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 9 12 1,142
A Dual Liquidity Model for Emerging Markets 0 0 0 295 0 3 8 866
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 91 0 4 12 92
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 3 8 12 243
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 3 7 10 33
A Model of Capital and Crises 0 0 0 73 0 12 21 284
A Model of Capital and Crises 0 0 0 20 1 20 24 200
A Model of Safe Asset Determination 0 0 2 22 1 7 17 120
A Model of the Reserve Asset 0 0 1 29 0 3 7 95
A macroeconomic framework for quantifying systemic risk 1 1 1 91 2 5 14 406
Amplification Mechanisms in Liquidity Crises 1 1 1 119 1 8 13 410
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 1 10 14 147
Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect 0 0 2 14 1 5 20 57
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 1 9 17 1,253
Capital Flow Management with Multiple Instruments 0 0 0 31 2 5 8 71
Capital Flow Management with Multiple Instruments 0 0 0 83 0 4 10 168
Collective Risk Management in a Flight to Quality Episode 0 0 1 209 2 13 21 721
Convenience Yields and Exchange Rate Puzzles 0 1 4 21 2 12 30 62
Corporate Debt Overhang and Credit Policy 0 0 0 33 2 9 12 88
Currency Development Through Liquidity Provision 0 2 2 11 2 10 23 34
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 1 20 1 6 12 44
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 28 2 21 57 188
Dollar Safety and the Global Financial Cycle 0 0 4 42 1 16 27 75
Dollar Safety and the Global Financial Cycle 0 0 1 48 1 14 29 164
Dollar Upheaval: This Time Is Different 1 5 29 29 4 14 50 50
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 1 6 12 603
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 0 3 4 112
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 1 2 100 2 16 29 335
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 1 16 0 6 13 160
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 1 8 12 421
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 4 13 676
Emerging Market Crises: An Asset Markets Perspective 0 0 2 326 0 5 12 1,564
Emerging Markets Crisis: An Asset Markets Perspective 0 0 1 152 0 7 11 617
Equilibrium Asset Prices Under Imperfect Corporate Control 0 0 0 101 0 1 6 333
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 182 0 4 11 598
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 1 56 1 2 7 252
Financial System Risk and Flight to Quality 0 1 1 140 3 10 21 498
Fiscal Policy and Financial Depth 0 1 2 284 1 9 15 826
Flight to Quality and Collective Risk Management 0 0 2 145 3 11 19 591
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 56 3 11 30 188
Foreign Safe Asset Demand and the Dollar Exchange Rate 1 1 1 39 3 6 14 87
Foreign Safe Asset Demand and the Dollar Exchange Rate 1 1 1 22 3 8 13 65
Global Imbalances and Financial Fragility 1 1 1 394 1 8 16 811
How Credit Cycles across a Financial Crisis 2 2 6 133 6 22 51 360
How Credit Cycles across a Financial Crisis 0 1 2 45 2 9 22 83
How Debt Markets have Malfunctioned in the Crisis 0 0 0 117 0 2 9 389
How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states 0 0 0 0 0 1 5 7
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 0 1 15 1 12 13 31
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 0 1 10 0 9 12 18
Inflation Targeting and Sudden Stops 0 0 0 178 1 5 8 546
Interest Rate Risk in Banking 0 0 2 19 1 6 17 33
Interest Rate Risk in Banking 0 1 2 3 1 5 14 17
Interest Rate Risk in Banking 0 0 2 8 2 4 14 22
Intermediary Asset Pricing 0 0 0 89 6 14 19 415
Intermediary Asset Pricing and the Financial Crisis 0 1 1 50 2 8 10 114
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 1 6 12 960
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 457 3 8 15 2,573
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 1 3 6 1,013
International and Domestic Collateral Constraints in a Model of Emerging Market Crises 0 0 0 590 1 5 10 1,579
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 0 7 10 63
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 1 6 15 801
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 3 6 14 1,319
Liquidity, Debt Denomination, and Currency Dominance 0 1 2 26 1 9 28 64
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 1 1 5 15 26
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 17 0 7 14 30
Measuring Liquidity Mismatch in the Banking Sector 0 0 2 65 1 10 26 185
Mesuring Liquidity Mismatch in the Banking Sector 0 0 0 44 0 4 10 110
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 2 48 1 6 20 203
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 101 2 6 14 193
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 1 3 10 211
Sizing Up Repo 0 0 0 154 1 9 14 456
Sizing Up Repo 0 0 0 57 0 13 18 214
Smoothing Sudden Stops 0 0 0 122 1 18 23 476
The Aggregate Demand for Treasury Debt 1 2 4 84 3 19 44 336
The Demand for Money, Near-Money, and Treasury Bonds 0 0 2 29 1 7 14 61
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 33 1 8 9 31
The Demand for Treasury Debt 0 0 3 167 2 9 24 638
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 1 3 6 253 5 34 74 1,163
The Effects of Quantitative Easing on Long-term Interest Rates 0 1 2 258 8 18 51 1,568
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 1 8 14 63
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 1 1 34 3 9 17 60
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 1 2 43 0 14 19 75
The Rest of the World's Dollar-Weighted Return on U.S. Treasurys 0 0 0 3 0 3 5 15
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 0 8 11 34
What Makes US Government Bonds Safe Assets? 0 1 1 38 2 9 12 69
What Makes US Government Bonds Safe Assets? 0 0 1 61 3 24 37 197
Total Working Papers 10 31 110 8,772 125 757 1,537 32,571

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 3 7 515
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 3 54 4 8 20 278
A Model of Capital and Crises 0 1 2 119 0 17 35 365
A Model of Safe Asset Determination 0 2 8 72 0 15 39 344
Amplification Mechanisms in Liquidity Crises 1 1 1 81 1 10 19 318
Balance Sheet Adjustments during the 2008 Crisis 0 0 3 119 1 7 13 397
Bubbles and capital flow volatility: Causes and risk management 2 3 6 384 5 11 29 947
Collateral constraints and the amplification mechanism 0 0 1 472 0 1 6 852
Collective Risk Management in a Flight to Quality Episode 1 1 8 254 3 23 69 897
Comment 0 0 0 2 0 3 4 27
Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank 0 0 0 0 1 3 6 229
Commentary: Policies for Crises Prevention and Management 0 0 0 1 0 1 2 26
Currency Development through Liquidity Provision 0 1 1 1 1 5 14 14
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 3 0 4 4 37
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 0 0 2 3 4
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 1 1 1 1 5 12 26 28
Dollar Safety and the Global Financial Cycle 1 3 13 19 3 13 44 56
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 2 7 9 25
Efficient Credit Policies in a Housing Debt Crisis 1 1 2 19 1 7 19 106
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 0 1 117 0 7 14 423
Excessive Dollar Debt: Financial Development and Underinsurance 1 3 4 10 2 9 16 55
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 1 2 109 1 9 15 460
Foreign Safe Asset Demand and the Dollar Exchange Rate 2 5 31 71 7 36 110 281
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 1 1 17 0 5 7 74
Global Imbalances and Financial Fragility 0 1 4 472 2 17 32 1,276
How Credit Cycles across a Financial Crisis 1 3 28 28 8 16 79 79
How Debt Markets Have Malfunctioned in the Crisis 0 0 1 182 0 4 12 529
How Futures Trading Changed Bitcoin Prices 0 0 1 36 0 9 20 217
Intermediary Asset Pricing 0 1 4 158 7 19 37 685
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 1 6 11 71
International and domestic collateral constraints in a model of emerging market crises 0 0 6 540 4 9 28 1,296
Lessons for Policy from Research 0 0 2 5 2 4 18 31
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 7 34 44 819
Measuring Liquidity Mismatch in the Banking Sector 0 0 4 66 3 7 22 252
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 1 24 3 10 20 125
Musical chairs: a comment on the credit crisis 0 0 0 40 0 2 4 183
Regulating Exclusion from Financial Markets 0 0 0 40 0 4 10 193
Review Article: Perspectives on the Future of Asset Pricing 0 3 9 43 3 12 37 96
Risk Topography 0 0 1 30 0 2 11 172
Sizing Up Repo 0 1 3 113 1 24 33 447
Smoothing sudden stops 0 0 0 208 1 4 9 553
The Aggregate Demand for Treasury Debt 2 5 35 730 10 40 165 2,518
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 6 3 4 14 36
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 3 11 233 13 64 142 1,221
The Macroeconomics of Corporate Debt 0 0 2 8 0 10 19 46
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 3 3 1 10 27 30
The bond/old-bond spread 0 1 1 279 2 15 27 628
The impact of Treasury supply on financial sector lending and stability 0 2 4 123 1 7 14 374
The ins and outs of LSAPs 0 1 2 296 3 18 32 1,098
What Makes US Government Bonds Safe Assets? 0 2 2 27 0 6 11 226
Total Journal Articles 13 47 213 6,007 112 575 1,408 19,959
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 1 4 12 283
Total Books 0 0 0 0 1 4 12 283

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 1 1 2 70 2 5 14 239
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 1 1 6 32
Inflation Targeting and Sudden Stops 0 0 0 53 1 5 9 219
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 0 81 0 3 4 221
Liquidity Mismatch Measurement 0 0 1 104 1 11 20 307
Risk Topography 0 0 0 87 0 4 9 301
The Balance Sheet 0 0 2 25 0 2 6 95
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 1 14 19 50
Total Chapters 1 1 5 428 6 45 87 1,464

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Statistics updated 2026-04-09