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 28 0 0 0 167
A Financial System Perspective on Japan's Experience in the Late 1980s 0 1 6 109 5 13 42 357
A Theory of Slow-Moving Capital and Contagion 0 1 1 104 0 1 10 405
A Theory of the Onset of Currency Attacks 0 0 0 4 0 0 4 665
A Theory of the Onset of Currency Attacks 0 0 0 248 0 1 9 532
A Theory of the Onset of Currency Attacks 0 0 2 481 0 2 17 1,114
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 0 0 1 239
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 1 97 1 4 17 251
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 0 3 1,065
Adversarial and Inquisitorial Procedures in Arbitration 0 1 8 238 2 12 84 1,830
An Academic Response to Basel II 1 3 14 1,481 5 15 67 3,235
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 25 25 2 7 84 84
An early stablecoin? The Bank of Amsterdam and the governance of money 0 2 22 22 0 4 49 49
Analytics of sovereign debt restructuring 0 0 2 285 1 1 8 747
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 79 3 3 6 275
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 1 1 2 392
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 207 1 1 1 508
Assessing Macroprudential Policies: Case of Korea 0 0 1 87 1 1 11 128
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 1 1 155 2 3 6 450
Balance Sheet Capacity and Endogenous Risk 0 1 4 115 2 6 28 424
Balance sheet capacity and endogenous risk 0 1 3 39 0 5 17 124
Bank Capital and Dividend Externalities 0 0 1 46 0 1 16 143
Bank Capital and Dividend Externalities 0 0 0 23 1 1 8 87
Bank Capital and Dividend Externalities 0 0 0 63 2 2 14 159
Bank capital and dividend externalities 0 0 1 28 0 1 13 67
Banks and cross-border capital flows: challenges and regulatory responses 1 5 12 14 1 6 26 51
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 1 1 341 2 4 12 1,116
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 215 0 0 3 680
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 6 488 1 6 41 1,695
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 1 1 5 871
BigTech and the changing structure of financial intermediation 6 13 35 117 12 38 161 374
Bond risk premia and the exchange rate 0 0 14 102 3 9 67 178
Breaking free of the triple coincidence in international finance 0 0 3 89 3 4 23 214
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 2 3 148 1 8 35 385
Capital Flows and the Risk-Taking Channel of Monetary Policy 1 3 5 200 3 7 33 429
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 157 2 4 22 337
Carry Trades, Monetary Policy and Speculative Dynamics 0 1 6 121 5 8 25 324
Catalytic Finance 0 0 0 8 0 0 3 58
Catalytic Finance: When Does It Work? 0 0 4 223 1 1 12 814
Catalytic Finance: When Does It Work? 0 0 0 69 1 3 12 430
Central bank forward guidance and the signal value of market prices 0 1 3 63 3 5 16 108
Common Belief Foundations of Global Games 0 0 1 23 0 0 4 37
Common Belief Foundations of Global Games 0 0 1 177 2 6 16 387
Communication and Monetary Policy 0 0 0 13 0 0 3 76
Communication and Monetary Policy 0 0 1 221 1 3 15 561
Communication and Monetary Policy 0 0 0 264 0 0 9 741
Communication and monetary policy 0 1 1 54 1 4 12 246
Comparative assessment of macroprudential policies 0 1 5 186 3 5 30 353
Contagious Adverse Selection 0 0 2 17 1 6 22 143
Contagious Adverse Selection - Revised November, 2010 0 1 1 6 1 7 21 61
Coordinating Expectations in Monetary Policy 0 0 4 175 0 4 18 333
Coordination Risk and the Price of Debt 0 0 0 206 3 3 13 590
Coordination Risk and the Price of Debt 0 0 1 272 2 2 22 848
Coordination Risk and the Price of Debt 0 0 0 241 5 9 20 634
Coordination risk and the price of debt 0 0 0 1 3 9 38 90
Crisis Resolution and Bank Liquidity 0 0 6 268 7 9 40 740
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 4 122 3 5 14 374
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 1 80 0 0 6 242
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 1 1 48 0 1 4 278
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 0 0 1 36
Cross-border banking and global liquidity 0 6 17 259 2 14 57 465
Currency depreciation and emerging market corporate distress 2 4 6 47 4 12 38 135
Currency depreciation and emerging market corporate distress 0 0 1 29 3 6 23 90
Debt maturity structure with pre-emptive creditors 0 0 0 78 2 2 7 328
Destabilizing Carry Trades 0 0 1 54 2 2 14 99
Destabilizing carry trades 0 0 0 66 1 2 6 74
Destabilizing carry trades 0 0 0 23 0 0 0 32
Disclosures and Asset Returns 0 0 1 86 1 2 6 260
Disclosures and Asset Returns 0 0 0 51 0 1 7 158
Disclosures and asset returns 0 0 0 2 0 1 7 60
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 6 14 141 3 16 77 532
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 1 3 63 0 2 12 224
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 210 1 1 8 669
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 408 2 7 15 1,293
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 194 1 1 9 639
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 3 4 15 87
Dollar and Exports 0 1 1 1 4 5 5 5
Dollar exchange rate as a credit supply factor - evidence from firm-level exports 2 15 35 86 7 38 101 211
Dynamic Leverage Asset Pricing 0 0 12 129 2 7 39 248
Dynamic Leverage Asset Pricing 0 0 3 195 2 8 24 480
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 1 6 198 429 4 24 686 1,170
Endogenous Public Signals and Coordination 0 0 0 254 1 1 3 488
Endogenous choice of bank liquidity: the role of fire sales 0 0 7 179 1 1 25 444
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 0 1 1 662
Exchange Rates and Monetary Spillovers 0 0 0 39 1 1 4 27
Exchange Rates and Monetary Spillovers 0 0 1 86 1 1 2 35
Exchange rates and monetary spillovers 0 0 0 91 0 1 2 171
Exploring the Dynamics of Global Liquidity 0 0 0 63 1 2 9 196
FX intervention and domestic credit: Evidence from high-frequency micro data 0 1 9 48 2 5 40 119
FX intervention and domestic credit: evidence from high-frequency micro data 0 2 13 121 2 5 39 203
Fair Value Accounting and Financial Stability 0 0 0 15 0 1 5 72
Fair Value Reporting Standards and Market Volatility 0 1 11 28 1 3 23 79
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 2 2 12 134
Financial intermediaries and monetary economics 1 2 8 588 4 9 60 1,101
Financial intermediaries, financial stability, and monetary policy 0 0 2 465 2 4 37 1,367
Financial intermediary balance sheet management 0 0 3 192 2 4 20 460
Financial intermediary leverage and value at risk 0 1 10 502 0 5 46 1,240
Financial intermediation and the post-crisis financial system 0 0 2 198 3 5 33 529
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 1 483 0 1 11 806
Financing Growth without Banks: Korean Housing Repo Contract 2 2 17 149 10 15 59 381
Fire Sales, Foreign Entry and Bank Liquidity 0 1 2 140 1 2 11 471
Fire-sale FDI 0 0 1 101 3 4 18 516
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 0 1 12 53
Foreshadowing LTCM: The Crisis of 1763 0 0 0 312 0 1 3 1,256
Foreshadowing LTCM: the crisis of 1763 0 0 0 16 4 5 12 78
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 1 2 38 1 3 15 88
Global Factors in Capital Flows and Credit Growth 1 2 2 2 3 4 5 5
Global Games: Theory and Applications 0 2 10 375 1 5 25 847
Global Games: Theory and Applications 0 2 11 1,702 9 18 57 4,101
Global Games: Theory and Applications 0 3 22 2,086 13 33 210 5,222
Global Liquidity through the Lens of Monetary Aggregates 0 0 2 70 1 1 5 166
Global dollar credit and carry trades: a firm-level analysis 0 1 4 106 6 12 32 223
Heterogeneity and Uniqueness in Interaction Games 0 0 0 103 2 5 14 416
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 3 5 17 1,002
Illiquidity Component of Credit Risk 1 1 2 65 1 1 12 85
Informational events that trigger currency attacks 0 0 0 0 2 3 6 352
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 24 1 1 6 120
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 2 56 90 0 11 135 218
Liquidity Black Holes 0 0 0 1 0 0 16 477
Liquidity Black Holes 0 1 7 461 13 46 488 2,102
Liquidity Black Holes 0 0 0 343 6 6 17 955
Liquidity Black Holes 0 0 0 0 1 2 12 495
Liquidity and financial cycles 0 0 1 327 3 5 18 697
Liquidity and leverage 2 7 16 1,203 9 18 60 3,680
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 0 0 1 2 4 4
Liquidity risk and contagion 0 1 8 447 19 52 120 1,260
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 1 20 147 2 8 41 245
Low price-to-book ratios and bank dividend payout policies 0 3 4 4 0 6 14 14
Macro risk premium and intermediary balance sheet quantities 0 1 1 183 2 5 11 406
Macroprudential Policies in Open Emerging Economies 0 0 8 261 1 2 24 483
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 0 2 82 1 3 12 199
Marking to Market, Liquidity, and Financial Stability 0 0 2 14 1 1 8 69
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 182 0 2 13 566
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 7 0 0 4 29
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 1 2 0 0 3 10
Monetary cycles, financial cycles, and the business cycle 1 2 11 633 5 11 58 1,131
Money and trust: lessons from the 1620s for money in the digital age 0 5 12 173 0 6 34 192
Money, liquidity, and monetary policy 0 0 6 515 3 6 46 1,309
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 0 0 1 175
News shocks, monetary policy, and foreign currency positions 0 1 2 84 1 5 14 163
Non-Core Bank Liabilities and Financial Vulnerability 0 0 6 123 1 10 43 316
On the scale of financial intermediaries 0 0 1 218 2 6 27 378
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 183 2 2 12 961
Opening and closing the market: evidence from the London Stock Exchange 0 0 0 5 2 3 9 64
Optimal Communication 0 0 0 154 1 3 7 331
Optimal collective action clause thresholds 0 2 2 224 2 5 15 813
Permissioned Distributed Ledgers and the Governance of Money 0 3 11 11 2 11 38 38
Permissioned Distributed Ledgers and the Governance of Money 1 4 18 18 1 14 37 37
Permissioned distributed ledgers and the governance of money 0 2 19 19 1 7 24 24
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 1 53 0 0 5 324
Precautionary Demand and Liquidity in Payment Systems 0 0 1 152 0 0 18 403
Prices and quantities in the monetary policy transmission mechanism 0 0 2 158 0 3 11 382
Procyclical Leverage and Value-at-Risk 0 0 1 227 2 6 24 590
Procyclical leverage and value-at-risk 0 0 2 49 4 5 21 131
Procyclicality and Monetary Aggregates 0 0 5 120 0 0 13 269
Procyclicality and the Search for Early Warning Indicators 1 1 3 63 4 4 16 144
Public and Private Information in Monetary Policy Models 0 0 0 58 0 1 12 192
Public and Private Information in Monetary Policy Models 0 0 0 129 1 4 11 457
Public and Private Information in Monetary Policy Models 0 0 1 66 3 4 15 224
Public and Private Information in Monetary Policy Models 0 0 0 41 2 3 6 107
Public and private information in monetary policy models 0 0 2 45 3 4 26 225
Redemption risk and cash hoarding by asset managers 0 0 4 92 2 5 39 224
Regulating Financial Conglomerates 0 0 0 138 2 8 13 511
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 1 668 1 5 20 1,390
Risk Appetite and Endogenous Risk 0 4 22 423 2 10 70 1,023
Risk Appetite and Exchange Rates 0 1 2 59 4 11 18 247
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 1 30 2 2 6 48
Risk and liquidity in a system context 0 0 0 65 2 3 13 228
Risk appetite and exchange Rates 1 2 3 275 2 7 19 824
Risk-Taking Channel of Monetary Policy 2 3 20 236 4 7 52 348
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 0 3 628
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 0 0 1 37
Sovereign yields and the risk-taking channel of currency appreciation 0 0 6 147 1 2 40 304
The Broad Yen Carry Trade 0 0 10 404 3 7 37 1,061
The CNBC Effect: Welfare Effects of Public Information 0 0 4 254 3 3 17 976
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 24 520 3 6 78 1,164
The dollar, bank leverage and real economic activity: an evolving relationship 1 1 6 34 3 7 31 104
The dollar, bank leverage and the deviation from covered interest parity 0 1 9 57 3 6 59 247
The fintech gender gap 1 1 1 1 5 6 6 6
The fintech gender gap 1 6 40 40 8 30 116 116
The hunt for duration: not waving but drowning? 0 0 1 48 3 5 15 189
The impact of risk regulation on price dynamics 0 0 0 17 0 1 10 84
The international monetary and financial system: a capital account historical perspective 0 1 4 277 0 3 22 364
The international monetary and financial system: a capital account perspective 0 1 2 150 1 2 13 199
The shadow banking system: implications for financial regulation 0 0 3 574 2 8 35 1,425
Trade credit, trade finance, and the Covid-19 Crisis 0 2 38 61 4 15 98 169
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 0 5 44 1,432
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 0 368 2 5 18 1,120
Welfare effects of public information 0 0 0 61 1 2 4 245
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 3 248 1 2 19 458
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 1 98 0 1 13 304
Why bank capital matters for monetary policy 0 0 4 170 2 7 45 431
Working Capital, Trade and Macro Fluctuations 1 1 1 1 1 2 3 3
p-dominance and Belief Potential 0 1 2 78 1 4 16 228
Total Working Papers 31 163 1,093 33,449 397 1,067 5,904 96,531

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 9 508 4 7 41 1,046
A Theory of Arbitrage Capital 0 0 0 2 0 2 8 18
Adapting Macroprudential Policies to Global Liquidity Conditions 1 1 4 44 1 1 6 120
Adversarial and Inquisitorial Procedures in Arbitration 0 3 7 164 4 10 28 974
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 1 44 1 2 9 151
Analytics of sovereign debt restructuring 0 1 5 95 0 1 13 243
Assessing Macroprudential Policies: Case of South Korea 0 0 0 36 1 2 6 104
Bank Capital and Dividend Externalities 0 0 3 22 0 1 28 146
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 0 0 5 263
Beauty Contests and Iterated Expectations in Asset Markets 0 2 15 236 3 10 75 849
BigTech and the changing structure of financial intermediation 0 4 11 11 5 11 42 42
Bond Risk Premia and The Exchange Rate 0 1 9 9 5 7 23 23
Brand Performance Volatility from Marketing Spending 0 0 0 6 0 0 2 33
Breaking free of the triple coincidence in international finance 1 1 5 38 6 10 40 164
Capital flows and the risk-taking channel of monetary policy 3 10 59 785 11 42 218 2,100
Catalytic finance: When does it work? 0 0 1 88 3 4 32 287
Central Bank Forward Guidance and the Signal Value of Market Prices 1 1 2 5 3 6 30 51
Central Bank Transparency and the Signal Value of Prices 0 2 12 198 3 10 47 592
Comment 0 0 0 3 1 2 8 30
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 1 1 3 28 1 1 8 102
Commentary: has financial development made the world riskier? 0 0 1 219 1 4 11 564
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 1 1 1 76
Common belief foundations of global games 0 0 1 24 1 1 7 75
Communication and Monetary Policy 0 0 0 1 2 6 26 493
Comparative assessment of macroprudential policies 2 2 18 97 8 12 62 277
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 0 32 1 6 14 196
Contagious Adverse Selection 0 0 0 61 1 3 14 247
Coordination risk and the price of debt 0 2 10 301 3 11 46 709
Crisis Resolution and Bank Liquidity 1 1 17 151 3 6 67 623
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 32 0 1 8 143
Cross-Border Banking and Global Liquidity 2 17 74 468 18 67 294 1,374
Currency Depreciation and Emerging Market Corporate Distress 0 2 9 12 6 13 44 60
Debt maturity structure with pre-emptive creditors 0 0 0 7 0 0 0 45
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 2 2 6 707
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 0 0 4 929
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 2 4 4 4 16 28 28
Disclosure Risk and Price Drift 0 0 1 42 1 2 5 156
Disclosures and Asset Returns 0 0 0 51 3 3 18 270
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 1 52 3 3 5 153
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 1 1 440 2 7 40 1,360
Dominance and Belief Potential 0 0 0 131 2 2 11 547
Editorial Announcement 0 0 0 0 1 1 3 25
Endogenous Extreme Events and the Dual Role of Prices 0 1 8 41 5 12 33 177
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 1 121 0 1 2 511
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 1 6 1 3 11 27
Exchange rates and monetary spillovers 0 0 1 15 0 2 11 59
Fair value accounting and financial stability 0 0 7 119 0 1 25 463
Financial Intermediary Balance Sheet Management 0 1 2 76 4 7 19 218
Financial Regulation in a System Context 0 0 4 108 3 7 29 388
Financial conditions and purchasing managers' indices: exploring the links 0 0 3 4 2 6 22 34
Financial intermediaries, financial stability and monetary policy 0 0 7 59 0 2 50 239
Fire Sale FDI 0 0 3 26 5 6 21 128
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 2 11 1 4 11 59
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 15 1 2 3 65
Global Banking Glut and Loan Risk Premium 0 5 29 285 6 22 111 933
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 1 1 3 40 3 7 35 225
Global Liquidity: A Selective Review 0 2 13 81 1 3 22 143
Global liquidity through the lens of monetary aggregates 1 1 3 45 5 6 19 143
Globalization of corporate risk taking 0 0 1 52 1 2 11 153
How Much Common Belief Is Necessary for a Convention? 0 0 1 88 0 0 4 205
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 0 1 1 1 1
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 1 1 29 29 1 3 84 84
Imperfect common knowledge and the information value of prices 0 0 1 67 2 3 7 197
Inertia of Forward-Looking Expectations 0 0 1 72 0 2 10 295
International Environmental Agreements under Uncertainty 0 0 0 0 1 3 19 259
Introduction 0 0 0 3 0 1 8 37
Liquidity Black Holes 0 1 2 669 4 7 24 1,945
Liquidity Black Holes 0 0 2 10 3 6 31 100
Liquidity Risk and Contagion 0 0 2 281 5 9 35 816
Liquidity and Contagion: The Crisis of 1763 0 0 0 153 0 1 15 447
Liquidity and Twin Crises 0 0 0 75 1 1 5 198
Liquidity and financial contagion 0 3 21 249 4 8 51 704
Liquidity and leverage 9 33 148 1,546 41 106 522 4,387
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 2 16 43 2 8 46 114
Liquidity, monetary policy, and financial cycles 0 4 21 358 2 15 76 945
Logical Structure of Common Knowledge 0 0 1 171 1 2 5 363
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 1 5 198 2 4 13 448
Macroprudential policies in open emerging economies 1 1 3 87 4 7 33 435
Marking to Market, Liquidity, and Financial Stability 1 1 3 39 3 4 15 124
Marking‐to‐Market: Panacea or Pandora's Box? 0 1 5 208 1 4 19 615
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 0 2 17 117 2 4 30 318
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 0 0 0 0
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 13 0 0 2 49
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 1 63 0 0 3 261
Money, Liquidity, and Monetary Policy 0 1 8 461 3 10 46 997
News Management and the Value of Firms 0 0 1 142 0 0 5 345
Non-financial corporations from emerging market economies and capital flows 0 1 2 38 0 5 20 154
Noncore Bank Liabilities and Financial Vulnerability 0 0 4 4 0 2 21 21
Noncore Bank Liabilities and Financial Vulnerability 0 1 9 186 6 17 80 750
Offshore EME bond issuance and the transmission channels of global liquidity 2 4 6 6 4 9 16 16
Oil and debt 0 0 0 13 0 1 7 94
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 1 26 0 2 8 120
Optimal Betting Odds against Insider Traders 0 2 8 224 1 6 24 711
Optimal Communication 0 0 0 124 1 2 7 365
Positive feedback trading in the US Treasurey market 0 0 0 0 1 3 12 35
Precautionary Demand and Liquidity in Payment Systems 0 0 0 0 0 0 12 12
Precautionary Demand and Liquidity in Payment Systems 0 0 0 12 0 1 10 82
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 2 125 2 4 18 312
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 0 0 3 212 0 4 18 810
Procyclical Leverage and Value-at-Risk 4 6 31 183 7 30 114 480
Redemption risk and cash hoarding by asset managers 1 5 12 37 5 13 32 179
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 0 1 5 364 3 6 29 1,446
Risk Management with Interdependent Choice 0 0 0 1 1 2 10 388
Risk and liquidity in a system context 1 1 3 87 2 3 7 254
Risk‐taking channel of monetary policy 1 2 9 25 2 6 26 69
Securitisation and Financial Stability 1 1 1 1 1 1 1 1
Social Value of Public Information 0 0 9 633 1 9 65 2,013
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 2 211 2 5 24 779
Staggered Pricing Models Face the Facts 0 0 2 85 0 0 4 255
Sustaining Production Chains through Financial Linkages 2 2 7 46 6 9 34 219
The Assessment: Games and Coordination 0 0 0 1 0 0 4 552
The Burden of Proof in a Game of Persuasion 0 0 5 358 2 3 15 706
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 1 1 4 193 2 2 18 682
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 3 4 18 44 8 18 74 177
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 1 3 19 50 2 12 72 175
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 1 8 11 0 2 23 36
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 0 7 0 0 1 40
The Hunt for Duration: Not Waving but Drowning? 12 13 30 69 14 22 69 231
The Squam Lake Report: Fixing the Financial System 0 1 2 181 5 12 55 740
The impact of risk regulation on price dynamics 1 1 2 208 3 5 25 478
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 0 0 1 266
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 1 5 0 4 12 42
The second phase of global liquidity and its impact on emerging economies 2 3 8 281 6 8 34 657
The shadow banking system: implications for fi nancial regulation 1 3 15 207 3 7 74 586
Tracking the international footprints of global firms 0 0 2 15 2 5 29 114
Transparency, Communication and Commitment 1 1 1 133 4 4 7 342
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 21 1,379 3 6 75 3,116
What does the new face of international financial intermediation mean for emerging market economies? 1 3 8 57 3 7 23 139
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 1 10 155 3 4 53 414
Why bank capital matters for monetary policy 2 5 35 114 5 16 111 402
Yen Carry Trade and the Subprime Crisis 0 0 5 307 2 4 14 790
Total Journal Articles 64 183 969 17,208 348 879 4,315 55,299

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Managing Elevated Risk 0 0 0 0 0 0 0 2
Risk and Liquidity 0 0 0 0 3 14 85 430
The Squam Lake Report: Fixing the Financial System 0 0 0 0 1 3 21 75
Total Books 0 0 0 0 4 17 106 507

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 1 3 33 0 2 31 98
Breaking free of the triple coincidence in international finance 0 1 5 30 2 4 33 143
Breaking the triple coincidence in international finance 0 0 1 23 0 0 4 71
Comment on "Risk Topography" 0 0 0 11 0 0 1 51
Comment on "The Leverage Cycle" 0 0 0 21 0 0 2 56
Coordinating Expectations in Monetary Policy 0 3 8 36 2 6 30 117
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 3 27 2 4 18 105
Endogenous and Systemic Risk 0 0 2 88 0 0 15 194
Financial Intermediaries and Monetary Economics 2 8 50 717 8 33 193 2,166
Financial System Liquidity, Asset prices and Monetary Policy 0 0 4 81 0 0 5 202
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 0 0 0 0 0
Global Liquidity 0 0 0 0 1 1 6 70
Introduction 0 0 1 3 1 1 4 30
Macroprudential policies beyond Basel III 0 2 5 226 2 5 21 573
Macroprudential policies: indicators and tools 0 0 4 17 1 3 11 46
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 0 1 1 1
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 1 2 25 0 1 12 67
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 2 13 0 0 7 54
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 0 0 9 0 0 3 48
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 5 25 97 97 14 68 246 246
Overview and summary 0 0 0 3 0 0 0 37
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 0 0 1 1 1 9 26
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 0 9 1 2 7 50
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 2 160 2 4 12 455
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 2 9 25 2 8 24 62
The Broad Yen Carry Trade 0 0 2 8 0 0 5 29
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 0 0 2 5 5 5
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 4 150 3 5 37 434
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 0 0 0
Total Chapters 7 43 204 1,813 44 154 742 5,436

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Statistics updated 2021-09-05