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 3 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 1 91 0 1 5 81
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 Model of Capital and Crises 0 0 0 20 0 1 2 177
A Model of Capital and Crises 0 0 0 73 0 0 0 263
A Model of Safe Asset Determination 0 1 2 21 0 2 5 105
A Model of the Reserve Asset 1 1 1 29 2 2 6 90
A macroeconomic framework for quantifying systemic risk 0 0 2 90 0 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 31 0 1 1 64
Capital Flow Management with Multiple Instruments 0 0 0 83 0 0 3 158
Collective Risk Management in a Flight to Quality Episode 0 0 0 208 0 1 2 701
Convenience Yields and Exchange Rate Puzzles 1 2 7 19 5 12 29 44
Corporate Debt Overhang and Credit Policy 0 0 3 33 0 0 8 76
Currency Development Through Liquidity Provision 0 0 9 9 0 5 16 16
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 10 28 1 2 63 133
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 19 0 0 2 32
Dollar Safety and the Global Financial Cycle 0 1 1 48 0 3 17 138
Dollar Safety and the Global Financial Cycle 0 1 1 39 0 4 5 52
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment 0 0 0 201 1 1 1 592
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 4 98 1 2 16 308
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 1 26 0 0 3 108
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 15 0 0 3 147
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 0 1 409
Emerging Market Crises: An Asset Markets Perspective 0 0 2 324 0 0 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 0 1 606
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 0 1 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 0 1 10 478
Fiscal Policy and Financial Depth 0 0 0 282 0 2 5 813
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 21 0 0 1 52
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 38 0 1 3 74
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 1 56 0 6 14 164
Global Imbalances and Financial Fragility 0 0 0 393 0 4 8 799
How Credit Cycles across a Financial Crisis 0 1 1 128 1 6 18 315
How Credit Cycles across a Financial Crisis 0 0 0 43 2 3 8 64
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 0 1 178 0 0 3 538
Interest Rate Risk in Banking 0 1 7 7 0 4 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 0 5 104
International Liquidity Illusion: On the Risks of Sterilization 0 0 0 219 0 0 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 0 1 457 0 1 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 0 388 0 1 3 1,306
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 189 0 2 3 788
Liquidity, Debt Denomination, and Currency Dominance 0 0 2 24 0 2 6 38
Measuring Liquidity Mismatch in the Banking Sector 0 1 1 64 2 5 16 164
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 0 1 6 47 0 3 18 186
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 1 101 0 1 4 180
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 1 3 9 204
Sizing Up Repo 0 0 0 154 1 2 7 444
Sizing Up Repo 0 0 2 57 0 0 2 196
Smoothing Sudden Stops 0 0 0 122 0 0 1 453
The Aggregate Demand for Treasury Debt 0 1 1 81 1 6 19 298
The Demand for Money, Near-Money, and Treasury Bonds 1 1 2 28 1 3 6 50
The Demand for Treasury Debt 1 1 4 165 2 4 12 618
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 0 4 247 8 11 36 1,100
The Effects of Quantitative Easing on Long-term Interest Rates 0 0 2 256 2 7 18 1,524
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 1 1 4 57
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? 1 1 4 61 1 1 15 161
What Makes US Government Bonds Safe Assets? 0 0 0 37 0 0 0 57
Total Working Papers 5 14 89 8,584 33 122 513 31,035

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 2 2 3 510
A Macroeconomic Framework for Quantifying Systemic Risk 0 3 6 54 1 4 9 262
A Model of Capital and Crises 0 1 3 118 1 5 14 335
A Model of Safe Asset Determination 0 1 4 65 3 6 18 311
Amplification Mechanisms in Liquidity Crises 0 0 1 80 1 3 9 302
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 2 10 920
Collateral constraints and the amplification mechanism 0 0 3 471 0 0 8 846
Collective Risk Management in a Flight to Quality Episode 2 3 6 249 8 14 43 842
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 0 17 0 0 2 87
Equilibrium Investment and Asset Prices under Imperfect Corporate Control 0 1 1 117 0 1 3 410
Excessive Dollar Debt: Financial Development and Underinsurance 0 0 0 6 0 0 4 39
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 107 1 2 6 447
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 3 10 17 50 8 27 50 198
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 0 0 16 0 0 1 67
Global Imbalances and Financial Fragility 1 2 2 470 3 6 15 1,250
How Debt Markets Have Malfunctioned in the Crisis 0 1 1 182 0 2 4 519
How Futures Trading Changed Bitcoin Prices 1 1 1 36 1 1 4 198
Intermediary Asset Pricing 0 1 7 155 1 4 32 652
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 0 2 8 536 1 6 30 1,274
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 0 1 6 776
Measuring Liquidity Mismatch in the Banking Sector 0 0 4 62 2 3 12 233
Mortgage Design in an Equilibrium Model of the Housing Market 0 1 6 24 1 2 18 107
Musical chairs: a comment on the credit crisis 0 0 1 40 0 0 5 179
Regulating Exclusion from Financial Markets 0 0 0 40 0 2 2 185
Risk Topography 0 1 3 30 0 3 10 164
Sizing Up Repo 0 0 2 110 0 0 12 414
Smoothing sudden stops 0 0 0 208 0 0 1 544
The Aggregate Demand for Treasury Debt 5 10 32 705 14 44 138 2,397
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 3 10 225 5 27 88 1,106
The bond/old-bond spread 0 0 6 278 0 0 12 601
The impact of Treasury supply on financial sector lending and stability 0 0 4 119 0 2 12 362
The ins and outs of LSAPs 0 0 3 294 2 5 29 1,071
What Makes US Government Bonds Safe Assets? 0 0 0 25 1 1 3 216
Total Journal Articles 12 43 136 5,785 57 177 625 18,634

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 10 272
Total Books 0 0 0 0 0 1 10 272

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 0 6 68 0 3 29 228
Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009" 0 0 0 5 0 0 3 26
Inflation Targeting and Sudden Stops 0 0 0 53 2 2 5 212
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 1 1 1 24 1 1 2 90
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 3 0 1 6 32
Total Chapters 1 1 9 424 3 7 51 1,384

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Statistics updated 2025-07-04