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 1 30 0 0 1 170
A Financial System Perspective on Japan's Experience in the Late 1980s 0 0 4 113 1 3 12 394
A Theory of Slow-Moving Capital and Contagion 0 0 1 106 0 0 4 416
A Theory of the Onset of Currency Attacks 0 0 0 4 0 0 2 672
A Theory of the Onset of Currency Attacks 0 0 1 486 0 0 5 1,132
A Theory of the Onset of Currency Attacks 0 1 1 251 0 1 4 547
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 0 0 3 242
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 97 0 0 1 258
Adversarial and Inquisitorial Procedures in Arbitration 0 0 3 250 1 5 22 1,907
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 0 1 1,075
An Academic Response to Basel II 0 0 7 1,519 1 5 30 3,360
An early stablecoin? The Bank of Amsterdam and the governance of money 0 1 2 31 0 1 2 72
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 1 46 0 2 7 195
Analytics of sovereign debt restructuring 1 1 1 287 1 1 5 757
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 0 0 1 277
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 0 1 396
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 0 0 1 511
Assessing Macroprudential Policies: Case of Korea 0 0 2 90 0 0 2 133
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 0 0 0 457
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 0 0 0 0
Balance Sheet Capacity and Endogenous Risk 1 1 3 141 1 3 14 496
Balance sheet capacity and endogenous risk 0 0 0 46 1 2 2 176
Bank Capital and Dividend Externalities 0 0 0 63 0 0 3 166
Bank Capital and Dividend Externalities 0 0 0 46 0 0 0 149
Bank Capital and Dividend Externalities 0 1 1 27 0 1 1 94
Bank capital and dividend externalities 0 1 1 31 0 1 4 85
Banks and cross-border capital flows: challenges and regulatory responses 0 0 0 14 3 6 17 83
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 352 0 0 11 1,242
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 1 217 0 0 7 699
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 3 498 0 1 14 1,739
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 0 0 0 875
Big techs in finance: on the new nexus between data privacy and competition 0 0 10 75 0 2 25 123
BigTech and the changing structure of financial intermediation 0 0 6 163 5 9 36 600
Bond risk premia and the exchange rate 0 1 3 116 0 4 11 269
Breaking free of the triple coincidence in international finance 0 0 0 96 0 0 4 231
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 1 158 0 1 10 419
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 2 210 0 0 10 462
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 2 161 0 1 6 359
Carry Trades, Monetary Policy and Speculative Dynamics 1 2 5 133 3 4 11 360
Catalytic Finance 0 0 0 8 0 0 0 59
Catalytic Finance: When Does It Work? 0 0 2 229 0 1 5 833
Catalytic Finance: When Does It Work? 0 0 0 71 0 0 1 438
Central bank digital currencies: motives, economic implications and the research frontier 0 3 12 121 3 8 55 249
Central bank forward guidance and the signal value of market prices 0 0 0 67 0 3 6 132
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 2 2 5 22 2 4 22 66
Common Belief Foundations of Global Games 0 0 0 178 0 0 1 437
Common Belief Foundations of Global Games 0 0 0 24 0 0 0 39
Communication and Monetary Policy 0 0 1 223 0 1 2 577
Communication and Monetary Policy 0 0 0 266 0 2 4 747
Communication and Monetary Policy 0 0 2 15 0 0 2 81
Communication and monetary policy 1 1 3 61 1 1 4 261
Comparative assessment of macroprudential policies 0 0 1 196 0 1 12 387
Contagious Adverse Selection 1 2 2 19 1 2 2 152
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 0 0 1 68
Coordinating Expectations in Monetary Policy 0 0 2 184 0 2 8 360
Coordination Risk and the Price of Debt 0 0 1 208 0 0 5 610
Coordination Risk and the Price of Debt 0 0 1 242 1 1 4 669
Coordination Risk and the Price of Debt 0 0 2 277 0 0 6 861
Coordination risk and the price of debt 0 0 0 1 0 0 1 129
Corporate payout policy: are financial firms different? 0 2 11 11 0 4 19 19
Crisis Resolution and Bank Liquidity 0 0 1 275 2 2 9 814
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 0 1 1 279
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 0 0 0 245
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 0 0 0 0 37
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 0 1 1 395
Cross-border banking and global liquidity 0 0 1 296 0 0 9 553
Currency depreciation and emerging market corporate distress 0 0 4 61 2 5 18 221
Currency depreciation and emerging market corporate distress 0 0 0 32 0 1 3 129
Debt maturity structure with pre-emptive creditors 0 0 0 78 0 1 1 331
Destabilizing Carry Trades 0 0 0 55 0 0 2 106
Destabilizing carry trades 0 0 2 68 0 0 3 77
Destabilizing carry trades 0 0 0 0 0 0 0 0
Destabilizing carry trades 0 0 0 23 0 0 0 33
Disclosures and Asset Returns 0 0 1 53 0 0 1 160
Disclosures and Asset Returns 0 0 0 88 0 0 3 267
Disclosures and asset returns 0 0 1 5 0 0 3 70
Distributed Ledgers and the Governance of Money 0 1 2 19 1 2 3 26
Distributed Ledgers and the Governance of Money 0 0 0 16 0 1 2 56
Distributed Ledgers and the Governance of Money 0 0 1 3 0 0 1 11
Distributed ledgers and the governance of money 0 2 2 37 0 3 5 129
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 0 67 0 0 2 234
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 153 0 1 10 605
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 409 0 0 4 1,361
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 211 0 0 3 680
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 0 0 0 642
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 0 0 0 122
Dollar and Exports 0 0 1 110 1 1 2 283
Dollar and Exports 0 0 1 45 0 0 9 169
Dollar beta and stock returns 0 0 1 28 0 3 7 51
Dynamic Leverage Asset Pricing 1 1 3 141 1 4 10 284
Dynamic Leverage Asset Pricing 0 0 2 201 0 2 5 507
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 1 1 11 465 4 12 34 1,321
Endogenous Public Signals and Coordination 0 0 0 254 0 0 0 488
Endogenous choice of bank liquidity: the role of fire sales 0 0 0 184 0 0 1 463
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 0 0 0 664
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 1
Exchange Rates and Monetary Spillovers 0 0 0 0 1 1 1 2
Exchange Rates and Monetary Spillovers 0 0 0 126 0 0 1 70
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 0
Exchange rates and monetary spillovers 0 0 0 92 0 0 1 180
Exploring the Dynamics of Global Liquidity 1 1 1 70 2 2 6 225
FX intervention and domestic credit: Evidence from high-frequency micro data 1 4 9 95 2 6 26 234
FX intervention and domestic credit: evidence from high-frequency micro data 0 0 0 139 0 0 4 246
Fair Value Accounting and Financial Stability 0 0 0 1 0 1 1 3
Fair Value Reporting Standards and Market Volatility 0 0 0 0 0 0 0 0
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 1 1 2 143
Financial intermediaries and monetary economics 0 0 3 612 1 4 17 1,163
Financial intermediaries, financial stability, and monetary policy 1 2 3 477 3 6 23 1,423
Financial intermediary balance sheet management 0 1 1 196 0 2 8 480
Financial intermediary leverage and value at risk 0 0 0 506 0 0 4 1,266
Financial intermediation and the post-crisis financial system 0 0 0 201 0 1 2 547
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 1 488 0 0 1 821
Financing Growth without Banks: Korean Housing Repo Contract 0 1 15 204 0 5 35 523
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 0 0 479
Fire-sale FDI 0 1 1 106 0 4 8 565
Foreshadowing LTCM: The Crisis of 1763 0 1 3 317 0 2 14 1,277
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 0 1 1 64
Foreshadowing LTCM: the crisis of 1763 0 1 4 25 0 2 7 99
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 0 0 0 97
Global Factors in Capital Flows and Credit Growth 0 0 0 6 0 0 2 17
Global Games: Theory and Applications 0 1 6 390 1 2 16 893
Global Games: Theory and Applications 0 0 7 1,720 2 5 30 4,221
Global Games: Theory and Applications 0 0 4 2,121 1 3 48 5,505
Global Liquidity through the Lens of Monetary Aggregates 0 0 0 70 0 0 0 172
Global dollar credit and carry trades: a firm-level analysis 0 1 1 111 0 1 5 250
Heterogeneity and Uniqueness in Interaction Games 0 0 2 106 0 0 3 437
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 0 0 4 1,032
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 0 1 4 18
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 1 17 0 1 4 12
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 0 0 1 6
How abundant are reserves? Evidence from the wholesale payment system 0 0 0 22 0 0 3 18
Illiquidity Component of Credit Risk 1 1 1 69 1 2 2 96
Informational events that trigger currency attacks 0 0 0 0 0 0 1 361
International portfolio frictions 0 5 18 18 1 9 27 27
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 1 26 0 3 4 129
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 1 5 110 0 5 30 309
Liquidity Black Holes 0 0 0 0 0 0 0 499
Liquidity Black Holes 0 0 0 469 3 3 15 2,304
Liquidity Black Holes 0 0 0 344 0 0 2 1,014
Liquidity Black Holes 0 0 0 1 0 0 3 493
Liquidity and financial cycles 0 1 3 332 1 3 10 723
Liquidity and leverage 0 0 6 1,227 1 4 28 3,777
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 0 15 0 1 3 51
Liquidity risk and contagion 1 2 6 464 1 3 13 1,328
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 1 161 0 1 9 281
Low price-to-book ratios and bank dividend payout policies 0 0 2 9 0 1 6 25
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 0 1 412
Macro-financial stability frameworks: experience and challenges 0 0 14 53 0 5 45 90
Macroprudential Policies in Open Emerging Economies 1 1 2 267 1 1 5 546
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 12 37 37 15 52 132 132
Margins, debt capacity, and systemic risk 1 1 13 13 2 4 11 11
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 0 1 1 2
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 7 11 24 607
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 0 0 1 5
Mitigating Systemic Spillovers from Currency Hedging 0 0 1 10 0 0 1 36
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 2 0 0 0 12
Monetary cycles, financial cycles, and the business cycle 0 1 1 648 1 6 19 1,221
Money and trust: lessons from the 1620s for money in the digital age 0 1 7 187 1 3 19 247
Money, liquidity, and monetary policy 0 0 0 519 0 1 7 1,340
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 0 0 1 179
News shocks, monetary policy, and foreign currency positions 0 0 1 90 0 0 1 183
Next generation correspondent banking 1 2 2 2 4 17 17 17
Non-Core Bank Liabilities and Financial Vulnerability 1 1 2 133 1 1 4 355
Non-bank Financial Intermediaries and Financial Stability 0 0 7 21 2 7 28 57
Non-bank financial intermediaries and financial stability 0 3 11 54 5 18 45 130
On the scale of financial intermediaries 0 0 1 226 0 0 1 402
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 0 0 1 968
Opening and closing the market: evidence from the London Stock Exchange 0 0 1 6 0 0 2 69
Optimal Communication 0 0 0 156 1 3 8 355
Optimal collective action clause thresholds 0 0 0 232 0 0 1 844
Original sin redux: role of duration risk 0 1 5 6 2 5 25 32
Overcoming original sin: insights from a new dataset 0 0 2 16 2 4 21 56
Permissioned Distributed Ledgers and the Governance of Money 0 0 2 26 0 1 5 70
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 0 0 1 332
Precautionary Demand and Liquidity in Payment Systems 0 0 0 152 0 1 2 413
Prices and quantities in the monetary policy transmission mechanism 0 0 1 160 0 0 2 386
Procyclical Leverage and Value-at-Risk 0 0 2 230 0 1 7 612
Procyclical leverage and value-at-risk 0 0 0 52 0 0 1 144
Procyclicality and Monetary Aggregates 0 0 1 123 0 0 3 281
Procyclicality and the Search for Early Warning Indicators 0 0 1 64 0 0 1 149
Public and Private Information in Monetary Policy Models 1 1 2 132 1 2 4 470
Public and Private Information in Monetary Policy Models 1 1 2 68 1 1 3 230
Public and Private Information in Monetary Policy Models 0 0 0 59 0 0 0 201
Public and private information in monetary policy models 0 0 0 47 0 1 2 245
Redemption risk and cash hoarding by asset managers 0 0 2 98 0 2 11 268
Regulating Financial Conglomerates 0 0 0 139 0 0 1 528
Regulating big techs in finance 0 0 1 6 0 3 7 19
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 0 669 0 1 3 1,487
Risk Appetite and Endogenous Risk 0 0 6 449 1 2 18 1,079
Risk Appetite and Exchange Rates 0 2 2 66 0 3 8 282
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 1 34 0 0 1 56
Risk and liquidity in a system context 0 0 4 71 0 0 6 286
Risk appetite and exchange Rates 0 0 1 279 0 2 8 849
Risk capacity, portfolio choice and exchange rates 0 1 1 19 0 4 7 37
Risk-Taking Channel of Monetary Policy 0 0 4 260 0 1 8 415
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 0 1 632
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 0 0 0 40
Sovereign yields and the risk-taking channel of currency appreciation 0 0 1 155 0 1 8 343
Stablecoins versus tokenised deposits: implications for the singleness of money 0 2 3 11 3 8 17 44
Testing the cognitive limits of large language models 5 7 11 11 7 14 29 29
The Bank of Amsterdam and the limits of fiat money 0 1 2 53 4 5 7 41
The Bank of Amsterdam and the limits of fiat money 0 0 2 31 0 0 4 13
The Broad Yen Carry Trade 2 2 5 425 9 11 28 1,139
The CNBC Effect: Welfare Effects of Public Information 0 1 1 255 0 1 5 1,007
The changing nature of financial intermediation and the financial crisis of 2007-09 0 1 11 575 1 2 20 1,250
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 2 46 0 1 7 135
The dollar, bank leverage and the deviation from covered interest parity 0 1 5 75 1 5 18 314
The fintech gender gap 0 2 5 67 3 11 42 266
The fintech gender gap 0 0 0 12 0 0 4 45
The hunt for duration: not waving but drowning? 0 0 2 54 0 0 6 213
The impact of risk regulation on price dynamics 0 0 2 20 0 0 2 94
The international monetary and financial system: a capital account historical perspective 0 3 6 290 1 5 12 404
The international monetary and financial system: a capital account historical perspective 0 0 1 155 0 1 2 216
The shadow banking system: implications for financial regulation 0 0 2 580 0 1 9 1,462
Theory of supply chains: a working capital approach 0 1 6 33 1 5 29 57
Trade credit, trade finance, and the Covid-19 Crisis 1 1 9 88 2 5 21 229
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 1 1 5 1,455
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 4 377 0 3 15 1,165
Welfare effects of public information 0 0 1 63 0 0 2 249
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 0 1 252 2 6 13 483
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 3 102 0 1 7 321
Why bank capital matters for monetary policy 0 1 4 181 2 11 38 556
Working Capital, Trade and Macro Fluctuations 0 0 1 6 0 1 2 20
p-dominance and Belief Potential 0 0 1 84 1 1 4 247
Total Working Papers 30 99 478 35,493 143 473 1,924 104,319
3 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment on a Model of Vertical Product Differentiation 1 3 11 547 2 8 32 1,140
A Theory of Arbitrage Capital 0 0 0 5 0 0 1 25
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 0 46 0 0 1 129
Adversarial and Inquisitorial Procedures in Arbitration 0 1 6 182 1 5 30 1,140
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 0 0 2 163
Analytics of sovereign debt restructuring 0 0 1 97 0 1 4 253
Assessing Macroprudential Policies: Case of South Korea 0 0 0 40 1 1 2 113
Bank Capital and Dividend Externalities 0 0 4 34 0 1 9 178
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 6 20 289 4 13 47 1,010
BigTech and the changing structure of financial intermediation 0 2 11 55 6 16 62 257
Bond Risk Premia and The Exchange Rate 0 0 3 19 0 0 6 54
Brand Performance Volatility from Marketing Spending 0 0 0 7 0 0 2 45
Breaking free of the triple coincidence in international finance 0 0 1 51 0 1 11 266
Capital flows and the risk-taking channel of monetary policy 0 8 29 879 1 19 115 2,475
Catalytic finance: When does it work? 0 0 1 89 0 3 9 332
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 1 2 7 25 2 6 33 81
Central Bank Forward Guidance and the Signal Value of Market Prices 0 0 0 10 0 1 3 70
Central Bank Transparency and the Signal Value of Prices 0 1 6 215 1 2 22 655
Comment 0 0 0 3 0 0 1 38
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 0 0 1 108
Commentary: has financial development made the world riskier? 0 0 0 223 0 0 0 570
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 0 0 0 76
Common belief foundations of global games 0 0 1 34 0 0 3 96
Communication and Monetary Policy 0 0 0 1 1 2 9 519
Comparative assessment of macroprudential policies 1 3 12 141 1 7 32 408
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 0 34 0 0 0 208
Contagious Adverse Selection 0 0 0 61 0 1 3 267
Coordination risk and the price of debt 1 2 13 336 2 6 37 822
Crisis Resolution and Bank Liquidity 1 2 12 194 2 4 37 766
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 1 1 34 0 1 1 148
Cross-Border Banking and Global Liquidity 1 7 25 612 8 24 101 1,882
Currency Depreciation and Emerging Market Corporate Distress 0 2 10 35 0 2 19 145
Debt maturity structure with pre-emptive creditors 0 0 1 8 0 0 1 49
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 0 0 2 715
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 0 0 0 929
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 0 5 19 1 3 15 84
Disclosure Risk and Price Drift 0 0 1 43 0 0 2 161
Disclosures and Asset Returns 0 0 0 51 0 1 6 303
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 1 53 0 0 1 155
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 1 1 3 0 2 2 6
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 1 1 1 447 3 5 11 1,389
Dollar beta and stock returns 0 0 3 7 0 0 7 14
Dominance and Belief Potential 0 0 0 133 0 0 0 559
Editorial Announcement 0 0 0 0 0 1 1 26
Endogenous Extreme Events and the Dual Role of Prices 0 0 4 46 0 0 11 250
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 0 0 0 511
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 4 14 0 0 9 59
Exchange rates and monetary spillovers 0 0 0 16 0 0 1 65
Fair value accounting and financial stability 0 0 1 123 0 0 2 486
Financial Intermediary Balance Sheet Management 0 0 4 84 0 3 11 245
Financial Regulation in a System Context 0 0 6 135 1 2 20 525
Financial conditions and purchasing managers' indices: exploring the links 0 0 0 5 1 2 3 46
Financial intermediaries, financial stability and monetary policy 0 1 3 65 0 2 9 265
Fire Sale FDI 0 0 0 34 0 1 4 161
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 0 14 1 1 5 74
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 1 19 0 0 5 76
Global Banking Glut and Loan Risk Premium 0 3 12 331 2 7 42 1,113
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 0 2 5 50 0 2 10 260
Global Liquidity: A Selective Review 0 0 1 97 0 0 5 174
Global liquidity through the lens of monetary aggregates 0 0 0 52 0 0 0 175
Globalization of corporate risk taking 0 1 2 61 0 1 8 191
How Much Common Belief Is Necessary for a Convention? 0 1 3 93 0 3 7 223
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 0 0 2 18
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 1 40 0 1 2 102
Imperfect common knowledge and the information value of prices 0 0 1 68 0 0 2 200
Inertia of Forward-Looking Expectations 0 0 0 75 0 0 0 301
International Environmental Agreements under Uncertainty 0 0 0 0 0 1 3 270
Introduction 0 0 0 3 0 0 1 42
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 1 1 1 1 3 5 6
Liquidity Black Holes 1 1 5 679 1 1 7 1,980
Liquidity Black Holes 0 0 1 19 0 1 7 126
Liquidity Risk and Contagion 1 2 10 298 2 5 31 883
Liquidity and Contagion: The Crisis of 1763 0 0 1 157 0 1 3 462
Liquidity and Twin Crises 0 0 0 78 0 0 2 208
Liquidity and financial contagion 2 4 10 287 5 10 21 790
Liquidity and leverage 2 16 80 1,828 20 53 259 5,280
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 0 0 0 143
Liquidity, monetary policy, and financial cycles 0 0 2 380 0 0 4 1,015
Logical Structure of Common Knowledge 0 0 2 177 0 0 5 376
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 0 1 9 484
Macroprudential policies in open emerging economies 0 1 1 91 1 5 10 461
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 4 218 0 2 15 652
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 1 4 18 159 1 6 27 388
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 1 0 0 0 4
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 13 0 0 0 53
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 0 2 4 276
Money, Liquidity, and Monetary Policy 0 0 3 476 2 3 15 1,060
News Management and the Value of Firms 0 0 0 142 0 0 0 347
Non-financial corporations from emerging market economies and capital flows 0 1 5 48 1 4 20 190
Noncore Bank Liabilities and Financial Vulnerability 1 1 2 189 3 4 11 784
Noncore Bank Liabilities and Financial Vulnerability 1 1 4 10 4 4 12 41
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 1 19 1 1 5 56
Oil and debt 0 0 1 18 0 1 10 133
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 3 30 0 0 3 130
Optimal Betting Odds against Insider Traders 0 2 11 244 1 8 20 762
Optimal Communication 0 0 1 131 0 0 4 383
Outward portfolio investment and dollar funding in emerging Asia 0 0 2 2 0 2 11 19
Overcoming Original Sin 0 0 2 11 4 5 17 33
Positive feedback trading in the US Treasurey market 0 0 0 2 0 0 3 55
Precautionary Demand and Liquidity in Payment Systems 0 0 0 0 0 1 2 26
Precautionary Demand and Liquidity in Payment Systems 0 0 0 14 0 1 2 102
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 3 135 0 0 10 345
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 1 1 10 231 1 4 21 856
Procyclical Leverage and Value-at-Risk 0 0 3 220 1 4 16 593
Redemption risk and cash hoarding by asset managers 0 0 3 52 1 1 10 241
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 0 0 2 371 3 5 17 1,500
Risk Management with Interdependent Choice 0 0 0 1 1 2 5 404
Risk and liquidity in a system context 0 0 2 95 1 1 5 269
Risk‐taking channel of monetary policy 0 0 2 31 1 1 10 104
Securitisation and Financial Stability 1 2 6 13 1 3 10 23
Social Value of Public Information 0 0 3 651 1 4 21 2,107
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 2 218 0 0 5 809
Staggered Pricing Models Face the Facts 0 0 0 86 0 0 1 265
Sustaining Production Chains through Financial Linkages 0 1 8 64 0 3 25 283
The Assessment: Games and Coordination 0 0 0 1 0 0 0 556
The Burden of Proof in a Game of Persuasion 0 3 12 380 0 4 16 749
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 9 214 1 3 31 793
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 0 0 8 79 2 4 30 323
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 0 0 8 98 1 1 22 300
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 0 17 0 0 2 53
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 0 8 0 0 1 46
The Hunt for Duration: Not Waving but Drowning? 1 2 14 102 4 9 36 324
The Squam Lake Report: Fixing the Financial System 0 0 1 192 0 0 7 791
The fintech gender gap 0 4 16 16 0 8 40 44
The impact of risk regulation on price dynamics 0 0 1 215 0 0 3 501
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 0 0 0 268
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 0 0 1 50
The second phase of global liquidity and its impact on emerging economies 1 2 7 305 1 4 25 720
The shadow banking system: implications for fi nancial regulation 0 0 0 219 2 3 11 643
Tracking the international footprints of global firms 0 1 2 27 0 2 10 175
Transparency, Communication and Commitment 0 0 1 137 0 0 2 355
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 1 2 5 1,407 4 7 24 3,225
What does the new face of international financial intermediation mean for emerging market economies? 3 3 8 95 3 3 12 255
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 4 173 2 6 16 481
Why bank capital matters for monetary policy 2 5 14 172 2 17 63 642
Yen Carry Trade and the Subprime Crisis 4 7 13 333 12 16 28 842
Total Journal Articles 31 117 572 19,236 133 401 1,925 62,701


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Managing Elevated Risk 0 0 0 0 0 0 1 4
Risk and Liquidity 0 0 0 0 0 1 10 502
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 0 7 102
Total Books 0 0 0 0 0 1 18 608


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 2 110
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 0 1 7 40
Breaking free of the triple coincidence in international finance 0 0 0 37 0 0 7 175
Breaking the triple coincidence in international finance 0 0 0 24 0 0 1 76
Comment on "Risk Topography" 0 0 0 11 0 0 0 54
Comment on "The Leverage Cycle" 0 0 1 25 0 0 1 64
Coordinating Expectations in Monetary Policy 0 1 3 46 0 3 13 166
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 1 29 0 0 1 112
Endogenous and Systemic Risk 0 0 1 89 1 3 6 211
Financial Intermediaries and Monetary Economics 1 3 25 785 8 22 99 2,469
Financial System Liquidity, Asset prices and Monetary Policy 0 0 0 81 0 0 1 207
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 0 0 1 6
Global Liquidity 0 0 0 0 0 1 1 78
Introduction 0 0 0 3 0 0 0 37
Lessons from Macro-Financial Policy in Korea 0 2 9 25 0 3 19 68
Macro-Financial Stability Frameworks: Experience and Challenges 0 2 8 17 0 3 21 44
Macroprudential policies beyond Basel III 0 0 1 236 0 0 4 612
Macroprudential policies: indicators and tools 0 0 1 20 0 0 2 52
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 0 0 2 4
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 0 0 25 0 0 0 68
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 1 17 0 0 1 59
Non-bank financial intermediaries and financial stability 1 1 18 22 3 9 39 45
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 0 0 12 0 1 2 59
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 0 0 4 139 1 3 12 363
Overview and summary 0 0 1 4 0 0 2 40
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 1 2 3 5 1 2 8 36
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 1 10 0 0 3 57
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 0 162 0 1 8 477
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 1 28 1 1 9 82
The Broad Yen Carry Trade 0 0 0 8 0 0 1 30
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 0 0 0 0 1 23
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 1 2 3 472
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 0 1 2
Total Chapters 3 11 79 2,059 16 55 278 6,398


Statistics updated 2024-09-04