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 2 2 172
A Financial System Perspective on Japan's Experience in the Late 1980s 0 1 2 115 0 1 8 405
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 0 2 4 420
A Theory of the Onset of Currency Attacks 0 0 1 252 0 1 5 553
A Theory of the Onset of Currency Attacks 0 0 0 4 1 3 7 680
A Theory of the Onset of Currency Attacks 0 0 1 487 3 3 5 1,137
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 2 2 2 244
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 98 0 1 3 262
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 1 1 2 1,077
Adversarial and Inquisitorial Procedures in Arbitration 0 0 1 251 0 3 9 1,918
An Academic Response to Basel II 0 0 3 1,522 2 2 14 3,374
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 2 52 1 8 20 223
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 1 32 2 3 10 83
Analytics of sovereign debt restructuring 0 0 0 287 1 2 3 761
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 2 10 406
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 0 2 3 280
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 1 1 2 513
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 3 4 6 139
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 0 0 1 458
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 1 3 3 3
Balance Sheet Capacity and Endogenous Risk 0 1 2 144 4 8 13 514
Balance sheet capacity and endogenous risk 0 0 0 46 0 0 4 181
Bank Capital and Dividend Externalities 0 0 1 47 1 1 4 153
Bank Capital and Dividend Externalities 0 0 0 27 0 1 2 96
Bank Capital and Dividend Externalities 0 0 0 63 1 3 5 173
Bank capital and dividend externalities 0 0 0 31 4 5 8 93
Banks and cross-border capital flows: challenges and regulatory responses 0 0 1 15 1 2 12 103
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 498 2 9 20 1,759
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 352 0 1 4 1,246
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 1 1 2 702
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 4 9 10 886
Big techs in finance: on the new nexus between data privacy and competition 0 2 3 78 0 6 11 139
BigTech and the changing structure of financial intermediation 0 1 7 173 0 7 34 647
Bond risk premia and the exchange rate 0 0 3 119 11 13 27 297
Breaking free of the triple coincidence in international finance 0 0 2 98 2 5 13 244
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 0 159 4 9 13 434
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 1 213 4 7 12 478
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 0 3 5 365
Carry Trades, Monetary Policy and Speculative Dynamics 0 0 2 138 2 4 9 373
Catalytic Finance 0 0 0 8 0 1 1 60
Catalytic Finance: When Does It Work? 0 0 0 71 0 0 1 439
Catalytic Finance: When Does It Work? 0 0 0 229 3 6 6 840
Central bank digital currencies: motives, economic implications and the research frontier 0 2 13 141 18 29 110 375
Central bank forward guidance and the signal value of market prices 1 1 3 70 5 5 10 142
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 3 3 4 26 11 13 26 93
Common Belief Foundations of Global Games 0 0 1 179 0 3 6 444
Common Belief Foundations of Global Games 0 0 0 24 2 4 9 48
Communication and Monetary Policy 0 0 0 223 1 1 4 582
Communication and Monetary Policy 0 0 0 16 1 1 3 86
Communication and Monetary Policy 0 0 0 266 0 0 1 748
Communication and monetary policy 0 0 1 62 1 1 7 271
Comparative assessment of macroprudential policies 0 1 2 198 3 4 10 397
Contagious Adverse Selection 0 0 0 19 1 4 6 158
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 2 2 3 71
Coordinating Expectations in Monetary Policy 1 1 1 185 2 2 6 366
Coordination Risk and the Price of Debt 0 0 0 242 2 2 7 676
Coordination Risk and the Price of Debt 0 0 0 208 1 1 4 614
Coordination Risk and the Price of Debt 0 0 0 278 3 3 11 876
Coordination risk and the price of debt 0 0 0 1 1 1 1 130
Corporate payout policy: Are financial firms different? 0 0 1 1 1 2 6 6
Corporate payout policy: are financial firms different? 1 1 4 15 4 5 13 32
Crisis Resolution and Bank Liquidity 0 0 1 277 6 9 15 832
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 80 2 2 3 248
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 0 122 0 1 2 398
Cross-border banking and global liquidity 1 2 10 311 5 11 27 590
Currency depreciation and emerging market corporate distress 0 0 0 32 1 1 3 132
Currency depreciation and emerging market corporate distress 1 2 2 63 8 18 29 254
Debt maturity structure with pre-emptive creditors 0 0 0 78 2 2 4 335
Destabilizing Carry Trades 0 0 0 55 2 3 3 110
Destabilizing carry trades 0 0 1 24 2 7 9 42
Destabilizing carry trades 0 1 1 69 6 7 9 86
Destabilizing carry trades 0 0 0 0 0 1 3 3
Disclosures and Asset Returns 0 2 2 90 5 7 7 274
Disclosures and Asset Returns 0 0 0 53 2 2 4 164
Disclosures and asset returns 0 0 0 5 1 2 3 73
Distributed Ledgers and the Governance of Money 0 0 0 16 4 5 6 63
Distributed Ledgers and the Governance of Money 0 0 0 19 3 4 6 32
Distributed Ledgers and the Governance of Money 0 0 0 3 10 12 14 25
Distributed ledgers and the governance of money 0 0 9 46 6 13 50 181
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 1 1 68 0 2 3 239
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 154 1 7 15 623
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 212 3 4 11 693
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 1 1 1 410 1 2 5 1,367
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 4 4 7 651
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 2 2 4 126
Dollar and Exports 0 0 2 112 6 9 13 297
Dollar and Exports 0 1 6 52 3 9 31 206
Dollar beta and stock returns 0 0 1 29 4 8 14 66
Dynamic Leverage Asset Pricing 1 1 1 142 4 9 15 301
Dynamic Leverage Asset Pricing 0 0 1 202 3 7 12 520
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 0 0 6 472 7 13 36 1,359
Endogenous Public Signals and Coordination 0 0 0 254 2 3 5 493
Endogenous choice of bank liquidity: the role of fire sales 0 0 1 185 0 1 5 470
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 1 2 3 667
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 1 3
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 1
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 1 1
Exchange Rates and Monetary Spillovers 0 0 1 127 6 6 12 82
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 3 228
FX intervention and domestic credit: Evidence from high-frequency micro data 0 0 6 106 5 8 28 275
FX intervention and domestic credit: evidence from high-frequency micro data 0 1 2 141 0 4 10 256
Fair Value Accounting and Financial Stability 0 0 0 1 0 0 0 4
Fair Value Reporting Standards and Market Volatility 0 0 0 0 1 1 2 2
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 2 2 2 145
Financial intermediaries and monetary economics 1 1 7 622 7 7 15 1,182
Financial intermediaries, financial stability, and monetary policy 0 0 2 481 3 6 22 1,455
Financial intermediary balance sheet management 0 0 1 198 2 2 7 488
Financial intermediary leverage and value at risk 0 0 2 508 8 11 19 1,285
Financial intermediation and the post-crisis financial system 0 1 2 204 1 2 6 554
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 4 7 9 830
Financing Growth without Banks: Korean Housing Repo Contract 0 2 12 222 1 3 28 564
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 1 3 5 484
Fire-sale FDI 0 0 1 107 1 1 7 574
Foreshadowing LTCM: The Crisis of 1763 0 0 1 320 0 1 2 1,281
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 1 1 1 65
Foreshadowing LTCM: the crisis of 1763 0 1 3 29 3 4 6 106
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 1 1 3 101
Global Factors in Capital Flows and Credit Growth 0 0 0 6 1 1 1 18
Global Games: Theory and Applications 0 0 4 2,126 8 12 31 5,547
Global Games: Theory and Applications 1 1 5 1,727 2 5 20 4,246
Global Games: Theory and Applications 0 0 2 392 3 5 10 907
Global Liquidity through the Lens of Monetary Aggregates 0 0 0 70 2 3 5 178
Global dollar credit and carry trades: a firm-level analysis 2 4 6 117 4 8 16 269
Heterogeneity and Uniqueness in Interaction Games 0 0 1 107 1 2 4 441
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 0 2 4 1,036
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 0 0 2 9
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 1 1 5 17
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 3 3 4 22
How abundant are reserves? Evidence from the wholesale payment system 0 0 1 23 0 1 5 24
Illiquidity Component of Credit Risk 0 0 0 69 0 4 5 101
Informational events that trigger currency attacks 0 0 0 0 0 0 2 363
International portfolio frictions 1 1 5 25 5 7 22 61
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 4 4 6 135
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 1 3 6 117 6 12 30 344
Liquidity Black Holes 0 0 0 0 2 3 4 504
Liquidity Black Holes 0 0 0 1 2 3 8 502
Liquidity Black Holes 0 1 1 345 1 2 8 1,022
Liquidity Black Holes 0 0 0 469 2 3 6 2,311
Liquidity and financial cycles 0 0 1 333 4 4 12 738
Liquidity and leverage 1 1 10 1,239 7 14 37 3,822
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 1 16 0 0 1 53
Liquidity risk and contagion 0 2 7 471 9 14 24 1,353
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 1 166 3 3 8 294
Low price-to-book ratios and bank dividend payout policies 0 0 2 21 3 5 11 77
Low price-to-book ratios and bank dividend payout policies 0 0 1 10 1 1 2 28
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 1 4 416
Macro-financial stability frameworks: experience and challenges 1 5 14 71 5 13 33 131
Macroprudential Policies in Open Emerging Economies 0 0 0 267 1 2 7 553
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 0 0 85 1 3 3 215
Mapping the realignment of global value chains 6 12 47 100 13 28 102 280
Margins, debt capacity, and systemic risk 0 0 1 17 1 2 5 22
Margins, debt capacity, and systemic risk 0 0 0 0 0 1 2 3
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 0 1 2 4
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 2 3 5 615
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 4 4 7 12
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 10 0 0 3 39
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 2 1 2 7 20
Monetary cycles, financial cycles, and the business cycle 0 1 3 652 3 5 11 1,234
Money and trust: lessons from the 1620s for money in the digital age 1 2 2 189 3 4 7 255
Money, liquidity, and monetary policy 0 0 0 519 2 6 7 1,347
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 1 2 3 186
Next generation correspondent banking 1 2 27 30 4 12 50 74
Non-Core Bank Liabilities and Financial Vulnerability 0 0 0 135 1 4 7 365
Non-bank Financial Intermediaries and Financial Stability 1 2 8 29 6 7 21 80
Non-bank financial intermediaries and financial stability 0 2 10 67 9 18 58 200
On the scale of financial intermediaries 0 0 0 226 5 7 10 412
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 2 4 5 973
Opening and closing the market: evidence from the London Stock Exchange 0 0 1 7 1 2 4 73
Optimal Communication 0 0 0 156 3 4 8 367
Optimal collective action clause thresholds 0 0 0 232 0 1 4 848
Original Sin Redux: Role of Duration Risk 1 1 9 9 3 4 13 13
Original Sin Redux: Role of Duration Risk 1 1 3 3 3 3 12 12
Original sin redux: role of duration risk 1 1 3 12 3 10 26 63
Overcoming original sin: insights from a new dataset 1 2 6 23 4 8 22 84
Permissioned Distributed Ledgers and the Governance of Money 1 1 1 27 4 8 11 81
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 0 1 4 337
Precautionary Demand and Liquidity in Payment Systems 0 0 0 152 1 1 3 416
Prices and quantities in the monetary policy transmission mechanism 0 0 1 161 1 7 11 398
Procyclical Leverage and Value-at-Risk 0 0 1 231 1 2 7 620
Procyclical leverage and value-at-risk 0 0 0 52 2 4 7 154
Procyclicality and Monetary Aggregates 0 0 0 123 0 1 4 285
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 1 2 4 153
Public and Private Information in Monetary Policy Models 0 0 0 68 1 3 6 237
Public and Private Information in Monetary Policy Models 0 0 0 59 2 2 4 206
Public and Private Information in Monetary Policy Models 0 0 1 133 2 2 3 473
Public and private information in monetary policy models 0 0 2 49 2 2 5 251
Redemption risk and cash hoarding by asset managers 0 0 0 98 1 1 5 275
Regulating Financial Conglomerates 0 0 0 139 4 4 5 534
Regulating big techs in finance 0 0 1 8 6 7 9 30
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 2 672 1 2 5 1,493
Risk Appetite and Endogenous Risk 0 1 3 454 4 8 17 1,101
Risk Appetite and Exchange Rates 0 0 0 66 1 1 6 292
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 34 1 2 3 59
Risk and liquidity in a system context 0 0 0 71 2 4 6 293
Risk appetite and exchange Rates 0 1 1 281 0 2 7 858
Risk capacity, portfolio choice and exchange rates 0 2 2 21 3 6 13 53
Risk-Taking Channel of Monetary Policy 0 0 1 263 1 4 8 427
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 2 3 635
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 2 4 5 45
Sovereign yields and the risk-taking channel of currency appreciation 0 0 0 155 3 8 16 361
Stablecoins versus tokenised deposits: implications for the singleness of money 0 0 14 27 5 8 25 73
Testing the cognitive limits of large language models 1 3 25 42 8 12 51 101
The Bank of Amsterdam and the limits of fiat money 0 0 0 54 0 0 7 53
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 2 5 11 25
The Broad Yen Carry Trade 1 1 3 431 3 5 12 1,165
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 2 3 5 1,013
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 5 586 6 8 18 1,278
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 0 46 1 3 18 154
The dollar, bank leverage and the deviation from covered interest parity 1 4 7 85 4 12 27 345
The fintech gender gap 0 1 4 72 2 12 37 322
The fintech gender gap 0 0 1 13 0 1 7 52
The hunt for duration: not waving but drowning? 0 0 3 58 2 4 12 226
The impact of risk regulation on price dynamics 0 0 0 20 1 1 1 95
The international monetary and financial system: a capital account historical perspective 0 0 0 156 1 3 7 225
The international monetary and financial system: a capital account historical perspective 0 0 2 293 5 5 14 421
The shadow banking system: implications for financial regulation 1 2 4 584 1 3 8 1,474
Theory of supply chains: a working capital approach 0 1 4 37 2 10 39 101
Trade credit, trade finance, and the Covid-19 Crisis 0 2 3 93 3 5 16 248
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 3 5 11 1,469
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 1 378 3 5 9 1,179
Welfare effects of public information 0 0 0 63 4 5 5 254
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 1 5 12 498
Which exchange rate matters to global investors? 1 1 2 16 2 5 23 33
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 1 1 3 328
Why bank capital matters for monetary policy 0 2 3 185 8 15 34 594
Working Capital, Trade and Macro Fluctuations 0 0 0 6 0 1 3 24
p-dominance and Belief Potential 0 0 1 85 0 1 6 254
Total Working Papers 37 97 439 36,102 548 1,006 2,493 107,406
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 8 561 4 6 16 1,168
A Theory of Arbitrage Capital 0 0 0 5 2 3 5 31
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 0 47 0 3 5 135
Adversarial and Inquisitorial Procedures in Arbitration 0 2 2 185 4 7 16 1,160
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 2 4 167
Analytics of sovereign debt restructuring 0 0 0 97 0 0 7 261
Assessing Macroprudential Policies: Case of South Korea 0 1 2 42 1 2 4 117
Bank Capital and Dividend Externalities 0 0 2 38 1 5 11 193
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 2 6 17 309 5 14 36 1,057
BigTech and the changing structure of financial intermediation 0 0 8 66 6 19 70 345
Bond Risk Premia and The Exchange Rate 0 1 5 25 4 9 21 78
Brand Performance Volatility from Marketing Spending 1 1 1 8 1 2 5 51
Breaking free of the triple coincidence in international finance 0 0 2 53 3 5 14 281
Capital flows and the risk-taking channel of monetary policy 1 4 20 904 5 37 112 2,605
Catalytic finance: When does it work? 0 0 1 91 2 3 6 341
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 0 1 6 35 3 4 18 106
Central Bank Forward Guidance and the Signal Value of Market Prices 1 1 2 13 6 8 13 84
Central Bank Transparency and the Signal Value of Prices 1 3 9 224 2 9 28 687
Comment 0 0 0 3 1 1 3 41
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 1 1 2 111
Commentary: has financial development made the world riskier? 0 0 0 224 0 1 2 573
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 1 1 2 79
Common belief foundations of global games 0 0 0 34 1 2 3 100
Communication and Monetary Policy 0 0 0 1 6 12 16 538
Comparative assessment of macroprudential policies 0 0 2 143 2 2 16 425
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 0 34 1 1 5 213
Contagious Adverse Selection 0 0 0 61 3 5 6 274
Coordination risk and the price of debt 0 0 4 343 2 5 18 846
Crisis Resolution and Bank Liquidity 0 0 4 201 11 13 36 810
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 34 2 2 4 152
Cross-Border Banking and Global Liquidity 7 15 43 669 25 51 149 2,068
Currency Depreciation and Emerging Market Corporate Distress 2 3 8 44 8 14 26 172
Debt maturity structure with pre-emptive creditors 0 0 0 8 2 3 5 54
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 0 1 3 718
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 0 1 4 933
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 1 3 22 1 2 6 90
Disclosure Risk and Price Drift 0 0 1 44 0 2 7 168
Disclosures and Asset Returns 0 0 0 51 2 2 4 309
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 0 3 158
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 1 3 4 11
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 1 3 453 6 11 19 1,414
Dollar and Exports 1 1 2 2 4 6 14 15
Dollar beta and stock returns 0 0 0 8 0 1 2 18
Dominance and Belief Potential 0 0 1 136 0 0 2 564
Editorial Announcement 0 0 0 0 0 1 4 30
Endogenous Extreme Events and the Dual Role of Prices 0 0 2 48 1 2 8 260
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 2 2 4 515
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 3 17 1 2 6 66
Exchange rates and monetary spillovers 0 0 0 16 2 2 6 71
Fair value accounting and financial stability 0 0 0 124 4 7 9 500
Financial Intermediary Balance Sheet Management 0 0 3 88 1 3 12 262
Financial Regulation in a System Context 0 1 4 139 1 3 14 542
Financial conditions and purchasing managers' indices: exploring the links 0 0 1 6 2 3 8 58
Financial intermediaries, financial stability and monetary policy 0 0 0 66 1 3 16 283
Fire Sale FDI 0 0 0 34 1 6 8 169
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 1 1 1 15 4 5 9 83
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 0 1 1 79
Global Banking Glut and Loan Risk Premium 2 2 8 341 8 12 46 1,171
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 1 3 12 64 6 10 29 293
Global Liquidity: A Selective Review 1 1 1 99 2 2 2 177
Global liquidity through the lens of monetary aggregates 0 0 0 52 1 1 2 178
Globalization of corporate risk taking 1 2 3 64 2 4 8 201
How Much Common Belief Is Necessary for a Convention? 0 0 4 98 0 1 6 231
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 0 1 5 24
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 1 41 0 2 10 112
Imperfect common knowledge and the information value of prices 0 0 0 69 0 0 2 204
Inertia of Forward-Looking Expectations 0 0 0 75 2 2 3 304
International Environmental Agreements under Uncertainty 0 0 0 0 3 7 8 278
Introduction 1 1 1 4 1 1 4 48
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 0 1 3 2 2 6 14
Liquidity Black Holes 0 1 1 20 1 2 3 129
Liquidity Black Holes 0 0 0 679 2 4 7 1,988
Liquidity Risk and Contagion 1 2 7 309 3 8 18 908
Liquidity and Contagion: The Crisis of 1763 0 0 0 157 1 1 4 467
Liquidity and Twin Crises 0 0 1 79 1 2 6 215
Liquidity and financial contagion 0 1 4 292 4 8 19 813
Liquidity and leverage 10 20 70 1,916 61 107 307 5,647
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 2 3 7 150
Liquidity, monetary policy, and financial cycles 0 0 1 381 4 5 10 1,025
Logical Structure of Common Knowledge 0 0 1 178 2 3 5 381
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 3 4 11 497
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 4 4 4 133
Marking‐to‐Market: Panacea or Pandora's Box? 1 1 1 219 4 7 12 665
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 0 3 9 168 4 13 26 417
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 1 3 3 3 7
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 13 0 2 2 55
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 0 2 2 279
Money, Liquidity, and Monetary Policy 0 0 1 477 10 16 24 1,089
News Management and the Value of Firms 0 0 0 142 2 2 4 351
Non-financial corporations from emerging market economies and capital flows 0 0 0 49 1 1 5 197
Noncore Bank Liabilities and Financial Vulnerability 0 2 2 12 4 9 18 62
Noncore Bank Liabilities and Financial Vulnerability 0 1 3 194 5 11 18 806
Offshore EME bond issuance and the transmission channels of global liquidity 0 1 1 20 0 2 3 60
Oil and debt 0 0 1 19 1 3 7 141
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 0 1 3 133
Optimal Betting Odds against Insider Traders 1 8 12 260 3 16 31 798
Optimal Communication 0 0 1 132 3 5 11 394
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 3 3 6 25
Overcoming Original Sin 2 2 3 14 4 5 14 51
Positive feedback trading in the US Treasurey market 0 0 0 2 3 5 8 63
Precautionary Demand and Liquidity in Payment Systems 0 0 0 14 1 1 1 103
Precautionary Demand and Liquidity in Payment Systems 0 2 2 3 1 4 7 35
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 1 3 138 1 3 7 352
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 0 1 9 244 6 11 26 893
Procyclical Leverage and Value-at-Risk 0 0 4 227 5 11 22 623
Redemption risk and cash hoarding by asset managers 0 0 2 55 0 2 11 258
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 1 1 2 374 7 11 44 1,554
Risk Management with Interdependent Choice 0 0 0 1 0 2 4 408
Risk and liquidity in a system context 0 1 2 97 0 1 7 276
Risk‐taking channel of monetary policy 0 1 1 32 2 4 7 114
Securitisation and Financial Stability 0 1 3 18 2 4 13 38
Social Value of Public Information 0 0 5 659 6 12 37 2,155
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 1 2 8 818
Staggered Pricing Models Face the Facts 0 0 0 86 0 0 2 268
Sustaining Production Chains through Financial Linkages 1 1 1 65 1 2 24 309
The Assessment: Games and Coordination 0 0 0 1 0 1 2 558
The Bank of Amsterdam and the Limits of Fiat Money 2 3 12 12 4 10 47 47
The Burden of Proof in a Game of Persuasion 2 2 5 385 2 5 12 762
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 2 3 6 221 6 9 27 830
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 3 6 15 96 13 26 63 394
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 1 7 13 111 7 18 39 350
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 1 18 0 1 3 56
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 1 9 0 0 1 48
The Hunt for Duration: Not Waving but Drowning? 0 3 8 113 4 11 31 367
The Squam Lake Report: Fixing the Financial System 0 0 2 194 4 6 15 806
The fintech gender gap 1 3 13 29 10 17 43 94
The impact of risk regulation on price dynamics 0 0 1 217 2 3 9 512
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 1 1 2 272
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 1 1 4 54
The shadow banking system: implications for fi nancial regulation 1 1 2 222 1 4 17 664
Tracking the international footprints of global firms 1 1 3 30 4 10 19 197
Transparency, Communication and Commitment 0 0 0 137 2 2 2 357
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 3 7 1,415 2 16 40 3,274
What does the new face of international financial intermediation mean for emerging market economies? 0 0 3 99 0 1 4 261
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 4 182 1 6 15 505
Why bank capital matters for monetary policy 3 7 20 194 6 25 77 732
Yen Carry Trade and the Subprime Crisis 0 0 3 341 2 2 11 865
Total Journal Articles 56 144 473 19,447 420 868 2,289 64,297
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 0 4 11 2 7 18 39
Managing Elevated Risk 0 0 0 0 0 0 1 6
Risk and Liquidity 0 0 0 0 2 4 15 520
The Squam Lake Report: Fixing the Financial System 0 0 0 0 1 3 10 113
Total Books 0 0 4 11 5 14 44 678

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 1 2 113
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 1 1 5 45
Breaking free of the triple coincidence in international finance 0 0 2 39 1 1 7 183
Breaking the triple coincidence in international finance 0 0 2 26 2 2 4 82
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 2 49 3 5 13 182
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 1 30 1 1 2 114
Endogenous and Systemic Risk 0 0 0 89 1 1 8 219
Financial Intermediaries and Monetary Economics 1 4 13 805 26 35 76 2,579
Financial System Liquidity, Asset prices and Monetary Policy 0 0 0 81 2 2 2 209
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 2 3 6 13
Global Liquidity 0 0 0 0 0 0 0 78
Introduction 0 0 0 3 2 2 3 41
Lessons from Macro-Financial Policy in Korea 0 1 4 31 0 3 9 82
Macro-Financial Stability Frameworks: Experience and Challenges 0 1 3 20 6 7 13 57
Macroprudential policies beyond Basel III 0 0 1 238 4 5 9 622
Macroprudential policies: indicators and tools 0 0 0 20 0 0 0 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 1 1 2 70
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 1 1 1 60
Non-bank financial intermediaries and financial stability 3 6 17 45 12 23 58 118
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 0 0 13 0 0 3 63
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 0 0 10 150 0 5 21 385
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 1 2 8 0 3 10 54
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 0 11 0 0 2 62
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 1 1 163 2 5 12 493
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 28 3 4 4 86
The Broad Yen Carry Trade 0 0 0 8 1 1 2 32
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 1 1 1 3 5 9 32
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 2 5 6 481
Why Macroprudential Policy? Brief Overview 0 0 0 0 3 3 4 6
Total Chapters 4 15 59 2,139 79 125 294 6,777

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