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 1 1 5 175
A Financial System Perspective on Japan's Experience in the Late 1980s 0 0 1 115 0 2 10 411
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 3 3 10 426
A Theory of the Onset of Currency Attacks 0 0 0 487 2 5 14 1,147
A Theory of the Onset of Currency Attacks 0 1 1 253 3 6 14 564
A Theory of the Onset of Currency Attacks 0 0 0 4 4 5 12 687
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 1 2 9 251
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 98 4 5 9 270
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 3 4 7 1,083
Adversarial and Inquisitorial Procedures in Arbitration 0 1 1 252 0 7 22 1,936
An Academic Response to Basel II 0 1 3 1,523 2 3 17 3,383
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 0 32 2 12 46 122
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 4 54 6 15 43 252
Analytics of sovereign debt restructuring 0 0 0 287 2 4 11 770
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 6 7 16 294
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 1 4 408
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 1 2 9 520
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 2 10 22 155
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 1 3 21 478
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 1 9 16 16
Balance Sheet Capacity and Endogenous Risk 0 0 1 144 0 0 21 525
Balance sheet capacity and endogenous risk 0 0 1 47 2 4 16 196
Bank Capital and Dividend Externalities 0 0 0 63 1 4 18 186
Bank Capital and Dividend Externalities 0 0 0 27 2 10 18 113
Bank Capital and Dividend Externalities 0 0 1 47 5 7 18 167
Bank capital and dividend externalities 1 1 1 32 1 5 24 110
Banks and cross-border capital flows: challenges and regulatory responses 0 0 1 15 3 6 18 116
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 0 3 9 710
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 1 1 353 1 6 18 1,263
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 1 499 5 13 36 1,783
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 2 10 25 901
Big techs in finance: on the new nexus between data privacy and competition 0 0 2 78 3 10 19 151
BigTech and the changing structure of financial intermediation 2 4 8 178 11 29 64 693
Bond risk premia and the exchange rate 0 1 2 120 7 14 46 322
Breaking free of the triple coincidence in international finance 0 0 1 98 5 11 25 262
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 2 2 161 11 23 54 476
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 1 213 1 1 30 499
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 9 10 36 397
Carry Trades, Monetary Policy and Speculative Dynamics 0 0 1 139 1 2 13 382
Catalytic Finance 0 0 0 8 5 8 13 72
Catalytic Finance: When Does It Work? 0 0 0 71 1 5 11 450
Catalytic Finance: When Does It Work? 0 0 0 229 1 5 18 852
Central bank digital currencies: motives, economic implications and the research frontier 1 3 14 148 12 29 148 460
Central bank forward guidance and the signal value of market prices 1 1 4 71 8 14 30 163
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 0 1 4 27 5 11 41 115
Common Belief Foundations of Global Games 0 0 1 179 2 4 13 452
Common Belief Foundations of Global Games 0 0 0 24 4 5 17 58
Communication and Monetary Policy 0 0 0 16 1 4 10 93
Communication and Monetary Policy 0 0 0 223 1 5 14 592
Communication and Monetary Policy 0 0 0 266 0 3 8 755
Communication and monetary policy 0 0 0 62 0 5 14 281
Comparative assessment of macroprudential policies 0 0 2 198 2 5 15 405
Contagious Adverse Selection 0 0 0 19 5 8 19 172
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 4 7 13 81
Coordinating Expectations in Monetary Policy 1 1 4 188 3 9 27 390
Coordination Risk and the Price of Debt 0 0 0 208 1 2 7 619
Coordination Risk and the Price of Debt 0 0 0 278 3 5 19 888
Coordination Risk and the Price of Debt 0 0 0 242 1 3 9 682
Coordination risk and the price of debt 0 0 0 1 1 1 5 134
Corporate payout policy: Are financial firms different? 0 0 0 1 2 5 12 15
Corporate payout policy: are financial firms different? 2 2 5 18 3 23 66 89
Crisis Resolution and Bank Liquidity 0 0 0 277 0 5 30 851
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 1 2 5 46
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 1 1 3 283
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 2 5 8 405
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 3 4 8 254
Cross-border banking and global liquidity 1 2 8 313 2 27 81 651
Currency depreciation and emerging market corporate distress 0 0 0 32 0 0 7 138
Currency depreciation and emerging market corporate distress 0 1 3 64 6 14 80 314
Debt maturity structure with pre-emptive creditors 0 0 0 78 3 5 14 346
Destabilizing Carry Trades 0 0 0 55 3 3 10 117
Destabilizing carry trades 0 0 1 69 1 3 14 92
Destabilizing carry trades 0 0 0 24 1 1 14 49
Destabilizing carry trades 0 0 0 0 0 1 4 6
Disclosures and Asset Returns 0 0 2 90 2 7 20 287
Disclosures and Asset Returns 0 0 0 53 2 5 17 179
Disclosures and asset returns 0 0 0 5 1 4 7 78
Distributed Ledgers and the Governance of Money 0 0 0 16 1 7 18 76
Distributed Ledgers and the Governance of Money 0 0 0 19 3 6 20 48
Distributed Ledgers and the Governance of Money 0 1 1 4 3 4 24 35
Distributed ledgers and the governance of money 0 0 5 48 4 13 51 205
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 2 156 3 7 25 639
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 68 2 4 9 246
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 212 2 6 14 702
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 410 3 5 13 1,377
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 2 5 14 659
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 3 6 15 139
Dollar and Exports 1 1 5 55 5 10 37 224
Dollar and Exports 2 3 4 115 5 7 26 312
Dollar beta and stock returns 0 0 1 29 5 13 35 89
Dynamic Leverage Asset Pricing 1 2 3 204 4 6 20 531
Dynamic Leverage Asset Pricing 0 1 2 143 0 3 22 313
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 0 1 4 475 3 12 53 1,389
Endogenous Public Signals and Coordination 0 0 0 254 1 1 10 498
Endogenous choice of bank liquidity: the role of fire sales 0 0 0 185 1 2 8 476
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 0 2 11 676
Exchange Rates and Monetary Spillovers 0 0 0 0 3 4 7 8
Exchange Rates and Monetary Spillovers 0 0 0 127 1 5 16 89
Exchange Rates and Monetary Spillovers 0 0 0 0 1 1 3 4
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 3
Exchange rates and monetary spillovers 0 0 0 92 2 2 13 194
Exploring the Dynamics of Global Liquidity 0 0 0 71 1 2 8 234
FX intervention and domestic credit: Evidence from high-frequency micro data 0 1 4 107 2 13 37 298
FX intervention and domestic credit: evidence from high-frequency micro data 0 0 1 141 1 7 18 269
Fair Value Accounting and Financial Stability 0 1 1 2 1 3 4 8
Fair Value Reporting Standards and Market Volatility 0 0 0 0 1 3 10 11
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 2 2 9 152
Financial intermediaries and monetary economics 1 2 6 624 3 7 31 1,202
Financial intermediaries, financial stability, and monetary policy 0 0 2 482 3 7 35 1,477
Financial intermediary balance sheet management 0 0 0 198 5 17 30 514
Financial intermediary leverage and value at risk 0 0 0 508 4 8 29 1,298
Financial intermediation and the post-crisis financial system 1 1 2 205 3 11 29 581
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 2 5 22 845
Financing Growth without Banks: Korean Housing Repo Contract 6 24 32 248 28 224 244 796
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 0 6 487
Fire-sale FDI 0 0 0 107 2 3 12 582
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 0 1 6 70
Foreshadowing LTCM: The Crisis of 1763 0 0 0 320 4 4 10 1,290
Foreshadowing LTCM: the crisis of 1763 0 0 1 29 0 3 16 118
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 4 6 14 114
Global Factors in Capital Flows and Credit Growth 0 0 0 6 0 3 11 28
Global Games: Theory and Applications 0 0 2 2,126 13 18 69 5,593
Global Games: Theory and Applications 1 1 3 1,728 11 26 52 4,286
Global Games: Theory and Applications 2 2 3 394 13 31 53 951
Global Liquidity through the Lens of Monetary Aggregates 1 1 1 71 5 7 21 194
Global dollar credit and carry trades: a firm-level analysis 0 0 4 117 2 6 24 284
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 2 9 16 1,049
Heterogeneity and Uniqueness in Interaction Games 0 0 0 107 1 5 11 449
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 2 9 19 33
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 1 1 11 18
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 0 0 4 22
How abundant are reserves? Evidence from the wholesale payment system 0 0 0 23 3 7 11 33
Illiquidity Component of Credit Risk 0 0 0 69 1 4 18 115
Informational events that trigger currency attacks 0 0 0 0 1 1 13 375
International portfolio frictions 0 1 3 26 2 6 27 77
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 1 4 11 142
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 1 6 119 9 26 66 387
Liquidity Black Holes 0 2 3 347 2 9 19 1,036
Liquidity Black Holes 0 1 1 470 4 13 46 2,352
Liquidity Black Holes 0 0 0 0 5 12 23 523
Liquidity Black Holes 0 0 0 1 1 2 13 510
Liquidity and financial cycles 0 0 1 333 0 3 25 756
Liquidity and leverage 1 3 9 1,243 17 29 74 3,872
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 0 16 2 18 22 75
Liquidity risk and contagion 0 0 7 472 3 9 36 1,370
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 1 166 0 1 16 305
Low price-to-book ratios and bank dividend payout policies 0 0 1 21 10 21 45 112
Low price-to-book ratios and bank dividend payout policies 0 0 1 10 4 6 8 34
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 2 3 11 425
Macro-financial stability frameworks: experience and challenges 0 0 7 72 2 15 48 158
Macroprudential Policies in Open Emerging Economies 1 2 2 269 3 7 21 567
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 1 2 2 87 2 4 11 223
Mapping the realignment of global value chains 2 7 34 114 3 19 86 325
Margins, debt capacity, and systemic risk 0 0 1 17 2 7 15 34
Margins, debt capacity, and systemic risk 0 0 0 0 2 2 10 12
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 0 4 8 10
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 5 6 14 626
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 2 3 16 21
Mitigating Systemic Spillovers from Currency Hedging 1 1 1 11 2 3 8 46
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 1 2 2 4 1 2 12 28
Monetary cycles, financial cycles, and the business cycle 0 1 4 653 2 5 24 1,250
Money and trust: lessons from the 1620s for money in the digital age 0 1 3 190 5 13 25 276
Money, liquidity, and monetary policy 0 0 0 519 1 26 86 1,426
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 0 6 9 188
News shocks, monetary policy, and foreign currency positions 0 0 0 90 5 10 18 201
Next generation correspondent banking 1 5 13 37 6 21 60 106
Non-Core Bank Liabilities and Financial Vulnerability 1 1 1 136 4 9 19 379
Non-bank Financial Intermediaries and Financial Stability 0 1 5 31 6 9 29 97
Non-bank financial intermediaries and financial stability 1 2 7 69 12 21 61 233
On the scale of financial intermediaries 0 0 0 226 3 9 25 429
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 2 5 15 984
Opening and closing the market: evidence from the London Stock Exchange 0 0 0 7 6 15 25 96
Optimal Communication 0 0 0 156 1 10 29 389
Optimal collective action clause thresholds 0 0 0 232 1 2 10 856
Original Sin Redux: Role of Duration Risk 1 1 10 10 3 7 32 32
Original Sin Redux: Role of Duration Risk 0 0 3 3 0 3 23 29
Original sin redux: role of duration risk 1 1 2 13 9 9 37 85
Overcoming original sin: insights from a new dataset 0 0 2 23 5 9 28 102
Permissioned Distributed Ledgers and the Governance of Money 0 0 1 27 0 6 31 101
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 1 5 15 350
Precautionary Demand and Liquidity in Payment Systems 0 0 1 153 1 2 7 421
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 2 8 35 423
Procyclical Leverage and Value-at-Risk 0 0 0 231 4 9 31 646
Procyclical leverage and value-at-risk 1 1 2 54 2 3 19 168
Procyclicality and Monetary Aggregates 1 1 2 125 4 17 30 312
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 3 6 13 163
Public and Private Information in Monetary Policy Models 0 0 0 59 2 5 14 217
Public and Private Information in Monetary Policy Models 0 0 0 68 3 3 12 244
Public and Private Information in Monetary Policy Models 0 0 1 133 2 5 14 484
Public and private information in monetary policy models 1 1 2 50 1 2 13 261
Redemption risk and cash hoarding by asset managers 0 0 0 98 3 5 20 291
Regulating Financial Conglomerates 0 0 0 139 1 1 15 545
Regulating big techs in finance 0 0 1 8 1 6 15 37
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 0 672 3 3 13 1,504
Risk Appetite and Endogenous Risk 0 2 3 456 5 11 28 1,118
Risk Appetite and Exchange Rates 0 0 0 66 1 4 10 300
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 34 1 6 8 65
Risk and liquidity in a system context 0 0 0 71 7 9 28 316
Risk appetite and exchange Rates 0 0 1 281 2 8 16 868
Risk capacity, portfolio choice and exchange rates 0 1 4 23 1 12 33 79
Risk-Taking Channel of Monetary Policy 1 1 1 264 4 13 27 449
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 2 2 4 637
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 1 2 7 48
Sovereign yields and the risk-taking channel of currency appreciation 0 1 1 156 3 6 23 371
Stablecoins versus tokenised deposits: implications for the singleness of money 0 2 7 31 3 14 50 103
Testing the cognitive limits of large language models 1 4 9 46 4 15 45 125
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 5 10 29 46
The Bank of Amsterdam and the limits of fiat money 0 0 0 54 6 12 25 75
The Broad Yen Carry Trade 0 1 4 433 2 7 21 1,179
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 5 6 12 1,022
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 2 586 1 3 21 1,287
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 0 46 3 8 27 170
The dollar, bank leverage and the deviation from covered interest parity 0 0 6 86 1 12 39 367
The fintech gender gap 0 0 0 13 1 4 14 62
The fintech gender gap 0 0 4 72 6 11 45 342
The hunt for duration: not waving but drowning? 0 0 1 58 2 14 28 245
The impact of risk regulation on price dynamics 0 0 0 20 0 2 6 100
The international monetary and financial system: a capital account historical perspective 0 1 4 296 5 10 27 441
The international monetary and financial system: a capital account historical perspective 0 0 0 156 2 2 10 230
The shadow banking system: implications for financial regulation 0 1 5 587 3 7 24 1,493
Theory of supply chains: a working capital approach 1 2 7 41 18 26 72 142
Trade credit, trade finance, and the Covid-19 Crisis 1 1 4 94 3 17 38 275
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 12 14 27 1,489
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 2 2 380 18 23 36 1,209
Welfare effects of public information 0 1 1 64 0 3 12 261
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 1 253 2 3 23 510
Which exchange rate matters to global investors? 0 0 1 16 1 7 37 56
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 2 4 11 336
Why bank capital matters for monetary policy 0 3 6 189 3 14 52 623
Working Capital, Trade and Macro Fluctuations 1 1 1 7 3 4 9 31
p-dominance and Belief Potential 0 0 1 85 2 5 19 270
Total Working Papers 45 127 391 36,282 715 1,950 5,529 111,313
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 0 0 6 561 1 11 27 1,184
A Theory of Arbitrage Capital 0 0 0 5 2 8 29 55
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 1 48 1 9 18 150
Adversarial and Inquisitorial Procedures in Arbitration 0 0 2 185 0 4 18 1,167
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 0 4 11 175
Analytics of sovereign debt restructuring 0 0 0 97 1 6 15 274
Assessing Macroprudential Policies: Case of South Korea 0 0 1 42 2 3 24 139
Bank Capital and Dividend Externalities 0 0 2 38 4 8 29 214
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 2 2 4 272
Beauty Contests and Iterated Expectations in Asset Markets 2 4 18 318 4 6 43 1,080
BigTech and the changing structure of financial intermediation 4 10 22 81 21 71 152 445
Bond Risk Premia and The Exchange Rate 0 1 5 27 5 14 40 102
Brand Performance Volatility from Marketing Spending 0 0 1 8 0 2 12 61
Breaking free of the triple coincidence in international finance 0 1 1 54 6 8 20 294
Capital flows and the risk-taking channel of monetary policy 3 7 21 916 15 48 161 2,694
Catalytic finance: When does it work? 0 0 0 91 0 6 20 356
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 0 4 10 41 2 21 43 140
Central Bank Forward Guidance and the Signal Value of Market Prices 0 0 2 13 4 5 24 96
Central Bank Transparency and the Signal Value of Prices 0 1 9 226 3 10 35 702
Comment 0 0 0 3 1 1 4 43
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 3 4 7 117
Commentary: has financial development made the world riskier? 0 1 1 225 2 9 12 584
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 0 3 12 89
Common belief foundations of global games 0 0 0 34 0 3 15 112
Communication and Monetary Policy 0 0 0 1 2 7 32 556
Comparative assessment of macroprudential policies 0 0 1 143 2 5 18 436
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 1 1 35 0 2 9 218
Contagious Adverse Selection 0 0 0 61 8 11 25 293
Coordination risk and the price of debt 0 2 6 346 4 10 34 866
Crisis Resolution and Bank Liquidity 0 0 3 201 2 6 47 832
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 34 4 5 11 161
Cross-Border Banking and Global Liquidity 2 7 46 684 18 48 209 2,175
Currency Depreciation and Emerging Market Corporate Distress 0 0 5 44 2 5 30 184
Debt maturity structure with pre-emptive creditors 0 0 0 8 1 3 9 59
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 0 2 10 726
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 2 6 16 947
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 0 3 22 2 5 12 96
Disclosure Risk and Price Drift 0 0 0 44 3 6 11 175
Disclosures and Asset Returns 0 0 0 51 2 5 13 319
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 3 3 6 162
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 2 8 16 24
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 3 454 4 9 37 1,436
Dollar and Exports 0 0 2 2 4 8 22 26
Dollar beta and stock returns 0 0 0 8 1 6 11 27
Dominance and Belief Potential 0 0 0 136 3 6 12 575
Editorial Announcement 0 0 0 0 5 5 10 37
Endogenous Extreme Events and the Dual Role of Prices 0 0 2 49 0 5 18 273
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 1 1 9 522
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 2 17 2 6 20 82
Exchange rates and monetary spillovers 0 0 0 16 2 4 10 78
Fair value accounting and financial stability 0 0 0 124 1 11 25 518
Financial Intermediary Balance Sheet Management 0 0 2 88 1 4 16 270
Financial Regulation in a System Context 0 2 5 141 5 11 31 566
Financial conditions and purchasing managers' indices: exploring the links 0 0 0 6 2 10 23 75
Financial intermediaries, financial stability and monetary policy 0 0 0 66 6 11 18 296
Fire Sale FDI 0 0 0 34 1 2 19 180
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 1 15 3 7 17 94
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 1 1 10 88
Global Banking Glut and Loan Risk Premium 0 9 15 352 11 31 74 1,224
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 0 0 6 64 1 2 25 301
Global Liquidity: A Selective Review 0 0 2 100 4 5 16 191
Global liquidity through the lens of monetary aggregates 1 1 1 53 4 12 18 195
Globalization of corporate risk taking 0 0 2 64 4 21 31 226
How Much Common Belief Is Necessary for a Convention? 0 0 2 98 1 2 13 240
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 4 6 14 34
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 0 41 1 2 16 122
Imperfect common knowledge and the information value of prices 0 0 0 69 2 5 11 215
Inertia of Forward-Looking Expectations 0 0 0 75 1 3 8 310
International Environmental Agreements under Uncertainty 0 0 0 0 0 1 11 282
Introduction 0 0 1 4 1 1 6 51
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 0 0 3 2 7 12 23
Liquidity Black Holes 0 2 2 681 2 8 21 2,003
Liquidity Black Holes 0 1 2 21 4 8 16 142
Liquidity Risk and Contagion 0 2 8 311 1 8 26 919
Liquidity and Contagion: The Crisis of 1763 0 0 0 157 1 1 8 473
Liquidity and Twin Crises 0 0 0 79 2 6 10 223
Liquidity and financial contagion 0 1 3 294 1 4 22 825
Liquidity and leverage 11 23 69 1,950 39 106 377 5,841
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 1 1 57 2 4 15 160
Liquidity, monetary policy, and financial cycles 0 0 0 381 0 5 17 1,035
Logical Structure of Common Knowledge 0 1 2 179 0 1 10 386
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 4 10 29 518
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 1 2 14 143
Marking‐to‐Market: Panacea or Pandora's Box? 0 0 1 219 5 9 22 679
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 3 9 20 181 57 109 147 542
Mitigating Systemic Spillovers from Currency Hedging 1 1 1 2 2 3 11 15
Mitigating Systemic Spillovers from Currency Hedging 1 1 1 14 2 5 9 62
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 5 11 23 300
Money, Liquidity, and Monetary Policy 0 0 2 479 1 16 60 1,130
News Management and the Value of Firms 0 0 0 142 0 3 15 364
Non-financial corporations from emerging market economies and capital flows 0 0 0 49 3 6 12 208
Noncore Bank Liabilities and Financial Vulnerability 0 0 3 13 4 12 33 80
Noncore Bank Liabilities and Financial Vulnerability 0 3 5 197 3 12 30 823
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 1 20 4 6 15 72
Oil and debt 0 0 0 19 2 4 15 152
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 1 3 10 141
Optimal Betting Odds against Insider Traders 2 4 19 270 7 20 66 841
Optimal Communication 1 1 2 134 3 3 18 406
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 1 5 16 37
Overcoming Original Sin 0 0 4 15 3 6 19 63
Positive feedback trading in the US Treasurey market 0 0 0 2 1 4 15 72
Precautionary Demand and Liquidity in Payment Systems 0 1 4 5 2 4 23 54
Precautionary Demand and Liquidity in Payment Systems 0 0 1 15 1 1 8 110
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 1 2 11 360
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 1 4 8 249 6 13 36 914
Procyclical Leverage and Value-at-Risk 0 0 0 227 3 7 31 641
Redemption risk and cash hoarding by asset managers 0 0 0 55 0 1 13 266
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 0 0 1 374 8 15 66 1,596
Risk Management with Interdependent Choice 0 0 0 1 0 2 11 416
Risk and liquidity in a system context 0 0 1 97 4 10 18 291
Risk‐taking channel of monetary policy 0 0 2 33 4 6 16 123
Securitisation and Financial Stability 0 1 3 20 6 15 34 65
Social Value of Public Information 6 8 10 668 29 59 101 2,234
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 1 4 16 828
Staggered Pricing Models Face the Facts 0 0 0 86 1 2 6 274
Sustaining Production Chains through Financial Linkages 1 1 3 67 2 5 36 326
The Assessment: Games and Coordination 0 0 0 1 0 2 10 566
The Bank of Amsterdam and the Limits of Fiat Money 0 1 6 13 5 7 34 61
The Burden of Proof in a Game of Persuasion 0 1 5 387 0 1 21 775
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 6 9 31 850
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 1 1 14 101 11 21 90 441
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 0 5 16 119 4 21 58 386
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 0 18 4 4 13 67
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 0 9 2 3 5 53
The Hunt for Duration: Not Waving but Drowning? 0 2 7 115 5 15 43 390
The Squam Lake Report: Fixing the Financial System 1 2 4 196 4 8 28 823
The fintech gender gap 0 1 8 30 4 23 69 137
The impact of risk regulation on price dynamics 0 0 0 217 1 4 22 526
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 2 5 10 280
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 3 4 12 64
The shadow banking system: implications for fi nancial regulation 0 1 2 223 4 9 26 682
Tracking the international footprints of global firms 0 0 2 31 4 9 27 212
Transparency, Communication and Commitment 0 0 0 137 1 4 10 365
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 1 5 9 1,420 17 31 67 3,315
What does the new face of international financial intermediation mean for emerging market economies? 0 2 2 101 2 8 14 274
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 2 3 184 2 5 16 511
Why bank capital matters for monetary policy 2 7 20 203 7 28 91 778
Yen Carry Trade and the Subprime Crisis 0 0 5 345 1 8 26 887
Total Journal Articles 45 146 499 19,676 532 1,383 4,096 66,927
2 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
Central bank capital and trust in money: lessons from history for the digital age 0 1 2 13 2 10 29 58
Managing Elevated Risk 0 0 0 0 1 8 9 15
Risk and Liquidity 0 0 0 0 4 15 28 540
The Squam Lake Report: Fixing the Financial System 0 0 0 0 3 4 12 120
Total Books 0 1 2 13 10 37 78 733

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 1 40 0 2 10 122
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 2 5 9 51
Breaking free of the triple coincidence in international finance 0 0 0 39 6 7 14 196
Breaking the triple coincidence in international finance 0 0 2 27 3 3 14 93
Comment on "Risk Topography" 0 0 0 11 1 2 3 57
Comment on "The Leverage Cycle" 0 0 1 26 4 5 8 73
Coordinating Expectations in Monetary Policy 0 0 1 50 1 3 18 193
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 1 30 2 5 15 127
Endogenous and Systemic Risk 0 0 2 91 2 6 17 230
Financial Intermediaries and Monetary Economics 1 1 6 807 9 20 86 2,615
Financial System Liquidity, Asset prices and Monetary Policy 0 1 1 82 2 3 10 217
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 5 6 16 25
Global Liquidity 0 0 0 0 1 3 10 88
Introduction 0 0 0 3 1 2 7 46
Lessons from Macro-Financial Policy in Korea 0 3 6 35 1 4 12 88
Macro-Financial Stability Frameworks: Experience and Challenges 0 1 4 21 2 4 15 63
Macroprudential policies beyond Basel III 0 1 2 239 3 7 21 637
Macroprudential policies: indicators and tools 0 0 0 20 2 2 6 59
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 1 3 4 8
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 0 0 25 3 3 7 75
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 3 4 8 67
Non-bank financial intermediaries and financial stability 3 5 13 50 9 33 95 174
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 0 1 14 1 4 11 74
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 0 0 2 150 3 4 25 401
Overview and summary 0 0 0 4 1 1 1 41
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 1 3 9 9 12 20 68
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 0 11 1 2 4 65
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 1 163 4 9 23 510
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 28 1 1 17 99
The Broad Yen Carry Trade 0 0 2 10 4 6 27 57
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 1 1 1 3 16 42
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 1 1 159 2 3 16 491
Why Macroprudential Policy? Brief Overview 0 0 0 0 4 5 11 14
Total Chapters 5 14 51 2,164 94 182 576 7,166

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