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 2 4 174
A Financial System Perspective on Japan's Experience in the Late 1980s 0 0 2 115 1 5 10 410
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 0 3 7 423
A Theory of the Onset of Currency Attacks 0 0 0 4 1 3 8 683
A Theory of the Onset of Currency Attacks 1 1 1 253 3 8 12 561
A Theory of the Onset of Currency Attacks 0 0 0 487 2 7 11 1,144
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 1 6 8 250
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 98 1 4 5 266
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 2 3 1,079
Adversarial and Inquisitorial Procedures in Arbitration 1 1 1 252 4 15 19 1,933
An Academic Response to Basel II 1 1 4 1,523 1 7 16 3,381
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 1 32 9 36 46 119
An early stablecoin? The Bank of Amsterdam and the governance of money 0 2 4 54 4 18 36 241
Analytics of sovereign debt restructuring 0 0 0 287 2 7 10 768
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 1 11 407
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 1 8 11 288
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 1 6 8 519
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 8 14 20 153
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 2 19 20 477
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 6 10 13 13
Balance Sheet Capacity and Endogenous Risk 0 0 2 144 0 11 23 525
Balance sheet capacity and endogenous risk 0 1 1 47 1 12 15 193
Bank Capital and Dividend Externalities 0 0 0 63 2 11 16 184
Bank Capital and Dividend Externalities 0 0 0 27 6 13 14 109
Bank Capital and Dividend Externalities 0 0 1 47 1 8 12 161
Bank capital and dividend externalities 0 0 0 31 4 16 23 109
Banks and cross-border capital flows: challenges and regulatory responses 0 0 1 15 1 8 14 111
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 1 1 499 4 15 34 1,774
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 3 8 9 710
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 352 3 14 15 1,260
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 8 13 23 899
Big techs in finance: on the new nexus between data privacy and competition 0 0 2 78 6 8 16 147
BigTech and the changing structure of financial intermediation 0 1 4 174 8 25 49 672
Bond risk premia and the exchange rate 1 1 3 120 4 15 37 312
Breaking free of the triple coincidence in international finance 0 0 2 98 5 12 22 256
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 1 213 0 20 30 498
Capital Flows and the Risk-Taking Channel of Monetary Policy 2 2 2 161 9 28 40 462
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 0 22 27 387
Carry Trades, Monetary Policy and Speculative Dynamics 0 1 2 139 1 8 14 381
Catalytic Finance 0 0 0 8 3 7 8 67
Catalytic Finance: When Does It Work? 0 0 0 71 3 9 9 448
Catalytic Finance: When Does It Work? 0 0 0 229 1 8 14 848
Central bank digital currencies: motives, economic implications and the research frontier 2 6 16 147 6 62 144 437
Central bank forward guidance and the signal value of market prices 0 0 3 70 3 10 20 152
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 0 0 3 26 3 14 36 107
Common Belief Foundations of Global Games 0 0 1 179 2 6 12 450
Common Belief Foundations of Global Games 0 0 0 24 0 5 12 53
Communication and Monetary Policy 0 0 0 16 3 6 9 92
Communication and Monetary Policy 0 0 0 223 4 9 13 591
Communication and Monetary Policy 0 0 0 266 3 7 8 755
Communication and monetary policy 0 0 1 62 4 9 15 280
Comparative assessment of macroprudential policies 0 0 2 198 0 3 12 400
Contagious Adverse Selection 0 0 0 19 0 6 11 164
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 1 4 7 75
Coordinating Expectations in Monetary Policy 0 2 3 187 6 21 26 387
Coordination Risk and the Price of Debt 0 0 0 278 1 8 17 884
Coordination Risk and the Price of Debt 0 0 0 242 2 5 9 681
Coordination Risk and the Price of Debt 0 0 0 208 1 4 6 618
Coordination risk and the price of debt 0 0 0 1 0 3 4 133
Corporate payout policy: Are financial firms different? 0 0 0 1 1 5 8 11
Corporate payout policy: are financial firms different? 0 1 3 16 12 46 55 78
Crisis Resolution and Bank Liquidity 0 0 0 277 4 18 29 850
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 80 1 3 5 251
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 2 4 5 402
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 0 0 3 5 44
Cross-border banking and global liquidity 1 1 9 312 15 49 71 639
Currency depreciation and emerging market corporate distress 0 0 0 32 0 6 7 138
Currency depreciation and emerging market corporate distress 0 0 2 63 3 49 70 303
Debt maturity structure with pre-emptive creditors 0 0 0 78 2 8 11 343
Destabilizing Carry Trades 0 0 0 55 0 4 7 114
Destabilizing carry trades 0 0 1 69 1 4 12 90
Destabilizing carry trades 0 0 0 24 0 6 13 48
Destabilizing carry trades 0 0 0 0 0 2 3 5
Disclosures and Asset Returns 0 0 0 53 2 12 14 176
Disclosures and Asset Returns 0 0 2 90 3 9 16 283
Disclosures and asset returns 0 0 0 5 2 3 6 76
Distributed Ledgers and the Governance of Money 0 0 0 16 6 12 18 75
Distributed Ledgers and the Governance of Money 0 0 0 19 2 12 17 44
Distributed Ledgers and the Governance of Money 0 0 0 3 0 6 20 31
Distributed ledgers and the governance of money 0 2 8 48 7 18 55 199
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 68 1 4 6 243
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 2 2 156 1 10 20 633
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 410 0 5 10 1,372
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 0 3 9 654
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 212 2 5 13 698
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 2 9 13 135
Dollar and Exports 0 2 5 54 1 9 33 215
Dollar and Exports 1 1 2 113 2 10 21 307
Dollar beta and stock returns 0 0 1 29 4 14 26 80
Dynamic Leverage Asset Pricing 1 1 2 203 1 6 16 526
Dynamic Leverage Asset Pricing 1 1 2 143 2 11 22 312
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 1 3 5 475 4 22 49 1,381
Endogenous Public Signals and Coordination 0 0 0 254 0 4 9 497
Endogenous choice of bank liquidity: the role of fire sales 0 0 0 185 0 4 6 474
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 0 7 9 674
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 3
Exchange Rates and Monetary Spillovers 0 0 0 0 0 3 3 4
Exchange Rates and Monetary Spillovers 0 0 0 127 4 6 15 88
Exchange Rates and Monetary Spillovers 0 0 0 0 0 2 2 3
Exchange rates and monetary spillovers 0 0 0 92 0 9 11 192
Exploring the Dynamics of Global Liquidity 0 0 1 71 1 5 8 233
FX intervention and domestic credit: Evidence from high-frequency micro data 1 1 4 107 5 15 30 290
FX intervention and domestic credit: evidence from high-frequency micro data 0 0 1 141 2 8 13 264
Fair Value Accounting and Financial Stability 1 1 1 2 2 3 3 7
Fair Value Reporting Standards and Market Volatility 0 0 0 0 1 7 8 9
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 5 7 150
Financial intermediaries and monetary economics 0 0 5 622 1 14 26 1,196
Financial intermediaries, financial stability, and monetary policy 0 1 3 482 3 18 35 1,473
Financial intermediary balance sheet management 0 0 0 198 11 20 25 508
Financial intermediary leverage and value at risk 0 0 1 508 3 8 26 1,293
Financial intermediation and the post-crisis financial system 0 0 1 204 7 23 25 577
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 2 12 20 842
Financing Growth without Banks: Korean Housing Repo Contract 0 2 11 224 2 10 25 574
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 3 6 487
Fire-sale FDI 0 0 0 107 0 5 10 579
Foreshadowing LTCM: The Crisis of 1763 0 0 0 320 0 5 6 1,286
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 0 4 5 69
Foreshadowing LTCM: the crisis of 1763 0 0 2 29 1 10 15 116
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 2 9 11 110
Global Factors in Capital Flows and Credit Growth 0 0 0 6 3 10 11 28
Global Games: Theory and Applications 0 0 3 2,126 2 30 56 5,577
Global Games: Theory and Applications 0 0 1 392 7 20 29 927
Global Games: Theory and Applications 0 0 4 1,727 9 23 39 4,269
Global Liquidity through the Lens of Monetary Aggregates 0 0 0 70 2 11 16 189
Global dollar credit and carry trades: a firm-level analysis 0 0 4 117 1 10 20 279
Heterogeneity and Uniqueness in Interaction Games 0 0 1 107 3 6 10 447
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 3 7 11 1,043
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 4 11 14 28
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 0 0 4 22
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 0 8 10 17
How abundant are reserves? Evidence from the wholesale payment system 0 0 0 23 4 6 9 30
Illiquidity Component of Credit Risk 0 0 0 69 0 10 14 111
Informational events that trigger currency attacks 0 0 0 0 0 11 12 374
International portfolio frictions 0 0 4 25 2 12 27 73
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 1 4 8 139
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 1 2 7 119 6 23 50 367
Liquidity Black Holes 1 1 1 470 6 34 40 2,345
Liquidity Black Holes 0 0 0 0 5 12 16 516
Liquidity Black Holes 2 2 3 347 6 11 18 1,033
Liquidity Black Holes 0 0 0 1 1 7 13 509
Liquidity and financial cycles 0 0 1 333 0 15 24 753
Liquidity and leverage 0 1 9 1,240 4 25 53 3,847
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 0 16 16 20 20 73
Liquidity risk and contagion 0 1 7 472 3 11 31 1,364
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 1 166 1 11 16 305
Low price-to-book ratios and bank dividend payout policies 0 0 1 21 9 23 33 100
Low price-to-book ratios and bank dividend payout policies 0 0 1 10 1 1 3 29
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 6 8 422
Macro-financial stability frameworks: experience and challenges 0 1 10 72 11 23 48 154
Macroprudential Policies in Open Emerging Economies 0 0 0 267 1 8 15 561
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 0 0 85 0 4 7 219
Mapping the realignment of global value chains 5 12 40 112 14 40 107 320
Margins, debt capacity, and systemic risk 0 0 0 0 0 7 8 10
Margins, debt capacity, and systemic risk 0 0 1 17 3 8 12 30
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 4 6 8 10
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 1 6 9 621
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 0 6 13 18
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 10 1 5 6 44
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 2 0 6 11 26
Monetary cycles, financial cycles, and the business cycle 0 0 3 652 1 12 20 1,246
Money and trust: lessons from the 1620s for money in the digital age 0 0 2 189 6 14 20 269
Money, liquidity, and monetary policy 0 0 0 519 12 65 72 1,412
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 5 7 8 187
News shocks, monetary policy, and foreign currency positions 0 0 0 90 5 10 13 196
Next generation correspondent banking 2 4 11 34 7 18 54 92
Non-Core Bank Liabilities and Financial Vulnerability 0 0 0 135 2 7 14 372
Non-bank Financial Intermediaries and Financial Stability 0 1 4 30 0 8 20 88
Non-bank financial intermediaries and financial stability 1 1 8 68 4 16 56 216
On the scale of financial intermediaries 0 0 0 226 3 11 20 423
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 2 8 12 981
Opening and closing the market: evidence from the London Stock Exchange 0 0 0 7 7 15 17 88
Optimal Communication 0 0 0 156 9 21 28 388
Optimal collective action clause thresholds 0 0 0 232 1 7 9 855
Original Sin Redux: Role of Duration Risk 0 0 9 9 3 15 28 28
Original Sin Redux: Role of Duration Risk 0 0 3 3 2 16 26 28
Original sin redux: role of duration risk 0 0 1 12 0 13 32 76
Overcoming original sin: insights from a new dataset 0 0 6 23 0 9 26 93
Permissioned Distributed Ledgers and the Governance of Money 0 0 1 27 3 17 28 98
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 2 10 13 347
Precautionary Demand and Liquidity in Payment Systems 0 1 1 153 1 4 6 420
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 3 20 30 418
Procyclical Leverage and Value-at-Risk 0 0 1 231 1 18 24 638
Procyclical leverage and value-at-risk 0 1 1 53 0 11 16 165
Procyclicality and Monetary Aggregates 0 1 1 124 5 15 19 300
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 0 4 8 157
Public and Private Information in Monetary Policy Models 0 0 1 133 2 8 11 481
Public and Private Information in Monetary Policy Models 0 0 0 59 1 7 10 213
Public and Private Information in Monetary Policy Models 0 0 0 68 0 4 9 241
Public and private information in monetary policy models 0 0 2 49 0 8 12 259
Redemption risk and cash hoarding by asset managers 0 0 0 98 1 12 16 287
Regulating Financial Conglomerates 0 0 0 139 0 10 14 544
Regulating big techs in finance 0 0 1 8 5 6 14 36
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 1 672 0 8 11 1,501
Risk Appetite and Endogenous Risk 2 2 4 456 4 10 24 1,111
Risk Appetite and Exchange Rates 0 0 0 66 3 7 10 299
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 34 4 4 7 63
Risk and liquidity in a system context 0 0 0 71 0 14 19 307
Risk appetite and exchange Rates 0 0 1 281 5 7 13 865
Risk capacity, portfolio choice and exchange rates 0 1 3 22 4 18 26 71
Risk-Taking Channel of Monetary Policy 0 0 0 263 6 15 20 442
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 0 2 635
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 0 1 6 46
Sovereign yields and the risk-taking channel of currency appreciation 0 0 0 155 1 5 18 366
Stablecoins versus tokenised deposits: implications for the singleness of money 1 3 9 30 4 20 41 93
Testing the cognitive limits of large language models 1 1 18 43 6 15 51 116
The Bank of Amsterdam and the limits of fiat money 0 0 0 54 4 14 19 67
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 5 16 25 41
The Broad Yen Carry Trade 1 2 5 433 4 11 21 1,176
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 0 3 6 1,016
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 2 586 1 7 19 1,285
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 0 46 1 9 25 163
The dollar, bank leverage and the deviation from covered interest parity 0 1 6 86 5 15 37 360
The fintech gender gap 0 0 4 72 2 11 39 333
The fintech gender gap 0 0 1 13 2 8 13 60
The hunt for duration: not waving but drowning? 0 0 2 58 10 15 25 241
The impact of risk regulation on price dynamics 0 0 0 20 2 5 6 100
The international monetary and financial system: a capital account historical perspective 0 0 0 156 0 3 8 228
The international monetary and financial system: a capital account historical perspective 0 2 4 295 2 12 23 433
The shadow banking system: implications for financial regulation 1 3 7 587 3 15 22 1,489
Theory of supply chains: a working capital approach 0 2 6 39 5 20 58 121
Trade credit, trade finance, and the Covid-19 Crisis 0 0 3 93 8 18 31 266
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 2 8 17 1,477
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 1 378 2 9 16 1,188
Welfare effects of public information 0 0 0 63 0 4 9 258
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09 0 0 0 0 0 0 0 0
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 0 0 1 253 0 9 21 507
Which exchange rate matters to global investors? 0 0 1 16 5 21 37 54
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 2 6 9 334
Why bank capital matters for monetary policy 1 2 4 187 2 17 43 611
Working Capital, Trade and Macro Fluctuations 0 0 0 6 1 4 6 28
p-dominance and Belief Potential 0 0 1 85 3 14 19 268
Total Working Papers 34 87 380 36,189 624 2,581 4,516 109,987
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment on a Model of Vertical Product Differentiation 0 0 6 561 7 12 23 1,180
A Theory of Arbitrage Capital 0 0 0 5 3 19 24 50
Adapting Macroprudential Policies to Global Liquidity Conditions 0 1 1 48 7 13 16 148
Adversarial and Inquisitorial Procedures in Arbitration 0 0 2 185 3 6 19 1,166
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 3 7 10 174
Analytics of sovereign debt restructuring 0 0 0 97 3 10 14 271
Assessing Macroprudential Policies: Case of South Korea 0 0 2 42 0 19 23 136
Bank Capital and Dividend Externalities 0 0 2 38 1 14 23 207
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 0 2 2 270
Beauty Contests and Iterated Expectations in Asset Markets 2 7 18 316 2 19 43 1,076
BigTech and the changing structure of financial intermediation 1 6 14 72 19 48 106 393
Bond Risk Premia and The Exchange Rate 1 2 5 27 5 15 31 93
Brand Performance Volatility from Marketing Spending 0 0 1 8 2 10 14 61
Breaking free of the triple coincidence in international finance 1 1 3 54 1 6 17 287
Capital flows and the risk-taking channel of monetary policy 4 9 23 913 19 60 151 2,665
Catalytic finance: When does it work? 0 0 0 91 3 12 17 353
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 2 4 8 39 11 24 35 130
Central Bank Forward Guidance and the Signal Value of Market Prices 0 0 2 13 1 8 20 92
Central Bank Transparency and the Signal Value of Prices 0 1 9 225 4 9 32 696
Comment 0 0 0 3 0 1 3 42
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 1 3 4 114
Commentary: has financial development made the world riskier? 0 0 0 224 3 5 6 578
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 3 10 12 89
Common belief foundations of global games 0 0 0 34 0 9 12 109
Communication and Monetary Policy 0 0 0 1 3 14 30 552
Comparative assessment of macroprudential policies 0 0 1 143 1 7 16 432
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 0 34 0 3 7 216
Contagious Adverse Selection 0 0 0 61 2 10 16 284
Coordination risk and the price of debt 1 2 6 345 3 13 29 859
Crisis Resolution and Bank Liquidity 0 0 3 201 2 18 48 828
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 34 0 4 7 156
Cross-Border Banking and Global Liquidity 3 11 45 680 18 77 195 2,145
Currency Depreciation and Emerging Market Corporate Distress 0 0 7 44 3 10 32 182
Debt maturity structure with pre-emptive creditors 0 0 0 8 2 4 8 58
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 1 7 9 725
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 3 11 13 944
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 0 3 22 1 2 8 92
Disclosure Risk and Price Drift 0 0 1 44 3 4 9 172
Disclosures and Asset Returns 0 0 0 51 0 5 9 314
Discussion of Assessing the Information Content of Mark‐to‐Market Accounting with Mixed Attributes: The Case of Cash Flow Hedges and Market Transparency and the Accounting Regime 0 0 0 53 0 1 3 159
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 4 9 12 20
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 1 4 454 1 14 31 1,428
Dollar and Exports 0 0 2 2 2 5 17 20
Dollar beta and stock returns 0 0 0 8 3 6 8 24
Dominance and Belief Potential 0 0 0 136 3 8 9 572
Editorial Announcement 0 0 0 0 0 2 5 32
Endogenous Extreme Events and the Dual Role of Prices 0 1 3 49 4 12 19 272
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 0 6 9 521
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 0 2 17 3 13 17 79
Exchange rates and monetary spillovers 0 0 0 16 2 5 8 76
Fair value accounting and financial stability 0 0 0 124 6 13 21 513
Financial Intermediary Balance Sheet Management 0 0 3 88 3 7 17 269
Financial Regulation in a System Context 0 0 3 139 3 16 24 558
Financial conditions and purchasing managers' indices: exploring the links 0 0 0 6 5 12 19 70
Financial intermediaries, financial stability and monetary policy 0 0 0 66 3 5 13 288
Fire Sale FDI 0 0 0 34 0 9 17 178
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 1 15 2 6 14 89
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 0 8 9 87
Global Banking Glut and Loan Risk Premium 6 8 13 349 10 32 64 1,203
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 0 0 6 64 1 7 26 300
Global Liquidity: A Selective Review 0 1 2 100 1 10 12 187
Global liquidity through the lens of monetary aggregates 0 0 0 52 6 11 12 189
Globalization of corporate risk taking 0 0 2 64 14 18 25 219
How Much Common Belief Is Necessary for a Convention? 0 0 4 98 0 7 13 238
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 1 5 10 29
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 0 41 1 9 16 121
Imperfect common knowledge and the information value of prices 0 0 0 69 1 7 8 211
Inertia of Forward-Looking Expectations 0 0 0 75 1 4 6 308
International Environmental Agreements under Uncertainty 0 0 0 0 0 3 10 281
Introduction 0 0 1 4 0 2 5 50
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 0 0 3 2 4 7 18
Liquidity Black Holes 1 1 2 21 3 8 11 137
Liquidity Black Holes 2 2 2 681 4 11 17 1,999
Liquidity Risk and Contagion 0 0 6 309 2 5 20 913
Liquidity and Contagion: The Crisis of 1763 0 0 0 157 0 5 8 472
Liquidity and Twin Crises 0 0 0 79 4 6 8 221
Liquidity and financial contagion 1 2 4 294 3 11 24 824
Liquidity and leverage 6 17 67 1,933 37 125 351 5,772
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 1 1 1 57 1 7 13 157
Liquidity, monetary policy, and financial cycles 0 0 0 381 4 9 16 1,034
Logical Structure of Common Knowledge 0 0 1 178 0 4 9 385
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 4 15 25 512
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 1 9 13 142
Marking‐to‐Market: Panacea or Pandora's Box? 0 0 1 219 2 7 15 672
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 1 5 13 173 1 17 40 434
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 13 1 3 5 58
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 1 0 5 8 12
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 5 15 17 294
Money, Liquidity, and Monetary Policy 0 2 3 479 10 35 57 1,124
News Management and the Value of Firms 0 0 0 142 1 11 15 362
Non-financial corporations from emerging market economies and capital flows 0 0 0 49 3 8 11 205
Noncore Bank Liabilities and Financial Vulnerability 1 1 3 195 5 10 24 816
Noncore Bank Liabilities and Financial Vulnerability 0 1 3 13 4 10 27 72
Offshore EME bond issuance and the transmission channels of global liquidity 0 0 1 20 0 6 9 66
Oil and debt 0 0 0 19 1 8 13 149
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 2 7 9 140
Optimal Betting Odds against Insider Traders 1 7 16 267 5 28 54 826
Optimal Communication 0 1 1 133 0 9 16 403
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 3 10 14 35
Overcoming Original Sin 0 1 4 15 3 9 18 60
Positive feedback trading in the US Treasurey market 0 0 0 2 1 6 12 69
Precautionary Demand and Liquidity in Payment Systems 1 2 4 5 2 17 24 52
Precautionary Demand and Liquidity in Payment Systems 0 1 1 15 0 6 7 109
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 0 6 10 358
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 0 1 7 245 1 9 29 902
Procyclical Leverage and Value-at-Risk 0 0 0 227 3 14 29 637
Redemption risk and cash hoarding by asset managers 0 0 0 55 1 8 15 266
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 0 0 2 374 5 32 68 1,586
Risk Management with Interdependent Choice 0 0 0 1 0 6 9 414
Risk and liquidity in a system context 0 0 2 97 5 10 14 286
Risk‐taking channel of monetary policy 0 1 2 33 1 4 11 118
Securitisation and Financial Stability 0 1 2 19 3 15 24 53
Social Value of Public Information 1 2 6 661 10 30 62 2,185
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 2 8 14 826
Staggered Pricing Models Face the Facts 0 0 0 86 1 5 6 273
Sustaining Production Chains through Financial Linkages 0 1 2 66 2 14 35 323
The Assessment: Games and Coordination 0 0 0 1 2 8 10 566
The Bank of Amsterdam and the Limits of Fiat Money 1 1 7 13 1 8 33 55
The Burden of Proof in a Game of Persuasion 1 2 7 387 1 13 25 775
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 2 13 27 843
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 0 4 18 100 7 33 88 427
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 4 7 15 118 11 26 55 376
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 1 18 0 7 10 63
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 0 9 1 3 3 51
The Hunt for Duration: Not Waving but Drowning? 0 0 6 113 6 14 37 381
The Squam Lake Report: Fixing the Financial System 0 0 2 194 2 11 23 817
The fintech gender gap 0 0 11 29 11 31 67 125
The impact of risk regulation on price dynamics 0 0 0 217 3 13 21 525
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 3 6 8 278
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 1 7 11 61
The shadow banking system: implications for fi nancial regulation 1 1 2 223 2 11 24 675
Tracking the international footprints of global firms 0 1 2 31 3 9 23 206
Transparency, Communication and Commitment 0 0 0 137 1 5 7 362
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 1 1 7 1,416 7 17 50 3,291
What does the new face of international financial intermediation mean for emerging market economies? 2 2 2 101 4 9 10 270
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 1 3 183 1 2 14 507
Why bank capital matters for monetary policy 2 4 19 198 12 30 85 762
Yen Carry Trade and the Subprime Crisis 0 4 7 345 4 18 27 883
Total Journal Articles 50 133 477 19,580 456 1,703 3,473 66,000
2 registered items for which data could not be found

Book File Downloads Abstract Views
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Central bank capital and trust in money: lessons from history for the digital age 0 1 1 12 3 12 23 51
Managing Elevated Risk 0 0 0 0 7 8 9 14
Risk and Liquidity 0 0 0 0 5 10 20 530
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 3 9 116
Total Books 0 1 1 12 15 33 61 711

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 1 1 40 0 7 8 120
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 3 4 8 49
Breaking free of the triple coincidence in international finance 0 0 2 39 1 7 11 190
Breaking the triple coincidence in international finance 0 1 2 27 0 8 11 90
Comment on "Risk Topography" 0 0 0 11 1 2 2 56
Comment on "The Leverage Cycle" 0 1 1 26 1 4 5 69
Coordinating Expectations in Monetary Policy 0 1 1 50 0 8 17 190
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 0 1 30 0 8 10 122
Endogenous and Systemic Risk 0 2 2 91 2 7 14 226
Financial Intermediaries and Monetary Economics 0 1 6 806 6 22 80 2,601
Financial System Liquidity, Asset prices and Monetary Policy 1 1 1 82 1 6 8 215
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 1 7 12 20
Global Liquidity 0 0 0 0 2 9 9 87
Introduction 0 0 0 3 0 3 5 44
Lessons from Macro-Financial Policy in Korea 0 1 3 32 0 2 9 84
Macro-Financial Stability Frameworks: Experience and Challenges 0 0 3 20 1 3 12 60
Macroprudential policies beyond Basel III 1 1 2 239 2 10 18 632
Macroprudential policies: indicators and tools 0 0 0 20 0 4 4 57
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 2 3 3 7
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 0 0 25 0 2 4 72
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 0 3 4 63
Non-bank financial intermediaries and financial stability 0 0 10 45 14 37 81 155
Non-core bank liabilities and vulnerability to crisis: implications for Asia 0 1 1 14 3 10 11 73
Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic 0 0 3 150 1 13 25 398
Overview and summary 0 0 0 4 0 0 0 40
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 0 2 8 1 3 11 57
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 0 11 1 2 3 64
Rethinking Multiple Equilibria in Macroeconomic Modeling 0 0 1 163 1 9 17 502
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 28 0 12 16 98
The Broad Yen Carry Trade 0 2 2 10 2 21 23 53
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 1 1 1 8 15 40
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 1 8 14 489
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 3 7 9
Total Chapters 2 13 45 2,152 48 255 477 7,032

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