0 2 87 0 0 4 292
The Balance Sheet 0 0 0 23 0 0 1 89
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 0 3 7 32
Total Chapters 0 2 9 423 0 16 51 1,381


Statistics updated 2025-06-06