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 2 4 4 174
A Financial System Perspective on Japan's Experience in the Late 1980s 0 0 2 115 4 4 10 409
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 2 3 7 423
A Theory of the Onset of Currency Attacks 0 0 1 252 5 5 10 558
A Theory of the Onset of Currency Attacks 0 0 0 4 0 3 8 682
A Theory of the Onset of Currency Attacks 0 0 1 487 2 8 10 1,142
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 5 7 7 249
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 98 1 3 5 265
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 2 3 3 1,079
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 251 6 11 19 1,929
An Academic Response to Basel II 0 0 3 1,522 3 8 18 3,380
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 1 32 11 29 37 110
An early stablecoin? The Bank of Amsterdam and the governance of money 1 2 4 54 8 15 33 237
Analytics of sovereign debt restructuring 0 0 0 287 3 6 8 766
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 6 7 10 287
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 1 1 11 407
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 4 6 7 518
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 5 9 12 145
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 17 17 18 475
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 3 5 7 7
Balance Sheet Capacity and Endogenous Risk 0 0 2 144 6 15 23 525
Balance sheet capacity and endogenous risk 1 1 1 47 6 11 14 192
Bank Capital and Dividend Externalities 0 0 0 27 6 7 9 103
Bank Capital and Dividend Externalities 0 0 0 63 3 10 14 182
Bank Capital and Dividend Externalities 0 0 1 47 6 8 11 160
Bank capital and dividend externalities 0 0 0 31 5 16 20 105
Banks and cross-border capital flows: challenges and regulatory responses 0 0 1 15 3 8 16 110
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 352 9 11 14 1,257
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 4 6 6 707
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 1 1 1 499 7 13 31 1,770
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 4 9 15 891
Big techs in finance: on the new nexus between data privacy and competition 0 0 2 78 2 2 10 141
BigTech and the changing structure of financial intermediation 1 1 6 174 10 17 45 664
Bond risk premia and the exchange rate 0 0 2 119 8 22 33 308
Breaking free of the triple coincidence in international finance 0 0 2 98 3 9 17 251
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 0 159 7 23 31 453
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 1 213 14 24 32 498
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 8 22 27 387
Carry Trades, Monetary Policy and Speculative Dynamics 0 1 2 139 3 9 14 380
Catalytic Finance 0 0 0 8 3 4 5 64
Catalytic Finance: When Does It Work? 0 0 0 71 4 6 7 445
Catalytic Finance: When Does It Work? 0 0 0 229 5 10 13 847
Central bank digital currencies: motives, economic implications and the research frontier 1 4 14 145 23 74 148 431
Central bank forward guidance and the signal value of market prices 0 1 3 70 5 12 17 149
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 0 3 4 26 5 22 36 104
Common Belief Foundations of Global Games 0 0 1 179 3 4 10 448
Common Belief Foundations of Global Games 0 0 0 24 5 7 13 53
Communication and Monetary Policy 0 0 0 266 3 4 5 752
Communication and Monetary Policy 0 0 0 223 2 6 9 587
Communication and Monetary Policy 0 0 0 16 3 4 6 89
Communication and monetary policy 0 0 1 62 2 6 12 276
Comparative assessment of macroprudential policies 0 0 2 198 2 6 12 400
Contagious Adverse Selection 0 0 0 19 3 7 11 164
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 3 5 6 74
Coordinating Expectations in Monetary Policy 2 3 3 187 12 17 21 381
Coordination Risk and the Price of Debt 0 0 0 208 3 4 5 617
Coordination Risk and the Price of Debt 0 0 0 278 6 10 17 883
Coordination Risk and the Price of Debt 0 0 0 242 2 5 8 679
Coordination risk and the price of debt 0 0 0 1 2 4 4 133
Corporate payout policy: Are financial firms different? 0 0 0 1 3 5 8 10
Corporate payout policy: are financial firms different? 1 2 5 16 27 38 45 66
Crisis Resolution and Bank Liquidity 0 0 0 277 10 20 25 846
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 2 3 6 44
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 2 4 5 250
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 0 0 3 282
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 1 2 4 400
Cross-border banking and global liquidity 0 1 8 311 27 39 56 624
Currency depreciation and emerging market corporate distress 0 0 0 32 4 7 7 138
Currency depreciation and emerging market corporate distress 0 1 2 63 13 54 69 300
Debt maturity structure with pre-emptive creditors 0 0 0 78 5 8 9 341
Destabilizing Carry Trades 0 0 0 55 4 6 7 114
Destabilizing carry trades 0 0 1 69 3 9 11 89
Destabilizing carry trades 0 0 0 24 6 8 13 48
Destabilizing carry trades 0 0 0 0 0 2 4 5
Disclosures and Asset Returns 0 0 0 53 6 12 13 174
Disclosures and Asset Returns 0 0 2 90 6 11 13 280
Disclosures and asset returns 0 0 0 5 0 2 4 74
Distributed Ledgers and the Governance of Money 0 0 0 3 4 16 20 31
Distributed Ledgers and the Governance of Money 0 0 0 16 4 10 12 69
Distributed Ledgers and the Governance of Money 0 0 0 19 8 13 15 42
Distributed ledgers and the governance of money 1 2 9 48 7 17 54 192
Dividends and Bank Capital in the Financial Crisis of 2007-2009 1 2 2 156 5 10 19 632
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 68 0 3 6 242
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 0 7 9 654
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 1 1 410 2 6 10 1,372
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 212 2 6 12 696
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 3 9 11 133
Dollar and Exports 0 0 2 112 5 14 20 305
Dollar and Exports 0 2 6 54 3 11 34 214
Dollar beta and stock returns 0 0 1 29 6 14 22 76
Dynamic Leverage Asset Pricing 0 0 1 202 3 8 16 525
Dynamic Leverage Asset Pricing 0 1 1 142 6 13 20 310
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 1 2 5 474 9 25 48 1,377
Endogenous Public Signals and Coordination 0 0 0 254 3 6 9 497
Endogenous choice of bank liquidity: the role of fire sales 0 0 0 185 3 4 6 474
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 6 8 9 674
Exchange Rates and Monetary Spillovers 0 0 0 0 1 3 3 4
Exchange Rates and Monetary Spillovers 0 0 0 0 1 2 2 3
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 1 3
Exchange Rates and Monetary Spillovers 0 0 1 127 1 8 13 84
Exchange rates and monetary spillovers 0 0 0 92 8 9 12 192
Exploring the Dynamics of Global Liquidity 0 0 1 71 2 5 7 232
FX intervention and domestic credit: Evidence from high-frequency micro data 0 0 4 106 8 15 26 285
FX intervention and domestic credit: evidence from high-frequency micro data 0 0 2 141 2 6 15 262
Fair Value Accounting and Financial Stability 0 0 0 1 1 1 1 5
Fair Value Reporting Standards and Market Volatility 0 0 0 0 4 7 8 8
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 4 7 7 150
Financial intermediaries and monetary economics 0 1 5 622 6 20 26 1,195
Financial intermediaries, financial stability, and monetary policy 0 1 3 482 6 18 34 1,470
Financial intermediary balance sheet management 0 0 1 198 5 11 16 497
Financial intermediary leverage and value at risk 0 0 1 508 5 13 23 1,290
Financial intermediation and the post-crisis financial system 0 0 1 204 14 17 19 570
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 5 14 19 840
Financing Growth without Banks: Korean Housing Repo Contract 2 2 11 224 4 9 24 572
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 3 4 8 487
Fire-sale FDI 0 0 0 107 4 6 11 579
Foreshadowing LTCM: The Crisis of 1763 0 0 0 320 4 5 6 1,286
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 3 5 5 69
Foreshadowing LTCM: the crisis of 1763 0 0 2 29 8 12 14 115
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 4 8 10 108
Global Factors in Capital Flows and Credit Growth 0 0 0 6 6 8 8 25
Global Games: Theory and Applications 0 1 4 1,727 4 16 32 4,260
Global Games: Theory and Applications 0 0 2 392 10 16 23 920
Global Games: Theory and Applications 0 0 3 2,126 14 36 54 5,575
Global Liquidity through the Lens of Monetary Aggregates 0 0 0 70 8 11 14 187
Global dollar credit and carry trades: a firm-level analysis 0 2 5 117 5 13 20 278
Heterogeneity and Uniqueness in Interaction Games 0 0 1 107 2 4 7 444
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 4 4 8 1,040
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 0 3 4 22
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 7 8 10 17
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 5 8 11 24
How abundant are reserves? Evidence from the wholesale payment system 0 0 0 23 1 2 6 26
Illiquidity Component of Credit Risk 0 0 0 69 6 10 14 111
Informational events that trigger currency attacks 0 0 0 0 7 11 13 374
International portfolio frictions 0 1 4 25 7 15 26 71
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 0 7 9 138
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 1 2 6 118 11 23 45 361
Liquidity Black Holes 0 0 1 345 3 6 13 1,027
Liquidity Black Holes 0 0 0 1 4 8 13 508
Liquidity Black Holes 0 0 0 0 3 9 11 511
Liquidity Black Holes 0 0 0 469 9 30 34 2,339
Liquidity and financial cycles 0 0 1 333 6 19 26 753
Liquidity and leverage 1 2 10 1,240 10 28 54 3,843
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 1 16 2 4 5 57
Liquidity risk and contagion 0 1 7 472 6 17 29 1,361
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 1 166 5 13 16 304
Low price-to-book ratios and bank dividend payout policies 0 0 1 10 0 1 2 28
Low price-to-book ratios and bank dividend payout policies 0 0 2 21 6 17 25 91
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 4 6 9 422
Macro-financial stability frameworks: experience and challenges 1 2 13 72 8 17 41 143
Macroprudential Policies in Open Emerging Economies 0 0 0 267 5 8 14 560
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 0 0 85 2 5 7 219
Mapping the realignment of global value chains 3 13 50 107 16 39 108 306
Margins, debt capacity, and systemic risk 0 0 0 0 5 7 8 10
Margins, debt capacity, and systemic risk 0 0 1 17 2 6 9 27
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 1 2 4 6
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 4 7 8 620
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 6 10 13 18
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 10 4 4 6 43
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 2 4 7 11 26
Monetary cycles, financial cycles, and the business cycle 0 0 3 652 7 14 19 1,245
Money and trust: lessons from the 1620s for money in the digital age 0 1 2 189 7 11 14 263
Money, liquidity, and monetary policy 0 0 0 519 45 55 60 1,400
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 2 2 3 182
News shocks, monetary policy, and foreign currency positions 0 0 0 90 2 6 8 191
Next generation correspondent banking 2 3 27 32 7 15 56 85
Non-Core Bank Liabilities and Financial Vulnerability 0 0 0 135 4 6 12 370
Non-bank Financial Intermediaries and Financial Stability 1 2 8 30 5 14 25 88
Non-bank financial intermediaries and financial stability 0 0 8 67 4 21 58 212
On the scale of financial intermediaries 0 0 0 226 6 13 17 420
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 4 8 10 979
Opening and closing the market: evidence from the London Stock Exchange 0 0 0 7 6 9 10 81
Optimal Communication 0 0 0 156 7 15 19 379
Optimal collective action clause thresholds 0 0 0 232 3 6 8 854
Original Sin Redux: Role of Duration Risk 0 1 9 9 9 15 25 25
Original Sin Redux: Role of Duration Risk 0 1 3 3 11 17 25 26
Original sin redux: role of duration risk 0 1 2 12 9 16 34 76
Overcoming original sin: insights from a new dataset 0 1 6 23 6 13 28 93
Permissioned Distributed Ledgers and the Governance of Money 0 1 1 27 9 18 25 95
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 6 8 11 345
Precautionary Demand and Liquidity in Payment Systems 1 1 1 153 1 4 6 419
Prices and quantities in the monetary policy transmission mechanism 0 0 1 161 12 18 28 415
Procyclical Leverage and Value-at-Risk 0 0 1 231 8 18 24 637
Procyclical leverage and value-at-risk 0 1 1 53 7 13 17 165
Procyclicality and Monetary Aggregates 0 1 1 124 7 10 14 295
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 2 5 8 157
Public and Private Information in Monetary Policy Models 0 0 0 59 3 8 10 212
Public and Private Information in Monetary Policy Models 0 0 0 68 2 5 9 241
Public and Private Information in Monetary Policy Models 0 0 1 133 3 8 9 479
Public and private information in monetary policy models 0 0 2 49 4 10 13 259
Redemption risk and cash hoarding by asset managers 0 0 0 98 2 12 16 286
Regulating Financial Conglomerates 0 0 0 139 9 14 15 544
Regulating big techs in finance 0 0 1 8 1 7 9 31
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 1 672 4 9 11 1,501
Risk Appetite and Endogenous Risk 0 0 2 454 4 10 21 1,107
Risk Appetite and Exchange Rates 0 0 0 66 3 5 8 296
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 34 0 1 3 59
Risk and liquidity in a system context 0 0 0 71 10 16 19 307
Risk appetite and exchange Rates 0 0 1 281 1 2 8 860
Risk capacity, portfolio choice and exchange rates 0 1 3 22 8 17 22 67
Risk-Taking Channel of Monetary Policy 0 0 0 263 5 10 15 436
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 0 2 635
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 0 3 6 46
Sovereign yields and the risk-taking channel of currency appreciation 0 0 0 155 3 7 17 365
Stablecoins versus tokenised deposits: implications for the singleness of money 1 2 16 29 7 21 40 89
Testing the cognitive limits of large language models 0 1 24 42 3 17 53 110
The Bank of Amsterdam and the limits of fiat money 0 0 0 54 7 10 15 63
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 6 13 20 36
The Broad Yen Carry Trade 1 2 4 432 2 10 17 1,172
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 2 5 8 1,016
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 2 586 2 12 20 1,284
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 0 46 6 9 25 162
The dollar, bank leverage and the deviation from covered interest parity 0 2 8 86 3 14 34 355
The fintech gender gap 0 0 4 72 6 11 38 331
The fintech gender gap 0 0 1 13 4 6 12 58
The hunt for duration: not waving but drowning? 0 0 2 58 3 7 16 231
The impact of risk regulation on price dynamics 0 0 0 20 2 4 4 98
The international monetary and financial system: a capital account historical perspective 0 0 0 156 3 4 8 228
The international monetary and financial system: a capital account historical perspective 1 2 4 295 4 15 22 431
The shadow banking system: implications for financial regulation 0 3 6 586 6 13 20 1,486
Theory of supply chains: a working capital approach 1 2 6 39 8 17 54 116
Trade credit, trade finance, and the Covid-19 Crisis 0 0 3 93 8 13 25 258
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 4 9 16 1,475
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 1 378 4 10 15 1,186
Welfare effects of public information 0 0 0 63 3 8 9 258
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09 0 0 0 0 0 0 0 0
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 0 0 1 253 4 10 21 507
Which exchange rate matters to global investors? 0 1 2 16 10 18 33 49
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 3 5 7 332
Why bank capital matters for monetary policy 1 1 4 186 10 23 45 609
Working Capital, Trade and Macro Fluctuations 0 0 0 6 2 3 5 27
p-dominance and Belief Potential 0 0 1 85 10 11 16 265
Total Working Papers 28 90 428 36,155 1,203 2,505 4,100 109,363
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 0 7 561 3 9 18 1,173
A Theory of Arbitrage Capital 0 0 0 5 13 18 21 47
Adapting Macroprudential Policies to Global Liquidity Conditions 1 1 1 48 4 6 11 141
Adversarial and Inquisitorial Procedures in Arbitration 0 0 2 185 2 7 16 1,163
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 3 5 8 171
Analytics of sovereign debt restructuring 0 0 0 97 5 7 12 268
Assessing Macroprudential Policies: Case of South Korea 0 0 2 42 18 20 23 136
Bank Capital and Dividend Externalities 0 0 2 38 7 14 23 206
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 1 2 2 270
Beauty Contests and Iterated Expectations in Asset Markets 2 7 20 314 12 22 47 1,074
BigTech and the changing structure of financial intermediation 1 5 13 71 14 35 93 374
Bond Risk Premia and The Exchange Rate 0 1 4 26 7 14 26 88
Brand Performance Volatility from Marketing Spending 0 1 1 8 7 9 12 59
Breaking free of the triple coincidence in international finance 0 0 2 53 4 8 16 286
Capital flows and the risk-taking channel of monetary policy 3 6 23 909 22 46 142 2,646
Catalytic finance: When does it work? 0 0 0 91 8 11 14 350
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 1 2 6 37 10 16 25 119
Central Bank Forward Guidance and the Signal Value of Market Prices 0 1 2 13 4 13 19 91
Central Bank Transparency and the Signal Value of Prices 0 2 9 225 1 7 30 692
Comment 0 0 0 3 0 2 4 42
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 2 3 4 113
Commentary: has financial development made the world riskier? 0 0 0 224 2 2 4 575
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 6 8 9 86
Common belief foundations of global games 0 0 0 34 8 10 12 109
Communication and Monetary Policy 0 0 0 1 6 17 27 549
Comparative assessment of macroprudential policies 0 0 1 143 3 8 18 431
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 0 34 2 4 7 216
Contagious Adverse Selection 0 0 0 61 5 11 14 282
Coordination risk and the price of debt 1 1 5 344 6 12 26 856
Crisis Resolution and Bank Liquidity 0 0 3 201 13 27 47 826
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 34 4 6 7 156
Cross-Border Banking and Global Liquidity 5 15 43 677 31 84 187 2,127
Currency Depreciation and Emerging Market Corporate Distress 0 2 8 44 3 15 30 179
Debt maturity structure with pre-emptive creditors 0 0 0 8 1 4 7 56
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 4 6 9 724
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 6 8 11 941
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 0 3 22 0 2 7 91
Disclosure Risk and Price Drift 0 0 1 44 1 1 7 169
Disclosures and Asset Returns 0 0 0 51 4 7 9 314
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 3 159
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 3 6 8 16
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 1 4 454 9 19 30 1,427
Dollar and Exports 0 1 2 2 1 7 16 18
Dollar beta and stock returns 0 0 0 8 2 3 5 21
Dominance and Belief Potential 0 0 1 136 3 5 7 569
Editorial Announcement 0 0 0 0 2 2 6 32
Endogenous Extreme Events and the Dual Role of Prices 1 1 3 49 7 9 15 268
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 3 8 10 521
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 2 17 9 11 15 76
Exchange rates and monetary spillovers 0 0 0 16 3 5 9 74
Fair value accounting and financial stability 0 0 0 124 6 11 16 507
Financial Intermediary Balance Sheet Management 0 0 3 88 4 5 15 266
Financial Regulation in a System Context 0 0 4 139 11 14 22 555
Financial conditions and purchasing managers' indices: exploring the links 0 0 1 6 5 9 15 65
Financial intermediaries, financial stability and monetary policy 0 0 0 66 1 3 10 285
Fire Sale FDI 0 0 0 34 8 10 17 178
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 1 1 15 3 8 12 87
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 6 8 9 87
Global Banking Glut and Loan Risk Premium 2 4 8 343 11 30 59 1,193
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 0 1 7 64 3 12 27 299
Global Liquidity: A Selective Review 0 2 2 100 6 11 11 186
Global liquidity through the lens of monetary aggregates 0 0 0 52 5 6 7 183
Globalization of corporate risk taking 0 1 2 64 2 6 11 205
How Much Common Belief Is Necessary for a Convention? 0 0 4 98 6 7 13 238
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 3 4 9 28
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 1 41 6 8 17 120
Imperfect common knowledge and the information value of prices 0 0 0 69 5 6 8 210
Inertia of Forward-Looking Expectations 0 0 0 75 1 5 6 307
International Environmental Agreements under Uncertainty 0 0 0 0 2 6 10 281
Introduction 0 1 1 4 2 3 6 50
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 0 0 3 1 4 6 16
Liquidity Black Holes 0 0 1 20 3 6 8 134
Liquidity Black Holes 0 0 0 679 5 9 14 1,995
Liquidity Risk and Contagion 0 1 6 309 1 6 19 911
Liquidity and Contagion: The Crisis of 1763 0 0 0 157 4 6 9 472
Liquidity and Twin Crises 0 0 0 79 2 3 5 217
Liquidity and financial contagion 1 1 3 293 6 12 23 821
Liquidity and leverage 2 21 63 1,927 24 149 337 5,735
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 4 8 12 156
Liquidity, monetary policy, and financial cycles 0 0 0 381 4 9 13 1,030
Logical Structure of Common Knowledge 0 0 1 178 3 6 9 385
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 9 14 22 508
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 7 12 12 141
Marking‐to‐Market: Panacea or Pandora's Box? 0 1 1 219 4 9 14 670
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 1 4 12 172 10 20 39 433
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 1 5 8 8 12
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 13 1 2 4 57
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 5 10 12 289
Money, Liquidity, and Monetary Policy 0 2 3 479 19 35 47 1,114
News Management and the Value of Firms 0 0 0 142 5 12 14 361
Non-financial corporations from emerging market economies and capital flows 0 0 0 49 1 6 8 202
Noncore Bank Liabilities and Financial Vulnerability 0 0 2 194 4 10 20 811
Noncore Bank Liabilities and Financial Vulnerability 1 1 3 13 6 10 23 68
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 1 20 4 6 9 66
Oil and debt 0 0 0 19 4 8 12 148
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 3 5 7 138
Optimal Betting Odds against Insider Traders 6 7 16 266 12 26 50 821
Optimal Communication 1 1 2 133 9 12 20 403
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 5 10 13 32
Overcoming Original Sin 1 3 4 15 6 10 17 57
Positive feedback trading in the US Treasurey market 0 0 0 2 2 8 12 68
Precautionary Demand and Liquidity in Payment Systems 1 1 1 15 4 7 7 109
Precautionary Demand and Liquidity in Payment Systems 1 1 3 4 5 16 22 50
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 4 7 11 358
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 1 1 9 245 4 14 31 901
Procyclical Leverage and Value-at-Risk 0 0 1 227 6 16 28 634
Redemption risk and cash hoarding by asset managers 0 0 0 55 5 7 14 265
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 0 1 2 374 9 34 69 1,581
Risk Management with Interdependent Choice 0 0 0 1 5 6 10 414
Risk and liquidity in a system context 0 0 2 97 5 5 11 281
Risk‐taking channel of monetary policy 0 1 2 33 2 5 10 117
Securitisation and Financial Stability 0 1 3 19 6 14 23 50
Social Value of Public Information 1 1 5 660 12 26 53 2,175
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 5 7 13 824
Staggered Pricing Models Face the Facts 0 0 0 86 4 4 6 272
Sustaining Production Chains through Financial Linkages 1 2 2 66 7 13 34 321
The Assessment: Games and Coordination 0 0 0 1 4 6 8 564
The Bank of Amsterdam and the Limits of Fiat Money 0 2 6 12 2 11 34 54
The Burden of Proof in a Game of Persuasion 0 3 6 386 10 14 24 774
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 2 4 221 8 17 31 841
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 2 7 18 100 12 39 84 420
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 3 4 14 114 10 22 48 365
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 1 18 5 7 10 63
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 0 9 1 2 2 50
The Hunt for Duration: Not Waving but Drowning? 0 0 6 113 5 12 33 375
The Squam Lake Report: Fixing the Financial System 0 0 2 194 4 13 22 815
The fintech gender gap 0 1 13 29 16 30 59 114
The impact of risk regulation on price dynamics 0 0 0 217 9 12 18 522
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 3 4 5 275
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 5 7 10 60
The shadow banking system: implications for fi nancial regulation 0 1 1 222 4 10 23 673
Tracking the international footprints of global firms 0 2 4 31 3 10 22 203
Transparency, Communication and Commitment 0 0 0 137 2 6 6 361
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 7 1,415 6 12 49 3,284
What does the new face of international financial intermediation mean for emerging market economies? 0 0 0 99 5 5 6 266
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 3 182 1 2 14 506
Why bank capital matters for monetary policy 1 5 21 196 9 24 82 750
Yen Carry Trade and the Subprime Crisis 2 4 7 345 4 16 24 879
Total Journal Articles 43 139 466 19,530 780 1,667 3,202 65,544
2 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Central bank capital and trust in money: lessons from history for the digital age 0 1 2 12 2 11 21 48
Managing Elevated Risk 0 0 0 0 1 1 2 7
Risk and Liquidity 0 0 0 0 3 7 18 525
The Squam Lake Report: Fixing the Financial System 0 0 0 0 2 4 13 116
Total Books 0 1 2 12 8 23 54 696

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 1 1 1 40 6 7 9 120
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 0 2 6 46
Breaking free of the triple coincidence in international finance 0 0 2 39 5 7 10 189
Breaking the triple coincidence in international finance 1 1 2 27 5 10 11 90
Comment on "Risk Topography" 0 0 0 11 1 1 1 55
Comment on "The Leverage Cycle" 1 1 1 26 1 3 4 68
Coordinating Expectations in Monetary Policy 1 1 3 50 7 11 20 190
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 1 30 6 9 10 122
Endogenous and Systemic Risk 1 2 2 91 4 6 13 224
Financial Intermediaries and Monetary Economics 0 2 9 806 5 42 80 2,595
Financial System Liquidity, Asset prices and Monetary Policy 0 0 0 81 4 7 7 214
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 6 8 11 19
Global Liquidity 0 0 0 0 7 7 7 85
Introduction 0 0 0 3 1 5 6 44
Lessons from Macro-Financial Policy in Korea 1 1 3 32 2 2 9 84
Macro-Financial Stability Frameworks: Experience and Challenges 0 0 3 20 1 8 12 59
Macroprudential policies beyond Basel III 0 0 1 238 5 12 16 630
Macroprudential policies: indicators and tools 0 0 0 20 4 4 4 57
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 1 1 1 5
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 0 0 25 0 3 4 72
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 2 4 4 63
Non-bank financial intermediaries and financial stability 0 3 14 45 16 35 73 141
Non-core bank liabilities and vulnerability to crisis: implications for Asia 1 1 1 14 6 7 10 70
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 0 0 7 150 9 12 29 397
Overview and summary 0 0 0 4 0 0 0 40
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 0 2 8 1 2 10 56
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 0 11 0 1 3 63
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 1 163 7 10 19 501
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 28 9 15 16 98
The Broad Yen Carry Trade 0 2 2 10 5 20 21 51
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 1 1 2 10 14 39
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 5 9 13 488
Why Macroprudential Policy? Brief Overview 0 0 0 0 3 6 7 9
Total Chapters 7 15 56 2,150 136 286 460 6,984

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