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 0 170
A Financial System Perspective on Japan's Experience in the Late 1980s 0 0 1 114 1 3 10 404
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 0 2 2 418
A Theory of the Onset of Currency Attacks 0 0 0 4 1 2 5 677
A Theory of the Onset of Currency Attacks 0 0 1 252 0 1 5 552
A Theory of the Onset of Currency Attacks 0 0 1 487 0 1 2 1,134
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 0 0 0 242
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 1 98 0 0 3 261
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 0 1 1,076
Adversarial and Inquisitorial Procedures in Arbitration 0 0 1 251 1 1 8 1,915
An Academic Response to Basel II 0 2 3 1,522 1 4 12 3,372
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 1 32 2 2 8 80
An early stablecoin? The Bank of Amsterdam and the governance of money 2 2 6 52 2 6 20 215
Analytics of sovereign debt restructuring 0 0 0 287 0 0 2 759
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 0 8 404
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 0 0 1 278
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 1 1 1 512
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 0 2 2 135
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 1 1 1 458
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 0 0 0 0
Balance Sheet Capacity and Endogenous Risk 0 0 2 143 1 2 10 506
Balance sheet capacity and endogenous risk 0 0 0 46 0 1 5 181
Bank Capital and Dividend Externalities 0 0 0 63 1 2 4 170
Bank Capital and Dividend Externalities 0 0 1 47 0 1 3 152
Bank Capital and Dividend Externalities 0 0 0 27 0 0 1 95
Bank capital and dividend externalities 0 0 0 31 1 2 3 88
Banks and cross-border capital flows: challenges and regulatory responses 0 0 1 15 0 1 18 101
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 352 0 0 3 1,245
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 0 0 2 701
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 498 1 2 11 1,750
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 0 1 2 877
Big techs in finance: on the new nexus between data privacy and competition 0 0 1 76 0 0 10 133
BigTech and the changing structure of financial intermediation 1 1 9 172 4 7 40 640
Bond risk premia and the exchange rate 0 0 3 119 5 6 15 284
Breaking free of the triple coincidence in international finance 0 1 2 98 1 2 8 239
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 3 213 0 1 9 471
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 1 159 2 2 6 425
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 1 1 3 362
Carry Trades, Monetary Policy and Speculative Dynamics 0 0 5 138 0 0 9 369
Catalytic Finance 0 0 0 8 0 0 0 59
Catalytic Finance: When Does It Work? 0 0 0 71 0 0 1 439
Catalytic Finance: When Does It Work? 0 0 0 229 0 0 1 834
Central bank digital currencies: motives, economic implications and the research frontier 0 2 18 139 5 18 97 346
Central bank forward guidance and the signal value of market prices 0 1 2 69 0 3 5 137
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 0 0 1 23 2 5 14 80
Common Belief Foundations of Global Games 0 0 0 24 1 3 5 44
Common Belief Foundations of Global Games 0 1 1 179 0 2 4 441
Communication and Monetary Policy 0 0 0 223 1 3 4 581
Communication and Monetary Policy 0 0 1 16 0 1 4 85
Communication and Monetary Policy 0 0 0 266 1 1 1 748
Communication and monetary policy 0 0 1 62 1 1 9 270
Comparative assessment of macroprudential policies 0 1 1 197 2 3 6 393
Contagious Adverse Selection 0 0 0 19 0 1 2 154
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 1 1 1 69
Coordinating Expectations in Monetary Policy 0 0 0 184 1 1 4 364
Coordination Risk and the Price of Debt 0 0 1 278 1 2 12 873
Coordination Risk and the Price of Debt 0 0 0 208 1 1 3 613
Coordination Risk and the Price of Debt 0 0 0 242 1 1 5 674
Coordination risk and the price of debt 0 0 0 1 0 0 0 129
Corporate payout policy: Are financial firms different? 0 0 1 1 0 1 4 4
Corporate payout policy: are financial firms different? 0 0 3 14 1 3 8 27
Crisis Resolution and Bank Liquidity 0 0 2 277 0 1 9 823
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 0 0 1 246
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 0 0 2 397
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 0 0 4 41
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 1 2 3 282
Cross-border banking and global liquidity 0 2 13 309 1 5 26 579
Currency depreciation and emerging market corporate distress 0 0 0 32 0 0 2 131
Currency depreciation and emerging market corporate distress 0 0 0 61 1 1 15 236
Debt maturity structure with pre-emptive creditors 0 0 0 78 1 1 2 333
Destabilizing Carry Trades 0 0 0 55 0 0 1 107
Destabilizing carry trades 0 0 0 68 0 0 2 79
Destabilizing carry trades 0 0 0 0 0 0 2 2
Destabilizing carry trades 0 0 1 24 0 0 2 35
Disclosures and Asset Returns 0 0 0 53 0 0 2 162
Disclosures and Asset Returns 0 0 0 88 0 0 0 267
Disclosures and asset returns 0 0 0 5 0 0 1 71
Distributed Ledgers and the Governance of Money 0 0 0 16 0 0 2 58
Distributed Ledgers and the Governance of Money 0 0 0 3 1 1 2 13
Distributed Ledgers and the Governance of Money 0 0 0 19 0 0 2 28
Distributed ledgers and the governance of money 0 3 9 46 1 12 39 168
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 154 0 0 11 616
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 0 67 0 0 3 237
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 409 0 1 4 1,365
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 1 1 5 647
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 212 1 1 9 689
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 0 0 2 124
Dollar and Exports 1 1 2 112 1 2 5 288
Dollar and Exports 0 0 6 51 1 7 28 197
Dollar beta and stock returns 0 1 1 29 1 4 7 58
Dynamic Leverage Asset Pricing 0 0 0 141 0 1 8 292
Dynamic Leverage Asset Pricing 1 1 1 202 2 2 6 513
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 0 0 7 472 3 6 25 1,346
Endogenous Public Signals and Coordination 0 0 0 254 2 2 2 490
Endogenous choice of bank liquidity: the role of fire sales 0 0 1 185 1 1 6 469
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 0 0 1 665
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 1 3
Exchange Rates and Monetary Spillovers 0 0 1 127 0 1 6 76
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 1 1
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 1
Exchange rates and monetary spillovers 0 0 0 92 0 0 3 183
Exploring the Dynamics of Global Liquidity 0 0 1 71 1 1 2 227
FX intervention and domestic credit: Evidence from high-frequency micro data 0 0 11 106 1 1 33 267
FX intervention and domestic credit: evidence from high-frequency micro data 0 0 1 140 0 1 6 252
Fair Value Accounting and Financial Stability 0 0 0 1 0 0 1 4
Fair Value Reporting Standards and Market Volatility 0 0 0 0 0 0 1 1
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 0 143
Financial intermediaries and monetary economics 0 3 9 621 1 4 12 1,175
Financial intermediaries, financial stability, and monetary policy 0 1 4 481 0 4 26 1,449
Financial intermediary balance sheet management 0 0 2 198 1 1 6 486
Financial intermediary leverage and value at risk 0 0 2 508 1 3 8 1,274
Financial intermediation and the post-crisis financial system 0 0 2 203 0 0 5 552
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 0 2 823
Financing Growth without Banks: Korean Housing Repo Contract 1 3 16 220 2 7 38 561
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 0 2 481
Fire-sale FDI 0 0 1 107 2 2 8 573
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 0 0 0 64
Foreshadowing LTCM: The Crisis of 1763 0 0 3 320 0 0 3 1,280
Foreshadowing LTCM: the crisis of 1763 0 0 3 28 0 0 3 102
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 0 0 3 100
Global Factors in Capital Flows and Credit Growth 0 0 0 6 0 0 0 17
Global Games: Theory and Applications 0 0 2 392 0 2 9 902
Global Games: Theory and Applications 0 2 5 2,126 4 9 30 5,535
Global Games: Theory and Applications 0 1 6 1,726 1 4 20 4,241
Global Liquidity through the Lens of Monetary Aggregates 0 0 0 70 1 1 3 175
Global dollar credit and carry trades: a firm-level analysis 0 0 2 113 0 1 11 261
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 1 1 2 1,034
Heterogeneity and Uniqueness in Interaction Games 0 0 1 107 0 1 2 439
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 2 2 4 16
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 1 1 1 19
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 1 1 3 9
How abundant are reserves? Evidence from the wholesale payment system 0 0 1 23 0 0 5 23
Illiquidity Component of Credit Risk 0 0 0 69 0 0 1 97
Informational events that trigger currency attacks 0 0 0 0 1 1 2 363
International portfolio frictions 0 1 6 24 0 3 27 54
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 0 0 2 131
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 0 4 114 4 8 23 332
Liquidity Black Holes 0 0 0 469 1 1 4 2,308
Liquidity Black Holes 0 0 0 344 1 3 6 1,020
Liquidity Black Holes 0 0 0 0 0 0 2 501
Liquidity Black Holes 0 0 0 1 1 1 6 499
Liquidity and financial cycles 0 0 1 333 0 2 11 734
Liquidity and leverage 1 4 11 1,238 4 9 31 3,808
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 1 16 0 0 2 53
Liquidity risk and contagion 1 4 5 469 2 5 11 1,339
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 5 166 0 0 10 291
Low price-to-book ratios and bank dividend payout policies 0 0 2 21 2 4 8 72
Low price-to-book ratios and bank dividend payout policies 1 1 1 10 1 1 2 27
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 0 3 415
Macro-financial stability frameworks: experience and challenges 1 1 13 66 2 8 28 118
Macroprudential Policies in Open Emerging Economies 0 0 0 267 4 5 5 551
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 0 0 85 0 0 0 212
Mapping the realignment of global value chains 2 6 51 88 2 10 120 252
Margins, debt capacity, and systemic risk 0 0 0 0 0 0 2 2
Margins, debt capacity, and systemic risk 0 1 4 17 0 1 9 20
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 0 0 1 3
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 0 0 5 612
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 1 3 3 8
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 10 0 1 3 39
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 2 1 2 6 18
Monetary cycles, financial cycles, and the business cycle 0 1 3 651 1 2 8 1,229
Money and trust: lessons from the 1620s for money in the digital age 0 0 0 187 0 0 4 251
Money, liquidity, and monetary policy 0 0 0 519 0 1 1 1,341
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 0 0 1 180
News shocks, monetary policy, and foreign currency positions 0 0 0 90 0 1 1 184
Next generation correspondent banking 0 3 26 28 3 11 45 62
Non-Core Bank Liabilities and Financial Vulnerability 0 0 2 135 1 1 6 361
Non-bank Financial Intermediaries and Financial Stability 0 1 6 27 1 3 16 73
Non-bank financial intermediaries and financial stability 3 3 11 65 5 10 52 182
On the scale of financial intermediaries 0 0 0 226 0 1 3 405
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 0 0 1 969
Opening and closing the market: evidence from the London Stock Exchange 0 0 1 7 0 0 2 71
Optimal Communication 0 0 0 156 1 1 8 363
Optimal collective action clause thresholds 0 0 0 232 0 1 3 847
Original Sin Redux: Role of Duration Risk 1 1 2 2 1 1 9 9
Original Sin Redux: Role of Duration Risk 5 7 8 8 3 7 9 9
Original sin redux: role of duration risk 0 0 5 11 1 3 21 53
Overcoming original sin: insights from a new dataset 0 0 5 21 0 2 20 76
Permissioned Distributed Ledgers and the Governance of Money 0 0 0 26 1 3 3 73
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 1 1 4 336
Precautionary Demand and Liquidity in Payment Systems 0 0 0 152 0 1 2 415
Prices and quantities in the monetary policy transmission mechanism 0 0 1 161 2 3 5 391
Procyclical Leverage and Value-at-Risk 0 0 1 231 2 2 6 618
Procyclical leverage and value-at-risk 0 0 0 52 1 1 6 150
Procyclicality and Monetary Aggregates 0 0 0 123 2 2 3 284
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 1 1 2 151
Public and Private Information in Monetary Policy Models 0 0 0 68 1 2 4 234
Public and Private Information in Monetary Policy Models 0 0 0 59 1 1 3 204
Public and Private Information in Monetary Policy Models 1 1 1 133 1 1 1 471
Public and private information in monetary policy models 0 0 2 49 0 0 4 249
Redemption risk and cash hoarding by asset managers 0 0 0 98 2 3 6 274
Regulating Financial Conglomerates 0 0 0 139 0 0 2 530
Regulating big techs in finance 0 0 2 8 0 0 4 23
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 3 672 0 0 4 1,491
Risk Appetite and Endogenous Risk 0 0 4 453 0 3 14 1,093
Risk Appetite and Exchange Rates 0 0 0 66 0 1 9 291
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 34 0 0 1 57
Risk and liquidity in a system context 0 0 0 71 1 1 3 289
Risk appetite and exchange Rates 0 0 1 280 1 4 7 856
Risk capacity, portfolio choice and exchange rates 0 0 0 19 0 1 10 47
Risk-Taking Channel of Monetary Policy 0 0 3 263 0 1 8 423
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 0 1 633
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 0 0 1 41
Sovereign yields and the risk-taking channel of currency appreciation 0 0 0 155 5 5 10 353
Stablecoins versus tokenised deposits: implications for the singleness of money 1 2 16 27 3 9 21 65
Testing the cognitive limits of large language models 0 0 28 39 1 4 60 89
The Bank of Amsterdam and the limits of fiat money 0 0 1 54 2 2 12 53
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 2 3 7 20
The Broad Yen Carry Trade 0 0 5 430 0 1 21 1,160
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 0 0 3 1,010
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 11 586 1 1 20 1,270
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 0 46 4 4 16 151
The dollar, bank leverage and the deviation from covered interest parity 0 0 6 81 1 2 19 333
The fintech gender gap 1 2 4 71 5 10 44 310
The fintech gender gap 0 0 1 13 0 3 6 51
The hunt for duration: not waving but drowning? 0 1 4 58 2 4 9 222
The impact of risk regulation on price dynamics 0 0 0 20 0 0 0 94
The international monetary and financial system: a capital account historical perspective 1 1 3 293 1 2 12 416
The international monetary and financial system: a capital account historical perspective 0 0 1 156 0 1 6 222
The shadow banking system: implications for financial regulation 0 0 2 582 0 2 9 1,471
Theory of supply chains: a working capital approach 0 1 3 36 7 10 34 91
Trade credit, trade finance, and the Covid-19 Crisis 0 0 3 91 2 3 14 243
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 0 1 9 1,464
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 1 378 1 1 9 1,174
Welfare effects of public information 0 0 0 63 0 0 0 249
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 1 1 253 2 6 10 493
Which exchange rate matters to global investors? 0 0 15 15 0 5 28 28
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 3 105 1 1 6 327
Why bank capital matters for monetary policy 0 0 2 183 1 4 23 579
Working Capital, Trade and Macro Fluctuations 0 0 0 6 0 1 3 23
p-dominance and Belief Potential 0 0 1 85 0 0 6 253
Total Working Papers 25 72 493 36,005 187 437 2,017 106,400
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 2 4 13 560 2 4 22 1,162
A Theory of Arbitrage Capital 0 0 0 5 1 1 3 28
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 1 47 0 0 3 132
Adversarial and Inquisitorial Procedures in Arbitration 0 0 1 183 0 3 13 1,153
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 1 2 165
Analytics of sovereign debt restructuring 0 0 0 97 0 2 8 261
Assessing Macroprudential Policies: Case of South Korea 0 0 1 41 0 0 2 115
Bank Capital and Dividend Externalities 0 2 4 38 0 3 10 188
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 0 0 0 268
Beauty Contests and Iterated Expectations in Asset Markets 1 2 14 303 1 4 33 1,043
BigTech and the changing structure of financial intermediation 2 7 11 66 9 27 69 326
Bond Risk Premia and The Exchange Rate 0 1 5 24 2 6 15 69
Brand Performance Volatility from Marketing Spending 0 0 0 7 0 0 4 49
Breaking free of the triple coincidence in international finance 0 0 2 53 1 2 10 276
Capital flows and the risk-taking channel of monetary policy 3 4 21 900 7 24 93 2,568
Catalytic finance: When does it work? 0 0 2 91 2 2 6 338
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 1 3 9 34 1 4 21 102
Central Bank Forward Guidance and the Signal Value of Market Prices 0 1 2 12 1 3 6 76
Central Bank Transparency and the Signal Value of Prices 0 3 6 221 2 10 23 678
Comment 0 0 0 3 1 1 2 40
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 0 0 2 110
Commentary: has financial development made the world riskier? 0 0 1 224 0 0 2 572
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 0 0 2 78
Common belief foundations of global games 0 0 0 34 0 1 2 98
Communication and Monetary Policy 0 0 0 1 1 2 7 526
Comparative assessment of macroprudential policies 1 1 2 143 3 5 15 423
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 0 34 0 3 4 212
Contagious Adverse Selection 0 0 0 61 0 1 2 269
Coordination risk and the price of debt 1 1 7 343 2 3 19 841
Crisis Resolution and Bank Liquidity 0 1 7 201 2 7 31 797
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 34 0 0 2 150
Cross-Border Banking and Global Liquidity 4 11 42 654 8 36 135 2,017
Currency Depreciation and Emerging Market Corporate Distress 0 1 6 41 2 3 13 158
Debt maturity structure with pre-emptive creditors 0 0 0 8 0 1 2 51
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 0 1 2 717
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 0 1 3 932
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 1 2 2 21 2 3 4 88
Disclosure Risk and Price Drift 0 0 1 44 1 1 5 166
Disclosures and Asset Returns 0 0 0 51 0 1 4 307
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 2 3 158
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 0 0 2 8
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 1 1 5 452 1 4 14 1,403
Dollar and Exports 0 1 1 1 3 5 9 9
Dollar beta and stock returns 0 0 1 8 1 1 3 17
Dominance and Belief Potential 0 0 3 136 0 1 5 564
Editorial Announcement 0 0 0 0 0 2 3 29
Endogenous Extreme Events and the Dual Role of Prices 0 0 2 48 0 1 8 258
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 0 0 2 513
Exchange Rates and the Working Capital Channel of Trade Fluctuations 1 2 3 17 1 2 5 64
Exchange rates and monetary spillovers 0 0 0 16 0 1 4 69
Fair value accounting and financial stability 0 0 1 124 0 0 7 493
Financial Intermediary Balance Sheet Management 0 1 4 88 0 3 14 259
Financial Regulation in a System Context 0 1 3 138 0 2 14 539
Financial conditions and purchasing managers' indices: exploring the links 0 0 1 6 0 3 9 55
Financial intermediaries, financial stability and monetary policy 0 0 1 66 2 2 15 280
Fire Sale FDI 0 0 0 34 1 2 2 163
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 0 14 0 0 4 78
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 0 0 2 78
Global Banking Glut and Loan Risk Premium 0 1 8 339 3 6 46 1,159
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 1 2 11 61 1 4 23 283
Global Liquidity: A Selective Review 0 0 1 98 0 0 1 175
Global liquidity through the lens of monetary aggregates 0 0 0 52 0 0 2 177
Globalization of corporate risk taking 0 0 1 62 1 2 6 197
How Much Common Belief Is Necessary for a Convention? 0 1 5 98 0 1 7 230
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 1 2 5 23
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 1 41 1 4 8 110
Imperfect common knowledge and the information value of prices 0 0 1 69 0 0 4 204
Inertia of Forward-Looking Expectations 0 0 0 75 0 0 1 302
International Environmental Agreements under Uncertainty 0 0 0 0 0 0 1 271
Introduction 0 0 0 3 0 2 5 47
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 0 2 3 0 0 6 12
Liquidity Black Holes 0 0 0 679 0 1 4 1,984
Liquidity Black Holes 0 0 0 19 0 1 1 127
Liquidity Risk and Contagion 0 4 9 307 1 7 17 900
Liquidity and Contagion: The Crisis of 1763 0 0 0 157 0 0 4 466
Liquidity and Twin Crises 0 0 1 79 0 0 5 213
Liquidity and financial contagion 0 0 4 291 1 2 15 805
Liquidity and leverage 2 6 68 1,896 19 45 260 5,540
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 1 2 4 147
Liquidity, monetary policy, and financial cycles 0 0 1 381 1 2 5 1,020
Logical Structure of Common Knowledge 0 1 1 178 0 2 2 378
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 2 4 9 493
Macroprudential policies in open emerging economies 0 0 2 93 2 4 12 473
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 0 0 0 129
Marking‐to‐Market: Panacea or Pandora's Box? 0 0 0 218 0 0 6 658
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 3 4 6 165 5 9 16 404
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 13 0 0 0 53
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 1 0 0 0 4
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 0 0 1 277
Money, Liquidity, and Monetary Policy 0 0 1 477 0 3 13 1,073
News Management and the Value of Firms 0 0 0 142 0 0 2 349
Non-financial corporations from emerging market economies and capital flows 0 0 1 49 0 0 6 196
Noncore Bank Liabilities and Financial Vulnerability 0 0 0 10 1 4 12 53
Noncore Bank Liabilities and Financial Vulnerability 0 1 4 193 1 2 11 795
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 0 19 1 1 2 58
Oil and debt 0 0 1 19 1 1 5 138
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 1 1 2 132
Optimal Betting Odds against Insider Traders 0 1 8 252 4 6 20 782
Optimal Communication 0 0 1 132 0 1 6 389
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 0 0 3 22
Overcoming Original Sin 0 1 1 12 1 2 13 46
Positive feedback trading in the US Treasurey market 0 0 0 2 1 1 3 58
Precautionary Demand and Liquidity in Payment Systems 0 0 1 1 0 0 5 31
Precautionary Demand and Liquidity in Payment Systems 0 0 0 14 0 0 0 102
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 2 137 0 0 4 349
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 0 1 12 243 0 2 26 882
Procyclical Leverage and Value-at-Risk 0 0 7 227 0 1 19 612
Redemption risk and cash hoarding by asset managers 0 0 3 55 0 3 15 256
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 0 0 2 373 3 7 43 1,543
Risk Management with Interdependent Choice 0 0 0 1 0 1 2 406
Risk and liquidity in a system context 0 0 1 96 2 2 6 275
Risk‐taking channel of monetary policy 0 0 0 31 2 3 6 110
Securitisation and Financial Stability 0 0 4 17 2 2 11 34
Social Value of Public Information 0 1 8 659 1 7 36 2,143
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 0 2 7 816
Staggered Pricing Models Face the Facts 0 0 0 86 0 0 3 268
Sustaining Production Chains through Financial Linkages 0 0 0 64 5 10 24 307
The Assessment: Games and Coordination 0 0 0 1 0 0 1 557
The Bank of Amsterdam and the Limits of Fiat Money 1 1 9 9 3 6 37 37
The Burden of Proof in a Game of Persuasion 0 0 3 383 0 2 8 757
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 4 218 0 1 28 821
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 2 3 11 90 10 13 45 368
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 0 1 6 104 1 4 32 332
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 1 18 0 1 2 55
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 1 9 0 0 2 48
The Hunt for Duration: Not Waving but Drowning? 1 2 8 110 6 8 32 356
The Squam Lake Report: Fixing the Financial System 1 1 2 194 3 3 9 800
The fintech gender gap 0 2 10 26 3 7 33 77
The impact of risk regulation on price dynamics 0 0 2 217 1 4 8 509
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 0 1 3 271
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 1 1 3 53
The second phase of global liquidity and its impact on emerging economies 0 0 4 309 1 4 17 737
The shadow banking system: implications for fi nancial regulation 0 0 2 221 1 3 17 660
Tracking the international footprints of global firms 0 0 2 29 0 1 12 187
Transparency, Communication and Commitment 0 0 0 137 0 0 0 355
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 5 1,412 3 7 33 3,258
What does the new face of international financial intermediation mean for emerging market economies? 0 0 4 99 0 0 5 260
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 8 181 2 4 18 499
Why bank capital matters for monetary policy 1 4 15 187 5 13 65 707
Yen Carry Trade and the Subprime Crisis 0 1 8 341 0 2 21 863
Total Journal Articles 30 89 469 19,705 167 444 1,938 64,639


Book File Downloads Abstract Views
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Central bank capital and trust in money: lessons from history for the digital age 0 0 7 11 0 2 24 32
Managing Elevated Risk 0 0 0 0 0 0 2 6
Risk and Liquidity 0 0 0 0 0 2 14 516
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 1 8 110
Total Books 0 0 7 11 0 5 48 664


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 0 39 0 0 2 112
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 2 2 4 44
Breaking free of the triple coincidence in international finance 0 0 2 39 0 0 7 182
Breaking the triple coincidence in international finance 0 1 2 26 0 1 4 80
Comment on "Risk Topography" 0 0 0 11 0 0 0 54
Comment on "The Leverage Cycle" 0 0 0 25 0 0 1 65
Coordinating Expectations in Monetary Policy 0 0 3 49 0 0 11 177
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 1 1 1 30 1 1 1 113
Endogenous and Systemic Risk 0 0 0 89 1 2 7 218
Financial Intermediaries and Monetary Economics 0 0 16 801 1 15 75 2,544
Financial System Liquidity, Asset prices and Monetary Policy 0 0 0 81 0 0 0 207
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 0 1 4 10
Global Liquidity 0 0 0 0 0 0 0 78
Introduction 0 0 0 3 0 0 2 39
Lessons from Macro-Financial Policy in Korea 0 1 5 30 0 2 11 79
Macro-Financial Stability Frameworks: Experience and Challenges 1 2 2 19 1 2 6 50
Macroprudential policies beyond Basel III 0 1 2 238 0 1 5 617
Macroprudential policies: indicators and tools 0 0 0 20 0 0 1 53
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 0 0 0 4
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 0 0 25 0 1 1 69
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 0 0 0 59
Non-bank financial intermediaries and financial stability 1 2 17 39 4 10 50 95
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 0 1 13 0 0 4 63
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 0 2 11 150 0 4 17 380
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 7 0 2 15 51
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 1 11 0 1 5 62
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 0 162 0 0 11 488
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 28 0 0 0 82
The Broad Yen Carry Trade 0 0 0 8 0 1 1 31
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 0 0 0 1 4 27
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 0 1 4 476
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 0 1 3
Total Chapters 3 10 65 2,124 10 48 254 6,652


Statistics updated 2025-09-05