Access Statistics for Hyun Song Shin

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Weight of Money" Pricing and Speculative Dynamics 0 0 0 30 1 1 6 176
A Financial System Perspective on Japan's Experience in the Late 1980s 0 1 2 116 4 16 26 430
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 0 0 8 426
A Theory of the Onset of Currency Attacks 0 0 1 253 1 1 14 566
A Theory of the Onset of Currency Attacks 0 0 0 487 1 2 16 1,150
A Theory of the Onset of Currency Attacks 0 0 0 4 0 0 10 687
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 0 1 12 254
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 98 0 0 10 271
Adversarial and Inquisitorial Procedures in Arbitration 0 0 1 252 1 4 25 1,940
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 1 2 9 1,085
An Academic Response to Basel II 0 0 1 1,523 0 0 12 3,384
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 2 54 1 2 43 258
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 0 32 1 1 45 125
Analytics of sovereign debt restructuring 0 0 0 287 0 0 11 770
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 1 2 18 296
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 1 2 6 410
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 0 0 8 520
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 2 2 25 160
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 0 0 20 478
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 0 0 16 16
Balance Sheet Capacity and Endogenous Risk 0 0 1 144 0 2 22 528
Balance sheet capacity and endogenous risk 0 0 2 48 1 1 18 199
Bank Capital and Dividend Externalities 0 0 0 27 0 1 19 114
Bank Capital and Dividend Externalities 0 0 0 47 1 1 19 171
Bank Capital and Dividend Externalities 0 0 0 63 1 1 17 187
Bank capital and dividend externalities 0 0 1 32 0 1 24 112
Banks and cross-border capital flows: challenges and regulatory responses 0 0 0 15 0 0 17 118
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 1 499 2 3 37 1,787
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 2 3 12 713
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 1 353 0 1 19 1,264
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 0 0 24 901
Big techs in finance: on the new nexus between data privacy and competition 0 0 2 78 0 1 19 152
BigTech and the changing structure of financial intermediation 1 2 11 183 7 21 87 727
Bond risk premia and the exchange rate 0 0 2 121 4 6 49 333
Breaking free of the triple coincidence in international finance 0 0 0 98 0 1 24 263
Capital Flows and the Risk-Taking Channel of Monetary Policy 1 2 2 215 3 5 36 507
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 1 3 162 6 12 65 490
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 2 2 42 404
Carry Trades, Monetary Policy and Speculative Dynamics 0 0 1 139 2 2 17 386
Catalytic Finance 0 0 0 8 0 0 14 73
Catalytic Finance: When Does It Work? 0 0 0 71 0 0 11 450
Catalytic Finance: When Does It Work? 0 0 0 229 0 0 18 852
Central bank digital currencies: motives, economic implications and the research frontier 0 0 13 152 5 15 139 485
Central bank forward guidance and the signal value of market prices 0 0 2 71 1 4 34 171
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 1 2 6 29 3 6 44 124
Common Belief Foundations of Global Games 0 0 0 179 0 1 12 453
Common Belief Foundations of Global Games 0 0 0 24 0 1 15 59
Communication and Monetary Policy 0 0 1 224 1 1 14 595
Communication and Monetary Policy 0 0 0 266 1 1 9 757
Communication and Monetary Policy 0 0 0 16 0 0 8 93
Communication and monetary policy 0 0 0 62 1 3 15 285
Comparative assessment of macroprudential policies 0 0 1 198 1 6 18 411
Contagious Adverse Selection 0 0 0 19 0 0 19 173
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 12 12 25 94
Coordinating Expectations in Monetary Policy 1 1 5 189 3 4 31 395
Coordination Risk and the Price of Debt 0 0 0 208 0 0 6 619
Coordination Risk and the Price of Debt 0 0 0 278 2 2 17 890
Coordination Risk and the Price of Debt 0 0 0 242 0 0 9 683
Coordination risk and the price of debt 0 0 0 1 1 1 6 135
Corporate payout policy: Are financial firms different? 0 0 0 1 1 3 15 19
Corporate payout policy: are financial firms different? 0 0 6 20 0 3 70 97
Crisis Resolution and Bank Liquidity 0 0 1 278 1 2 35 858
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 1 1 3 285
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 0 0 9 255
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 1 1 9 406
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 0 0 7 48
Cross-border banking and global liquidity 0 1 6 315 0 6 81 660
Currency depreciation and emerging market corporate distress 0 1 5 66 2 5 88 324
Currency depreciation and emerging market corporate distress 0 0 0 32 3 3 11 142
Debt maturity structure with pre-emptive creditors 0 0 0 78 1 1 15 348
Destabilizing Carry Trades 0 0 0 55 0 1 12 119
Destabilizing carry trades 0 0 1 69 0 1 14 93
Destabilizing carry trades 0 0 0 24 0 1 16 51
Destabilizing carry trades 0 0 0 0 0 0 4 6
Disclosures and Asset Returns 0 0 2 90 2 2 23 290
Disclosures and Asset Returns 0 0 0 53 0 0 18 180
Disclosures and asset returns 0 0 0 5 0 0 7 78
Distributed Ledgers and the Governance of Money 0 0 1 17 1 1 24 82
Distributed Ledgers and the Governance of Money 0 0 1 4 2 3 25 38
Distributed Ledgers and the Governance of Money 0 0 0 19 0 0 21 49
Distributed ledgers and the governance of money 0 1 3 49 1 2 41 209
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 1 3 157 2 4 29 645
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 68 1 1 10 247
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 1 1 13 660
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 1 1 1 213 1 1 14 703
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 410 0 0 12 1,377
Does one Soros make a difference? A theory of currency crises with large and small traders 1 1 1 9 1 1 16 140
Dollar and Exports 0 2 6 57 3 9 37 234
Dollar and Exports 1 1 7 119 2 2 30 318
Dollar beta and stock returns 0 0 0 29 2 7 39 97
Dynamic Leverage Asset Pricing 0 0 2 204 0 0 19 532
Dynamic Leverage Asset Pricing 0 0 2 143 0 0 21 313
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 1 1 4 476 2 4 49 1,395
Endogenous Public Signals and Coordination 0 0 0 254 0 0 8 498
Endogenous choice of bank liquidity: the role of fire sales 0 1 1 186 2 4 11 480
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 2 2 13 678
Exchange Rates and Monetary Spillovers 0 0 0 127 0 1 15 91
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 3
Exchange Rates and Monetary Spillovers 0 0 0 0 1 1 8 9
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 6 7
Exchange rates and monetary spillovers 0 0 0 92 2 2 13 196
Exploring the Dynamics of Global Liquidity 0 0 0 71 0 0 7 234
FX intervention and domestic credit: Evidence from high-frequency micro data 0 1 3 109 1 3 37 304
FX intervention and domestic credit: evidence from high-frequency micro data 0 0 2 142 2 5 23 275
Fair Value Accounting and Financial Stability 0 0 1 2 0 0 5 9
Fair Value Reporting Standards and Market Volatility 0 0 0 0 0 0 11 12
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 10 153
Financial intermediaries and monetary economics 0 0 3 624 0 3 31 1,206
Financial intermediaries, financial stability, and monetary policy 0 0 1 482 0 1 30 1,479
Financial intermediary balance sheet management 0 0 0 198 1 1 29 515
Financial intermediary leverage and value at risk 0 0 0 508 1 2 27 1,301
Financial intermediation and the post-crisis financial system 0 0 2 205 1 1 31 583
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 1 23 846
Financing Growth without Banks: Korean Housing Repo Contract 1 4 32 252 7 28 270 831
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 0 6 487
Fire-sale FDI 0 0 0 107 1 1 10 583
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 0 1 8 72
Foreshadowing LTCM: The Crisis of 1763 0 0 0 320 0 0 16 1,296
Foreshadowing LTCM: the crisis of 1763 0 0 1 29 2 3 19 121
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 0 0 14 114
Global Factors in Capital Flows and Credit Growth 0 0 0 6 1 2 13 30
Global Games: Theory and Applications 0 0 3 395 2 6 63 965
Global Games: Theory and Applications 0 0 3 1,729 4 7 56 4,297
Global Games: Theory and Applications 1 2 3 2,129 8 19 82 5,617
Global Liquidity through the Lens of Monetary Aggregates 0 0 1 71 0 0 20 195
Global dollar credit and carry trades: a firm-level analysis 0 0 4 117 4 4 28 289
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 3 4 21 1,055
Heterogeneity and Uniqueness in Interaction Games 0 0 0 107 0 0 10 449
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 2 3 12 21
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 2 2 19 35
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 0 0 5 24
How abundant are reserves? Evidence from the wholesale payment system 0 0 0 23 3 3 14 37
Illiquidity Component of Credit Risk 0 0 0 69 0 0 19 116
Informational events that trigger currency attacks 0 0 0 0 0 0 12 375
International portfolio frictions 1 1 3 27 3 7 33 87
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 1 2 15 146
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 0 5 119 2 8 70 402
Liquidity Black Holes 0 0 0 0 2 6 28 529
Liquidity Black Holes 0 0 0 1 1 1 13 512
Liquidity Black Holes 0 1 2 471 24 28 74 2,382
Liquidity Black Holes 0 0 3 347 0 1 18 1,038
Liquidity and financial cycles 0 0 1 334 1 2 28 762
Liquidity and leverage 0 2 9 1,247 2 8 80 3,888
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 0 16 0 1 23 76
Liquidity risk and contagion 0 0 3 472 2 4 38 1,377
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 0 166 3 3 17 308
Low price-to-book ratios and bank dividend payout policies 0 0 0 10 2 2 9 36
Low price-to-book ratios and bank dividend payout policies 0 0 0 21 2 9 57 129
Macro risk premium and intermediary balance sheet quantities 0 0 1 187 1 1 12 427
Macro-financial stability frameworks: experience and challenges 1 1 8 74 1 6 49 167
Macroprudential Policies in Open Emerging Economies 0 0 2 269 0 1 17 568
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 0 2 87 0 1 12 224
Mapping the realignment of global value chains 0 3 32 120 2 15 91 343
Margins, debt capacity, and systemic risk 0 0 0 17 0 6 23 43
Margins, debt capacity, and systemic risk 0 0 0 0 1 1 11 13
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 0 0 8 11
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 2 3 18 630
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 1 2 15 23
Mitigating Systemic Spillovers from Currency Hedging 1 1 2 12 2 2 11 50
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 2 4 0 0 10 28
Monetary cycles, financial cycles, and the business cycle 0 0 3 654 0 0 23 1,252
Money and trust: lessons from the 1620s for money in the digital age 0 2 5 192 0 2 31 282
Money, liquidity, and monetary policy 0 0 1 520 2 5 91 1,432
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 1 1 12 192
News shocks, monetary policy, and foreign currency positions 0 0 0 90 0 1 18 202
Next generation correspondent banking 1 1 10 38 3 5 50 112
Non-Core Bank Liabilities and Financial Vulnerability 0 0 1 136 1 1 32 393
Non-bank Financial Intermediaries and Financial Stability 0 0 5 32 2 2 28 101
Non-bank financial intermediaries and financial stability 0 0 6 71 4 9 67 249
On the scale of financial intermediaries 0 0 0 226 0 0 25 430
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 2 2 19 988
Opening and closing the market: evidence from the London Stock Exchange 0 0 0 7 52 53 79 150
Optimal Communication 0 0 0 156 1 2 29 392
Optimal collective action clause thresholds 0 0 0 232 1 2 12 859
Original Sin Redux: Role of Duration Risk 0 0 1 3 0 0 20 29
Original Sin Redux: Role of Duration Risk 0 2 4 12 0 2 26 35
Original sin redux: role of duration risk 0 0 2 13 2 3 38 91
Overcoming original sin: insights from a new dataset 2 3 6 27 6 12 41 117
Permissioned Distributed Ledgers and the Governance of Money 0 0 1 27 1 1 29 102
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 1 1 56 0 2 16 352
Precautionary Demand and Liquidity in Payment Systems 0 0 1 153 2 3 10 425
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 1 3 35 426
Procyclical Leverage and Value-at-Risk 0 0 0 231 2 4 34 652
Procyclical leverage and value-at-risk 0 0 2 54 0 3 22 172
Procyclicality and Monetary Aggregates 0 0 2 125 1 1 29 313
Procyclicality and the Search for Early Warning Indicators 1 1 1 65 1 2 14 165
Public and Private Information in Monetary Policy Models 0 0 0 68 0 1 13 247
Public and Private Information in Monetary Policy Models 0 0 0 133 1 1 14 485
Public and Private Information in Monetary Policy Models 0 0 0 59 0 0 13 217
Public and private information in monetary policy models 0 0 1 50 1 2 14 263
Redemption risk and cash hoarding by asset managers 1 1 1 99 4 4 21 295
Regulating Financial Conglomerates 0 0 0 139 0 1 16 546
Regulating big techs in finance 0 0 0 8 0 0 14 37
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 0 672 2 3 17 1,508
Risk Appetite and Endogenous Risk 0 2 5 458 2 6 34 1,127
Risk Appetite and Exchange Rates 0 0 0 66 0 2 12 303
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 1 1 35 0 1 9 66
Risk and liquidity in a system context 0 0 0 71 0 0 28 317
Risk appetite and exchange Rates 0 0 1 281 0 0 15 871
Risk capacity, portfolio choice and exchange rates 0 1 6 25 0 1 34 81
Risk-Taking Channel of Monetary Policy 0 0 2 265 0 0 27 450
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 0 4 637
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 0 0 7 48
Sovereign yields and the risk-taking channel of currency appreciation 0 0 1 156 3 3 24 377
Stablecoins versus tokenised deposits: implications for the singleness of money 0 0 4 31 3 35 80 145
Testing the cognitive limits of large language models 0 0 7 46 1 2 38 127
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 2 4 31 51
The Bank of Amsterdam and the limits of fiat money 0 1 2 56 0 2 28 81
The Broad Yen Carry Trade 2 2 5 435 5 8 40 1,200
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 0 0 13 1,023
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 0 586 0 0 17 1,287
The dollar, bank leverage and real economic activity: an evolving relationship 1 1 2 48 1 2 24 175
The dollar, bank leverage and the deviation from covered interest parity 1 1 7 88 3 9 45 378
The fintech gender gap 0 0 0 13 0 0 11 62
The fintech gender gap 1 1 2 73 7 10 45 355
The hunt for duration: not waving but drowning? 0 1 1 59 2 4 27 249
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 1 9 231
The international monetary and financial system: a capital account historical perspective 0 0 3 296 0 0 28 444
The shadow banking system: implications for financial regulation 0 0 5 587 0 0 22 1,493
Theory of supply chains: a working capital approach 0 0 5 41 3 6 57 148
Trade credit, trade finance, and the Covid-19 Crisis 0 0 3 94 3 4 37 280
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 0 3 28 1,492
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 4 382 3 4 44 1,218
Welfare effects of public information 0 0 1 64 0 0 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 0 253 0 0 17 510
Which exchange rate matters to global investors? 0 0 1 16 1 1 31 59
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 2 3 13 340
Why bank capital matters for monetary policy 0 0 6 189 2 3 48 627
Working Capital, Trade and Macro Fluctuations 0 0 1 7 0 0 8 31
p-dominance and Belief Potential 0 0 0 85 0 1 19 272
Total Working Papers 23 58 380 36,385 351 701 5,970 112,370
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 3 563 1 2 26 1,188
A Theory of Arbitrage Capital 0 0 0 5 0 0 27 55
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 1 48 1 2 20 152
Adversarial and Inquisitorial Procedures in Arbitration 0 0 2 185 0 2 18 1,171
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 2 12 177
Analytics of sovereign debt restructuring 0 0 0 97 0 1 15 276
Assessing Macroprudential Policies: Case of South Korea 0 0 1 42 0 1 25 140
Bank Capital and Dividend Externalities 0 1 2 40 1 5 33 221
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 0 2 6 274
Beauty Contests and Iterated Expectations in Asset Markets 0 5 21 324 0 10 49 1,092
BigTech and the changing structure of financial intermediation 1 1 17 83 12 29 162 488
Bond Risk Premia and The Exchange Rate 0 2 5 29 1 7 42 111
Brand Performance Volatility from Marketing Spending 0 1 2 9 0 1 14 63
Breaking free of the triple coincidence in international finance 0 0 1 54 1 4 22 298
Capital flows and the risk-taking channel of monetary policy 2 5 23 923 5 26 170 2,738
Catalytic finance: When does it work? 0 0 0 91 0 1 20 358
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 0 1 8 42 3 8 50 152
Central Bank Forward Guidance and the Signal Value of Market Prices 0 0 1 13 3 4 26 102
Central Bank Transparency and the Signal Value of Prices 3 3 8 229 3 10 34 712
Comment 0 0 0 3 0 1 5 45
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 0 0 7 117
Commentary: has financial development made the world riskier? 0 1 2 226 0 2 14 586
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 2 3 17 115
Communication and Monetary Policy 0 0 0 1 2 4 37 563
Comparative assessment of macroprudential policies 0 1 2 145 0 3 18 441
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 1 1 2 36 1 3 10 222
Contagious Adverse Selection 0 0 0 61 1 2 26 295
Coordination risk and the price of debt 0 0 3 346 5 8 35 876
Crisis Resolution and Bank Liquidity 0 1 1 202 1 5 42 839
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 34 0 0 11 161
Cross-Border Banking and Global Liquidity 1 12 45 699 14 47 211 2,228
Currency Depreciation and Emerging Market Corporate Distress 0 0 3 44 1 3 31 189
Debt maturity structure with pre-emptive creditors 0 0 0 8 0 0 8 59
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 0 0 10 727
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 0 1 16 948
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 0 2 23 0 2 11 99
Disclosure Risk and Price Drift 0 0 0 44 1 1 10 176
Disclosures and Asset Returns 0 0 0 51 0 2 14 321
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 1 6 164
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 0 1 17 25
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 2 454 1 1 34 1,437
Dollar and Exports 1 1 4 5 2 3 24 33
Dollar beta and stock returns 0 0 0 8 0 0 10 27
Dominance and Belief Potential 0 0 1 137 0 2 15 579
Editorial Announcement 0 0 0 0 0 1 9 38
Endogenous Extreme Events and the Dual Role of Prices 0 0 1 49 1 3 18 276
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 1 1 10 523
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 0 17 0 0 20 84
Exchange rates and monetary spillovers 0 0 0 16 0 1 12 81
Fair value accounting and financial stability 0 1 1 125 1 6 31 524
Financial Intermediary Balance Sheet Management 0 0 0 88 1 2 14 273
Financial Regulation in a System Context 0 0 5 143 1 3 32 571
Financial conditions and purchasing managers' indices: exploring the links 0 0 0 6 0 1 21 76
Financial intermediaries, financial stability and monetary policy 0 0 0 66 3 5 21 301
Fire Sale FDI 0 0 0 34 0 2 19 182
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 1 15 0 0 18 96
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 0 0 11 89
Global Banking Glut and Loan Risk Premium 1 5 20 359 2 17 88 1,247
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 1 1 4 65 4 5 23 306
Global Liquidity: A Selective Review 0 0 3 101 2 2 20 195
Global liquidity through the lens of monetary aggregates 0 0 1 53 0 0 19 196
Globalization of corporate risk taking 0 0 2 64 0 4 33 230
How Much Common Belief Is Necessary for a Convention? 0 1 1 99 0 6 17 247
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 1 2 14 37
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 1 42 0 4 17 127
Imperfect common knowledge and the information value of prices 0 0 0 69 0 0 12 216
Inertia of Forward-Looking Expectations 0 0 0 75 0 2 10 312
International Environmental Agreements under Uncertainty 0 0 0 0 0 1 12 283
Introduction 0 0 1 4 0 0 4 51
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 0 0 3 0 1 13 25
Liquidity Black Holes 0 0 2 21 1 1 16 143
Liquidity Black Holes 0 1 3 682 0 1 20 2,004
Liquidity Risk and Contagion 0 3 7 314 5 12 35 935
Liquidity and Contagion: The Crisis of 1763 0 1 1 158 0 2 9 475
Liquidity and Twin Crises 0 0 0 79 0 0 10 223
Liquidity and financial contagion 1 3 6 297 3 9 29 834
Liquidity and leverage 2 15 80 1,976 17 52 387 5,927
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 1 57 1 1 15 162
Liquidity, monetary policy, and financial cycles 0 0 0 381 0 0 16 1,036
Logical Structure of Common Knowledge 0 0 1 179 0 1 9 387
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 1 2 28 521
Macroprudential policies in open emerging economies 0 0 0 93 0 0 8 481
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 0 0 14 143
Marking‐to‐Market: Panacea or Pandora's Box? 0 0 2 220 1 4 28 686
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 2 8 25 190 10 24 168 572
Mitigating Systemic Spillovers from Currency Hedging 0 0 1 14 0 0 10 63
Mitigating Systemic Spillovers from Currency Hedging 0 0 1 2 0 1 13 17
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 0 1 25 302
Money, Liquidity, and Monetary Policy 0 0 2 479 2 3 61 1,134
News Management and the Value of Firms 1 2 2 144 2 4 19 368
Non-financial corporations from emerging market economies and capital flows 0 0 0 49 0 1 13 209
Noncore Bank Liabilities and Financial Vulnerability 0 0 4 197 0 2 30 825
Noncore Bank Liabilities and Financial Vulnerability 0 0 3 13 1 3 33 86
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 1 20 0 0 14 72
Oil and debt 0 0 0 19 3 4 21 159
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 0 6 16 148
Optimal Betting Odds against Insider Traders 0 7 26 278 2 21 84 866
Optimal Communication 0 0 2 134 0 1 18 407
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 0 2 19 41
Overcoming Original Sin 0 0 3 15 0 1 19 65
Positive feedback trading in the US Treasurey market 0 0 0 2 0 2 19 77
Precautionary Demand and Liquidity in Payment Systems 0 0 4 5 1 1 24 55
Precautionary Demand and Liquidity in Payment Systems 0 0 1 15 0 1 10 112
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 1 1 12 361
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 0 5 11 254 11 24 57 939
Procyclical Leverage and Value-at-Risk 0 0 1 228 2 10 43 655
Redemption risk and cash hoarding by asset managers 1 1 1 56 2 4 15 271
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 1 2 4 377 70 77 133 1,676
Risk Management with Interdependent Choice 0 0 0 1 0 0 12 418
Risk and liquidity in a system context 0 0 1 97 4 6 22 297
Risk‐taking channel of monetary policy 0 0 3 34 0 1 15 125
Securitisation and Financial Stability 1 1 5 22 2 3 38 72
Social Value of Public Information 6 9 20 679 13 37 136 2,279
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 1 1 14 830
Staggered Pricing Models Face the Facts 0 0 0 86 0 0 7 275
Sustaining Production Chains through Financial Linkages 0 0 3 67 0 0 20 327
The Assessment: Games and Coordination 0 0 0 1 0 0 11 568
The Bank of Amsterdam and the Limits of Fiat Money 0 3 7 16 2 7 34 71
The Burden of Proof in a Game of Persuasion 1 2 6 389 1 4 22 779
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 2 7 37 858
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 1 1 12 102 3 9 87 455
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 1 3 19 123 6 11 67 399
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 0 18 1 2 14 69
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 1 1 10 1 2 7 55
The Hunt for Duration: Not Waving but Drowning? 3 5 11 121 4 11 47 403
The Squam Lake Report: Fixing the Financial System 0 0 2 196 2 3 26 826
The fintech gender gap 1 1 6 32 5 7 69 146
The impact of risk regulation on price dynamics 0 1 1 218 1 3 20 529
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 0 1 11 282
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 0 4 15 68
The second phase of global liquidity and its impact on emerging economies 0 0 4 313 0 1 33 770
The shadow banking system: implications for fi nancial regulation 0 0 3 224 1 3 29 689
Tracking the international footprints of global firms 0 0 2 31 1 2 27 214
Transparency, Communication and Commitment 0 0 0 137 0 1 11 366
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 6 6 16 1,428 12 25 90 3,348
What does the new face of international financial intermediation mean for emerging market economies? 0 0 3 102 1 1 16 276
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 3 184 0 0 13 512
Why bank capital matters for monetary policy 0 1 17 204 2 9 85 792
Yen Carry Trade and the Subprime Crisis 0 2 6 347 3 14 40 903
Total Journal Articles 40 129 553 20,258 285 735 4,514 69,153

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 3 14 3 5 31 63
Managing Elevated Risk 0 0 0 0 0 0 9 15
Risk and Liquidity 0 0 0 0 3 7 33 549
The Squam Lake Report: Fixing the Financial System 0 0 0 0 1 1 11 121
Total Books 0 1 3 14 7 13 84 748

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 1 40 0 0 11 123
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 1 1 9 53
Breaking free of the triple coincidence in international finance 0 0 0 39 1 1 15 197
Breaking the triple coincidence in international finance 0 0 1 27 1 1 14 94
Comment on "Risk Topography" 0 0 0 11 0 0 3 57
Comment on "The Leverage Cycle" 0 0 1 26 1 2 10 75
Coordinating Expectations in Monetary Policy 4 4 5 54 13 14 30 207
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 0 30 0 2 16 129
Endogenous and Systemic Risk 0 0 3 92 1 1 15 233
Financial Intermediaries and Monetary Economics 1 1 11 812 3 8 90 2,634
Financial System Liquidity, Asset prices and Monetary Policy 0 0 1 82 1 1 11 218
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 0 1 16 26
Global Liquidity 0 0 0 0 1 1 12 90
Introduction 0 0 0 3 0 1 8 47
Lessons from Macro-Financial Policy in Korea 0 1 7 37 1 2 12 91
Macro-Financial Stability Frameworks: Experience and Challenges 0 0 2 21 0 2 15 65
Macroprudential policies beyond Basel III 0 0 2 240 1 1 22 639
Macroprudential policies: indicators and tools 0 0 0 20 0 0 6 59
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 1 1 6 10
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 0 0 25 0 1 8 77
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 0 1 10 69
Non-bank financial intermediaries and financial stability 2 2 16 55 6 11 98 193
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 0 1 14 0 0 11 74
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 0 0 1 151 0 0 25 405
Overview and summary 0 0 0 4 1 1 2 42
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 0 2 9 1 3 23 74
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 0 11 2 3 6 68
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 2 164 1 2 27 515
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 1 1 29 2 3 20 102
The Broad Yen Carry Trade 0 0 2 10 8 29 60 91
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 1 1 1 2 17 44
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 1 159 1 1 17 493
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 0 12 15
Total Chapters 7 9 61 2,185 49 97 657 7,309

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Statistics updated 2026-09-10