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 2 113 1 3 14 400
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 0 0 0 416
A Theory of the Onset of Currency Attacks 1 1 2 487 1 1 4 1,133
A Theory of the Onset of Currency Attacks 0 0 0 4 1 2 4 675
A Theory of the Onset of Currency Attacks 1 1 2 252 1 1 5 549
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 1 2 3 261
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 1 2 1,076
Adversarial and Inquisitorial Procedures in Arbitration 0 1 2 251 4 5 15 1,914
An Academic Response to Basel II 0 0 2 1,519 3 5 17 3,365
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 5 50 1 2 14 205
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 1 31 0 0 2 73
Analytics of sovereign debt restructuring 0 0 1 287 0 0 3 758
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 0 0 1 277
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 0 0 396
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 0 0 1 511
Assessing Macroprudential Policies: Case of Korea 0 0 1 90 0 0 1 133
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 0 2 142 0 1 11 502
Balance sheet capacity and endogenous risk 0 0 0 46 0 1 4 178
Bank Capital and Dividend Externalities 0 0 0 46 0 0 0 149
Bank Capital and Dividend Externalities 0 0 0 63 0 0 3 168
Bank Capital and Dividend Externalities 0 0 1 27 1 1 2 95
Bank capital and dividend externalities 0 0 1 31 1 1 2 86
Banks and cross-border capital flows: challenges and regulatory responses 0 0 0 14 3 6 23 97
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 498 1 1 7 1,740
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 0 1 4 701
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 352 2 3 5 1,245
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 1 5 76 0 3 17 131
BigTech and the changing structure of financial intermediation 2 4 9 170 4 10 40 623
Bond risk premia and the exchange rate 0 1 2 117 0 5 10 275
Breaking free of the triple coincidence in international finance 0 0 0 96 0 3 3 234
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 3 212 2 2 10 468
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 1 159 0 1 6 422
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 2 161 0 0 5 360
Carry Trades, Monetary Policy and Speculative Dynamics 0 1 7 137 1 3 13 367
Catalytic Finance 0 0 0 8 0 0 0 59
Catalytic Finance: When Does It Work? 0 0 0 71 1 1 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 3 14 131 10 28 65 293
Central bank forward guidance and the signal value of market prices 0 0 0 67 0 0 5 132
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 1 1 5 23 3 4 16 71
Common Belief Foundations of Global Games 0 0 0 24 1 2 2 41
Common Belief Foundations of Global Games 0 0 0 178 0 0 2 438
Communication and Monetary Policy 0 0 1 16 0 0 2 83
Communication and Monetary Policy 0 0 0 223 0 0 2 578
Communication and Monetary Policy 0 0 0 266 0 0 2 747
Communication and monetary policy 0 0 1 61 1 1 6 265
Comparative assessment of macroprudential policies 0 0 1 196 0 1 11 388
Contagious Adverse Selection 0 0 2 19 0 1 3 153
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 0 0 0 68
Coordinating Expectations in Monetary Policy 0 0 1 184 1 1 7 361
Coordination Risk and the Price of Debt 0 0 2 278 1 2 8 867
Coordination Risk and the Price of Debt 0 0 0 242 1 3 4 672
Coordination Risk and the Price of Debt 0 0 0 208 0 2 3 612
Coordination risk and the price of debt 0 0 0 1 0 0 0 129
Corporate payout policy: Are financial firms different? 0 1 1 1 1 3 3 3
Corporate payout policy: are financial firms different? 2 2 12 13 2 4 21 23
Crisis Resolution and Bank Liquidity 0 1 2 277 0 4 9 821
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 1 2 2 39
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 1 1 3 397
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 0 0 1 279
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 1 1 1 246
Cross-border banking and global liquidity 0 2 7 303 0 5 17 568
Currency depreciation and emerging market corporate distress 0 0 0 32 0 2 5 131
Currency depreciation and emerging market corporate distress 0 0 0 61 2 8 21 233
Debt maturity structure with pre-emptive creditors 0 0 0 78 0 1 2 332
Destabilizing Carry Trades 0 0 0 55 0 0 2 107
Destabilizing carry trades 0 1 1 24 0 2 2 35
Destabilizing carry trades 0 0 0 0 1 2 2 2
Destabilizing carry trades 0 0 2 68 0 1 3 78
Disclosures and Asset Returns 0 0 0 88 0 0 0 267
Disclosures and Asset Returns 0 0 1 53 1 2 3 162
Disclosures and asset returns 0 0 0 5 0 0 1 70
Distributed Ledgers and the Governance of Money 0 0 0 3 0 0 0 11
Distributed Ledgers and the Governance of Money 0 0 1 19 0 1 3 27
Distributed Ledgers and the Governance of Money 0 0 0 16 0 0 2 57
Distributed ledgers and the governance of money 1 3 5 40 6 13 20 144
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 1 1 154 0 5 10 613
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 0 67 1 1 5 237
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 409 0 0 1 1,362
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 211 1 3 5 685
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 0 1 3 645
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 0 0 0 122
Dollar and Exports 1 3 5 49 2 7 17 182
Dollar and Exports 1 1 2 111 1 2 5 286
Dollar beta and stock returns 0 0 0 28 0 2 7 54
Dynamic Leverage Asset Pricing 0 0 0 201 1 2 6 510
Dynamic Leverage Asset Pricing 0 0 1 141 0 4 11 290
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 1 4 7 470 3 9 31 1,332
Endogenous Public Signals and Coordination 0 0 0 254 0 0 0 488
Endogenous choice of bank liquidity: the role of fire sales 0 1 1 185 0 3 5 468
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 0 1 1 665
Exchange Rates and Monetary Spillovers 1 1 1 127 2 3 4 73
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 1
Exchange Rates and Monetary Spillovers 0 0 0 0 0 1 1 1
Exchange Rates and Monetary Spillovers 0 0 0 0 1 1 2 3
Exchange rates and monetary spillovers 0 0 0 92 1 1 1 181
Exploring the Dynamics of Global Liquidity 0 0 1 70 0 0 4 225
FX intervention and domestic credit: Evidence from high-frequency micro data 1 3 14 103 1 13 36 260
FX intervention and domestic credit: evidence from high-frequency micro data 1 1 1 140 4 5 6 251
Fair Value Accounting and Financial Stability 0 0 0 1 0 0 2 4
Fair Value Reporting Standards and Market Volatility 0 0 0 0 1 1 1 1
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 2 143
Financial intermediaries and monetary economics 0 2 5 617 1 3 13 1,170
Financial intermediaries, financial stability, and monetary policy 0 0 4 479 2 5 28 1,438
Financial intermediary balance sheet management 1 1 3 198 2 2 8 483
Financial intermediary leverage and value at risk 0 1 1 507 0 1 2 1,267
Financial intermediation and the post-crisis financial system 0 1 2 203 1 4 7 552
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 1 1 1 822
Financing Growth without Banks: Korean Housing Repo Contract 0 3 14 213 1 13 42 549
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 2 2 2 481
Fire-sale FDI 0 1 2 107 1 2 8 569
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 0 0 1 64
Foreshadowing LTCM: The Crisis of 1763 0 1 4 320 0 1 7 1,280
Foreshadowing LTCM: the crisis of 1763 0 1 3 27 0 1 4 101
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 1 1 2 99
Global Factors in Capital Flows and Credit Growth 0 0 0 6 0 0 0 17
Global Games: Theory and Applications 0 1 2 2,123 0 5 35 5,521
Global Games: Theory and Applications 1 1 3 391 1 1 13 898
Global Games: Theory and Applications 0 1 5 1,723 2 4 28 4,230
Global Liquidity through the Lens of Monetary Aggregates 0 0 0 70 0 0 1 173
Global dollar credit and carry trades: a firm-level analysis 1 2 3 113 1 6 12 259
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 0 0 1 1,032
Heterogeneity and Uniqueness in Interaction Games 0 0 0 106 0 0 0 437
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 1 2 3 14
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 0 0 2 18
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 0 0 1 7
How abundant are reserves? Evidence from the wholesale payment system 0 1 1 23 1 2 5 21
Illiquidity Component of Credit Risk 0 0 1 69 0 1 3 97
Informational events that trigger currency attacks 0 0 0 0 1 1 1 362
International portfolio frictions 0 1 10 21 1 7 35 46
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 2 2 5 131
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 1 5 112 1 3 24 317
Liquidity Black Holes 0 0 0 0 0 0 1 500
Liquidity Black Holes 0 0 0 1 1 2 5 496
Liquidity Black Holes 0 0 0 344 1 1 1 1,015
Liquidity Black Holes 0 0 0 469 0 0 4 2,305
Liquidity and financial cycles 0 0 2 332 2 3 11 729
Liquidity and leverage 1 2 5 1,231 5 9 26 3,794
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 1 1 1 16 1 1 4 53
Liquidity risk and contagion 0 1 4 465 1 4 10 1,333
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 5 165 1 3 13 289
Low price-to-book ratios and bank dividend payout policies 0 0 1 9 0 0 3 26
Low price-to-book ratios and bank dividend payout policies 1 1 1 20 1 1 6 67
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 1 2 2 414
Macro-financial stability frameworks: experience and challenges 3 5 12 62 4 8 32 106
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 15 19 60 72 15 35 189 213
Margins, debt capacity, and systemic risk 0 0 4 16 0 1 12 18
Margins, debt capacity, and systemic risk 0 0 0 0 0 1 2 2
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 0 0 1 2
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 0 2 23 612
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 1 2 2 38
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 2 0 2 3 15
Monetary cycles, financial cycles, and the business cycle 0 0 2 649 0 3 13 1,226
Money and trust: lessons from the 1620s for money in the digital age 0 0 2 187 0 1 8 249
Money, liquidity, and monetary policy 0 0 0 519 0 0 3 1,340
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 0 0 0 179
News shocks, monetary policy, and foreign currency positions 0 0 0 90 0 0 0 183
Next generation correspondent banking 18 20 23 23 9 14 38 38
Non-Core Bank Liabilities and Financial Vulnerability 0 0 4 135 0 0 5 358
Non-bank Financial Intermediaries and Financial Stability 4 5 7 26 5 9 29 68
Non-bank financial intermediaries and financial stability 1 3 12 60 6 18 57 160
On the scale of financial intermediaries 0 0 1 226 0 1 2 403
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 0 1 1 969
Opening and closing the market: evidence from the London Stock Exchange 0 1 2 7 0 2 3 71
Optimal Communication 0 0 0 156 0 1 11 360
Optimal collective action clause thresholds 0 0 0 232 0 2 2 846
Original Sin Redux: Role of Duration Risk 0 0 0 0 1 2 2 2
Original sin redux: role of duration risk 1 2 7 11 2 7 23 44
Overcoming original sin: insights from a new dataset 0 0 1 17 2 5 21 67
Permissioned Distributed Ledgers and the Governance of Money 0 0 0 26 0 0 2 70
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 0 1 2 334
Precautionary Demand and Liquidity in Payment Systems 0 0 0 152 1 1 2 414
Prices and quantities in the monetary policy transmission mechanism 1 1 1 161 1 1 2 388
Procyclical Leverage and Value-at-Risk 0 0 1 230 1 1 5 614
Procyclical leverage and value-at-risk 0 0 0 52 1 2 5 149
Procyclicality and Monetary Aggregates 0 0 0 123 0 0 0 281
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 0 0 0 149
Public and Private Information in Monetary Policy Models 0 0 1 68 0 1 4 232
Public and Private Information in Monetary Policy Models 0 0 1 132 0 0 3 470
Public and Private Information in Monetary Policy Models 0 0 0 59 1 1 2 203
Public and private information in monetary policy models 0 0 0 47 1 1 4 247
Redemption risk and cash hoarding by asset managers 0 0 1 98 1 1 8 271
Regulating Financial Conglomerates 0 0 0 139 1 1 2 530
Regulating big techs in finance 0 0 1 7 0 1 8 22
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 1 2 671 0 2 4 1,490
Risk Appetite and Endogenous Risk 0 1 3 452 1 3 16 1,087
Risk Appetite and Exchange Rates 0 0 2 66 1 3 12 289
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 1 34 0 0 1 56
Risk and liquidity in a system context 0 0 2 71 0 1 4 288
Risk appetite and exchange Rates 0 0 1 280 0 1 7 852
Risk capacity, portfolio choice and exchange rates 0 0 1 19 0 5 13 45
Risk-Taking Channel of Monetary Policy 0 1 4 263 1 3 11 422
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 1 2 633
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 0 0 0 40
Sovereign yields and the risk-taking channel of currency appreciation 0 0 0 155 0 3 8 348
Stablecoins versus tokenised deposits: implications for the singleness of money 8 8 12 21 3 4 20 52
Testing the cognitive limits of large language models 7 8 24 25 8 15 62 65
The Bank of Amsterdam and the limits of fiat money 0 0 1 31 0 2 5 16
The Bank of Amsterdam and the limits of fiat money 0 0 2 54 0 2 12 48
The Broad Yen Carry Trade 0 0 6 428 0 2 34 1,155
The CNBC Effect: Welfare Effects of Public Information 0 0 1 255 2 2 6 1,010
The changing nature of financial intermediation and the financial crisis of 2007-09 0 3 10 584 2 6 22 1,266
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 0 46 1 2 6 138
The dollar, bank leverage and the deviation from covered interest parity 2 2 8 80 2 5 19 323
The fintech gender gap 0 0 0 12 1 2 3 47
The fintech gender gap 0 0 4 68 1 9 55 294
The hunt for duration: not waving but drowning? 0 1 3 56 1 2 6 216
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 0 1 156 0 2 5 220
The international monetary and financial system: a capital account historical perspective 0 0 4 291 1 3 13 410
The shadow banking system: implications for financial regulation 0 0 0 580 1 1 10 1,467
Theory of supply chains: a working capital approach 0 0 2 33 1 1 18 63
Trade credit, trade finance, and the Covid-19 Crisis 0 0 7 90 2 3 19 235
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 1 2 6 1,460
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 0 377 1 2 11 1,172
Welfare effects of public information 0 0 1 63 0 0 1 249
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 1 252 0 0 11 486
Which exchange rate matters to global investors? 1 1 15 15 1 7 17 17
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 3 105 0 0 5 325
Why bank capital matters for monetary policy 1 1 4 183 4 8 37 568
Working Capital, Trade and Macro Fluctuations 0 0 1 6 0 1 4 22
p-dominance and Belief Potential 0 0 0 84 0 1 4 249
Total Working Papers 82 146 502 35,809 208 558 2,083 105,471
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 13 555 2 5 28 1,157
A Theory of Arbitrage Capital 0 0 0 5 0 0 1 26
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 1 47 2 2 3 132
Adversarial and Inquisitorial Procedures in Arbitration 0 0 5 183 0 3 23 1,147
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 1 1 164
Analytics of sovereign debt restructuring 0 0 0 97 1 3 6 257
Assessing Macroprudential Policies: Case of South Korea 0 0 0 40 0 0 2 113
Bank Capital and Dividend Externalities 0 0 3 36 1 2 9 184
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 4 6 23 298 6 12 51 1,033
BigTech and the changing structure of financial intermediation 0 0 9 58 6 12 65 287
Bond Risk Premia and The Exchange Rate 0 2 4 22 0 5 9 62
Brand Performance Volatility from Marketing Spending 0 0 0 7 0 1 3 47
Breaking free of the triple coincidence in international finance 0 0 0 51 0 3 8 270
Capital flows and the risk-taking channel of monetary policy 4 6 32 890 10 21 100 2,514
Catalytic finance: When does it work? 0 1 3 91 0 1 11 336
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 0 2 12 31 1 7 31 95
Central Bank Forward Guidance and the Signal Value of Market Prices 0 0 1 11 0 1 4 72
Central Bank Transparency and the Signal Value of Prices 0 1 3 216 2 5 20 664
Comment 0 0 0 3 1 1 1 39
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 1 1 3 110
Commentary: has financial development made the world riskier? 0 0 1 224 1 1 2 572
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 0 0 1 77
Common belief foundations of global games 0 0 1 34 0 0 2 97
Communication and Monetary Policy 0 0 0 1 0 0 7 522
Comparative assessment of macroprudential policies 0 1 6 142 3 7 21 416
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 0 34 0 1 1 209
Contagious Adverse Selection 0 0 0 61 0 0 4 268
Coordination risk and the price of debt 0 0 8 339 0 2 24 830
Crisis Resolution and Bank Liquidity 0 1 10 198 1 6 28 780
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 1 34 0 1 2 149
Cross-Border Banking and Global Liquidity 1 9 38 635 10 31 113 1,950
Currency Depreciation and Emerging Market Corporate Distress 1 1 5 37 1 4 11 150
Debt maturity structure with pre-emptive creditors 0 0 1 8 1 1 2 50
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 1 1 2 716
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 1 2 2 931
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 0 2 19 0 0 9 84
Disclosure Risk and Price Drift 0 0 0 43 1 2 3 163
Disclosures and Asset Returns 0 0 0 51 0 0 5 305
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 0 1 1 156
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 1 3 0 1 4 8
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 4 450 0 2 17 1,397
Dollar and Exports 0 0 0 0 1 2 3 3
Dollar beta and stock returns 0 0 2 8 0 0 3 16
Dominance and Belief Potential 1 1 3 136 1 1 4 563
Editorial Announcement 0 0 0 0 1 1 2 27
Endogenous Extreme Events and the Dual Role of Prices 0 0 4 46 0 1 12 253
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 1 1 1 512
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 1 2 15 1 2 8 62
Exchange rates and monetary spillovers 0 0 0 16 3 3 3 68
Fair value accounting and financial stability 0 0 1 124 1 1 7 492
Financial Intermediary Balance Sheet Management 0 0 4 85 1 2 15 252
Financial Regulation in a System Context 1 1 3 136 1 6 14 534
Financial conditions and purchasing managers' indices: exploring the links 1 1 1 6 1 1 7 51
Financial intermediaries, financial stability and monetary policy 0 0 2 66 0 8 13 275
Fire Sale FDI 0 0 0 34 0 0 1 161
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 0 14 0 1 4 75
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 12 336 5 14 50 1,139
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 1 6 11 58 2 10 19 274
Global Liquidity: A Selective Review 0 0 1 98 0 0 5 175
Global liquidity through the lens of monetary aggregates 0 0 0 52 1 1 2 177
Globalization of corporate risk taking 0 1 3 62 0 1 5 194
How Much Common Belief Is Necessary for a Convention? 0 0 3 94 0 0 8 225
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 0 0 2 19
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 1 1 2 41 2 3 5 105
Imperfect common knowledge and the information value of prices 0 0 2 69 1 1 4 203
Inertia of Forward-Looking Expectations 0 0 0 75 1 1 1 302
International Environmental Agreements under Uncertainty 0 0 0 0 0 1 3 271
Introduction 0 0 0 3 1 1 3 45
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 1 3 3 1 3 8 11
Liquidity Black Holes 0 0 2 679 1 1 5 1,982
Liquidity Black Holes 0 0 0 19 0 0 3 126
Liquidity Risk and Contagion 0 1 9 303 1 3 24 893
Liquidity and Contagion: The Crisis of 1763 0 0 0 157 1 1 3 464
Liquidity and Twin Crises 0 1 1 79 1 4 5 213
Liquidity and financial contagion 0 2 10 290 2 6 25 800
Liquidity and leverage 2 20 83 1,866 23 81 270 5,421
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 0 1 1 144
Liquidity, monetary policy, and financial cycles 0 1 1 381 1 3 5 1,018
Logical Structure of Common Knowledge 0 0 0 177 0 0 0 376
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 1 1 6 487
Macroprudential policies in open emerging economies 0 0 1 91 2 3 10 464
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 1 218 1 4 10 657
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 0 1 8 160 0 3 17 394
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 13 0 0 0 53
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 1 0 0 0 4
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 0 0 4 277
Money, Liquidity, and Monetary Policy 0 0 2 476 0 2 15 1,067
News Management and the Value of Firms 0 0 0 142 0 0 0 347
Non-financial corporations from emerging market economies and capital flows 0 0 4 49 0 2 16 194
Noncore Bank Liabilities and Financial Vulnerability 0 0 1 10 0 1 9 45
Noncore Bank Liabilities and Financial Vulnerability 0 1 4 192 1 4 14 792
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 1 19 0 0 4 57
Oil and debt 0 1 2 19 0 2 6 136
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 1 30 0 1 2 131
Optimal Betting Odds against Insider Traders 1 3 14 251 1 5 24 772
Optimal Communication 1 1 2 132 4 4 7 387
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 2 2 5 21
Overcoming Original Sin 0 0 1 11 2 5 20 42
Positive feedback trading in the US Treasurey market 0 0 0 2 1 2 5 57
Precautionary Demand and Liquidity in Payment Systems 0 0 1 1 0 0 3 28
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 2 2 137 1 3 3 348
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 2 3 10 238 3 6 25 873
Procyclical Leverage and Value-at-Risk 1 4 8 227 2 7 25 608
Redemption risk and cash hoarding by asset managers 0 2 4 55 0 4 15 251
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 0 0 2 372 6 8 25 1,518
Risk Management with Interdependent Choice 0 0 0 1 1 1 3 405
Risk and liquidity in a system context 0 0 1 95 2 3 5 272
Risk‐taking channel of monetary policy 0 0 1 31 0 0 7 107
Securitisation and Financial Stability 1 2 8 17 2 4 12 29
Social Value of Public Information 0 1 6 655 1 5 24 2,123
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 1 218 1 2 5 812
Staggered Pricing Models Face the Facts 0 0 0 86 1 1 3 267
Sustaining Production Chains through Financial Linkages 0 0 2 64 1 3 14 288
The Assessment: Games and Coordination 0 0 0 1 0 0 0 556
The Bank of Amsterdam and the Limits of Fiat Money 0 6 6 6 2 22 22 22
The Burden of Proof in a Game of Persuasion 0 0 8 380 0 0 12 750
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 1 3 5 218 6 13 32 816
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 0 1 9 82 3 8 35 339
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 3 5 8 103 4 10 28 321
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 0 17 0 0 0 53
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 1 1 9 0 1 2 48
The Hunt for Duration: Not Waving but Drowning? 0 2 10 107 2 8 36 344
The Squam Lake Report: Fixing the Financial System 0 0 0 192 1 3 4 794
The fintech gender gap 2 2 10 18 3 7 36 58
The impact of risk regulation on price dynamics 0 1 2 217 0 1 3 504
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 0 0 2 270
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 0 0 0 50
The second phase of global liquidity and its impact on emerging economies 0 3 8 308 2 5 23 730
The shadow banking system: implications for fi nancial regulation 0 1 2 221 1 4 15 651
Tracking the international footprints of global firms 2 2 4 29 2 5 13 183
Transparency, Communication and Commitment 0 0 1 137 0 0 1 355
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 1 1 4 1,409 6 7 25 3,241
What does the new face of international financial intermediation mean for emerging market economies? 0 3 9 99 0 3 10 260
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 2 10 180 1 3 24 493
Why bank capital matters for monetary policy 4 5 17 179 9 22 69 677
Yen Carry Trade and the Subprime Crisis 0 0 15 338 1 2 36 856
Total Journal Articles 39 132 569 19,502 189 527 1,967 63,721

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 1 4 11 11 1 7 28 28
Managing Elevated Risk 0 0 0 0 0 0 1 5
Risk and Liquidity 0 0 0 0 3 5 11 510
The Squam Lake Report: Fixing the Financial System 0 0 0 0 4 4 7 107
Total Books 1 4 11 11 8 16 47 650

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 1 1 2 112
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 1 1 2 41
Breaking free of the triple coincidence in international finance 0 0 0 37 0 3 5 179
Breaking the triple coincidence in international finance 0 1 1 25 0 1 4 79
Comment on "Risk Topography" 0 0 0 11 0 0 0 54
Comment on "The Leverage Cycle" 0 0 1 25 0 0 1 64
Coordinating Expectations in Monetary Policy 2 2 5 49 3 4 15 173
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 1 29 0 0 1 112
Endogenous and Systemic Risk 0 0 1 89 1 1 5 212
Financial Intermediaries and Monetary Economics 3 8 24 800 6 18 95 2,521
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 0 1 2 8
Global Liquidity 0 0 0 0 0 0 1 78
Introduction 0 0 0 3 1 1 2 39
Lessons from Macro-Financial Policy in Korea 0 2 7 29 0 2 16 75
Macro-Financial Stability Frameworks: Experience and Challenges 0 0 5 17 1 4 14 48
Macroprudential policies beyond Basel III 0 0 1 237 0 1 2 614
Macroprudential policies: indicators and tools 0 0 0 20 0 0 2 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 4 7 24 35 6 14 53 74
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 0 1 13 2 2 4 62
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 4 7 10 147 5 9 16 373
Overview and summary 0 0 0 4 0 0 1 40
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 0 3 6 0 2 13 46
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 1 11 1 1 4 61
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 0 162 3 4 11 485
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 1 28 0 0 4 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 0 2 3 25
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 0 0 5 475
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 0 0 2
Total Chapters 13 27 86 2,107 31 72 283 6,555

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