Access Statistics for Hyun Song Shin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Weight of Money" Pricing and Speculative Dynamics 0 0 0 30 0 2 2 172
A Financial System Perspective on Japan's Experience in the Late 1980s 0 1 2 115 0 1 8 405
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 1 2 5 421
A Theory of the Onset of Currency Attacks 0 0 0 4 2 4 9 682
A Theory of the Onset of Currency Attacks 0 0 1 487 3 6 8 1,140
A Theory of the Onset of Currency Attacks 0 0 1 252 0 1 5 553
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 0 2 2 244
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 98 2 3 5 264
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 251 5 7 13 1,923
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 1 1 1,077
An Academic Response to Basel II 0 0 3 1,522 3 5 16 3,377
An early stablecoin? The Bank of Amsterdam and the governance of money 1 1 3 53 6 12 26 229
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 1 32 16 18 26 99
Analytics of sovereign debt restructuring 0 0 0 287 2 4 5 763
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 1 3 4 281
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 2 10 406
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 1 2 3 514
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 1 4 7 140
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 0 0 1 458
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 1 3 4 4
Balance Sheet Capacity and Endogenous Risk 0 1 2 144 5 12 18 519
Balance sheet capacity and endogenous risk 0 0 0 46 5 5 8 186
Bank Capital and Dividend Externalities 0 0 1 47 1 2 5 154
Bank Capital and Dividend Externalities 0 0 0 27 1 2 3 97
Bank Capital and Dividend Externalities 0 0 0 63 6 8 11 179
Bank capital and dividend externalities 0 0 0 31 7 12 15 100
Banks and cross-border capital flows: challenges and regulatory responses 0 0 1 15 4 6 13 107
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 352 2 3 6 1,248
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 498 4 11 24 1,763
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 1 2 3 703
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 1 8 11 887
Big techs in finance: on the new nexus between data privacy and competition 0 1 2 78 0 4 9 139
BigTech and the changing structure of financial intermediation 0 0 7 173 7 11 38 654
Bond risk premia and the exchange rate 0 0 3 119 3 16 27 300
Breaking free of the triple coincidence in international finance 0 0 2 98 4 8 16 248
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 0 159 12 19 25 446
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 1 213 6 13 18 484
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 14 14 19 379
Carry Trades, Monetary Policy and Speculative Dynamics 1 1 2 139 4 7 11 377
Catalytic Finance 0 0 0 8 1 2 2 61
Catalytic Finance: When Does It Work? 0 0 0 229 2 8 8 842
Catalytic Finance: When Does It Work? 0 0 0 71 2 2 3 441
Central bank digital currencies: motives, economic implications and the research frontier 3 5 15 144 33 56 133 408
Central bank forward guidance and the signal value of market prices 0 1 3 70 2 7 12 144
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 0 3 4 26 6 18 31 99
Common Belief Foundations of Global Games 0 0 0 24 0 4 9 48
Common Belief Foundations of Global Games 0 0 1 179 1 3 7 445
Communication and Monetary Policy 0 0 0 223 3 4 7 585
Communication and Monetary Policy 0 0 0 16 0 1 3 86
Communication and Monetary Policy 0 0 0 266 1 1 2 749
Communication and monetary policy 0 0 1 62 3 4 10 274
Comparative assessment of macroprudential policies 0 0 2 198 1 4 11 398
Contagious Adverse Selection 0 0 0 19 3 5 8 161
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 0 2 3 71
Coordinating Expectations in Monetary Policy 0 1 1 185 3 5 9 369
Coordination Risk and the Price of Debt 0 0 0 242 1 3 7 677
Coordination Risk and the Price of Debt 0 0 0 208 0 1 3 614
Coordination Risk and the Price of Debt 0 0 0 278 1 4 12 877
Coordination risk and the price of debt 0 0 0 1 1 2 2 131
Corporate payout policy: Are financial firms different? 0 0 1 1 1 3 7 7
Corporate payout policy: are financial firms different? 0 1 4 15 7 12 19 39
Crisis Resolution and Bank Liquidity 0 0 1 277 4 11 18 836
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 0 2 3 248
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 0 0 3 282
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 1 1 5 42
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 1 2 3 399
Cross-border banking and global liquidity 0 1 10 311 7 15 34 597
Currency depreciation and emerging market corporate distress 0 2 2 63 33 48 62 287
Currency depreciation and emerging market corporate distress 0 0 0 32 2 3 4 134
Debt maturity structure with pre-emptive creditors 0 0 0 78 1 3 5 336
Destabilizing Carry Trades 0 0 0 55 0 3 3 110
Destabilizing carry trades 0 0 0 0 2 2 4 5
Destabilizing carry trades 0 1 1 69 0 7 9 86
Destabilizing carry trades 0 0 0 24 0 7 8 42
Disclosures and Asset Returns 0 0 0 53 4 6 8 168
Disclosures and Asset Returns 0 2 2 90 0 7 7 274
Disclosures and asset returns 0 0 0 5 1 3 4 74
Distributed Ledgers and the Governance of Money 0 0 0 19 2 5 8 34
Distributed Ledgers and the Governance of Money 0 0 0 16 2 7 8 65
Distributed Ledgers and the Governance of Money 0 0 0 3 2 13 16 27
Distributed ledgers and the governance of money 1 1 10 47 4 14 53 185
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 68 3 3 6 242
Dividends and Bank Capital in the Financial Crisis of 2007-2009 1 1 2 155 4 8 17 627
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 212 1 4 11 694
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 1 1 410 3 5 8 1,370
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 3 7 9 654
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 4 6 8 130
Dollar and Exports 0 0 2 112 3 11 16 300
Dollar and Exports 2 3 8 54 5 13 36 211
Dollar beta and stock returns 0 0 1 29 4 12 17 70
Dynamic Leverage Asset Pricing 0 1 1 142 3 10 16 304
Dynamic Leverage Asset Pricing 0 0 1 202 2 7 13 522
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 1 1 6 473 9 20 43 1,368
Endogenous Public Signals and Coordination 0 0 0 254 1 3 6 494
Endogenous choice of bank liquidity: the role of fire sales 0 0 1 185 1 2 6 471
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 1 2 4 668
Exchange Rates and Monetary Spillovers 0 0 0 0 1 1 1 2
Exchange Rates and Monetary Spillovers 0 0 1 127 1 7 12 83
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 1 3
Exchange Rates and Monetary Spillovers 0 0 0 0 2 2 2 3
Exchange rates and monetary spillovers 0 0 0 92 1 1 4 184
Exploring the Dynamics of Global Liquidity 0 0 1 71 2 3 5 230
FX intervention and domestic credit: Evidence from high-frequency micro data 0 0 6 106 2 8 28 277
FX intervention and domestic credit: evidence from high-frequency micro data 0 1 2 141 4 7 13 260
Fair Value Accounting and Financial Stability 0 0 0 1 0 0 0 4
Fair Value Reporting Standards and Market Volatility 0 0 0 0 2 3 4 4
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 1 3 3 146
Financial intermediaries and monetary economics 0 1 6 622 7 14 21 1,189
Financial intermediaries, financial stability, and monetary policy 1 1 3 482 9 13 30 1,464
Financial intermediary balance sheet management 0 0 1 198 4 6 11 492
Financial intermediary leverage and value at risk 0 0 1 508 0 11 18 1,285
Financial intermediation and the post-crisis financial system 0 1 2 204 2 4 8 556
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 5 11 14 835
Financing Growth without Banks: Korean Housing Repo Contract 0 1 11 222 4 6 24 568
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 3 5 484
Fire-sale FDI 0 0 0 107 1 2 7 575
Foreshadowing LTCM: The Crisis of 1763 0 0 1 320 1 2 3 1,282
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 1 2 2 66
Foreshadowing LTCM: the crisis of 1763 0 0 3 29 1 4 7 107
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 3 4 6 104
Global Factors in Capital Flows and Credit Growth 0 0 0 6 1 2 2 19
Global Games: Theory and Applications 0 0 2 392 3 6 13 910
Global Games: Theory and Applications 0 0 4 2,126 14 24 42 5,561
Global Games: Theory and Applications 0 1 4 1,727 10 15 29 4,256
Global Liquidity through the Lens of Monetary Aggregates 0 0 0 70 1 4 6 179
Global dollar credit and carry trades: a firm-level analysis 0 4 5 117 4 12 17 273
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 0 2 4 1,036
Heterogeneity and Uniqueness in Interaction Games 0 0 1 107 1 3 5 442
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 2 3 6 19
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 0 3 4 22
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 1 1 3 10
How abundant are reserves? Evidence from the wholesale payment system 0 0 1 23 1 1 6 25
Illiquidity Component of Credit Risk 0 0 0 69 4 7 8 105
Informational events that trigger currency attacks 0 0 0 0 4 4 6 367
International portfolio frictions 0 1 5 25 3 9 24 64
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 3 7 9 138
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 2 5 117 6 14 34 350
Liquidity Black Holes 0 0 0 1 2 5 10 504
Liquidity Black Holes 0 0 0 0 4 7 8 508
Liquidity Black Holes 0 1 1 345 2 4 10 1,024
Liquidity Black Holes 0 0 0 469 19 22 25 2,330
Liquidity and financial cycles 0 0 1 333 9 13 20 747
Liquidity and leverage 0 1 9 1,239 11 22 46 3,833
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 1 16 2 2 3 55
Liquidity risk and contagion 1 3 7 472 2 16 25 1,355
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 1 166 5 8 12 299
Low price-to-book ratios and bank dividend payout policies 0 0 2 21 8 11 19 85
Low price-to-book ratios and bank dividend payout policies 0 0 1 10 0 1 2 28
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 2 2 5 418
Macro-financial stability frameworks: experience and challenges 0 3 12 71 4 15 33 135
Macroprudential Policies in Open Emerging Economies 0 0 0 267 2 4 9 555
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 0 0 85 2 5 5 217
Mapping the realignment of global value chains 4 15 48 104 10 34 102 290
Margins, debt capacity, and systemic risk 0 0 1 17 3 5 7 25
Margins, debt capacity, and systemic risk 0 0 0 0 2 2 3 5
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 1 2 3 5
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 1 4 4 616
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 0 4 7 12
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 10 0 0 3 39
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 2 2 4 9 22
Monetary cycles, financial cycles, and the business cycle 0 0 3 652 4 7 12 1,238
Money and trust: lessons from the 1620s for money in the digital age 0 2 2 189 1 5 7 256
Money, liquidity, and monetary policy 0 0 0 519 8 13 15 1,355
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 0 0 1 180
News shocks, monetary policy, and foreign currency positions 0 0 0 90 3 5 6 189
Next generation correspondent banking 0 2 27 30 4 13 54 78
Non-Core Bank Liabilities and Financial Vulnerability 0 0 0 135 1 4 8 366
Non-bank Financial Intermediaries and Financial Stability 0 1 7 29 3 9 23 83
Non-bank financial intermediaries and financial stability 0 1 9 67 8 25 60 208
On the scale of financial intermediaries 0 0 0 226 2 9 12 414
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 2 5 6 975
Opening and closing the market: evidence from the London Stock Exchange 0 0 0 7 2 4 4 75
Optimal Communication 0 0 0 156 5 9 12 372
Optimal collective action clause thresholds 0 0 0 232 3 4 6 851
Original Sin Redux: Role of Duration Risk 0 1 3 3 3 6 15 15
Original Sin Redux: Role of Duration Risk 0 1 9 9 3 7 16 16
Original sin redux: role of duration risk 0 1 2 12 4 13 26 67
Overcoming original sin: insights from a new dataset 0 2 6 23 3 9 23 87
Permissioned Distributed Ledgers and the Governance of Money 0 1 1 27 5 12 16 86
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 2 2 6 339
Precautionary Demand and Liquidity in Payment Systems 0 0 0 152 2 3 5 418
Prices and quantities in the monetary policy transmission mechanism 0 0 1 161 5 12 16 403
Procyclical Leverage and Value-at-Risk 0 0 1 231 9 10 16 629
Procyclical leverage and value-at-risk 1 1 1 53 4 8 10 158
Procyclicality and Monetary Aggregates 1 1 1 124 3 3 7 288
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 2 4 6 155
Public and Private Information in Monetary Policy Models 0 0 1 133 3 5 6 476
Public and Private Information in Monetary Policy Models 0 0 0 59 3 5 7 209
Public and Private Information in Monetary Policy Models 0 0 0 68 2 5 8 239
Public and private information in monetary policy models 0 0 2 49 4 6 9 255
Redemption risk and cash hoarding by asset managers 0 0 0 98 9 10 14 284
Regulating Financial Conglomerates 0 0 0 139 1 5 6 535
Regulating big techs in finance 0 0 1 8 0 6 8 30
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 2 672 4 6 9 1,497
Risk Appetite and Endogenous Risk 0 0 3 454 2 8 18 1,103
Risk Appetite and Exchange Rates 0 0 0 66 1 2 7 293
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 34 0 2 3 59
Risk and liquidity in a system context 0 0 0 71 4 8 9 297
Risk appetite and exchange Rates 0 1 1 281 1 2 8 859
Risk capacity, portfolio choice and exchange rates 1 2 3 22 6 11 19 59
Risk-Taking Channel of Monetary Policy 0 0 1 263 4 5 11 431
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 2 3 635
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 1 4 6 46
Sovereign yields and the risk-taking channel of currency appreciation 0 0 0 155 1 7 17 362
Stablecoins versus tokenised deposits: implications for the singleness of money 1 1 15 28 9 17 33 82
Testing the cognitive limits of large language models 0 1 25 42 6 15 54 107
The Bank of Amsterdam and the limits of fiat money 0 0 0 54 3 3 9 56
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 5 7 15 30
The Broad Yen Carry Trade 0 1 3 431 5 9 16 1,170
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 1 4 6 1,014
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 3 586 4 11 19 1,282
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 0 46 2 4 20 156
The dollar, bank leverage and the deviation from covered interest parity 1 5 8 86 7 18 34 352
The fintech gender gap 0 1 4 72 3 10 34 325
The fintech gender gap 0 0 1 13 2 3 9 54
The hunt for duration: not waving but drowning? 0 0 3 58 2 5 14 228
The impact of risk regulation on price dynamics 0 0 0 20 1 2 2 96
The international monetary and financial system: a capital account historical perspective 1 1 3 294 6 11 19 427
The international monetary and financial system: a capital account historical perspective 0 0 0 156 0 2 6 225
The shadow banking system: implications for financial regulation 2 4 6 586 6 9 14 1,480
Theory of supply chains: a working capital approach 1 2 5 38 7 15 46 108
Trade credit, trade finance, and the Covid-19 Crisis 0 2 3 93 2 7 18 250
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 2 7 13 1,471
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 1 378 3 6 12 1,182
Welfare effects of public information 0 0 0 63 1 6 6 255
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 5 9 17 503
Which exchange rate matters to global investors? 0 1 2 16 6 10 27 39
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 1 2 4 329
Why bank capital matters for monetary policy 0 1 3 185 5 15 36 599
Working Capital, Trade and Macro Fluctuations 0 0 0 6 1 2 4 25
p-dominance and Belief Potential 0 0 1 85 1 2 6 255
Total Working Papers 25 103 438 36,127 754 1,605 3,095 108,160
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 1 8 561 2 8 18 1,170
A Theory of Arbitrage Capital 0 0 0 5 3 5 8 34
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 0 47 2 2 7 137
Adversarial and Inquisitorial Procedures in Arbitration 0 2 2 185 1 8 14 1,161
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 3 5 168
Analytics of sovereign debt restructuring 0 0 0 97 2 2 7 263
Assessing Macroprudential Policies: Case of South Korea 0 1 2 42 1 3 5 118
Bank Capital and Dividend Externalities 0 0 2 38 6 10 17 199
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 1 1 1 269
Beauty Contests and Iterated Expectations in Asset Markets 3 8 20 312 5 17 39 1,062
BigTech and the changing structure of financial intermediation 4 4 12 70 15 28 83 360
Bond Risk Premia and The Exchange Rate 1 2 6 26 3 12 23 81
Brand Performance Volatility from Marketing Spending 0 1 1 8 1 3 5 52
Breaking free of the triple coincidence in international finance 0 0 2 53 1 6 14 282
Capital flows and the risk-taking channel of monetary policy 2 5 21 906 19 46 124 2,624
Catalytic finance: When does it work? 0 0 0 91 1 4 6 342
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 1 1 7 36 3 6 20 109
Central Bank Forward Guidance and the Signal Value of Market Prices 0 1 2 13 3 10 16 87
Central Bank Transparency and the Signal Value of Prices 1 4 9 225 4 13 30 691
Comment 0 0 0 3 1 2 4 42
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 0 1 2 111
Commentary: has financial development made the world riskier? 0 0 0 224 0 1 2 573
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 1 2 3 80
Common belief foundations of global games 0 0 0 34 1 3 4 101
Communication and Monetary Policy 0 0 0 1 5 16 21 543
Comparative assessment of macroprudential policies 0 0 2 143 3 5 18 428
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 0 34 1 2 5 214
Contagious Adverse Selection 0 0 0 61 3 8 9 277
Coordination risk and the price of debt 0 0 4 343 4 8 20 850
Crisis Resolution and Bank Liquidity 0 0 3 201 3 15 37 813
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 34 0 2 3 152
Cross-Border Banking and Global Liquidity 3 14 43 672 28 67 169 2,096
Currency Depreciation and Emerging Market Corporate Distress 0 3 8 44 4 14 29 176
Debt maturity structure with pre-emptive creditors 0 0 0 8 1 4 6 55
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 2 3 5 720
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 2 3 6 935
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 1 3 22 1 3 7 91
Disclosure Risk and Price Drift 0 0 1 44 0 2 7 168
Disclosures and Asset Returns 0 0 0 51 1 3 5 310
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 0 3 158
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 2 4 6 13
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 1 1 4 454 4 13 23 1,418
Dollar and Exports 0 1 2 2 2 7 16 17
Dollar beta and stock returns 0 0 0 8 1 2 3 19
Dominance and Belief Potential 0 0 1 136 2 2 4 566
Editorial Announcement 0 0 0 0 0 0 4 30
Endogenous Extreme Events and the Dual Role of Prices 0 0 2 48 1 2 9 261
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 3 5 7 518
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 2 17 1 2 6 67
Exchange rates and monetary spillovers 0 0 0 16 0 2 6 71
Fair value accounting and financial stability 0 0 0 124 1 7 10 501
Financial Intermediary Balance Sheet Management 0 0 3 88 0 3 12 262
Financial Regulation in a System Context 0 0 4 139 2 4 12 544
Financial conditions and purchasing managers' indices: exploring the links 0 0 1 6 2 5 10 60
Financial intermediaries, financial stability and monetary policy 0 0 0 66 1 3 15 284
Fire Sale FDI 0 0 0 34 1 5 9 170
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 1 1 15 1 6 10 84
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 2 3 3 81
Global Banking Glut and Loan Risk Premium 0 2 8 341 11 22 53 1,182
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 0 1 10 64 3 11 27 296
Global Liquidity: A Selective Review 1 2 2 100 3 5 5 180
Global liquidity through the lens of monetary aggregates 0 0 0 52 0 1 2 178
Globalization of corporate risk taking 0 1 2 64 2 5 9 203
How Much Common Belief Is Necessary for a Convention? 0 0 4 98 1 2 7 232
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 1 1 6 25
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 1 41 2 3 12 114
Imperfect common knowledge and the information value of prices 0 0 0 69 1 1 3 205
Inertia of Forward-Looking Expectations 0 0 0 75 2 4 5 306
International Environmental Agreements under Uncertainty 0 0 0 0 1 6 9 279
Introduction 0 1 1 4 0 1 4 48
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 0 0 3 1 3 6 15
Liquidity Black Holes 0 1 1 20 2 4 5 131
Liquidity Black Holes 0 0 0 679 2 6 9 1,990
Liquidity Risk and Contagion 0 1 7 309 2 9 19 910
Liquidity and Contagion: The Crisis of 1763 0 0 0 157 1 2 5 468
Liquidity and Twin Crises 0 0 1 79 0 2 4 215
Liquidity and financial contagion 0 0 3 292 2 9 20 815
Liquidity and leverage 9 27 71 1,925 64 154 347 5,711
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 2 5 8 152
Liquidity, monetary policy, and financial cycles 0 0 1 381 1 6 11 1,026
Logical Structure of Common Knowledge 0 0 1 178 1 4 6 382
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 2 6 13 499
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 1 5 5 134
Marking‐to‐Market: Panacea or Pandora's Box? 0 1 1 219 1 7 12 666
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 3 4 12 171 6 13 31 423
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 13 1 2 3 56
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 1 0 3 3 7
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 5 7 7 284
Money, Liquidity, and Monetary Policy 2 2 3 479 6 20 29 1,095
News Management and the Value of Firms 0 0 0 142 5 7 9 356
Non-financial corporations from emerging market economies and capital flows 0 0 0 49 4 5 9 201
Noncore Bank Liabilities and Financial Vulnerability 0 2 2 12 0 9 18 62
Noncore Bank Liabilities and Financial Vulnerability 0 1 2 194 1 8 18 807
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 1 20 2 2 5 62
Oil and debt 0 0 1 19 3 6 9 144
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 2 3 4 135
Optimal Betting Odds against Insider Traders 0 1 12 260 11 16 42 809
Optimal Communication 0 0 1 132 0 5 11 394
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 2 5 8 27
Overcoming Original Sin 0 2 3 14 0 5 13 51
Positive feedback trading in the US Treasurey market 0 0 0 2 3 6 10 66
Precautionary Demand and Liquidity in Payment Systems 0 0 0 14 2 3 3 105
Precautionary Demand and Liquidity in Payment Systems 0 2 2 3 10 14 17 45
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 1 1 138 2 4 7 354
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 0 0 8 244 4 13 29 897
Procyclical Leverage and Value-at-Risk 0 0 4 227 5 14 26 628
Redemption risk and cash hoarding by asset managers 0 0 1 55 2 4 11 260
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 0 1 2 374 18 27 60 1,572
Risk Management with Interdependent Choice 0 0 0 1 1 3 5 409
Risk and liquidity in a system context 0 1 2 97 0 1 6 276
Risk‐taking channel of monetary policy 1 1 2 33 1 4 8 115
Securitisation and Financial Stability 1 2 3 19 6 10 18 44
Social Value of Public Information 0 0 5 659 8 18 43 2,163
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 1 3 8 819
Staggered Pricing Models Face the Facts 0 0 0 86 0 0 2 268
Sustaining Production Chains through Financial Linkages 0 1 1 65 5 6 27 314
The Assessment: Games and Coordination 0 0 0 1 2 3 4 560
The Bank of Amsterdam and the Limits of Fiat Money 0 3 7 12 5 11 40 52
The Burden of Proof in a Game of Persuasion 1 3 6 386 2 7 14 764
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 3 5 221 3 12 24 833
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 2 7 16 98 14 33 76 408
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 0 6 13 111 5 19 44 355
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 1 18 2 3 5 58
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 1 9 1 1 2 49
The Hunt for Duration: Not Waving but Drowning? 0 2 8 113 3 12 33 370
The Squam Lake Report: Fixing the Financial System 0 0 2 194 5 10 20 811
The fintech gender gap 0 2 13 29 4 18 44 98
The impact of risk regulation on price dynamics 0 0 1 217 1 4 10 513
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 0 1 2 272
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 1 2 5 55
The shadow banking system: implications for fi nancial regulation 0 1 1 222 5 9 20 669
Tracking the international footprints of global firms 1 2 4 31 3 11 21 200
Transparency, Communication and Commitment 0 0 0 137 2 4 4 359
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 1 7 1,415 4 8 43 3,278
What does the new face of international financial intermediation mean for emerging market economies? 0 0 1 99 0 0 2 261
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 3 182 0 5 14 505
Why bank capital matters for monetary policy 1 6 21 195 9 25 82 741
Yen Carry Trade and the Subprime Crisis 2 2 5 343 10 12 20 875
Total Journal Articles 40 147 475 19,487 467 1,166 2,612 64,764
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 1 1 3 12 7 14 21 46
Managing Elevated Risk 0 0 0 0 0 0 1 6
Risk and Liquidity 0 0 0 0 2 5 16 522
The Squam Lake Report: Fixing the Financial System 0 0 0 0 1 4 11 114
Total Books 1 1 3 12 10 23 49 688

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 2 3 114
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 1 2 6 46
Breaking free of the triple coincidence in international finance 0 0 2 39 1 2 7 184
Breaking the triple coincidence in international finance 0 0 1 26 3 5 6 85
Comment on "Risk Topography" 0 0 0 11 0 0 0 54
Comment on "The Leverage Cycle" 0 0 0 25 2 2 3 67
Coordinating Expectations in Monetary Policy 0 0 2 49 1 6 14 183
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 1 30 2 3 4 116
Endogenous and Systemic Risk 1 1 1 90 1 2 9 220
Financial Intermediaries and Monetary Economics 1 4 11 806 11 43 80 2,590
Financial System Liquidity, Asset prices and Monetary Policy 0 0 0 81 1 3 3 210
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 0 3 6 13
Global Liquidity 0 0 0 0 0 0 0 78
Introduction 0 0 0 3 2 4 5 43
Lessons from Macro-Financial Policy in Korea 0 1 2 31 0 3 7 82
Macro-Financial Stability Frameworks: Experience and Challenges 0 0 3 20 1 7 11 58
Macroprudential policies beyond Basel III 0 0 1 238 3 8 12 625
Macroprudential policies: indicators and tools 0 0 0 20 0 0 0 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 2 3 4 72
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 1 2 2 61
Non-bank financial intermediaries and financial stability 0 4 16 45 7 25 61 125
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 0 0 13 1 1 4 64
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 0 0 9 150 3 8 23 388
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 2 8 1 3 11 55
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 0 11 1 1 3 63
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 1 163 1 4 13 494
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 28 3 7 7 89
The Broad Yen Carry Trade 2 2 2 10 14 15 16 46
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 1 1 1 5 10 12 37
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 2 7 8 483
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 3 4 6
Total Chapters 4 14 55 2,143 71 184 344 6,848

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09