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 1 192 1 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 0 131 0 0 0 231
A Macroeconomic Framework for Quantifying Systemic Risk 0 0 0 2 0 1 2 23
A Macroeconomic Framework for Quantifying Systemic Risk 0 1 1 91 0 1 4 80
A Model of Capital and Crises 0 0 0 73 0 0 2 263
A Model of Capital and Crises 0 0 0 20 1 1 3 177
A Model of Safe Asset Determination 1 1 2 21 1 1 4 104
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 0 1 4 392
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 0 0 63
Capital Flow Management with Multiple Instruments 0 0 0 83 0 2 3 158
Collective Risk Management in a Flight to Quality Episode 0 0 0 208 0 1 1 700
Convenience Yields and Exchange Rate Puzzles 1 3 7 18 4 8 23 36
Corporate Debt Overhang and Credit Policy 0 0 3 33 0 1 8 76
Currency Development Through Liquidity Provision 0 9 9 9 2 11 13 13
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 1 10 28 0 2 62 131
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment 0 0 0 19 0 1 3 32
Dollar Safety and the Global Financial Cycle 1 1 1 39 2 2 5 50
Dollar Safety and the Global Financial Cycle 0 0 0 47 1 4 19 136
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 4 108
ECB Policies Involving Government Bond Purchases: Impact and Channels 0 0 5 98 0 1 16 306
ECB Policies Involving Government Bond Purchases: Impacts and Channels 0 0 0 15 0 1 4 147
Emerging Market Crises: An Asset Markets Perspective 0 0 0 0 0 0 4 663
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 2 409
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 1 182 0 1 2 587
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 55 1 1 2 246
Financial System Risk and Flight to Quality 0 0 1 139 0 3 10 477
Fiscal Policy and Financial Depth 0 0 3 282 2 3 12 813
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 1 56 2 2 11 160
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 0 3 73
Global Imbalances and Financial Fragility 0 0 0 393 0 1 5 795
How Credit Cycles across a Financial Crisis 0 0 0 43 0 3 5 61
How Credit Cycles across a Financial Crisis 0 0 0 127 1 2 20 310
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 1 1 7 7 4 5 12 12
Intermediary Asset Pricing 0 0 0 89 0 0 4 396
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 2 3 948
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 1 1 457 0 2 5 2,558
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets 0 0 0 255 0 0 1 1,007
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 1 2 787
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market 0 0 0 388 0 0 2 1,305
Liquidity, Debt Denomination, and Currency Dominance 0 0 3 24 1 1 7 37
Measuring Liquidity Mismatch in the Banking Sector 0 0 0 63 0 0 14 159
Mesuring Liquidity Mismatch in the Banking Sector 0 0 1 44 1 2 4 101
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 6 46 1 2 18 184
Mortgage Design in an Equilibrium Model of the Housing Market 0 0 1 101 0 1 8 179
Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply 0 0 0 0 1 1 7 202
Sizing Up Repo 0 0 0 154 0 0 5 442
Sizing Up Repo 0 0 2 57 0 0 3 196
Smoothing Sudden Stops 0 0 0 122 0 0 1 453
The Aggregate Demand for Treasury Debt 1 1 3 81 3 7 22 295
The Demand for Money, Near-Money, and Treasury Bonds 0 1 1 27 1 2 5 48
The Demand for Treasury Debt 0 0 3 164 1 1 9 615
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 0 0 5 247 1 6 34 1,090
The Effects of Quantitative Easing on Long-term Interest Rates 0 0 3 256 2 4 17 1,519
The Impact of Treasury Supply on Financial Sector Lending and Stability 0 0 0 41 0 0 4 56
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 1 2 49
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 3 60 0 0 14 160
What Makes US Government Bonds Safe Assets? 0 0 0 37 0 0 1 57
Total Working Papers 5 21 93 8,575 35 100 503 30,948

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 1 3 4 52 1 3 7 259
A Model of Capital and Crises 0 0 4 117 3 3 18 333
A Model of Safe Asset Determination 1 1 5 65 3 5 17 308
Amplification Mechanisms in Liquidity Crises 0 0 1 80 2 4 8 301
Balance Sheet Adjustments during the 2008 Crisis 2 2 2 118 2 2 6 386
Bubbles and capital flow volatility: Causes and risk management 0 0 4 378 0 1 12 918
Collateral constraints and the amplification mechanism 0 0 8 471 0 0 15 846
Collective Risk Management in a Flight to Quality Episode 0 1 5 246 1 7 37 829
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 0 0 0 116 0 2 2 409
Excessive Dollar Debt: Financial Development and Underinsurance 0 0 2 6 0 2 8 39
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective 0 0 0 107 0 2 4 445
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 2 5 9 42 9 13 36 180
Foreign Safe Asset Demand for US Treasurys and the Dollar 0 0 1 16 0 0 2 67
Global Imbalances and Financial Fragility 0 0 0 468 1 3 10 1,245
How Debt Markets Have Malfunctioned in the Crisis 1 1 1 182 1 1 3 518
How Futures Trading Changed Bitcoin Prices 0 0 0 35 0 2 3 197
Intermediary Asset Pricing 0 0 7 154 1 8 32 649
Intermediary Asset Pricing and the Financial Crisis 0 0 2 10 0 1 5 60
International and domestic collateral constraints in a model of emerging market crises 1 2 8 535 1 7 30 1,269
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market 0 0 0 209 1 4 6 776
Measuring Liquidity Mismatch in the Banking Sector 0 1 6 62 0 1 12 230
Mortgage Design in an Equilibrium Model of the Housing Market 1 2 7 24 1 3 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 1 1 184
Risk Topography 1 2 3 30 3 6 11 164
Sizing Up Repo 0 0 3 110 0 3 16 414
Smoothing sudden stops 0 0 0 208 0 0 1 544
The Aggregate Demand for Treasury Debt 2 6 31 697 15 32 140 2,368
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy 1 3 9 223 11 26 89 1,090
The bond/old-bond spread 0 1 6 278 0 2 13 601
The impact of Treasury supply on financial sector lending and stability 0 1 6 119 1 5 17 361
The ins and outs of LSAPs 0 2 3 294 3 12 31 1,069
What Makes US Government Bonds Safe Assets? 0 0 0 25 0 0 2 215
Total Journal Articles 13 34 139 5,755 61 162 625 18,518

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 6 11 272
Total Books 0 0 0 0 1 6 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 4 7 68 3 22 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 1 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 2 3 287
Risk Topography 0 2 2 87 0 3 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 1 4 7 32
Total Chapters 0 6 9 423 4 35 52 1,381

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Statistics updated 2025-05-12