Access Statistics for Arvind Krishnamurthy

Author contact details at EconPapers.

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 1 15 1,146
A Dual Liquidity Model for Emerging Markets 0 0 0 295 0 0 9 867
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 0 3 19 250
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 91 0 1 15 96
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 0 0 13 36
A Model of Capital and Crises 0 0 0 73 0 3 25 288
A Model of Capital and Crises 0 0 0 20 0 1 25 202
A Model of Safe Asset Determination 0 0 1 22 1 1 17 123
A Model of the Reserve Asset 0 0 0 29 0 0 8 98
A macroeconomic framework for quantifying systemic risk 0 0 1 91 0 1 19 412
Amplification Mechanisms in Liquidity Crises 0 0 1 119 0 2 18 415
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 0 2 16 149
Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect 0 0 1 14 1 4 22 63
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 0 2 21 1,257
Capital Flow Management with Multiple Instruments 0 0 0 31 0 1 8 72
Capital Flow Management with Multiple Instruments 0 0 0 83 0 1 13 171
Collective Risk Management in a Flight to Quality Episode 0 0 2 210 0 5 32 733
Convenience Yields and Exchange Rate Puzzles 0 1 3 22 0 3 23 67
Corporate Debt Overhang and Credit Policy 0 0 0 33 0 2 19 95
Currency Development Through Liquidity Provision 0 0 2 11 1 1 19 36
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 1 1 29 1 4 60 193
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 1 20 0 1 16 48
Dollar Erosion: Understanding the Loss of Reserve Currency Status 5 10 10 10 6 12 12 12
Dollar Safety and the Global Financial Cycle 0 1 4 43 1 6 38 90
Dollar Safety and the Global Financial Cycle 0 0 1 49 0 4 37 175
Dollar Upheaval: This Time Is Different 0 1 22 32 1 5 50 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 0 0 26 0 1 9 117
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 2 4 102 1 8 39 348
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 0 0 15 678
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 1 15 424
Emerging Market Crises: An Asset Markets Perspective 0 0 1 326 0 2 15 1,568
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 1 10 337
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 12 600
Financial System Risk and Flight to Quality 0 0 1 140 0 3 24 502
Fiscal Policy and Financial Depth 0 0 2 284 0 4 20 833
Flight to Quality and Collective Risk Management 0 0 1 145 0 2 22 595
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 1 2 23 1 2 18 70
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 1 39 0 7 20 94
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 1 1 57 2 3 34 199
Global Imbalances and Financial Fragility 0 0 1 394 1 3 18 817
How Credit Cycles across a Financial Crisis 0 0 4 133 3 9 57 373
How Credit Cycles across a Financial Crisis 0 0 2 45 1 2 23 87
How Debt Markets have Malfunctioned in the Crisis 0 0 0 117 1 1 13 393
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 1 2 16 0 2 19 37
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 0 1 10 0 0 13 19
Inflation Targeting and Sudden Stops 0 0 0 178 2 3 16 554
Interest Rate Risk in Banking 0 0 2 20 0 1 20 39
Interest Rate Risk in Banking 0 1 3 4 1 5 24 27
Interest Rate Risk in Banking 0 1 2 9 1 3 15 27
Intermediary Asset Pricing 0 0 0 89 1 5 29 425
Intermediary Asset Pricing and the Financial Crisis 0 0 2 51 0 0 11 116
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 0 2 17 965
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 0 2 10 1,017
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 457 1 1 15 2,574
International and Domestic Collateral Constraints in a Model of Emerging Market Crises 0 0 0 590 0 1 22 1,591
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 1 3 15 68
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 0 1 17 805
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 0 1 16 1,322
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 17 1 2 16 33
Liquidity, Debt Denomination, and Currency Dominance 0 1 3 27 2 4 30 71
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 0 1 28 192
Mesuring Liquidity Mismatch in the Banking Sector 0 0 0 44 0 2 12 113
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 1 48 0 2 19 206
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 101 0 1 14 194
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 1 6 17 221
Sizing Up Repo 0 0 1 155 0 0 17 461
Sizing Up Repo 0 0 0 57 0 2 24 220
Smoothing Sudden Stops 0 0 0 122 0 3 29 483
The Aggregate Demand for Treasury Debt 1 1 5 86 2 7 51 351
The Demand for Money, Near-Money, and Treasury Bonds 0 0 0 33 0 0 10 33
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 29 0 1 15 65
The Demand for Treasury Debt 1 1 3 168 2 5 32 651
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 2 8 255 1 10 73 1,179
The Effects of Quantitative Easing on Long-term Interest Rates 0 0 1 258 0 2 49 1,575
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 2 43 0 1 20 77
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 1 34 0 0 19 62
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 0 1 16 65
The Rest of the World's Dollar-Weighted Return on U.S. Treasurys 0 0 0 3 0 1 8 19
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 0 3 17 40
What Makes US Government Bonds Safe Assets? 0 0 0 61 0 18 61 222
What Makes US Government Bonds Safe Assets? 0 0 1 38 0 0 13 70
Total Working Papers 7 26 112 8,806 39 222 1,855 33,060

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 1 1 9 519
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 1 55 1 4 23 286
A Model of Capital and Crises 0 0 1 119 2 2 32 369
A Model of Safe Asset Determination 0 1 8 73 3 9 42 355
Amplification Mechanisms in Liquidity Crises 0 0 1 81 1 4 24 326
Balance Sheet Adjustments during the 2008 Crisis 0 0 1 119 1 3 15 401
Bubbles and capital flow volatility: Causes and risk management 0 2 6 386 2 9 38 960
Collateral constraints and the amplification mechanism 0 0 1 472 1 2 8 855
Collective Risk Management in a Flight to Quality Episode 0 1 6 255 1 12 70 913
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 0 1 15 15
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 3 0 0 4 37
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 0 0 0 5 6
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 1 2 3 3 1 5 25 33
Dollar Safety and the Global Financial Cycle 0 1 11 21 2 7 42 67
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 0 2 14 30
Efficient Credit Policies in a Housing Debt Crisis 0 0 2 19 2 2 20 110
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 0 0 117 1 1 13 424
Excessive Dollar Debt: Financial Development and Underinsurance 0 0 4 10 0 2 21 60
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 1 2 4 111 5 12 33 480
Foreign Safe Asset Demand and the Dollar Exchange Rate 1 4 23 78 5 22 107 311
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 0 1 17 1 2 12 79
Global Imbalances and Financial Fragility 0 0 3 473 2 5 34 1,285
How Credit Cycles across a Financial Crisis 2 2 19 31 2 5 62 91
How Debt Markets Have Malfunctioned in the Crisis 0 0 0 182 0 1 14 534
How Futures Trading Changed Bitcoin Prices 1 1 1 37 2 17 36 235
Intermediary Asset Pricing 0 1 5 160 4 13 49 703
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 0 2 15 76
International and domestic collateral constraints in a model of emerging market crises 1 1 4 542 2 9 38 1,315
Lessons for Policy from Research 0 0 2 5 1 2 17 36
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 0 6 49 827
Measuring Liquidity Mismatch in the Banking Sector 0 0 3 66 1 4 24 259
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 24 2 3 24 131
Musical chairs: a comment on the credit crisis 0 0 0 40 2 3 11 190
Regulating Exclusion from Financial Markets 0 0 0 40 0 1 8 196
Review Article: Perspectives on the Future of Asset Pricing 0 1 7 44 0 1 31 99
Risk Topography 0 0 0 30 0 1 13 177
Sizing Up Repo 0 0 3 113 2 5 41 455
Smoothing sudden stops 0 0 0 208 0 0 12 556
The Aggregate Demand for Treasury Debt 1 9 33 741 12 37 169 2,577
The Demand for Money, Near-Money, and Treasury Bonds 0 1 2 7 1 2 11 39
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 1 1 9 234 8 19 140 1,247
The Macroeconomics of Corporate Debt 0 0 1 8 0 1 19 47
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 1 3 4 0 2 24 36
The bond/old-bond spread 1 1 2 280 2 4 33 634
The impact of Treasury supply on financial sector lending and stability 0 0 3 123 0 1 13 376
The ins and outs of LSAPs 1 1 3 297 1 4 30 1,103
What Makes US Government Bonds Safe Assets? 0 1 3 28 1 2 11 228
Total Journal Articles 11 34 180 6,052 75 252 1,517 20,376
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 0 1 17 289
Total Books 0 0 0 0 0 1 17 289

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 2 70 0 0 12 240
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 1 1 54 1 4 12 224
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 0 81 0 0 8 225
Liquidity Mismatch Measurement 0 0 1 104 0 3 29 317
Risk Topography 0 0 0 87 1 1 12 304
The Balance Sheet 0 0 1 25 0 1 7 97
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 0 3 24 56
Total Chapters 0 1 5 429 2 12 113 1,498

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07