Access Statistics for Hyun Song Shin

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Weight of Money" Pricing and Speculative Dynamics 0 0 0 30 0 0 0 170
A Financial System Perspective on Japan's Experience in the Late 1980s 0 0 1 114 0 0 9 401
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 1 1 1 417
A Theory of the Onset of Currency Attacks 0 0 1 487 0 0 1 1,133
A Theory of the Onset of Currency Attacks 0 0 1 252 0 1 4 551
A Theory of the Onset of Currency Attacks 0 0 0 4 0 0 3 675
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 0 0 0 242
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 1 98 0 0 3 261
Adversarial and Inquisitorial Procedures in Arbitration 0 0 1 251 0 0 12 1,914
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 0 1 1,076
An Academic Response to Basel II 0 0 1 1,520 1 3 14 3,369
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 1 32 0 3 6 78
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 4 50 1 4 15 210
Analytics of sovereign debt restructuring 0 0 1 287 0 1 3 759
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 0 8 404
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 0 1 1 278
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 0 0 0 511
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 2 2 2 135
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 0 0 0 457
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 0 0 0 0
Balance Sheet Capacity and Endogenous Risk 0 1 3 143 1 2 12 505
Balance sheet capacity and endogenous risk 0 0 0 46 1 3 7 181
Bank Capital and Dividend Externalities 0 1 1 47 0 2 2 151
Bank Capital and Dividend Externalities 0 0 1 27 0 0 2 95
Bank Capital and Dividend Externalities 0 0 0 63 1 1 3 169
Bank capital and dividend externalities 0 0 0 31 1 1 2 87
Banks and cross-border capital flows: challenges and regulatory responses 0 1 1 15 0 2 23 100
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 352 0 0 3 1,245
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 0 0 2 701
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 498 1 2 10 1,749
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 0 0 1 876
Big techs in finance: on the new nexus between data privacy and competition 0 0 1 76 0 2 10 133
BigTech and the changing structure of financial intermediation 0 1 8 171 1 7 42 634
Bond risk premia and the exchange rate 0 2 4 119 1 4 12 279
Breaking free of the triple coincidence in international finance 1 2 2 98 1 2 7 238
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 1 159 0 1 4 423
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 1 3 213 0 2 8 470
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 0 1 2 361
Carry Trades, Monetary Policy and Speculative Dynamics 0 0 7 138 0 0 13 369
Catalytic Finance 0 0 0 8 0 0 0 59
Catalytic Finance: When Does It Work? 0 0 0 71 0 0 1 439
Catalytic Finance: When Does It Work? 0 0 0 229 0 0 2 834
Central bank digital currencies: motives, economic implications and the research frontier 0 4 18 137 3 30 89 331
Central bank forward guidance and the signal value of market prices 0 1 1 68 1 3 4 135
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 0 0 3 23 0 2 12 75
Common Belief Foundations of Global Games 0 0 0 24 1 1 3 42
Common Belief Foundations of Global Games 1 1 1 179 2 2 4 441
Communication and Monetary Policy 0 0 0 266 0 0 1 747
Communication and Monetary Policy 0 0 1 16 0 1 3 84
Communication and Monetary Policy 0 0 0 223 1 1 2 579
Communication and monetary policy 0 1 2 62 0 3 9 269
Comparative assessment of macroprudential policies 0 0 0 196 0 2 4 390
Contagious Adverse Selection 0 0 1 19 1 1 3 154
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 0 0 0 68
Coordinating Expectations in Monetary Policy 0 0 0 184 0 0 4 363
Coordination Risk and the Price of Debt 0 0 1 278 0 3 10 871
Coordination Risk and the Price of Debt 0 0 0 242 0 0 5 673
Coordination Risk and the Price of Debt 0 0 0 208 0 0 2 612
Coordination risk and the price of debt 0 0 0 1 0 0 0 129
Corporate payout policy: Are financial firms different? 0 0 1 1 1 1 4 4
Corporate payout policy: are financial firms different? 0 1 5 14 2 3 11 26
Crisis Resolution and Bank Liquidity 0 0 2 277 1 2 11 823
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 0 1 4 41
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 0 1 1 280
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 0 0 2 397
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 0 0 1 246
Cross-border banking and global liquidity 1 4 12 308 1 6 22 575
Currency depreciation and emerging market corporate distress 0 0 0 61 0 2 19 235
Currency depreciation and emerging market corporate distress 0 0 0 32 0 0 3 131
Debt maturity structure with pre-emptive creditors 0 0 0 78 0 0 1 332
Destabilizing Carry Trades 0 0 0 55 0 0 1 107
Destabilizing carry trades 0 0 1 24 0 0 2 35
Destabilizing carry trades 0 0 0 0 0 0 2 2
Destabilizing carry trades 0 0 0 68 0 1 2 79
Disclosures and Asset Returns 0 0 0 53 0 0 2 162
Disclosures and Asset Returns 0 0 0 88 0 0 0 267
Disclosures and asset returns 0 0 0 5 0 1 1 71
Distributed Ledgers and the Governance of Money 0 0 0 19 0 0 3 28
Distributed Ledgers and the Governance of Money 0 0 0 16 0 0 2 58
Distributed Ledgers and the Governance of Money 0 0 0 3 0 1 1 12
Distributed ledgers and the governance of money 1 2 8 44 3 8 31 159
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 0 67 0 0 3 237
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 154 0 3 11 616
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 0 1 4 646
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 409 1 2 4 1,365
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 212 0 2 8 688
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 0 1 2 124
Dollar and Exports 0 0 1 111 0 0 4 286
Dollar and Exports 0 1 6 51 3 9 24 193
Dollar beta and stock returns 0 0 0 28 1 1 6 55
Dynamic Leverage Asset Pricing 0 0 1 141 1 1 10 292
Dynamic Leverage Asset Pricing 0 0 0 201 0 1 5 511
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 0 1 8 472 1 7 29 1,341
Endogenous Public Signals and Coordination 0 0 0 254 0 0 0 488
Endogenous choice of bank liquidity: the role of fire sales 0 0 1 185 0 0 5 468
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 0 0 1 665
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 1 1
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 1
Exchange Rates and Monetary Spillovers 0 0 1 127 1 3 6 76
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 2 3
Exchange rates and monetary spillovers 0 0 0 92 0 2 3 183
Exploring the Dynamics of Global Liquidity 0 1 2 71 0 1 3 226
FX intervention and domestic credit: Evidence from high-frequency micro data 0 3 13 106 0 5 36 266
FX intervention and domestic credit: evidence from high-frequency micro data 0 0 1 140 0 0 5 251
Fair Value Accounting and Financial Stability 0 0 0 1 0 0 1 4
Fair Value Reporting Standards and Market Volatility 0 0 0 0 0 0 1 1
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 1 143
Financial intermediaries and monetary economics 1 1 7 619 1 1 11 1,172
Financial intermediaries, financial stability, and monetary policy 1 1 5 481 4 8 31 1,449
Financial intermediary balance sheet management 0 0 2 198 0 1 6 485
Financial intermediary leverage and value at risk 0 1 2 508 2 6 7 1,273
Financial intermediation and the post-crisis financial system 0 0 2 203 0 0 5 552
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 1 2 823
Financing Growth without Banks: Korean Housing Repo Contract 0 4 13 217 2 7 35 556
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 0 2 481
Fire-sale FDI 0 0 1 107 0 1 8 571
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 0 0 0 64
Foreshadowing LTCM: The Crisis of 1763 0 0 3 320 0 0 4 1,280
Foreshadowing LTCM: the crisis of 1763 0 1 3 28 0 1 3 102
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 0 0 3 100
Global Factors in Capital Flows and Credit Growth 0 0 0 6 0 0 0 17
Global Games: Theory and Applications 0 0 3 2,124 2 6 26 5,528
Global Games: Theory and Applications 0 1 2 392 0 2 8 900
Global Games: Theory and Applications 0 1 5 1,725 1 7 20 4,238
Global Liquidity through the Lens of Monetary Aggregates 0 0 0 70 0 1 2 174
Global dollar credit and carry trades: a firm-level analysis 0 0 3 113 0 1 11 260
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 0 0 1 1,033
Heterogeneity and Uniqueness in Interaction Games 0 1 1 107 0 1 1 438
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 0 0 0 18
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 0 1 2 8
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 0 0 2 14
How abundant are reserves? Evidence from the wholesale payment system 0 0 1 23 0 2 5 23
Illiquidity Component of Credit Risk 0 0 1 69 0 0 3 97
Informational events that trigger currency attacks 0 0 0 0 0 0 1 362
International portfolio frictions 0 2 10 23 0 4 32 51
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 0 0 5 131
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 2 5 114 3 10 21 327
Liquidity Black Holes 0 0 0 0 0 1 2 501
Liquidity Black Holes 0 0 0 469 0 2 6 2,307
Liquidity Black Holes 0 0 0 1 0 1 5 498
Liquidity Black Holes 0 0 0 344 0 0 3 1,017
Liquidity and financial cycles 0 1 1 333 2 4 13 734
Liquidity and leverage 2 4 9 1,236 2 5 27 3,801
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 1 16 0 0 3 53
Liquidity risk and contagion 1 1 4 466 1 2 10 1,335
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 1 5 166 0 2 11 291
Low price-to-book ratios and bank dividend payout policies 0 1 2 21 1 2 6 69
Low price-to-book ratios and bank dividend payout policies 0 0 0 9 0 0 1 26
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 1 3 415
Macro-financial stability frameworks: experience and challenges 0 1 12 65 1 3 22 111
Macroprudential Policies in Open Emerging Economies 0 0 1 267 0 0 1 546
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 0 0 85 0 0 0 212
Mapping the realignment of global value chains 1 8 51 83 5 22 146 247
Margins, debt capacity, and systemic risk 1 1 5 17 1 1 12 20
Margins, debt capacity, and systemic risk 0 0 0 0 0 0 2 2
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 0 1 2 3
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 0 0 15 612
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 0 0 0 5
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 10 0 0 2 38
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 2 1 2 5 17
Monetary cycles, financial cycles, and the business cycle 1 2 4 651 1 2 12 1,228
Money and trust: lessons from the 1620s for money in the digital age 0 0 0 187 0 1 5 251
Money, liquidity, and monetary policy 0 0 0 519 1 1 2 1,341
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 0 1 1 180
News shocks, monetary policy, and foreign currency positions 0 0 0 90 1 1 1 184
Next generation correspondent banking 0 2 24 25 3 15 46 54
Non-Core Bank Liabilities and Financial Vulnerability 0 0 3 135 0 1 6 360
Non-bank Financial Intermediaries and Financial Stability 0 0 5 26 0 2 17 70
Non-bank financial intermediaries and financial stability 0 2 10 62 0 6 58 172
On the scale of financial intermediaries 0 0 0 226 1 2 3 405
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 0 0 1 969
Opening and closing the market: evidence from the London Stock Exchange 0 0 1 7 0 0 2 71
Optimal Communication 0 0 0 156 0 2 9 362
Optimal collective action clause thresholds 0 0 0 232 0 0 2 846
Original Sin Redux: Role of Duration Risk 1 2 2 2 3 5 5 5
Original Sin Redux: Role of Duration Risk 0 1 1 1 0 5 8 8
Original sin redux: role of duration risk 0 0 5 11 2 6 24 52
Overcoming original sin: insights from a new dataset 0 1 5 21 1 2 21 75
Permissioned Distributed Ledgers and the Governance of Money 0 0 0 26 2 2 2 72
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 0 0 3 335
Precautionary Demand and Liquidity in Payment Systems 0 0 0 152 1 1 3 415
Prices and quantities in the monetary policy transmission mechanism 0 0 1 161 0 0 2 388
Procyclical Leverage and Value-at-Risk 0 1 1 231 0 2 5 616
Procyclical leverage and value-at-risk 0 0 0 52 0 0 5 149
Procyclicality and Monetary Aggregates 0 0 0 123 0 1 1 282
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 0 1 1 150
Public and Private Information in Monetary Policy Models 0 0 1 68 0 0 3 232
Public and Private Information in Monetary Policy Models 0 0 0 59 0 0 2 203
Public and Private Information in Monetary Policy Models 0 0 1 132 0 0 1 470
Public and private information in monetary policy models 0 2 2 49 0 2 5 249
Redemption risk and cash hoarding by asset managers 0 0 0 98 0 0 5 271
Regulating Financial Conglomerates 0 0 0 139 0 0 2 530
Regulating big techs in finance 0 1 2 8 0 1 7 23
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 3 672 0 0 5 1,491
Risk Appetite and Endogenous Risk 0 1 4 453 1 3 13 1,091
Risk Appetite and Exchange Rates 0 0 1 66 0 1 10 290
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 34 0 0 1 57
Risk and liquidity in a system context 0 0 0 71 0 0 2 288
Risk appetite and exchange Rates 0 0 1 280 0 0 5 852
Risk capacity, portfolio choice and exchange rates 0 0 1 19 1 1 14 47
Risk-Taking Channel of Monetary Policy 0 0 3 263 1 1 9 423
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 0 1 633
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 0 0 1 41
Sovereign yields and the risk-taking channel of currency appreciation 0 0 0 155 0 0 6 348
Stablecoins versus tokenised deposits: implications for the singleness of money 0 2 14 25 1 5 19 57
Testing the cognitive limits of large language models 0 4 34 39 2 14 68 87
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 1 2 5 18
The Bank of Amsterdam and the limits of fiat money 0 0 1 54 0 2 14 51
The Broad Yen Carry Trade 0 1 7 430 0 3 29 1,159
The CNBC Effect: Welfare Effects of Public Information 0 0 1 255 0 0 4 1,010
The changing nature of financial intermediation and the financial crisis of 2007-09 0 2 12 586 0 3 21 1,269
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 0 46 0 9 12 147
The dollar, bank leverage and the deviation from covered interest parity 0 1 6 81 1 7 21 332
The fintech gender gap 0 0 1 13 3 3 6 51
The fintech gender gap 0 1 3 69 0 5 42 300
The hunt for duration: not waving but drowning? 0 0 3 57 0 1 5 218
The impact of risk regulation on price dynamics 0 0 0 20 0 0 0 94
The international monetary and financial system: a capital account historical perspective 0 1 3 292 1 2 14 415
The international monetary and financial system: a capital account historical perspective 0 0 1 156 1 2 7 222
The shadow banking system: implications for financial regulation 0 0 2 582 0 0 7 1,469
Theory of supply chains: a working capital approach 0 1 2 35 1 18 28 82
Trade credit, trade finance, and the Covid-19 Crisis 0 1 4 91 1 6 16 241
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 0 1 9 1,463
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 1 378 0 0 8 1,173
Welfare effects of public information 0 0 0 63 0 0 0 249
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09 0 0 0 0 0 0 0 0
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 0 0 0 252 1 1 9 488
Which exchange rate matters to global investors? 0 0 15 15 2 8 25 25
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 3 105 0 1 6 326
Why bank capital matters for monetary policy 0 0 3 183 1 8 25 576
Working Capital, Trade and Macro Fluctuations 0 0 0 6 0 0 2 22
p-dominance and Belief Potential 0 1 1 85 0 4 7 253
Total Working Papers 13 92 495 35,946 102 446 2,007 106,065
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment on a Model of Vertical Product Differentiation 1 2 11 557 1 2 22 1,159
A Theory of Arbitrage Capital 0 0 0 5 0 1 2 27
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 1 47 0 0 3 132
Adversarial and Inquisitorial Procedures in Arbitration 0 0 2 183 2 5 15 1,152
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 0 0 1 164
Analytics of sovereign debt restructuring 0 0 0 97 0 1 7 259
Assessing Macroprudential Policies: Case of South Korea 0 1 1 41 0 2 3 115
Bank Capital and Dividend Externalities 0 0 2 36 1 1 8 186
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 0 0 0 268
Beauty Contests and Iterated Expectations in Asset Markets 1 4 17 302 2 7 41 1,041
BigTech and the changing structure of financial intermediation 3 3 7 62 8 17 60 307
Bond Risk Premia and The Exchange Rate 1 2 5 24 1 2 10 64
Brand Performance Volatility from Marketing Spending 0 0 0 7 0 1 4 49
Breaking free of the triple coincidence in international finance 0 2 2 53 0 3 8 274
Capital flows and the risk-taking channel of monetary policy 0 4 17 896 8 29 83 2,552
Catalytic finance: When does it work? 0 0 2 91 0 0 7 336
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 1 1 9 32 1 2 22 99
Central Bank Forward Guidance and the Signal Value of Market Prices 0 0 1 11 1 2 4 74
Central Bank Transparency and the Signal Value of Prices 1 3 4 219 1 4 15 669
Comment 0 0 0 3 0 0 1 39
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 0 0 2 110
Commentary: has financial development made the world riskier? 0 0 1 224 0 0 2 572
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 0 1 2 78
Common belief foundations of global games 0 0 0 34 0 0 1 97
Communication and Monetary Policy 0 0 0 1 0 1 6 524
Comparative assessment of macroprudential policies 0 0 3 142 2 3 17 420
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 0 34 0 0 1 209
Contagious Adverse Selection 0 0 0 61 1 1 2 269
Coordination risk and the price of debt 0 3 7 342 1 8 20 839
Crisis Resolution and Bank Liquidity 1 3 9 201 4 12 32 794
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 34 0 1 2 150
Cross-Border Banking and Global Liquidity 5 12 39 648 16 44 128 1,997
Currency Depreciation and Emerging Market Corporate Distress 0 3 6 40 0 5 11 155
Debt maturity structure with pre-emptive creditors 0 0 0 8 0 0 1 50
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 0 0 1 716
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 0 0 2 931
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 0 0 19 0 1 2 85
Disclosure Risk and Price Drift 0 1 1 44 0 2 4 165
Disclosures and Asset Returns 0 0 0 51 0 1 3 306
Discussion of Assessing the Information Content of Mark‐to‐Market Accounting with Mixed Attributes: The Case of Cash Flow Hedges and Market Transparency and the Accounting Regime 0 0 0 53 1 1 2 157
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 0 0 2 8
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 1 5 451 1 3 15 1,400
Dollar and Exports 1 1 1 1 1 1 5 5
Dollar beta and stock returns 0 0 1 8 0 0 2 16
Dominance and Belief Potential 0 0 3 136 1 1 5 564
Editorial Announcement 0 0 0 0 0 0 1 27
Endogenous Extreme Events and the Dual Role of Prices 0 2 2 48 0 3 7 257
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 0 0 2 513
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 1 15 0 0 3 62
Exchange rates and monetary spillovers 0 0 0 16 0 0 3 68
Fair value accounting and financial stability 0 0 1 124 0 0 7 493
Financial Intermediary Balance Sheet Management 1 3 4 88 2 6 14 258
Financial Regulation in a System Context 0 1 2 137 0 3 14 537
Financial conditions and purchasing managers' indices: exploring the links 0 0 1 6 2 2 10 54
Financial intermediaries, financial stability and monetary policy 0 0 2 66 0 2 15 278
Fire Sale FDI 0 0 0 34 1 1 1 162
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 0 14 0 2 5 78
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 0 0 2 78
Global Banking Glut and Loan Risk Premium 1 3 9 339 2 8 47 1,155
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 0 1 9 59 1 4 20 280
Global Liquidity: A Selective Review 0 0 1 98 0 0 1 175
Global liquidity through the lens of monetary aggregates 0 0 0 52 0 0 2 177
Globalization of corporate risk taking 0 0 1 62 1 1 5 196
How Much Common Belief Is Necessary for a Convention? 0 1 5 97 0 2 8 229
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 1 3 4 22
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 1 41 2 2 7 108
Imperfect common knowledge and the information value of prices 0 0 1 69 0 0 4 204
Inertia of Forward-Looking Expectations 0 0 0 75 0 0 1 302
International Environmental Agreements under Uncertainty 0 0 0 0 0 0 1 271
Introduction 0 0 0 3 0 0 3 45
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 0 2 3 0 1 8 12
Liquidity Black Holes 0 0 0 19 0 0 1 126
Liquidity Black Holes 0 0 1 679 0 1 4 1,983
Liquidity Risk and Contagion 1 1 7 304 2 2 15 895
Liquidity and Contagion: The Crisis of 1763 0 0 0 157 0 1 5 466
Liquidity and Twin Crises 0 0 1 79 0 0 5 213
Liquidity and financial contagion 0 1 7 291 0 2 22 803
Liquidity and leverage 3 20 73 1,893 14 71 265 5,509
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 0 0 2 145
Liquidity, monetary policy, and financial cycles 0 0 1 381 0 0 3 1,018
Logical Structure of Common Knowledge 1 1 1 178 1 1 1 377
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 2 2 7 491
Macroprudential policies in open emerging economies 0 2 2 93 1 5 11 470
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 0 0 0 129
Marking‐to‐Market: Panacea or Pandora's Box? 0 0 0 218 0 1 8 658
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 1 1 6 162 2 2 13 397
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 1 0 0 0 4
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 13 0 0 0 53
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 0 0 2 277
Money, Liquidity, and Monetary Policy 0 0 1 477 1 3 14 1,071
News Management and the Value of Firms 0 0 0 142 0 0 2 349
Non-financial corporations from emerging market economies and capital flows 0 0 2 49 0 0 9 196
Noncore Bank Liabilities and Financial Vulnerability 0 0 1 10 3 6 15 52
Noncore Bank Liabilities and Financial Vulnerability 1 1 5 193 1 2 14 794
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 0 19 0 0 2 57
Oil and debt 0 0 1 19 0 0 5 137
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 0 0 1 131
Optimal Betting Odds against Insider Traders 1 1 8 252 1 5 17 777
Optimal Communication 0 0 1 132 0 1 5 388
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 0 1 3 22
Overcoming Original Sin 0 0 0 11 0 0 15 44
Positive feedback trading in the US Treasurey market 0 0 0 2 0 0 2 57
Precautionary Demand and Liquidity in Payment Systems 0 0 1 1 0 2 6 31
Precautionary Demand and Liquidity in Payment Systems 0 0 0 14 0 0 1 102
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 2 137 0 1 4 349
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 0 2 12 242 1 5 28 881
Procyclical Leverage and Value-at-Risk 0 0 7 227 1 3 20 612
Redemption risk and cash hoarding by asset managers 0 0 3 55 0 1 13 253
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 0 1 2 373 2 17 41 1,538
Risk Management with Interdependent Choice 0 0 0 1 0 0 2 405
Risk and liquidity in a system context 0 1 1 96 0 1 5 273
Risk‐taking channel of monetary policy 0 0 0 31 1 1 5 108
Securitisation and Financial Stability 0 0 6 17 0 3 12 32
Social Value of Public Information 1 3 8 659 6 15 36 2,142
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 1 3 6 815
Staggered Pricing Models Face the Facts 0 0 0 86 0 0 3 268
Sustaining Production Chains through Financial Linkages 0 0 1 64 4 11 21 301
The Assessment: Games and Coordination 0 0 0 1 0 1 1 557
The Bank of Amsterdam and the Limits of Fiat Money 0 2 8 8 2 9 33 33
The Burden of Proof in a Game of Persuasion 0 3 4 383 0 4 8 755
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 4 218 0 2 29 820
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 1 2 9 88 2 10 36 357
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 1 1 6 104 2 7 31 330
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 1 18 1 1 2 55
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 1 9 0 0 2 48
The Hunt for Duration: Not Waving but Drowning? 0 1 8 108 0 3 31 348
The Squam Lake Report: Fixing the Financial System 0 1 1 193 0 3 6 797
The fintech gender gap 2 8 13 26 4 16 35 74
The impact of risk regulation on price dynamics 0 0 2 217 3 4 7 508
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 1 1 3 271
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 0 1 2 52
The second phase of global liquidity and its impact on emerging economies 0 0 6 309 0 2 17 733
The shadow banking system: implications for fi nancial regulation 0 0 2 221 1 7 17 658
Tracking the international footprints of global firms 0 0 2 29 1 3 13 187
Transparency, Communication and Commitment 0 0 0 137 0 0 0 355
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 2 6 1,412 3 9 33 3,254
What does the new face of international financial intermediation mean for emerging market economies? 0 0 7 99 0 0 8 260
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 8 181 1 3 19 496
Why bank capital matters for monetary policy 2 4 16 185 4 15 66 698
Yen Carry Trade and the Subprime Crisis 1 3 13 341 1 3 34 862
Total Journal Articles 33 120 477 19,649 136 478 1,885 64,331

Book File Downloads Abstract Views
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Central bank capital and trust in money: lessons from history for the digital age 0 0 9 11 1 3 29 31
Managing Elevated Risk 0 0 0 0 0 0 2 6
Risk and Liquidity 0 0 0 0 2 5 14 516
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 2 7 109
Total Books 0 0 9 11 3 10 52 662

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 0 39 0 0 2 112
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 0 0 2 42
Breaking free of the triple coincidence in international finance 0 1 2 39 0 2 7 182
Breaking the triple coincidence in international finance 0 0 1 25 0 0 3 79
Comment on "Risk Topography" 0 0 0 11 0 0 0 54
Comment on "The Leverage Cycle" 0 0 0 25 0 1 1 65
Coordinating Expectations in Monetary Policy 0 0 3 49 0 2 13 177
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 0 29 0 0 0 112
Endogenous and Systemic Risk 0 0 0 89 1 5 7 217
Financial Intermediaries and Monetary Economics 0 0 17 801 3 9 77 2,532
Financial System Liquidity, Asset prices and Monetary Policy 0 0 0 81 0 0 0 207
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 1 1 4 10
Global Liquidity 0 0 0 0 0 0 0 78
Introduction 0 0 0 3 0 0 2 39
Lessons from Macro-Financial Policy in Korea 1 1 5 30 1 2 11 78
Macro-Financial Stability Frameworks: Experience and Challenges 1 1 1 18 1 1 6 49
Macroprudential policies beyond Basel III 0 0 1 237 0 1 4 616
Macroprudential policies: indicators and tools 0 0 0 20 0 0 1 53
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 0 0 0 4
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 0 0 25 0 0 0 68
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 0 0 0 59
Non-bank financial intermediaries and financial stability 0 1 16 37 1 10 48 86
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 0 1 13 0 1 5 63
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 2 2 11 150 3 4 17 379
Overview and summary 0 0 0 4 0 0 0 40
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 1 4 7 1 3 16 50
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 1 11 0 0 4 61
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 0 162 0 3 12 488
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 28 0 0 1 82
The Broad Yen Carry Trade 0 0 0 8 0 0 0 30
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 0 0 1 2 4 27
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 0 0 4 475
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 0 1 3
Total Chapters 4 7 63 2,118 13 47 252 6,617

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