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 6 176
A Financial System Perspective on Japan's Experience in the Late 1980s 0 1 2 116 0 16 26 430
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 2 2 9 428
A Theory of the Onset of Currency Attacks 0 0 1 253 3 4 17 569
A Theory of the Onset of Currency Attacks 0 0 0 487 1 2 17 1,151
A Theory of the Onset of Currency Attacks 0 0 0 4 0 0 9 687
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 0 0 12 254
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 98 0 0 10 271
Adversarial and Inquisitorial Procedures in Arbitration 1 1 2 253 2 4 26 1,942
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 1 9 1,085
An Academic Response to Basel II 0 0 1 1,523 2 2 14 3,386
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 2 54 2 3 43 260
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 0 32 0 1 44 125
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 0 1 18 296
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 1 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 1 3 25 161
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 15 16
Balance Sheet Capacity and Endogenous Risk 1 1 2 145 1 3 22 529
Balance sheet capacity and endogenous risk 0 0 2 48 0 1 18 199
Bank Capital and Dividend Externalities 0 0 0 47 1 2 20 172
Bank Capital and Dividend Externalities 0 0 0 27 1 2 20 115
Bank Capital and Dividend Externalities 0 0 0 63 1 2 17 188
Bank capital and dividend externalities 0 0 1 32 3 4 27 115
Banks and cross-border capital flows: challenges and regulatory responses 1 1 1 16 1 1 18 119
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 1 499 3 5 38 1,790
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 1 1 2 354 1 2 20 1,265
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 1 3 13 714
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 0 0 22 901
Big techs in finance: on the new nexus between data privacy and competition 0 0 1 78 1 1 18 153
BigTech and the changing structure of financial intermediation 2 3 12 185 8 19 92 735
Bond risk premia and the exchange rate 1 1 3 122 3 7 52 336
Breaking free of the triple coincidence in international finance 0 0 0 98 1 2 24 264
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 1 2 215 0 3 36 507
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 1 3 162 0 7 63 490
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 0 2 39 404
Carry Trades, Monetary Policy and Speculative Dynamics 1 1 2 140 1 3 17 387
Catalytic Finance 0 0 0 8 0 0 14 73
Catalytic Finance: When Does It Work? 0 0 0 229 1 1 19 853
Catalytic Finance: When Does It Work? 0 0 0 71 0 0 11 450
Central bank digital currencies: motives, economic implications and the research frontier 3 3 16 155 7 16 140 492
Central bank forward guidance and the signal value of market prices 1 1 3 72 1 4 35 172
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 1 2 7 30 4 7 47 128
Common Belief Foundations of Global Games 0 0 0 179 1 1 12 454
Common Belief Foundations of Global Games 0 0 0 24 1 2 16 60
Communication and Monetary Policy 0 0 1 224 0 1 14 595
Communication and Monetary Policy 0 0 0 266 0 1 9 757
Communication and Monetary Policy 0 0 0 16 0 0 8 93
Communication and monetary policy 0 0 0 62 0 2 15 285
Comparative assessment of macroprudential policies 0 0 0 198 0 1 17 411
Contagious Adverse Selection 0 0 0 19 1 1 18 174
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 0 12 25 94
Coordinating Expectations in Monetary Policy 1 2 6 190 1 4 32 396
Coordination Risk and the Price of Debt 0 0 0 278 0 2 17 890
Coordination Risk and the Price of Debt 0 0 0 208 1 1 7 620
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 0 1 6 135
Corporate payout policy: Are financial firms different? 0 0 0 1 1 4 16 20
Corporate payout policy: are financial firms different? 0 0 6 20 2 4 72 99
Crisis Resolution and Bank Liquidity 0 0 1 278 1 2 34 859
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 0 0 7 48
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 0 1 3 285
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 0 1 9 406
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 0 0 9 255
Cross-border banking and global liquidity 0 0 5 315 2 4 80 662
Currency depreciation and emerging market corporate distress 1 1 6 67 1 3 86 325
Currency depreciation and emerging market corporate distress 0 0 0 32 0 3 11 142
Debt maturity structure with pre-emptive creditors 0 0 0 78 1 2 16 349
Destabilizing Carry Trades 0 0 0 55 0 1 12 119
Destabilizing carry trades 0 0 1 69 0 0 14 93
Destabilizing carry trades 0 0 0 0 1 1 4 7
Destabilizing carry trades 0 0 0 24 0 0 16 51
Disclosures and Asset Returns 0 0 2 90 1 3 24 291
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 0 19 0 0 20 49
Distributed Ledgers and the Governance of Money 0 0 1 17 0 1 24 82
Distributed Ledgers and the Governance of Money 0 0 1 4 0 2 24 38
Distributed ledgers and the governance of money 0 0 3 49 2 3 40 211
Dividends and Bank Capital in the Financial Crisis of 2007-2009 1 1 4 158 2 5 28 647
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 0 68 3 4 11 250
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 0 0 0 194 0 1 13 660
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 1 1 213 1 2 14 704
Does one Soros make a difference? A theory of currency crises with large and small traders 2 3 3 11 3 4 19 143
Dollar and Exports 0 0 6 57 0 4 36 234
Dollar and Exports 0 1 7 119 4 6 33 322
Dollar beta and stock returns 0 0 0 29 0 5 39 97
Dynamic Leverage Asset Pricing 0 0 2 204 0 0 17 532
Dynamic Leverage Asset Pricing 0 0 2 143 0 0 19 313
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 0 1 4 476 0 2 47 1,395
Endogenous Public Signals and Coordination 0 0 0 254 0 0 7 498
Endogenous choice of bank liquidity: the role of fire sales 0 1 1 186 1 4 12 481
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 0 2 12 678
Exchange Rates and Monetary Spillovers 0 0 0 0 0 1 8 9
Exchange Rates and Monetary Spillovers 0 0 0 127 0 1 15 91
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 6 7
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 3
Exchange rates and monetary spillovers 0 0 0 92 0 2 13 196
Exploring the Dynamics of Global Liquidity 0 0 0 71 1 1 8 235
FX intervention and domestic credit: Evidence from high-frequency micro data 0 0 3 109 2 3 37 306
FX intervention and domestic credit: evidence from high-frequency micro data 0 0 2 142 1 5 23 276
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 1 31 1,206
Financial intermediaries, financial stability, and monetary policy 0 0 1 482 0 0 28 1,479
Financial intermediary balance sheet management 0 0 0 198 1 2 30 516
Financial intermediary leverage and value at risk 0 0 0 508 1 2 28 1,302
Financial intermediation and the post-crisis financial system 0 0 2 205 2 3 33 585
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 1 22 846
Financing Growth without Banks: Korean Housing Repo Contract 2 6 33 254 10 28 279 841
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 0 6 487
Fire-sale FDI 0 0 0 107 0 1 10 583
Foreshadowing LTCM: The Crisis of 1763 0 0 0 320 0 0 16 1,296
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 0 1 8 72
Foreshadowing LTCM: the crisis of 1763 0 0 0 29 0 2 18 121
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 1 1 15 115
Global Factors in Capital Flows and Credit Growth 0 0 0 6 0 2 13 30
Global Games: Theory and Applications 0 0 3 1,729 1 7 57 4,298
Global Games: Theory and Applications 0 0 3 395 2 6 63 967
Global Games: Theory and Applications 0 2 3 2,129 3 15 83 5,620
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 3 7 31 292
Heterogeneity and Uniqueness in Interaction Games 0 0 0 107 0 0 10 449
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 0 4 21 1,055
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 1 4 13 22
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 0 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 0 3 13 37
Illiquidity Component of Credit Risk 1 1 1 70 1 1 19 117
Informational events that trigger currency attacks 0 0 0 0 0 0 12 375
International portfolio frictions 0 1 3 27 0 6 32 87
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 1 1 1 27 4 5 19 150
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 0 4 119 2 7 68 404
Liquidity Black Holes 0 0 0 0 0 2 28 529
Liquidity Black Holes 0 0 3 347 1 1 19 1,039
Liquidity Black Holes 0 0 0 1 1 2 14 513
Liquidity Black Holes 0 1 2 471 0 27 74 2,382
Liquidity and financial cycles 0 0 1 334 1 3 29 763
Liquidity and leverage 0 1 9 1,247 6 11 83 3,894
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 0 16 0 0 23 76
Liquidity risk and contagion 0 0 3 472 5 9 43 1,382
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 0 166 2 5 19 310
Low price-to-book ratios and bank dividend payout policies 0 0 0 10 0 2 9 36
Low price-to-book ratios and bank dividend payout policies 0 0 0 21 2 5 57 131
Macro risk premium and intermediary balance sheet quantities 0 0 1 187 1 2 12 428
Macro-financial stability frameworks: experience and challenges 0 1 6 74 0 2 47 167
Macroprudential Policies in Open Emerging Economies 0 0 2 269 0 0 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 2 31 120 1 10 88 344
Margins, debt capacity, and systemic risk 0 0 0 0 2 3 12 15
Margins, debt capacity, and systemic risk 0 0 0 17 0 4 23 43
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 1 1 9 12
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 1 4 19 631
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 1 3 16 24
Mitigating Systemic Spillovers from Currency Hedging 0 1 2 12 0 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 2 654 0 0 21 1,252
Money and trust: lessons from the 1620s for money in the digital age 0 0 5 192 0 0 31 282
Money, liquidity, and monetary policy 0 0 1 520 0 3 90 1,432
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 0 1 12 192
News shocks, monetary policy, and foreign currency positions 0 0 0 90 1 1 19 203
Next generation correspondent banking 2 3 12 40 7 10 54 119
Non-Core Bank Liabilities and Financial Vulnerability 0 0 1 136 0 1 31 393
Non-bank Financial Intermediaries and Financial Stability 0 0 4 32 2 4 29 103
Non-bank financial intermediaries and financial stability 0 0 5 71 1 9 67 250
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 0 2 18 988
Opening and closing the market: evidence from the London Stock Exchange 1 1 1 8 2 54 81 152
Optimal Communication 0 0 0 156 1 2 30 393
Optimal collective action clause thresholds 0 0 0 232 0 1 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 2 4 28 37
Original sin redux: role of duration risk 0 0 2 13 0 3 37 91
Overcoming original sin: insights from a new dataset 1 3 7 28 6 14 45 123
Permissioned Distributed Ledgers and the Governance of Money 0 0 1 27 1 2 29 103
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 1 56 0 0 15 352
Precautionary Demand and Liquidity in Payment Systems 0 0 1 153 0 3 10 425
Prices and quantities in the monetary policy transmission mechanism 1 1 1 162 1 4 36 427
Procyclical Leverage and Value-at-Risk 0 0 0 231 0 3 33 652
Procyclical leverage and value-at-risk 0 0 2 54 0 3 22 172
Procyclicality and Monetary Aggregates 0 0 2 125 1 2 29 314
Procyclicality and the Search for Early Warning Indicators 0 1 1 65 0 1 14 165
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 0 133 0 1 14 485
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 1 50 0 2 14 263
Redemption risk and cash hoarding by asset managers 0 1 1 99 0 4 21 295
Regulating Financial Conglomerates 0 0 0 139 0 0 16 546
Regulating big techs in finance 0 0 0 8 0 0 13 37
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 0 672 1 3 18 1,509
Risk Appetite and Endogenous Risk 0 0 4 458 0 3 32 1,127
Risk Appetite and Exchange Rates 0 0 0 66 0 1 12 303
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 1 35 0 0 9 66
Risk and liquidity in a system context 0 0 0 71 1 1 29 318
Risk appetite and exchange Rates 0 0 1 281 1 1 15 872
Risk capacity, portfolio choice and exchange rates 0 0 5 25 1 1 34 82
Risk-Taking Channel of Monetary Policy 0 0 2 265 0 0 24 450
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 6 48
Sovereign yields and the risk-taking channel of currency appreciation 0 0 1 156 1 4 23 378
Stablecoins versus tokenised deposits: implications for the singleness of money 0 0 4 31 3 9 83 148
Testing the cognitive limits of large language models 1 1 6 47 3 5 38 130
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 0 3 28 51
The Bank of Amsterdam and the limits of fiat money 0 0 2 56 1 2 29 82
The Broad Yen Carry Trade 0 2 5 435 0 6 39 1,200
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 2 2 15 1,025
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 0 586 1 1 17 1,288
The dollar, bank leverage and real economic activity: an evolving relationship 0 1 2 48 0 1 23 175
The dollar, bank leverage and the deviation from covered interest parity 1 2 8 89 2 6 46 380
The fintech gender gap 0 0 0 13 0 0 11 62
The fintech gender gap 0 1 2 73 0 9 40 355
The hunt for duration: not waving but drowning? 0 1 1 59 0 3 26 249
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 8 231
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 7 58 151
Trade credit, trade finance, and the Covid-19 Crisis 0 0 3 94 0 3 37 280
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 3 3 31 1,495
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 4 382 6 10 48 1,224
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 1 1 17 511
Which exchange rate matters to global investors? 0 0 1 16 2 3 32 61
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 0 2 13 340
Why bank capital matters for monetary policy 0 0 5 189 3 5 46 630
Working Capital, Trade and Macro Fluctuations 0 0 1 7 0 0 8 31
p-dominance and Belief Potential 0 0 0 85 0 0 19 272
Total Working Papers 29 66 390 36,414 205 695 6,020 112,575
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment on a Model of Vertical Product Differentiation 1 2 4 564 2 4 28 1,190
A Theory of Arbitrage Capital 0 0 0 5 0 0 26 55
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 1 48 1 3 18 153
Adversarial and Inquisitorial Procedures in Arbitration 0 0 2 185 1 3 19 1,172
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 3 13 178
Analytics of sovereign debt restructuring 0 0 0 97 1 2 16 277
Assessing Macroprudential Policies: Case of South Korea 0 0 1 42 1 2 26 141
Bank Capital and Dividend Externalities 0 0 2 40 1 4 33 222
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 1 4 21 325 5 9 52 1,097
BigTech and the changing structure of financial intermediation 1 2 18 84 8 29 164 496
Bond Risk Premia and The Exchange Rate 2 4 7 31 4 10 46 115
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 23 299
Capital flows and the risk-taking channel of monetary policy 3 6 25 926 12 28 172 2,750
Catalytic finance: When does it work? 0 0 0 91 1 1 21 359
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 0 0 7 42 0 4 49 152
Central Bank Forward Guidance and the Signal Value of Market Prices 0 0 1 13 1 4 26 103
Central Bank Transparency and the Signal Value of Prices 1 4 9 230 2 9 36 714
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 1 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 0 3 17 115
Communication and Monetary Policy 0 0 0 1 0 2 36 563
Comparative assessment of macroprudential policies 0 1 2 145 2 5 20 443
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 1 2 36 0 3 10 222
Contagious Adverse Selection 0 0 0 61 0 2 26 295
Coordination risk and the price of debt 0 0 3 346 3 10 37 879
Crisis Resolution and Bank Liquidity 0 0 1 202 0 4 41 839
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 3 7 44 702 22 48 221 2,250
Currency Depreciation and Emerging Market Corporate Distress 0 0 3 44 1 3 28 190
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 1 2 17 949
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 2 3 12 178
Disclosures and Asset Returns 0 0 0 51 0 1 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 0 1 6 164
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 0 1 16 25
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 3 3 4 457 4 5 36 1,441
Dollar and Exports 2 3 6 7 2 4 25 35
Dollar beta and stock returns 0 0 0 8 1 1 11 28
Dominance and Belief Potential 0 0 1 137 1 2 16 580
Editorial Announcement 0 0 0 0 0 1 8 38
Endogenous Extreme Events and the Dual Role of Prices 0 0 1 49 0 3 17 276
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 1 2 11 524
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 0 17 1 1 20 85
Exchange rates and monetary spillovers 0 0 0 16 0 1 12 81
Fair value accounting and financial stability 0 1 1 125 3 7 33 527
Financial Intermediary Balance Sheet Management 0 0 0 88 0 2 14 273
Financial Regulation in a System Context 0 0 4 143 0 1 31 571
Financial conditions and purchasing managers' indices: exploring the links 0 0 0 6 0 0 21 76
Financial intermediaries, financial stability and monetary policy 0 0 0 66 0 3 20 301
Fire Sale FDI 0 0 0 34 1 1 18 183
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 1 15 1 1 19 97
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 4 21 360 3 13 90 1,250
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 0 1 2 65 1 6 22 307
Global Liquidity: A Selective Review 0 0 3 101 0 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 1 64 0 1 32 230
How Much Common Belief Is Necessary for a Convention? 0 0 1 99 0 3 17 247
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 0 1 13 37
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 1 42 0 3 16 127
Imperfect common knowledge and the information value of prices 0 0 0 69 1 1 13 217
Inertia of Forward-Looking Expectations 0 0 0 75 0 1 10 312
International Environmental Agreements under Uncertainty 0 0 0 0 0 1 10 283
Introduction 0 0 1 4 0 0 4 51
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 1 1 1 4 2 3 15 27
Liquidity Black Holes 0 1 3 682 1 2 21 2,005
Liquidity Black Holes 0 0 2 21 0 1 16 143
Liquidity Risk and Contagion 0 1 6 314 3 12 37 938
Liquidity and Contagion: The Crisis of 1763 1 1 2 159 2 3 11 477
Liquidity and Twin Crises 0 0 0 79 0 0 10 223
Liquidity and financial contagion 0 2 5 297 2 7 30 836
Liquidity and leverage 9 15 87 1,985 25 56 395 5,952
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 1 57 0 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 0 9 387
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 0 1 28 521
Macroprudential policies in open emerging economies 0 0 0 93 0 0 7 481
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 0 0 14 143
Marking‐to‐Market: Panacea or Pandora's Box? 1 1 3 221 4 6 31 690
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 1 6 24 191 6 21 168 578
Mitigating Systemic Spillovers from Currency Hedging 0 0 1 2 0 1 13 17
Mitigating Systemic Spillovers from Currency Hedging 0 0 1 14 0 0 9 63
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 0 0 25 302
Money, Liquidity, and Monetary Policy 0 0 2 479 0 3 59 1,134
News Management and the Value of Firms 0 1 2 144 1 4 20 369
Non-financial corporations from emerging market economies and capital flows 0 0 0 49 0 0 13 209
Noncore Bank Liabilities and Financial Vulnerability 0 0 3 13 3 5 36 89
Noncore Bank Liabilities and Financial Vulnerability 0 0 4 197 0 1 26 825
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 0 20 0 0 12 72
Oil and debt 0 0 0 19 1 5 22 160
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 0 2 16 148
Optimal Betting Odds against Insider Traders 0 4 19 278 1 16 74 867
Optimal Communication 0 0 2 134 1 2 19 408
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 0 2 19 41
Overcoming Original Sin 1 1 4 16 1 2 20 66
Positive feedback trading in the US Treasurey market 0 0 0 2 0 0 17 77
Precautionary Demand and Liquidity in Payment Systems 0 0 4 5 1 2 25 56
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 0 1 11 361
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 0 2 10 254 0 20 55 939
Procyclical Leverage and Value-at-Risk 0 0 1 228 2 8 43 657
Redemption risk and cash hoarding by asset managers 0 1 1 56 0 3 15 271
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 1 3 5 378 3 78 134 1,679
Risk Management with Interdependent Choice 0 0 0 1 0 0 12 418
Risk and liquidity in a system context 0 0 1 97 0 5 22 297
Risk‐taking channel of monetary policy 0 0 2 34 0 0 14 125
Securitisation and Financial Stability 0 1 5 22 0 2 38 72
Social Value of Public Information 5 12 25 684 15 36 149 2,294
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 1 2 15 831
Staggered Pricing Models Face the Facts 0 0 0 86 0 0 7 275
Sustaining Production Chains through Financial Linkages 0 0 3 67 1 1 20 328
The Assessment: Games and Coordination 0 0 0 1 0 0 11 568
The Bank of Amsterdam and the Limits of Fiat Money 0 1 7 16 0 4 30 71
The Burden of Proof in a Game of Persuasion 1 3 7 390 3 5 25 782
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 0 3 37 858
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 1 2 12 103 5 10 85 460
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 1 3 19 124 7 15 70 406
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 0 18 0 1 14 69
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 1 10 0 1 7 55
The Hunt for Duration: Not Waving but Drowning? 0 3 10 121 1 6 46 404
The Squam Lake Report: Fixing the Financial System 0 0 2 196 2 5 27 828
The fintech gender gap 1 2 6 33 2 8 68 148
The impact of risk regulation on price dynamics 0 0 1 218 0 1 20 529
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 1 1 12 283
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 2 3 17 70
The second phase of global liquidity and its impact on emerging economies 0 0 4 313 3 4 34 773
The shadow banking system: implications for fi nancial regulation 0 0 3 224 2 4 31 691
Tracking the international footprints of global firms 0 0 2 31 0 2 25 214
Transparency, Communication and Commitment 0 0 0 137 0 1 11 366
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 4 10 18 1,432 13 29 91 3,361
What does the new face of international financial intermediation mean for emerging market economies? 1 1 4 103 2 3 17 278
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 2 184 2 2 14 514
Why bank capital matters for monetary policy 1 2 16 205 2 8 78 794
Yen Carry Trade and the Subprime Crisis 0 2 6 347 1 13 41 904
Total Journal Articles 48 127 564 20,306 217 725 4,559 69,370

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Central bank capital and trust in money: lessons from history for the digital age 0 1 3 14 2 6 33 65
Managing Elevated Risk 0 0 0 0 0 0 9 15
Risk and Liquidity 0 0 0 0 4 9 36 553
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 1 11 121
Total Books 0 1 3 14 6 16 89 754

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 1 12 124
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 0 1 9 53
Breaking free of the triple coincidence in international finance 0 0 0 39 0 1 15 197
Breaking the triple coincidence in international finance 0 0 1 27 0 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 11 76
Coordinating Expectations in Monetary Policy 1 5 6 55 3 16 33 210
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 0 30 1 2 17 130
Endogenous and Systemic Risk 0 0 3 92 0 1 15 233
Financial Intermediaries and Monetary Economics 1 2 11 813 3 8 90 2,637
Financial System Liquidity, Asset prices and Monetary Policy 0 0 1 82 0 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 2 3 14 92
Introduction 0 0 0 3 0 1 8 47
Lessons from Macro-Financial Policy in Korea 0 1 7 37 0 2 12 91
Macro-Financial Stability Frameworks: Experience and Challenges 0 0 1 21 0 1 14 65
Macroprudential policies beyond Basel III 0 0 2 240 0 1 22 639
Macroprudential policies: indicators and tools 0 0 0 20 1 1 7 60
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 0 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 0 10 69
Non-bank financial intermediaries and financial stability 0 2 14 55 4 12 97 197
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 0 1 2 42
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 0 2 9 0 3 22 74
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 0 11 0 2 6 68
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 1 164 0 1 25 515
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 1 29 0 2 20 102
The Broad Yen Carry Trade 0 0 2 10 0 28 60 91
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 1 1 0 2 17 44
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 1 159 0 1 17 493
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 0 12 15
Total Chapters 2 10 58 2,187 16 98 661 7,325

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Statistics updated 2026-10-11