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 3 11 12 1,142
A Dual Liquidity Model for Emerging Markets 0 0 0 295 2 5 8 866
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 2 4 7 30
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 1 91 0 8 13 92
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 131 1 8 9 240
A Model of Capital and Crises 0 0 0 73 8 15 21 284
A Model of Capital and Crises 0 0 0 20 0 20 23 199
A Model of Safe Asset Determination 0 0 2 22 2 10 16 119
A Model of the Reserve Asset 0 0 1 29 2 4 9 95
A macroeconomic framework for quantifying systemic risk 0 0 0 90 0 6 12 404
Amplification Mechanisms in Liquidity Crises 0 0 0 118 2 9 12 409
Balance Sheet Adjustments in the 2008 Crisis 0 0 0 26 5 10 13 146
Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect 0 0 2 14 0 8 20 56
Bubbles and Capital Flow Volatility: Causes and Risk Management 0 0 0 437 1 11 16 1,252
Capital Flow Management with Multiple Instruments 0 0 0 31 1 3 6 69
Capital Flow Management with Multiple Instruments 0 0 0 83 0 5 10 168
Collective Risk Management in a Flight to Quality Episode 0 0 1 209 3 14 19 719
Convenience Yields and Exchange Rate Puzzles 0 1 4 21 2 12 28 60
Corporate Debt Overhang and Credit Policy 0 0 0 33 2 8 10 86
Currency Development Through Liquidity Provision 0 2 2 11 1 13 22 32
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 28 2 49 56 186
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 1 20 1 7 12 43
Dollar Safety and the Global Financial Cycle 0 1 4 42 6 17 26 74
Dollar Safety and the Global Financial Cycle 0 0 1 48 4 17 29 163
Dollar Upheaval: This Time Is Different 4 6 28 28 7 17 46 46
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 1 7 11 602
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 1 2 100 6 20 28 333
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 0 26 0 3 4 112
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 1 16 0 9 13 160
Emerging Market Crises: An Asset Markets Perspective 0 0 2 326 2 8 13 1,564
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 9 11 420
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 10 13 676
Emerging Markets Crisis: An Asset Markets Perspective 0 0 1 152 3 9 12 617
Equilibrium Asset Prices Under Imperfect Corporate Control 0 0 0 101 1 3 6 333
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 182 1 7 12 598
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 1 56 0 3 6 251
Financial System Risk and Flight to Quality 0 1 1 140 1 10 21 495
Fiscal Policy and Financial Depth 0 1 2 284 3 8 15 825
Flight to Quality and Collective Risk Management 0 0 2 145 2 11 16 588
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 56 1 12 27 185
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 38 0 5 11 84
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 21 1 5 10 62
Global Imbalances and Financial Fragility 0 0 0 393 3 9 16 810
How Credit Cycles across a Financial Crisis 0 0 4 131 4 26 45 354
How Credit Cycles across a Financial Crisis 0 1 2 45 2 9 23 81
How Debt Markets have Malfunctioned in the Crisis 0 0 0 117 0 6 9 389
How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states 0 0 0 0 0 4 5 7
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 1 1 10 2 11 12 18
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 1 1 15 5 12 12 30
Inflation Targeting and Sudden Stops 0 0 1 178 1 6 8 545
Interest Rate Risk in Banking 0 0 2 8 0 4 13 20
Interest Rate Risk in Banking 0 2 3 3 0 7 15 16
Interest Rate Risk in Banking 0 1 2 19 0 9 19 32
Intermediary Asset Pricing 0 0 0 89 2 11 13 409
Intermediary Asset Pricing and the Financial Crisis 0 1 1 50 3 7 9 112
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 1 8 12 959
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 0 3 5 1,012
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 1 457 0 5 14 2,570
International and Domestic Collateral Constraints in a Model of Emerging Market Crises 0 0 0 590 1 4 9 1,578
Interpreting Repo Statistics in the Flow of Funds Accounts 0 0 0 12 2 9 10 63
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 0 7 11 1,316
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 2 8 14 800
Liquidity, Debt Denomination, and Currency Dominance 1 1 2 26 6 11 27 63
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 1 3 6 15 25
Liquidity, Debt Denomination, and Currency Dominance 0 0 0 17 2 10 15 30
Measuring Liquidity Mismatch in the Banking Sector 0 0 2 65 5 14 25 184
Mesuring Liquidity Mismatch in the Banking Sector 0 0 0 44 1 6 10 110
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 0 101 3 5 12 191
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 2 48 3 6 19 202
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 1 2 9 210
Sizing Up Repo 0 0 0 154 1 9 13 455
Sizing Up Repo 0 0 0 57 4 16 18 214
Smoothing Sudden Stops 0 0 0 122 6 17 22 475
The Aggregate Demand for Treasury Debt 1 1 3 83 10 20 43 333
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 33 2 7 8 30
The Demand for Money, Near-Money, and Treasury Bonds 0 0 3 29 1 8 14 60
The Demand for Treasury Debt 0 0 3 167 2 9 22 636
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 3 5 252 8 36 70 1,158
The Effects of Quantitative Easing on Long-term Interest Rates 1 1 2 258 3 27 45 1,560
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 8 3 9 13 62
The Impact of Treasury Supply on Financial Sector Lending and Stability 1 1 1 34 2 8 14 57
The Impact of Treasury Supply on Financial Sector Lending and Stability 1 1 2 43 5 16 19 75
The Rest of the World's Dollar-Weighted Return on U.S. Treasurys 0 0 0 3 1 4 5 15
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 2 10 11 34
What Makes US Government Bonds Safe Assets? 0 1 1 38 4 9 10 67
What Makes US Government Bonds Safe Assets? 0 0 1 61 11 28 34 194
Total Working Papers 9 29 105 8,762 196 888 1,451 32,446

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 5 7 515
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 4 54 1 7 17 274
A Model of Capital and Crises 1 1 2 119 7 18 35 365
A Model of Safe Asset Determination 2 2 8 72 9 17 40 344
Amplification Mechanisms in Liquidity Crises 0 0 0 80 2 13 19 317
Balance Sheet Adjustments during the 2008 Crisis 0 0 3 119 2 7 12 396
Bubbles and capital flow volatility: Causes and risk management 1 1 4 382 1 13 24 942
Collateral constraints and the amplification mechanism 0 0 1 472 0 1 6 852
Collective Risk Management in a Flight to Quality Episode 0 1 7 253 5 27 66 894
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 0 3 5 228
Commentary: Policies for Crises Prevention and Management 0 0 0 1 0 2 2 26
Currency Development through Liquidity Provision 1 1 1 1 2 7 13 13
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 3 2 4 4 37
Discussion of “Precautionary Reserves and the Interbank Market” 0 0 0 0 0 3 3 4
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 0 3 10 23 23
Dollar Safety and the Global Financial Cycle 1 3 12 18 1 14 41 53
ECB Policies Involving Government Bond Purchases: Impact and Channels* 0 0 0 1 2 5 7 23
Efficient Credit Policies in a Housing Debt Crisis 0 0 1 18 2 8 18 105
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 0 1 117 4 9 14 423
Excessive Dollar Debt: Financial Development and Underinsurance 0 2 3 9 1 7 15 53
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 1 1 2 109 4 8 16 459
Foreign Safe Asset Demand and the Dollar Exchange Rate 1 7 30 69 9 41 104 274
Foreign Safe Asset Demand for US Treasurys and the Dollar 1 1 1 17 2 6 7 74
Global Imbalances and Financial Fragility 1 1 4 472 4 19 31 1,274
How Credit Cycles across a Financial Crisis 0 4 27 27 3 16 71 71
How Debt Markets Have Malfunctioned in the Crisis 0 0 1 182 0 5 12 529
How Futures Trading Changed Bitcoin Prices 0 0 1 36 5 12 21 217
Intermediary Asset Pricing 1 1 4 158 6 15 34 678
Intermediary Asset Pricing and the Financial Crisis 0 0 0 10 2 7 10 70
International and domestic collateral constraints in a model of emerging market crises 0 0 7 540 3 7 27 1,292
Lessons for Policy from Research 0 1 2 5 0 6 16 29
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 9 30 39 812
Measuring Liquidity Mismatch in the Banking Sector 0 1 5 66 1 7 20 249
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 2 24 2 10 18 122
Musical chairs: a comment on the credit crisis 0 0 1 40 1 4 5 183
Regulating Exclusion from Financial Markets 0 0 0 40 0 5 10 193
Review Article: Perspectives on the Future of Asset Pricing 1 4 11 43 2 13 37 93
Risk Topography 0 0 1 30 0 3 12 172
Sizing Up Repo 1 1 3 113 6 25 34 446
Smoothing sudden stops 0 0 0 208 0 6 8 552
The Aggregate Demand for Treasury Debt 2 5 36 728 16 47 167 2,508
The Demand for Money, Near-Money, and Treasury Bonds 0 0 1 6 0 2 11 33
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 1 3 12 233 23 63 135 1,208
The Macroeconomics of Corporate Debt 0 0 2 8 3 14 19 46
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 1 3 3 3 12 26 29
The bond/old-bond spread 1 1 1 279 6 18 26 626
The impact of Treasury supply on financial sector lending and stability 1 2 5 123 3 7 14 373
The ins and outs of LSAPs 1 1 4 296 4 17 36 1,095
What Makes US Government Bonds Safe Assets? 1 2 2 27 4 7 11 226
Total Journal Articles 20 48 215 5,994 166 615 1,352 19,847
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 4 14 282
Total Books 0 0 0 0 0 4 14 282

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 3 69 0 5 19 237
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 0 3 8 31
Inflation Targeting and Sudden Stops 0 0 0 53 0 5 8 218
Introduction to "Risk Topography: Systemic Risk and Macro Modeling" 0 0 0 81 0 4 4 221
Liquidity Mismatch Measurement 0 0 1 104 4 14 19 306
Risk Topography 0 0 0 87 2 7 9 301
The Balance Sheet 0 0 2 25 0 3 6 95
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 6 14 20 49
Total Chapters 0 0 6 427 12 55 93 1,458

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Statistics updated 2026-03-04