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 0 5 175
A Financial System Perspective on Japan's Experience in the Late 1980s 1 1 2 116 12 15 23 426
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 0 487 0 2 15 1,149
A Theory of the Onset of Currency Attacks 0 0 0 4 0 0 11 687
A Theory of the Onset of Currency Attacks 0 0 1 253 0 1 13 565
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 0 3 12 254
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 98 0 1 10 271
Adversarial and Inquisitorial Procedures in Arbitration 0 0 1 252 1 3 25 1,939
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 1 8 1,084
An Academic Response to Basel II 0 0 1 1,523 0 1 13 3,384
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 4 54 0 5 44 257
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 0 32 0 2 46 124
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 17 295
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 1 5 409
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 0 0 9 520
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 0 3 23 158
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 0 0 21 478
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 2 3 23 528
Balance sheet capacity and endogenous risk 0 1 2 48 0 2 17 198
Bank Capital and Dividend Externalities 0 0 0 63 0 0 17 186
Bank Capital and Dividend Externalities 0 0 0 27 1 1 19 114
Bank Capital and Dividend Externalities 0 0 0 47 0 3 18 170
Bank capital and dividend externalities 0 0 1 32 1 2 25 112
Banks and cross-border capital flows: challenges and regulatory responses 0 0 0 15 0 2 17 118
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 1 353 1 1 19 1,264
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 1 499 0 2 36 1,785
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 0 1 10 711
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 0 4 11 182 4 27 84 720
Bond risk premia and the exchange rate 0 1 2 121 0 7 50 329
Breaking free of the triple coincidence in international finance 0 0 0 98 1 1 25 263
Capital Flows and the Risk-Taking Channel of Monetary Policy 1 1 3 162 1 8 61 484
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 1 1 214 0 5 33 504
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 0 5 41 402
Carry Trades, Monetary Policy and Speculative Dynamics 0 0 1 139 0 2 15 384
Catalytic Finance 0 0 0 8 0 1 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 4 13 152 4 20 139 480
Central bank forward guidance and the signal value of market prices 0 0 2 71 2 7 33 170
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 0 1 5 28 0 6 43 121
Common Belief Foundations of Global Games 0 0 0 179 0 1 12 453
Common Belief Foundations of Global Games 0 0 0 24 1 1 16 59
Communication and Monetary Policy 0 1 1 224 0 2 14 594
Communication and Monetary Policy 0 0 0 16 0 0 8 93
Communication and Monetary Policy 0 0 0 266 0 1 9 756
Communication and monetary policy 0 0 0 62 1 3 15 284
Comparative assessment of macroprudential policies 0 0 1 198 0 5 19 410
Contagious Adverse Selection 0 0 0 19 0 1 19 173
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 0 1 14 82
Coordinating Expectations in Monetary Policy 0 0 4 188 0 2 29 392
Coordination Risk and the Price of Debt 0 0 0 242 0 1 10 683
Coordination Risk and the Price of Debt 0 0 0 208 0 0 7 619
Coordination Risk and the Price of Debt 0 0 0 278 0 0 16 888
Coordination risk and the price of debt 0 0 0 1 0 0 5 134
Corporate payout policy: Are financial firms different? 0 0 0 1 2 3 14 18
Corporate payout policy: are financial firms different? 0 2 6 20 2 8 71 97
Crisis Resolution and Bank Liquidity 0 1 1 278 0 6 34 857
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 0 1 9 255
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 0 2 7 48
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 0 1 3 284
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 0 0 8 405
Cross-border banking and global liquidity 0 2 6 315 2 9 82 660
Currency depreciation and emerging market corporate distress 0 0 0 32 0 1 8 139
Currency depreciation and emerging market corporate distress 0 2 5 66 0 8 87 322
Debt maturity structure with pre-emptive creditors 0 0 0 78 0 1 15 347
Destabilizing Carry Trades 0 0 0 55 1 2 12 119
Destabilizing carry trades 0 0 0 0 0 0 4 6
Destabilizing carry trades 0 0 1 69 0 1 14 93
Destabilizing carry trades 0 0 0 24 0 2 16 51
Disclosures and Asset Returns 0 0 2 90 0 1 21 288
Disclosures and Asset Returns 0 0 0 53 0 1 18 180
Disclosures and asset returns 0 0 0 5 0 0 7 78
Distributed Ledgers and the Governance of Money 0 0 1 4 0 1 24 36
Distributed Ledgers and the Governance of Money 0 1 1 17 0 5 23 81
Distributed Ledgers and the Governance of Money 0 0 0 19 0 1 21 49
Distributed ledgers and the governance of money 0 1 3 49 0 3 41 208
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 68 0 0 9 246
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 1 3 157 1 4 27 643
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 212 0 0 14 702
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 0 0 13 659
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 8 0 0 15 139
Dollar and Exports 0 2 6 57 1 7 35 231
Dollar and Exports 0 3 7 118 0 4 29 316
Dollar beta and stock returns 0 0 0 29 3 6 38 95
Dynamic Leverage Asset Pricing 0 0 3 204 0 1 21 532
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 0 0 3 475 0 4 50 1,393
Endogenous Public Signals and Coordination 0 0 0 254 0 0 10 498
Endogenous choice of bank liquidity: the role of fire sales 1 1 1 186 1 2 10 478
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 0 0 11 676
Exchange Rates and Monetary Spillovers 0 0 0 0 0 3 6 7
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 91
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 7 8
Exchange rates and monetary spillovers 0 0 0 92 0 0 11 194
Exploring the Dynamics of Global Liquidity 0 0 0 71 0 0 8 234
FX intervention and domestic credit: Evidence from high-frequency micro data 0 2 3 109 0 5 37 303
FX intervention and domestic credit: evidence from high-frequency micro data 0 1 2 142 2 4 21 273
Fair Value Accounting and Financial Stability 0 0 1 2 0 1 5 9
Fair Value Reporting Standards and Market Volatility 0 0 0 0 0 1 11 12
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 1 10 153
Financial intermediaries and monetary economics 0 0 3 624 1 4 32 1,206
Financial intermediaries, financial stability, and monetary policy 0 0 1 482 0 2 30 1,479
Financial intermediary balance sheet management 0 0 0 198 0 0 29 514
Financial intermediary leverage and value at risk 0 0 0 508 0 2 27 1,300
Financial intermediation and the post-crisis financial system 0 0 2 205 0 1 30 582
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 1 1 23 846
Financing Growth without Banks: Korean Housing Repo Contract 3 3 32 251 11 28 265 824
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 0 6 487
Fire-sale FDI 0 0 0 107 0 0 11 582
Foreshadowing LTCM: The Crisis of 1763 0 0 0 320 0 6 16 1,296
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 1 2 8 72
Foreshadowing LTCM: the crisis of 1763 0 0 1 29 0 1 17 119
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 1 12 29
Global Games: Theory and Applications 0 1 3 1,729 2 7 53 4,293
Global Games: Theory and Applications 0 1 3 395 2 12 61 963
Global Games: Theory and Applications 1 2 2 2,128 4 16 78 5,609
Global Liquidity through the Lens of Monetary Aggregates 0 0 1 71 0 1 21 195
Global dollar credit and carry trades: a firm-level analysis 0 0 4 117 0 1 24 285
Heterogeneity and Uniqueness in Interaction Games 0 0 0 107 0 0 10 449
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 1 3 19 1,052
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 0 0 19 33
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 1 1 11 19
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 0 2 6 24
How abundant are reserves? Evidence from the wholesale payment system 0 0 0 23 0 1 11 34
Illiquidity Component of Credit Risk 0 0 0 69 0 1 19 116
Informational events that trigger currency attacks 0 0 0 0 0 0 13 375
International portfolio frictions 0 0 2 26 3 7 30 84
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 0 3 14 145
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 0 5 119 3 13 72 400
Liquidity Black Holes 0 0 0 0 0 4 26 527
Liquidity Black Holes 0 0 3 347 0 2 19 1,038
Liquidity Black Holes 0 0 0 1 0 1 13 511
Liquidity Black Holes 1 1 2 471 3 6 51 2,358
Liquidity and financial cycles 0 1 1 334 1 5 27 761
Liquidity and leverage 1 4 10 1,247 3 14 82 3,886
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 4 472 2 5 38 1,375
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 1 15 57 127
Low price-to-book ratios and bank dividend payout policies 0 0 1 10 0 0 8 34
Macro risk premium and intermediary balance sheet quantities 0 1 1 187 0 1 11 426
Macro-financial stability frameworks: experience and challenges 0 1 8 73 1 8 50 166
Macroprudential Policies in Open Emerging Economies 0 0 2 269 0 1 21 568
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 0 2 87 1 1 12 224
Mapping the realignment of global value chains 2 6 34 120 7 16 91 341
Margins, debt capacity, and systemic risk 0 0 0 0 0 0 10 12
Margins, debt capacity, and systemic risk 0 0 0 17 4 9 23 43
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 0 1 8 11
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 1 2 16 628
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 1 1 15 22
Mitigating Systemic Spillovers from Currency Hedging 0 0 1 11 0 2 9 48
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 2 4 0 0 11 28
Monetary cycles, financial cycles, and the business cycle 0 1 3 654 0 2 24 1,252
Money and trust: lessons from the 1620s for money in the digital age 0 2 5 192 0 6 31 282
Money, liquidity, and monetary policy 0 1 1 520 1 4 89 1,430
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 0 3 11 191
News shocks, monetary policy, and foreign currency positions 0 0 0 90 0 1 18 202
Next generation correspondent banking 0 0 9 37 0 3 50 109
Non-Core Bank Liabilities and Financial Vulnerability 0 0 1 136 0 13 32 392
Non-bank Financial Intermediaries and Financial Stability 0 1 5 32 0 2 27 99
Non-bank financial intermediaries and financial stability 0 2 9 71 4 12 68 245
On the scale of financial intermediaries 0 0 0 226 0 1 25 430
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 0 2 17 986
Opening and closing the market: evidence from the London Stock Exchange 0 0 0 7 0 2 27 98
Optimal Communication 0 0 0 156 0 2 29 391
Optimal collective action clause thresholds 0 0 0 232 0 2 11 858
Original Sin Redux: Role of Duration Risk 2 2 9 12 2 3 29 35
Original Sin Redux: Role of Duration Risk 0 0 2 3 0 0 21 29
Original sin redux: role of duration risk 0 0 2 13 1 4 37 89
Overcoming original sin: insights from a new dataset 0 2 4 25 2 9 35 111
Permissioned Distributed Ledgers and the Governance of Money 0 0 1 27 0 0 29 101
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 1 1 56 0 2 17 352
Precautionary Demand and Liquidity in Payment Systems 0 0 1 153 1 2 8 423
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 2 2 36 425
Procyclical Leverage and Value-at-Risk 0 0 0 231 1 4 34 650
Procyclical leverage and value-at-risk 0 0 2 54 3 4 23 172
Procyclicality and Monetary Aggregates 0 0 2 125 0 0 30 312
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 0 1 14 164
Public and Private Information in Monetary Policy Models 0 0 0 59 0 0 14 217
Public and Private Information in Monetary Policy Models 0 0 0 68 1 3 14 247
Public and Private Information in Monetary Policy Models 0 0 1 133 0 0 14 484
Public and private information in monetary policy models 0 0 1 50 1 1 13 262
Redemption risk and cash hoarding by asset managers 0 0 0 98 0 0 19 291
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 0 2 15 1,506
Risk Appetite and Endogenous Risk 0 2 5 458 1 7 32 1,125
Risk Appetite and Exchange Rates 0 0 0 66 1 3 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 1 29 317
Risk appetite and exchange Rates 0 0 1 281 0 3 16 871
Risk capacity, portfolio choice and exchange rates 0 2 6 25 0 2 34 81
Risk-Taking Channel of Monetary Policy 0 1 2 265 0 1 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 0 3 26 374
Stablecoins versus tokenised deposits: implications for the singleness of money 0 0 5 31 3 39 80 142
Testing the cognitive limits of large language models 0 0 7 46 1 1 38 126
The Bank of Amsterdam and the limits of fiat money 0 2 2 56 1 6 30 81
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 1 3 31 49
The Broad Yen Carry Trade 0 0 3 433 1 16 35 1,195
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 0 1 13 1,023
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 0 586 0 0 18 1,287
The dollar, bank leverage and real economic activity: an evolving relationship 0 1 1 47 0 4 27 174
The dollar, bank leverage and the deviation from covered interest parity 0 1 6 87 1 8 43 375
The fintech gender gap 0 0 0 13 0 0 11 62
The fintech gender gap 0 0 2 72 2 6 43 348
The hunt for duration: not waving but drowning? 1 1 1 59 1 2 27 247
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 4 296 0 3 29 444
The international monetary and financial system: a capital account historical perspective 0 0 0 156 1 1 9 231
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 1 3 61 145
Trade credit, trade finance, and the Covid-19 Crisis 0 0 3 94 0 2 36 277
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 2 4 382 1 6 42 1,215
Welfare effects of public information 0 0 1 64 0 3 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 19 510
Which exchange rate matters to global investors? 0 0 1 16 0 2 30 58
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 0 2 12 338
Why bank capital matters for monetary policy 0 0 6 189 0 2 47 625
Working Capital, Trade and Macro Fluctuations 0 0 1 7 0 0 8 31
p-dominance and Belief Potential 0 0 0 85 0 2 19 272
Total Working Papers 14 80 382 36,362 139 706 5,806 112,019
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment on a Model of Vertical Product Differentiation 0 1 4 562 1 3 27 1,187
A Theory of Arbitrage Capital 0 0 0 5 0 0 28 55
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 1 48 1 1 19 151
Adversarial and Inquisitorial Procedures in Arbitration 0 0 2 185 2 4 18 1,171
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 1 12 176
Analytics of sovereign debt restructuring 0 0 0 97 1 2 15 276
Assessing Macroprudential Policies: Case of South Korea 0 0 1 42 1 1 25 140
Bank Capital and Dividend Externalities 0 2 2 40 2 6 32 220
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 2 2 6 274
Beauty Contests and Iterated Expectations in Asset Markets 3 6 22 324 4 12 50 1,092
BigTech and the changing structure of financial intermediation 0 1 18 82 9 31 159 476
Bond Risk Premia and The Exchange Rate 2 2 5 29 5 8 43 110
Brand Performance Volatility from Marketing Spending 1 1 2 9 1 2 14 63
Breaking free of the triple coincidence in international finance 0 0 1 54 2 3 22 297
Capital flows and the risk-taking channel of monetary policy 1 5 24 921 11 39 172 2,733
Catalytic finance: When does it work? 0 0 0 91 0 2 22 358
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 0 1 9 42 1 9 48 149
Central Bank Forward Guidance and the Signal Value of Market Prices 0 0 1 13 0 3 24 99
Central Bank Transparency and the Signal Value of Prices 0 0 5 226 4 7 33 709
Comment 0 0 0 3 1 2 6 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? 1 1 2 226 1 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 1 1 15 113
Communication and Monetary Policy 0 0 0 1 0 5 36 561
Comparative assessment of macroprudential policies 1 2 3 145 3 5 21 441
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 1 35 2 3 9 221
Contagious Adverse Selection 0 0 0 61 1 1 25 294
Coordination risk and the price of debt 0 0 4 346 2 5 32 871
Crisis Resolution and Bank Liquidity 0 1 1 202 3 6 43 838
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 14 48 698 12 39 205 2,214
Currency Depreciation and Emerging Market Corporate Distress 0 0 3 44 1 4 32 188
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 1 10 727
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 1 1 16 948
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 1 3 23 2 3 13 99
Disclosure Risk and Price Drift 0 0 0 44 0 0 10 175
Disclosures and Asset Returns 0 0 0 51 1 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 0 1 6 163
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 1 1 17 25
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 3 454 0 0 34 1,436
Dollar and Exports 0 2 3 4 0 5 25 31
Dollar beta and stock returns 0 0 0 8 0 0 11 27
Dominance and Belief Potential 0 1 1 137 1 4 15 579
Editorial Announcement 0 0 0 0 1 1 9 38
Endogenous Extreme Events and the Dual Role of Prices 0 0 1 49 2 2 17 275
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 0 0 9 522
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 1 17 0 2 21 84
Exchange rates and monetary spillovers 0 0 0 16 1 3 12 81
Fair value accounting and financial stability 1 1 1 125 3 5 30 523
Financial Intermediary Balance Sheet Management 0 0 0 88 1 2 13 272
Financial Regulation in a System Context 0 2 5 143 0 4 31 570
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 0 2 20 298
Fire Sale FDI 0 0 0 34 0 2 20 182
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 1 15 0 2 18 96
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 0 1 11 89
Global Banking Glut and Loan Risk Premium 2 6 19 358 8 21 89 1,245
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 0 0 4 64 1 1 20 302
Global Liquidity: A Selective Review 0 1 3 101 0 2 18 193
Global liquidity through the lens of monetary aggregates 0 0 1 53 0 1 19 196
Globalization of corporate risk taking 0 0 2 64 1 4 34 230
How Much Common Belief Is Necessary for a Convention? 0 1 1 99 3 7 17 247
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 0 2 14 36
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 1 1 42 3 5 18 127
Imperfect common knowledge and the information value of prices 0 0 0 69 0 1 12 216
Inertia of Forward-Looking Expectations 0 0 0 75 1 2 10 312
International Environmental Agreements under Uncertainty 0 0 0 0 1 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 1 2 13 25
Liquidity Black Holes 1 1 3 682 1 1 20 2,004
Liquidity Black Holes 0 0 2 21 0 0 15 142
Liquidity Risk and Contagion 1 3 7 314 4 11 31 930
Liquidity and Contagion: The Crisis of 1763 0 1 1 158 1 2 9 475
Liquidity and Twin Crises 0 0 0 79 0 0 10 223
Liquidity and financial contagion 1 2 5 296 2 6 27 831
Liquidity and leverage 4 24 80 1,974 14 69 389 5,910
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 1 57 0 1 15 161
Liquidity, monetary policy, and financial cycles 0 0 0 381 0 1 17 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 0 2 29 520
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 0 0 14 143
Marking‐to‐Market: Panacea or Pandora's Box? 0 1 2 220 1 6 27 685
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 3 7 26 188 5 20 163 562
Mitigating Systemic Spillovers from Currency Hedging 0 0 1 2 1 2 13 17
Mitigating Systemic Spillovers from Currency Hedging 0 0 1 14 0 1 10 63
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 0 2 25 302
Money, Liquidity, and Monetary Policy 0 0 2 479 1 2 59 1,132
News Management and the Value of Firms 0 1 1 143 1 2 17 366
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 3 13 1 5 33 85
Noncore Bank Liabilities and Financial Vulnerability 0 0 4 197 1 2 31 825
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 1 20 0 0 15 72
Oil and debt 0 0 0 19 1 4 19 156
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 2 7 17 148
Optimal Betting Odds against Insider Traders 4 8 26 278 13 23 86 864
Optimal Communication 0 0 2 134 1 1 18 407
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 2 4 19 41
Overcoming Original Sin 0 0 3 15 1 2 20 65
Positive feedback trading in the US Treasurey market 0 0 0 2 0 5 20 77
Precautionary Demand and Liquidity in Payment Systems 0 0 1 15 1 2 10 112
Precautionary Demand and Liquidity in Payment Systems 0 0 4 5 0 0 23 54
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 0 0 11 360
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 2 5 11 254 9 14 46 928
Procyclical Leverage and Value-at-Risk 0 1 1 228 4 12 41 653
Redemption risk and cash hoarding by asset managers 0 0 0 55 1 3 13 269
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 1 2 3 376 5 10 66 1,606
Risk Management with Interdependent Choice 0 0 0 1 0 2 12 418
Risk and liquidity in a system context 0 0 1 97 1 2 20 293
Risk‐taking channel of monetary policy 0 1 3 34 0 2 17 125
Securitisation and Financial Stability 0 1 4 21 0 5 38 70
Social Value of Public Information 1 5 14 673 8 32 124 2,266
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 0 1 13 829
Staggered Pricing Models Face the Facts 0 0 0 86 0 1 7 275
Sustaining Production Chains through Financial Linkages 0 0 3 67 0 1 25 327
The Assessment: Games and Coordination 0 0 0 1 0 2 11 568
The Bank of Amsterdam and the Limits of Fiat Money 1 3 8 16 2 8 35 69
The Burden of Proof in a Game of Persuasion 1 1 5 388 1 3 21 778
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 1 6 35 856
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 0 0 13 101 2 11 94 452
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 1 3 18 122 2 7 62 393
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 0 18 0 1 13 68
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 1 1 10 0 1 6 54
The Hunt for Duration: Not Waving but Drowning? 0 3 9 118 1 9 49 399
The Squam Lake Report: Fixing the Financial System 0 0 3 196 1 1 27 824
The fintech gender gap 0 1 5 31 1 4 67 141
The impact of risk regulation on price dynamics 0 1 1 218 0 2 20 528
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 0 2 11 282
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 1 4 16 68
The shadow banking system: implications for fi nancial regulation 0 1 3 224 1 6 29 688
Tracking the international footprints of global firms 0 0 2 31 1 1 26 213
Transparency, Communication and Commitment 0 0 0 137 1 1 11 366
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 2 10 1,422 4 21 81 3,336
What does the new face of international financial intermediation mean for emerging market economies? 0 1 3 102 0 1 15 275
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 3 184 0 1 15 512
Why bank capital matters for monetary policy 1 1 18 204 4 12 88 790
Yen Carry Trade and the Subprime Crisis 2 2 6 347 9 13 37 900
Total Journal Articles 39 136 539 19,812 222 690 4,352 67,617
2 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Central bank capital and trust in money: lessons from history for the digital age 1 1 3 14 1 2 28 60
Managing Elevated Risk 0 0 0 0 0 0 9 15
Risk and Liquidity 0 0 0 0 2 6 30 546
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 0 10 120
Total Books 1 1 3 14 3 8 77 741

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 1 11 123
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 0 1 10 52
Breaking free of the triple coincidence in international finance 0 0 0 39 0 0 14 196
Breaking the triple coincidence in international finance 0 0 1 27 0 0 13 93
Comment on "Risk Topography" 0 0 0 11 0 0 3 57
Comment on "The Leverage Cycle" 0 0 1 26 0 1 9 74
Coordinating Expectations in Monetary Policy 0 0 1 50 0 1 17 194
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 1 30 1 2 17 129
Endogenous and Systemic Risk 0 1 3 92 0 2 15 232
Financial Intermediaries and Monetary Economics 0 4 10 811 2 16 88 2,631
Financial System Liquidity, Asset prices and Monetary Policy 0 0 1 82 0 0 10 217
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 1 1 16 26
Global Liquidity 0 0 0 0 0 1 11 89
Introduction 0 0 0 3 1 1 8 47
Lessons from Macro-Financial Policy in Korea 1 2 7 37 1 2 11 90
Macro-Financial Stability Frameworks: Experience and Challenges 0 0 3 21 1 2 16 65
Macroprudential policies beyond Basel III 0 1 2 240 0 1 21 638
Macroprudential policies: indicators and tools 0 0 0 20 0 0 6 59
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 0 1 5 9
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 0 0 25 1 2 8 77
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 0 2 10 69
Non-bank financial intermediaries and financial stability 0 3 15 53 2 13 96 187
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 1 1 151 0 4 25 405
Overview and summary 0 0 0 4 0 0 1 41
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 0 2 9 2 5 22 73
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 0 11 0 1 4 66
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 1 2 164 0 4 26 514
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 1 1 29 0 1 18 100
The Broad Yen Carry Trade 0 0 2 10 20 26 52 83
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 1 1 1 1 16 43
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 1 159 0 1 16 492
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 1 12 15
Total Chapters 1 14 57 2,178 33 94 618 7,260

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