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 1 5 175
A Financial System Perspective on Japan's Experience in the Late 1980s 0 0 1 115 3 4 13 414
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 0 3 10 426
A Theory of the Onset of Currency Attacks 0 0 0 487 1 4 15 1,148
A Theory of the Onset of Currency Attacks 0 0 0 4 0 4 12 687
A Theory of the Onset of Currency Attacks 0 0 1 253 1 4 14 565
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 2 3 11 253
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 98 1 5 10 271
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 4 7 1,083
Adversarial and Inquisitorial Procedures in Arbitration 0 0 1 252 0 3 22 1,936
An Academic Response to Basel II 0 0 3 1,523 1 3 16 3,384
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 4 54 4 15 47 256
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 0 32 2 5 46 124
Analytics of sovereign debt restructuring 0 0 0 287 0 2 11 770
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 0 6 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 0 1 9 520
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 3 5 25 158
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 0 1 21 478
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 0 3 16 16
Balance Sheet Capacity and Endogenous Risk 0 0 1 144 1 1 22 526
Balance sheet capacity and endogenous risk 1 1 2 48 2 5 18 198
Bank Capital and Dividend Externalities 0 0 0 27 0 4 18 113
Bank Capital and Dividend Externalities 0 0 0 63 0 2 18 186
Bank Capital and Dividend Externalities 0 0 0 47 3 9 19 170
Bank capital and dividend externalities 0 1 1 32 1 2 25 111
Banks and cross-border capital flows: challenges and regulatory responses 0 0 0 15 2 7 18 118
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 1 499 1 10 36 1,784
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 1 1 353 0 3 18 1,263
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 0 0 9 710
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 0 2 25 901
Big techs in finance: on the new nexus between data privacy and competition 0 0 2 78 0 4 18 151
BigTech and the changing structure of financial intermediation 3 7 10 181 13 34 73 706
Bond risk premia and the exchange rate 1 1 2 121 5 15 49 327
Breaking free of the triple coincidence in international finance 0 0 1 98 0 6 25 262
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 2 161 2 16 55 478
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 0 213 3 4 32 502
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 5 15 41 402
Carry Trades, Monetary Policy and Speculative Dynamics 0 0 1 139 2 3 15 384
Catalytic Finance 0 0 0 8 1 6 14 73
Catalytic Finance: When Does It Work? 0 0 0 71 0 2 11 450
Catalytic Finance: When Does It Work? 0 0 0 229 0 4 18 852
Central bank digital currencies: motives, economic implications and the research frontier 4 5 15 152 10 33 142 470
Central bank forward guidance and the signal value of market prices 0 1 3 71 4 15 33 167
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 0 1 4 27 3 11 43 118
Common Belief Foundations of Global Games 0 0 1 179 0 2 13 452
Common Belief Foundations of Global Games 0 0 0 24 0 5 17 58
Communication and Monetary Policy 0 0 0 266 1 1 9 756
Communication and Monetary Policy 1 1 1 224 2 3 16 594
Communication and Monetary Policy 0 0 0 16 0 1 9 93
Communication and monetary policy 0 0 0 62 1 2 13 282
Comparative assessment of macroprudential policies 0 0 2 198 0 5 15 405
Contagious Adverse Selection 0 0 0 19 1 9 20 173
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 1 7 14 82
Coordinating Expectations in Monetary Policy 0 1 4 188 1 4 28 391
Coordination Risk and the Price of Debt 0 0 0 278 0 4 17 888
Coordination Risk and the Price of Debt 0 0 0 208 0 1 7 619
Coordination Risk and the Price of Debt 0 0 0 242 1 2 10 683
Coordination risk and the price of debt 0 0 0 1 0 1 5 134
Corporate payout policy: Are financial firms different? 0 0 0 1 1 5 13 16
Corporate payout policy: are financial firms different? 2 4 6 20 5 16 70 94
Crisis Resolution and Bank Liquidity 1 1 1 278 5 6 34 856
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 2 4 7 48
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 1 2 4 284
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 0 3 8 405
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 1 4 9 255
Cross-border banking and global liquidity 1 2 7 314 3 15 80 654
Currency depreciation and emerging market corporate distress 1 2 4 65 5 16 84 319
Currency depreciation and emerging market corporate distress 0 0 0 32 1 1 8 139
Debt maturity structure with pre-emptive creditors 0 0 0 78 1 4 15 347
Destabilizing Carry Trades 0 0 0 55 1 4 11 118
Destabilizing carry trades 0 0 1 69 0 2 13 92
Destabilizing carry trades 0 0 0 0 0 1 4 6
Destabilizing carry trades 0 0 0 24 1 2 15 50
Disclosures and Asset Returns 0 0 2 90 1 5 21 288
Disclosures and Asset Returns 0 0 0 53 1 4 18 180
Disclosures and asset returns 0 0 0 5 0 2 7 78
Distributed Ledgers and the Governance of Money 0 0 0 19 1 5 21 49
Distributed Ledgers and the Governance of Money 1 1 1 17 5 6 23 81
Distributed Ledgers and the Governance of Money 0 1 1 4 0 4 23 35
Distributed ledgers and the governance of money 0 0 5 48 2 8 51 207
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 68 0 3 9 246
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 2 156 2 8 25 641
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 0 5 13 659
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 212 0 4 14 702
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 410 0 5 13 1,377
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 0 4 15 139
Dollar and Exports 0 1 4 55 1 10 35 225
Dollar and Exports 3 5 7 118 4 9 30 316
Dollar beta and stock returns 0 0 1 29 1 10 36 90
Dynamic Leverage Asset Pricing 0 0 2 143 0 1 22 313
Dynamic Leverage Asset Pricing 0 1 3 204 1 6 21 532
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 0 0 3 475 2 10 51 1,391
Endogenous Public Signals and Coordination 0 0 0 254 0 1 10 498
Endogenous choice of bank liquidity: the role of fire sales 0 0 0 185 0 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 0 0 0 3
Exchange Rates and Monetary Spillovers 0 0 0 127 1 2 15 90
Exchange Rates and Monetary Spillovers 0 0 0 0 3 4 6 7
Exchange Rates and Monetary Spillovers 0 0 0 0 0 4 7 8
Exchange rates and monetary spillovers 0 0 0 92 0 2 11 194
Exploring the Dynamics of Global Liquidity 0 0 0 71 0 1 8 234
FX intervention and domestic credit: Evidence from high-frequency micro data 1 1 2 108 3 11 35 301
FX intervention and domestic credit: evidence from high-frequency micro data 1 1 2 142 1 6 19 270
Fair Value Accounting and Financial Stability 0 0 1 2 1 2 5 9
Fair Value Reporting Standards and Market Volatility 0 0 0 0 1 3 11 12
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 1 3 10 153
Financial intermediaries and monetary economics 0 2 6 624 1 7 32 1,203
Financial intermediaries, financial stability, and monetary policy 0 0 2 482 1 5 33 1,478
Financial intermediary balance sheet management 0 0 0 198 0 6 29 514
Financial intermediary leverage and value at risk 0 0 0 508 1 6 28 1,299
Financial intermediation and the post-crisis financial system 0 1 2 205 1 5 30 582
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 3 22 845
Financing Growth without Banks: Korean Housing Repo Contract 0 24 31 248 7 229 249 803
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 0 6 487
Fire-sale FDI 0 0 0 107 0 3 11 582
Foreshadowing LTCM: The Crisis of 1763 0 0 0 320 6 10 16 1,296
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 1 2 7 71
Foreshadowing LTCM: the crisis of 1763 0 0 1 29 0 2 16 118
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 0 4 14 114
Global Factors in Capital Flows and Credit Growth 0 0 0 6 0 0 11 28
Global Games: Theory and Applications 1 1 3 2,127 5 21 72 5,598
Global Games: Theory and Applications 1 2 4 1,729 4 21 53 4,290
Global Games: Theory and Applications 1 3 3 395 8 32 59 959
Global Liquidity through the Lens of Monetary Aggregates 0 1 1 71 1 6 21 195
Global dollar credit and carry trades: a firm-level analysis 0 0 4 117 1 6 25 285
Heterogeneity and Uniqueness in Interaction Games 0 0 0 107 0 2 11 449
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 2 8 18 1,051
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 0 5 19 33
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 0 1 10 18
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 2 2 6 24
How abundant are reserves? Evidence from the wholesale payment system 0 0 0 23 1 4 11 34
Illiquidity Component of Credit Risk 0 0 0 69 1 5 19 116
Informational events that trigger currency attacks 0 0 0 0 0 1 13 375
International portfolio frictions 0 1 3 26 3 7 29 80
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 2 5 13 144
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 0 5 119 7 27 70 394
Liquidity Black Holes 0 0 0 0 0 7 22 523
Liquidity Black Holes 0 0 3 347 1 4 20 1,037
Liquidity Black Holes 0 0 0 1 1 2 13 511
Liquidity Black Holes 0 0 1 470 2 9 47 2,354
Liquidity and financial cycles 1 1 1 334 4 7 28 760
Liquidity and leverage 2 5 11 1,245 8 33 81 3,880
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 0 16 0 2 22 75
Liquidity risk and contagion 0 0 7 472 3 9 39 1,373
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 0 166 0 0 14 305
Low price-to-book ratios and bank dividend payout policies 0 0 0 21 8 20 52 120
Low price-to-book ratios and bank dividend payout policies 0 0 1 10 0 5 8 34
Macro risk premium and intermediary balance sheet quantities 1 1 1 187 1 4 11 426
Macro-financial stability frameworks: experience and challenges 1 1 8 73 3 7 51 161
Macroprudential Policies in Open Emerging Economies 0 2 2 269 0 6 21 567
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 2 2 87 0 4 11 223
Mapping the realignment of global value chains 3 5 35 117 3 8 86 328
Margins, debt capacity, and systemic risk 0 0 0 0 0 2 10 12
Margins, debt capacity, and systemic risk 0 0 1 17 3 7 18 37
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 1 1 8 11
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 1 6 15 627
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 0 3 16 21
Mitigating Systemic Spillovers from Currency Hedging 0 1 1 11 2 4 10 48
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 2 2 4 0 2 12 28
Monetary cycles, financial cycles, and the business cycle 1 2 4 654 2 6 25 1,252
Money and trust: lessons from the 1620s for money in the digital age 0 1 3 190 4 11 29 280
Money, liquidity, and monetary policy 1 1 1 520 1 15 87 1,427
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 3 4 11 191
News shocks, monetary policy, and foreign currency positions 0 0 0 90 0 5 18 201
Next generation correspondent banking 0 3 12 37 1 15 56 107
Non-Core Bank Liabilities and Financial Vulnerability 0 1 1 136 13 20 32 392
Non-bank Financial Intermediaries and Financial Stability 1 2 6 32 2 11 29 99
Non-bank financial intermediaries and financial stability 2 3 9 71 7 24 68 240
On the scale of financial intermediaries 0 0 0 226 1 7 26 430
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 2 5 17 986
Opening and closing the market: evidence from the London Stock Exchange 0 0 0 7 1 9 26 97
Optimal Communication 0 0 0 156 1 2 28 390
Optimal collective action clause thresholds 0 0 0 232 1 2 11 857
Original Sin Redux: Role of Duration Risk 0 0 2 3 0 1 21 29
Original Sin Redux: Role of Duration Risk 0 1 9 10 1 5 31 33
Original sin redux: role of duration risk 0 1 2 13 3 12 38 88
Overcoming original sin: insights from a new dataset 1 1 3 24 3 12 31 105
Permissioned Distributed Ledgers and the Governance of Money 0 0 1 27 0 3 31 101
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 0 3 15 350
Precautionary Demand and Liquidity in Payment Systems 0 0 1 153 1 2 8 422
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 0 5 35 423
Procyclical Leverage and Value-at-Risk 0 0 0 231 2 10 32 648
Procyclical leverage and value-at-risk 0 1 2 54 1 4 20 169
Procyclicality and Monetary Aggregates 0 1 2 125 0 12 30 312
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 0 6 13 163
Public and Private Information in Monetary Policy Models 0 0 1 133 0 3 14 484
Public and Private Information in Monetary Policy Models 0 0 0 68 2 5 14 246
Public and Private Information in Monetary Policy Models 0 0 0 59 0 4 14 217
Public and private information in monetary policy models 0 1 1 50 0 2 12 261
Redemption risk and cash hoarding by asset managers 0 0 0 98 0 4 20 291
Regulating Financial Conglomerates 0 0 0 139 0 1 15 545
Regulating big techs in finance 0 0 0 8 0 1 14 37
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 0 672 1 4 14 1,505
Risk Appetite and Endogenous Risk 0 0 3 456 3 10 31 1,121
Risk Appetite and Exchange Rates 0 0 0 66 1 2 11 301
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 34 0 2 8 65
Risk and liquidity in a system context 0 0 0 71 1 10 29 317
Risk appetite and exchange Rates 0 0 1 281 3 6 19 871
Risk capacity, portfolio choice and exchange rates 1 2 5 24 1 9 34 80
Risk-Taking Channel of Monetary Policy 1 2 2 265 1 8 28 450
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 2 4 637
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 0 2 7 48
Sovereign yields and the risk-taking channel of currency appreciation 0 1 1 156 3 8 26 374
Stablecoins versus tokenised deposits: implications for the singleness of money 0 1 6 31 7 17 54 110
Testing the cognitive limits of large language models 0 3 7 46 0 9 40 125
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 1 6 30 47
The Bank of Amsterdam and the limits of fiat money 1 1 1 55 4 12 28 79
The Broad Yen Carry Trade 0 0 3 433 13 16 33 1,192
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 1 7 13 1,023
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 0 586 0 2 18 1,287
The dollar, bank leverage and real economic activity: an evolving relationship 1 1 1 47 3 10 26 173
The dollar, bank leverage and the deviation from covered interest parity 1 1 6 87 2 9 38 369
The fintech gender gap 0 0 0 13 0 2 14 62
The fintech gender gap 0 0 3 72 3 12 45 345
The hunt for duration: not waving but drowning? 0 0 1 58 0 4 27 245
The impact of risk regulation on price dynamics 0 0 0 20 0 0 6 100
The international monetary and financial system: a capital account historical perspective 0 0 0 156 0 2 9 230
The international monetary and financial system: a capital account historical perspective 0 1 4 296 3 11 30 444
The shadow banking system: implications for financial regulation 0 0 5 587 0 4 24 1,493
Theory of supply chains: a working capital approach 0 2 6 41 0 21 61 142
Trade credit, trade finance, and the Covid-19 Crisis 0 1 3 94 1 10 36 276
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 0 12 26 1,489
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 2 4 4 382 5 26 41 1,214
Welfare effects of public information 0 1 1 64 3 6 15 264
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 0 3 23 510
Which exchange rate matters to global investors? 0 0 1 16 2 4 35 58
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 1 3 11 337
Why bank capital matters for monetary policy 0 2 6 189 1 13 49 624
Working Capital, Trade and Macro Fluctuations 0 1 1 7 0 3 9 31
p-dominance and Belief Potential 0 0 0 85 1 3 18 271
Total Working Papers 45 138 394 36,327 356 1,682 5,706 111,669
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 1 6 562 2 6 28 1,186
A Theory of Arbitrage Capital 0 0 0 5 0 5 28 55
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 1 48 0 2 18 150
Adversarial and Inquisitorial Procedures in Arbitration 0 0 2 185 2 3 19 1,169
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 0 1 11 175
Analytics of sovereign debt restructuring 0 0 0 97 1 4 16 275
Assessing Macroprudential Policies: Case of South Korea 0 0 1 42 0 3 24 139
Bank Capital and Dividend Externalities 1 1 3 39 2 9 31 216
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 0 2 4 272
Beauty Contests and Iterated Expectations in Asset Markets 1 3 18 319 2 6 43 1,082
BigTech and the changing structure of financial intermediation 1 10 23 82 14 66 160 459
Bond Risk Premia and The Exchange Rate 0 0 4 27 2 11 41 104
Brand Performance Volatility from Marketing Spending 0 0 1 8 1 1 13 62
Breaking free of the triple coincidence in international finance 0 0 1 54 0 7 20 294
Capital flows and the risk-taking channel of monetary policy 2 5 22 918 18 47 168 2,712
Catalytic finance: When does it work? 0 0 0 91 1 4 21 357
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 0 2 10 41 4 14 46 144
Central Bank Forward Guidance and the Signal Value of Market Prices 0 0 2 13 2 6 25 98
Central Bank Transparency and the Signal Value of Prices 0 1 8 226 0 6 34 702
Comment 0 0 0 3 1 2 5 44
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 0 3 7 117
Commentary: has financial development made the world riskier? 0 1 1 225 0 6 12 584
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 0 0 11 89
Common belief foundations of global games 0 0 0 34 0 3 15 112
Communication and Monetary Policy 0 0 0 1 3 7 35 559
Comparative assessment of macroprudential policies 1 1 2 144 2 6 20 438
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 1 1 35 1 3 10 219
Contagious Adverse Selection 0 0 0 61 0 9 25 293
Coordination risk and the price of debt 0 1 4 346 2 9 30 868
Crisis Resolution and Bank Liquidity 0 0 1 201 2 6 44 834
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 34 0 5 11 161
Cross-Border Banking and Global Liquidity 3 7 44 687 6 36 200 2,181
Currency Depreciation and Emerging Market Corporate Distress 0 0 4 44 2 4 31 186
Debt maturity structure with pre-emptive creditors 0 0 0 8 0 1 9 59
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 1 2 11 727
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 0 3 16 947
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 1 1 4 23 1 5 12 97
Disclosure Risk and Price Drift 0 0 0 44 0 3 10 175
Disclosures and Asset Returns 0 0 0 51 0 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 1 4 7 163
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 0 4 16 24
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 3 454 0 8 37 1,436
Dollar and Exports 2 2 4 4 4 10 26 30
Dollar beta and stock returns 0 0 0 8 0 3 11 27
Dominance and Belief Potential 1 1 1 137 2 5 14 577
Editorial Announcement 0 0 0 0 0 5 10 37
Endogenous Extreme Events and the Dual Role of Prices 0 0 1 49 0 1 16 273
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 0 1 9 522
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 2 17 2 5 22 84
Exchange rates and monetary spillovers 0 0 0 16 2 4 12 80
Fair value accounting and financial stability 0 0 0 124 0 5 25 518
Financial Intermediary Balance Sheet Management 0 0 1 88 1 2 15 271
Financial Regulation in a System Context 2 4 6 143 2 10 31 568
Financial conditions and purchasing managers' indices: exploring the links 0 0 0 6 0 5 23 75
Financial intermediaries, financial stability and monetary policy 0 0 0 66 0 8 18 296
Fire Sale FDI 0 0 0 34 0 2 19 180
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 1 15 2 7 18 96
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 1 2 11 89
Global Banking Glut and Loan Risk Premium 2 5 16 354 6 27 77 1,230
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 0 0 5 64 0 1 22 301
Global Liquidity: A Selective Review 1 1 3 101 2 6 18 193
Global liquidity through the lens of monetary aggregates 0 1 1 53 1 7 19 196
Globalization of corporate risk taking 0 0 2 64 0 7 31 226
How Much Common Belief Is Necessary for a Convention? 0 0 1 98 1 3 12 241
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 1 6 14 35
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 1 1 1 42 1 2 17 123
Imperfect common knowledge and the information value of prices 0 0 0 69 1 5 12 216
Inertia of Forward-Looking Expectations 0 0 0 75 0 2 8 310
International Environmental Agreements under Uncertainty 0 0 0 0 0 1 11 282
Introduction 0 0 1 4 0 1 6 51
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 0 0 3 1 6 12 24
Liquidity Black Holes 0 0 2 21 0 5 16 142
Liquidity Black Holes 0 0 2 681 0 4 20 2,003
Liquidity Risk and Contagion 0 2 8 311 4 10 30 923
Liquidity and Contagion: The Crisis of 1763 0 0 0 157 0 1 7 473
Liquidity and Twin Crises 0 0 0 79 0 2 10 223
Liquidity and financial contagion 0 0 3 294 0 1 22 825
Liquidity and leverage 11 28 71 1,961 34 103 380 5,875
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 1 57 1 4 16 161
Liquidity, monetary policy, and financial cycles 0 0 0 381 1 2 18 1,036
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 1 7 30 519
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 0 1 14 143
Marking‐to‐Market: Panacea or Pandora's Box? 1 1 2 220 3 10 24 682
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 1 9 21 182 6 114 153 548
Mitigating Systemic Spillovers from Currency Hedging 0 1 1 14 1 5 10 63
Mitigating Systemic Spillovers from Currency Hedging 0 1 1 2 1 4 12 16
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 1 7 24 301
Money, Liquidity, and Monetary Policy 0 0 2 479 1 7 61 1,131
News Management and the Value of Firms 0 0 0 142 0 2 15 364
Non-financial corporations from emerging market economies and capital flows 0 0 0 49 0 3 12 208
Noncore Bank Liabilities and Financial Vulnerability 0 2 5 197 0 7 30 823
Noncore Bank Liabilities and Financial Vulnerability 0 0 3 13 3 11 34 83
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 1 20 0 6 15 72
Oil and debt 0 0 0 19 3 6 18 155
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 1 2 11 142
Optimal Betting Odds against Insider Traders 1 4 20 271 4 19 69 845
Optimal Communication 0 1 2 134 0 3 18 406
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 2 4 17 39
Overcoming Original Sin 0 0 4 15 1 4 20 64
Positive feedback trading in the US Treasurey market 0 0 0 2 3 6 18 75
Precautionary Demand and Liquidity in Payment Systems 0 0 1 15 1 2 9 111
Precautionary Demand and Liquidity in Payment Systems 0 0 4 5 0 2 23 54
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 0 2 11 360
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 0 4 7 249 1 13 35 915
Procyclical Leverage and Value-at-Risk 1 1 1 228 4 8 34 645
Redemption risk and cash hoarding by asset managers 0 0 0 55 1 1 14 267
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 1 1 2 375 3 13 63 1,599
Risk Management with Interdependent Choice 0 0 0 1 2 4 13 418
Risk and liquidity in a system context 0 0 1 97 0 5 18 291
Risk‐taking channel of monetary policy 1 1 3 34 1 6 17 124
Securitisation and Financial Stability 1 2 4 21 4 16 37 69
Social Value of Public Information 2 9 12 670 8 57 106 2,242
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 1 3 15 829
Staggered Pricing Models Face the Facts 0 0 0 86 1 2 7 275
Sustaining Production Chains through Financial Linkages 0 1 3 67 1 4 30 327
The Assessment: Games and Coordination 0 0 0 1 2 2 11 568
The Bank of Amsterdam and the Limits of Fiat Money 0 0 5 13 3 9 33 64
The Burden of Proof in a Game of Persuasion 0 0 4 387 0 0 20 775
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 1 8 31 851
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 0 1 14 101 5 19 91 446
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 1 2 17 120 2 12 60 388
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 0 18 0 4 13 67
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 0 9 0 2 5 53
The Hunt for Duration: Not Waving but Drowning? 1 3 8 116 2 11 44 392
The Squam Lake Report: Fixing the Financial System 0 2 3 196 0 6 26 823
The fintech gender gap 1 2 7 31 2 14 69 139
The impact of risk regulation on price dynamics 0 0 0 217 0 1 21 526
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 1 3 11 281
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 0 3 12 64
The shadow banking system: implications for fi nancial regulation 1 1 3 224 4 11 29 686
Tracking the international footprints of global firms 0 0 2 31 0 6 26 212
Transparency, Communication and Commitment 0 0 0 137 0 3 10 365
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 2 6 10 1,422 8 32 72 3,323
What does the new face of international financial intermediation mean for emerging market economies? 1 1 3 102 1 5 15 275
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 3 184 1 5 17 512
Why bank capital matters for monetary policy 0 5 20 203 5 21 89 783
Yen Carry Trade and the Subprime Crisis 0 0 5 345 2 6 28 889
Total Journal Articles 47 143 509 19,723 241 1,168 4,175 67,168
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 0 7 28 58
Managing Elevated Risk 0 0 0 0 0 1 9 15
Risk and Liquidity 0 0 0 0 2 12 28 542
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 4 11 120
Total Books 0 1 2 13 2 24 76 735

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 1 3 11 123
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 1 3 10 52
Breaking free of the triple coincidence in international finance 0 0 0 39 0 6 14 196
Breaking the triple coincidence in international finance 0 0 2 27 0 3 14 93
Comment on "Risk Topography" 0 0 0 11 0 1 3 57
Comment on "The Leverage Cycle" 0 0 1 26 0 4 8 73
Coordinating Expectations in Monetary Policy 0 0 1 50 0 3 16 193
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 1 30 0 5 15 127
Endogenous and Systemic Risk 1 1 3 92 2 6 16 232
Financial Intermediaries and Monetary Economics 4 5 10 811 11 25 97 2,626
Financial System Liquidity, Asset prices and Monetary Policy 0 0 1 82 0 2 10 217
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 0 5 16 25
Global Liquidity 0 0 0 0 1 2 11 89
Introduction 0 0 0 3 0 2 7 46
Lessons from Macro-Financial Policy in Korea 1 4 7 36 1 5 12 89
Macro-Financial Stability Frameworks: Experience and Challenges 0 1 4 21 0 3 15 63
Macroprudential policies beyond Basel III 1 1 3 240 1 6 22 638
Macroprudential policies: indicators and tools 0 0 0 20 0 2 6 59
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 1 2 5 9
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 0 0 25 1 4 8 76
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 1 5 9 68
Non-bank financial intermediaries and financial stability 3 8 16 53 8 27 97 182
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 0 1 14 0 1 11 74
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 1 1 3 151 4 7 29 405
Overview and summary 0 0 0 4 0 1 1 41
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 1 2 9 3 14 22 71
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 0 11 0 1 4 65
Rethinking Multiple Equilibria in Macroeconomic Modeling 1 1 2 164 3 11 25 513
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 28 0 1 17 99
The Broad Yen Carry Trade 0 0 2 10 5 9 32 62
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 1 1 0 2 16 42
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 1 159 1 3 17 492
Why Macroprudential Policy? Brief Overview 0 0 0 0 1 6 12 15
Total Chapters 12 24 62 2,176 46 180 608 7,212

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Statistics updated 2026-06-04