Access Statistics for Hyun Song Shin

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Weight of Money" Pricing and Speculative Dynamics 0 0 0 30 0 0 0 170
A Financial System Perspective on Japan's Experience in the Late 1980s 0 0 1 114 0 3 9 404
A Theory of Slow-Moving Capital and Contagion 0 0 0 106 1 2 3 419
A Theory of the Onset of Currency Attacks 0 0 1 487 0 1 2 1,134
A Theory of the Onset of Currency Attacks 0 0 1 252 0 1 5 552
A Theory of the Onset of Currency Attacks 0 0 0 4 1 3 5 678
A Violation of Dominance anf the Consumption Value of Gambling 0 0 0 0 0 0 0 242
Adapting Macropudential Policies to Global Liquidity Conditions 0 0 0 98 0 0 2 261
Adversarial and Inquisitorial Procedures in Arbitration 0 0 1 251 1 2 8 1,916
Adversarial and Inquisitorial Procedures in Arbitration 0 0 0 1 0 0 1 1,076
An Academic Response to Basel II 0 2 3 1,522 0 3 12 3,372
An early stablecoin? The Bank of Amsterdam and the governance of money 0 0 1 32 1 3 9 81
An early stablecoin? The Bank of Amsterdam and the governance of money 0 2 3 52 2 7 18 217
Analytics of sovereign debt restructuring 0 0 0 287 0 0 1 759
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 80 0 0 1 278
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory 0 0 0 125 0 0 8 404
Approximate Common Knowledge and Co-ordination: Recent Lessons from Game Theory' 0 0 0 208 0 1 1 512
Assessing Macroprudential Policies: Case of Korea 0 0 0 90 1 1 3 136
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 0 1 1 458
Asset price dynamics with value-at-risk constrained traders 0 0 0 0 1 1 1 1
Balance Sheet Capacity and Endogenous Risk 0 0 1 143 1 2 10 507
Balance sheet capacity and endogenous risk 0 0 0 46 0 0 4 181
Bank Capital and Dividend Externalities 0 0 0 27 0 0 1 95
Bank Capital and Dividend Externalities 0 0 1 47 0 1 3 152
Bank Capital and Dividend Externalities 0 0 0 63 1 2 4 171
Bank capital and dividend externalities 0 0 0 31 0 1 3 88
Banks and cross-border capital flows: challenges and regulatory responses 0 0 1 15 0 1 16 101
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 352 0 0 3 1,245
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 217 0 0 2 701
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets 0 0 0 498 2 3 13 1,752
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale 0 0 0 343 2 3 4 879
Big techs in finance: on the new nexus between data privacy and competition 1 1 2 77 2 2 10 135
BigTech and the changing structure of financial intermediation 1 2 10 173 3 9 38 643
Bond risk premia and the exchange rate 0 0 3 119 0 5 14 284
Breaking free of the triple coincidence in international finance 0 0 2 98 1 2 9 240
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 0 159 2 4 6 427
Capital Flows and the Risk-Taking Channel of Monetary Policy 0 0 3 213 0 1 9 471
Capital Flows, Cross-Border Banking and Global Liquidity 0 0 0 161 3 4 5 365
Carry Trades, Monetary Policy and Speculative Dynamics 0 0 4 138 1 1 9 370
Catalytic Finance 0 0 0 8 0 0 0 59
Catalytic Finance: When Does It Work? 0 0 0 229 0 0 0 834
Catalytic Finance: When Does It Work? 0 0 0 71 0 0 1 439
Central bank digital currencies: motives, economic implications and the research frontier 0 2 16 139 6 21 99 352
Central bank forward guidance and the signal value of market prices 0 1 2 69 0 2 5 137
Central banks, the monetary system and public payment infrastructures: lessons from Brazil's Pix 0 0 1 23 1 6 14 81
Common Belief Foundations of Global Games 0 0 1 179 1 1 4 442
Common Belief Foundations of Global Games 0 0 0 24 0 2 5 44
Communication and Monetary Policy 0 0 0 266 0 1 1 748
Communication and Monetary Policy 0 0 1 16 0 1 3 85
Communication and Monetary Policy 0 0 0 223 0 2 3 581
Communication and monetary policy 0 0 1 62 0 1 8 270
Comparative assessment of macroprudential policies 1 2 2 198 1 4 7 394
Contagious Adverse Selection 0 0 0 19 2 2 4 156
Contagious Adverse Selection - Revised November, 2010 0 0 0 7 0 1 1 69
Coordinating Expectations in Monetary Policy 0 0 0 184 0 1 4 364
Coordination Risk and the Price of Debt 0 0 1 278 0 2 12 873
Coordination Risk and the Price of Debt 0 0 0 242 0 1 5 674
Coordination Risk and the Price of Debt 0 0 0 208 0 1 3 613
Coordination risk and the price of debt 0 0 0 1 0 0 0 129
Corporate payout policy: Are financial firms different? 0 0 1 1 0 0 4 4
Corporate payout policy: are financial firms different? 0 0 3 14 0 1 8 27
Crisis Resolution and Bank Liquidity 0 0 2 277 2 2 10 825
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 48 0 2 3 282
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 80 0 0 1 246
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 122 0 0 2 397
Cross-border banking and global liquidity 1 2 11 310 3 7 25 582
Currency depreciation and emerging market corporate distress 0 0 0 61 3 4 17 239
Currency depreciation and emerging market corporate distress 0 0 0 32 0 0 2 131
Debt maturity structure with pre-emptive creditors 0 0 0 78 0 1 2 333
Destabilizing Carry Trades 0 0 0 55 0 0 1 107
Destabilizing carry trades 0 0 0 68 0 0 2 79
Destabilizing carry trades 0 0 0 0 1 1 3 3
Destabilizing carry trades 0 0 1 24 0 0 2 35
Disclosures and Asset Returns 0 0 0 53 0 0 2 162
Disclosures and Asset Returns 0 0 0 88 0 0 0 267
Disclosures and asset returns 0 0 0 5 0 0 1 71
Distributed Ledgers and the Governance of Money 0 0 0 19 1 1 3 29
Distributed Ledgers and the Governance of Money 0 0 0 3 1 2 3 14
Distributed Ledgers and the Governance of Money 0 0 0 16 0 0 1 58
Distributed ledgers and the governance of money 0 2 9 46 3 12 40 171
Dividends and Bank Capital in the Financial Crisis of 2007-2009 0 0 1 154 3 3 14 619
Dividends and Bank Capital in the Financial Crisis of 2007-2009 1 1 1 68 2 2 5 239
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 1 212 1 2 9 690
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 409 0 0 3 1,365
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 0 0 0 194 0 1 5 647
Does one Soros make a difference? A theory of currency crises with large and small traders 0 0 0 8 0 0 2 124
Dollar and Exports 0 1 2 112 1 3 6 289
Dollar and Exports 0 0 6 51 1 5 27 198
Dollar beta and stock returns 0 1 1 29 0 3 7 58
Dynamic Leverage Asset Pricing 0 1 1 202 2 4 8 515
Dynamic Leverage Asset Pricing 0 0 0 141 2 2 10 294
Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic 0 0 7 472 2 7 27 1,348
Endogenous Public Signals and Coordination 0 0 0 254 1 3 3 491
Endogenous choice of bank liquidity: the role of fire sales 0 0 1 185 0 1 6 469
Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility 0 0 0 0 1 1 2 666
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 1 3
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 1 1
Exchange Rates and Monetary Spillovers 0 0 1 127 0 0 6 76
Exchange Rates and Monetary Spillovers 0 0 0 0 0 0 0 1
Exchange rates and monetary spillovers 0 0 0 92 0 0 3 183
Exploring the Dynamics of Global Liquidity 0 0 1 71 0 1 2 227
FX intervention and domestic credit: Evidence from high-frequency micro data 0 0 11 106 2 3 34 269
FX intervention and domestic credit: evidence from high-frequency micro data 0 0 1 140 1 2 7 253
Fair Value Accounting and Financial Stability 0 0 0 1 0 0 1 4
Fair Value Reporting Standards and Market Volatility 0 0 0 0 0 0 1 1
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 0 143
Financial intermediaries and monetary economics 0 2 8 621 0 3 11 1,175
Financial intermediaries, financial stability, and monetary policy 0 0 4 481 2 2 26 1,451
Financial intermediary balance sheet management 0 0 2 198 0 1 6 486
Financial intermediary leverage and value at risk 0 0 2 508 0 1 8 1,274
Financial intermediation and the post-crisis financial system 0 0 2 203 0 0 5 552
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 1 1 3 824
Financing Growth without Banks: Korean Housing Repo Contract 1 4 13 221 1 6 33 562
Fire Sales, Foreign Entry and Bank Liquidity 0 0 0 143 0 0 2 481
Fire-sale FDI 0 0 1 107 0 2 8 573
Foreshadowing LTCM: The Crisis of 1763 0 0 2 320 0 0 2 1,280
Foreshadowing LTCM: The Crisis of 1763 0 0 0 0 0 0 0 64
Foreshadowing LTCM: the crisis of 1763 1 1 4 29 1 1 4 103
Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics 0 0 0 40 0 0 3 100
Global Factors in Capital Flows and Credit Growth 0 0 0 6 0 0 0 17
Global Games: Theory and Applications 0 0 2 392 2 4 11 904
Global Games: Theory and Applications 0 1 6 1,726 0 3 19 4,241
Global Games: Theory and Applications 0 2 5 2,126 2 9 30 5,537
Global Liquidity through the Lens of Monetary Aggregates 0 0 0 70 0 1 3 175
Global dollar credit and carry trades: a firm-level analysis 0 0 2 113 0 1 11 261
Heterogeneity and Uniqueness in Interaction Games 0 0 1 107 0 1 2 439
Heterogeneity and Uniqueness in Interaction Games 0 0 0 215 0 1 2 1,034
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 17 0 2 4 16
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 11 0 1 3 9
How Abundant Are Reserves? Evidence from the Wholesale Payment System 0 0 0 10 0 1 1 19
How abundant are reserves? Evidence from the wholesale payment system 0 0 1 23 1 1 6 24
Illiquidity Component of Credit Risk 0 0 0 69 1 1 2 98
Informational events that trigger currency attacks 0 0 0 0 0 1 2 363
International portfolio frictions 0 1 5 24 1 4 23 55
Investor redemptions and fund manager sales of emerging market bonds: how are they related? 0 0 0 26 0 0 2 131
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 1 1 4 115 4 9 23 336
Liquidity Black Holes 0 0 0 0 0 0 1 501
Liquidity Black Holes 0 0 0 1 0 1 5 499
Liquidity Black Holes 0 0 0 469 0 1 4 2,308
Liquidity Black Holes 0 0 0 344 0 3 6 1,020
Liquidity and financial cycles 0 0 1 333 0 0 11 734
Liquidity and leverage 0 2 10 1,238 3 10 33 3,811
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 1 16 0 0 2 53
Liquidity risk and contagion 0 3 5 469 0 4 11 1,339
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 5 166 0 0 9 291
Low price-to-book ratios and bank dividend payout policies 0 1 1 10 0 1 2 27
Low price-to-book ratios and bank dividend payout policies 0 0 2 21 2 5 10 74
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 1 1 4 416
Macro-financial stability frameworks: experience and challenges 2 3 14 68 2 9 28 120
Macroprudential Policies in Open Emerging Economies 0 0 0 267 0 5 5 551
Mapping the Shadow Banking System Through a Global Flow of Funds Analysis 0 0 0 85 0 0 0 212
Mapping the realignment of global value chains 1 6 50 89 4 9 117 256
Margins, debt capacity, and systemic risk 0 0 2 17 0 0 5 20
Margins, debt capacity, and systemic risk 0 0 0 0 1 1 3 3
Marking to Market, Liquidity, and Financial Stability 0 0 0 1 0 0 1 3
Marking to Market: Panacea or Pandora’s Box ? 0 0 0 185 0 0 4 612
Marking-to-Market: Panacea or Pandora's Box? 0 0 0 0 0 3 3 8
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 10 0 1 3 39
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 2 0 1 6 18
Monetary cycles, financial cycles, and the business cycle 1 1 4 652 2 3 9 1,231
Money and trust: lessons from the 1620s for money in the digital age 0 0 0 187 0 0 4 251
Money, liquidity, and monetary policy 0 0 0 519 1 1 2 1,342
NON-PARTITIONAL INFORMATION ON DYNAMIC STATE SPACES AND THE POSSIBILITY OF SPECULATION 0 0 0 0 0 0 1 180
News shocks, monetary policy, and foreign currency positions 0 0 0 90 0 0 1 184
Next generation correspondent banking 0 3 26 28 3 11 48 65
Non-Core Bank Liabilities and Financial Vulnerability 0 0 2 135 1 2 7 362
Non-bank Financial Intermediaries and Financial Stability 1 2 7 28 1 4 16 74
Non-bank financial intermediaries and financial stability 1 4 12 66 1 11 49 183
On the scale of financial intermediaries 0 0 0 226 0 0 3 405
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 184 1 1 2 970
Opening and closing the market: evidence from the London Stock Exchange 0 0 1 7 0 0 2 71
Optimal Communication 0 0 0 156 0 1 6 363
Optimal collective action clause thresholds 0 0 0 232 0 1 3 847
Original Sin Redux: Role of Duration Risk 0 1 2 2 0 1 9 9
Original Sin Redux: Role of Duration Risk 0 6 8 8 0 4 9 9
Original sin redux: role of duration risk 0 0 4 11 1 2 20 54
Overcoming original sin: insights from a new dataset 0 0 5 21 2 3 20 78
Permissioned Distributed Ledgers and the Governance of Money 0 0 0 26 1 2 4 74
Positive feedback trading under stress: Evidence from the US Treasury securities market 0 0 0 55 1 2 5 337
Precautionary Demand and Liquidity in Payment Systems 0 0 0 152 0 0 2 415
Prices and quantities in the monetary policy transmission mechanism 0 0 1 161 0 3 4 391
Procyclical Leverage and Value-at-Risk 0 0 1 231 1 3 7 619
Procyclical leverage and value-at-risk 0 0 0 52 0 1 5 150
Procyclicality and Monetary Aggregates 0 0 0 123 1 3 4 285
Procyclicality and the Search for Early Warning Indicators 0 0 0 64 0 1 2 151
Public and Private Information in Monetary Policy Models 0 0 0 59 0 1 3 204
Public and Private Information in Monetary Policy Models 0 1 1 133 0 1 1 471
Public and Private Information in Monetary Policy Models 0 0 0 68 0 2 4 234
Public and private information in monetary policy models 0 0 2 49 0 0 4 249
Redemption risk and cash hoarding by asset managers 0 0 0 98 0 3 5 274
Regulating Financial Conglomerates 0 0 0 139 0 0 1 530
Regulating big techs in finance 0 0 2 8 1 1 5 24
Rethinking Multiple Equilibria in Macroeconomic Modelling 0 0 3 672 0 0 4 1,491
Risk Appetite and Endogenous Risk 1 1 5 454 2 4 16 1,095
Risk Appetite and Exchange Rates 0 0 0 66 0 1 9 291
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 34 0 0 1 57
Risk and liquidity in a system context 0 0 0 71 0 1 2 289
Risk appetite and exchange Rates 0 0 0 280 1 5 7 857
Risk capacity, portfolio choice and exchange rates 1 1 1 20 1 1 10 48
Risk-Taking Channel of Monetary Policy 0 0 3 263 3 3 11 426
Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures? 0 0 0 1 0 0 1 633
Sophisticated Bounded Agents Play the Repeated Dilemma 0 0 0 0 1 1 2 42
Sovereign yields and the risk-taking channel of currency appreciation 0 0 0 155 2 7 10 355
Stablecoins versus tokenised deposits: implications for the singleness of money 0 2 15 27 0 8 19 65
Testing the cognitive limits of large language models 2 2 30 41 3 5 57 92
The Bank of Amsterdam and the limits of fiat money 0 0 1 54 0 2 11 53
The Bank of Amsterdam and the limits of fiat money 0 0 0 31 3 5 10 23
The Broad Yen Carry Trade 0 0 2 430 1 2 12 1,161
The CNBC Effect: Welfare Effects of Public Information 0 0 0 255 0 0 2 1,010
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 11 586 1 2 21 1,271
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 0 46 1 5 17 152
The dollar, bank leverage and the deviation from covered interest parity 0 0 5 81 1 2 19 334
The fintech gender gap 0 0 1 13 0 0 6 51
The fintech gender gap 0 2 4 71 5 15 45 315
The hunt for duration: not waving but drowning? 0 1 3 58 1 5 9 223
The impact of risk regulation on price dynamics 0 0 0 20 0 0 0 94
The international monetary and financial system: a capital account historical perspective 0 1 2 293 0 1 9 416
The international monetary and financial system: a capital account historical perspective 0 0 1 156 1 1 7 223
The shadow banking system: implications for financial regulation 0 0 2 582 0 2 9 1,471
Theory of supply chains: a working capital approach 0 1 3 36 2 11 36 93
Trade credit, trade finance, and the Covid-19 Crisis 0 0 1 91 0 2 12 243
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 0 0 0 2 0 1 8 1,464
Unique Equilibrium in a Model of Self-fulfilling Currency Attacks 0 0 1 378 2 3 11 1,176
Welfare effects of public information 0 0 0 63 0 0 0 249
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09 0 0 0 0 0 0 0 0
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 0 1 1 253 1 6 10 494
Which exchange rate matters to global investors? 0 0 14 15 1 4 27 29
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 3 105 0 1 6 327
Why bank capital matters for monetary policy 1 1 3 184 5 8 27 584
Working Capital, Trade and Macro Fluctuations 0 0 0 6 0 1 3 23
p-dominance and Belief Potential 0 0 1 85 0 0 6 253
Total Working Papers 19 78 474 36,024 155 490 2,025 106,555
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 3 12 560 0 3 18 1,162
A Theory of Arbitrage Capital 0 0 0 5 1 2 3 29
Adapting Macroprudential Policies to Global Liquidity Conditions 0 0 0 47 3 3 5 135
Adversarial and Inquisitorial Procedures in Arbitration 0 0 1 183 0 1 12 1,153
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 0 1 2 165
Analytics of sovereign debt restructuring 0 0 0 97 0 2 7 261
Assessing Macroprudential Policies: Case of South Korea 0 0 1 41 0 0 2 115
Bank Capital and Dividend Externalities 0 2 3 38 1 3 10 189
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking 0 0 0 84 0 0 0 268
Beauty Contests and Iterated Expectations in Asset Markets 1 2 12 304 2 4 27 1,045
BigTech and the changing structure of financial intermediation 0 4 10 66 6 25 69 332
Bond Risk Premia and The Exchange Rate 0 0 4 24 0 5 14 69
Brand Performance Volatility from Marketing Spending 0 0 0 7 0 0 4 49
Breaking free of the triple coincidence in international finance 0 0 2 53 0 2 10 276
Capital flows and the risk-taking channel of monetary policy 1 5 22 901 10 26 100 2,578
Catalytic finance: When does it work? 0 0 2 91 0 2 5 338
Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier 1 3 8 35 1 4 20 103
Central Bank Forward Guidance and the Signal Value of Market Prices 0 1 2 12 1 3 7 77
Central Bank Transparency and the Signal Value of Prices 0 2 6 221 0 9 21 678
Comment 0 0 0 3 0 1 2 40
Commentary on Robert E. Hall 'The routes into and out of the Zero Lower Bound' 0 0 0 30 0 0 2 110
Commentary: has financial development made the world riskier? 0 0 0 224 0 0 1 572
Comments on "How good is the market at assessing bank fragility? A horse race between different indicators" 0 0 0 13 0 0 1 78
Common belief foundations of global games 0 0 0 34 0 1 1 98
Communication and Monetary Policy 0 0 0 1 1 3 6 527
Comparative assessment of macroprudential policies 0 1 2 143 0 3 15 423
Comparing the Robustness of Trading Systems to Higher-Order Uncertainty 0 0 0 34 0 3 4 212
Contagious Adverse Selection 0 0 0 61 0 0 1 269
Coordination risk and the price of debt 0 1 6 343 1 3 19 842
Crisis Resolution and Bank Liquidity 0 0 7 201 1 4 32 798
Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises 0 0 0 34 0 0 2 150
Cross-Border Banking and Global Liquidity 4 10 41 658 12 32 136 2,029
Currency Depreciation and Emerging Market Corporate Distress 0 1 6 41 4 7 17 162
Debt maturity structure with pre-emptive creditors 0 0 0 8 0 1 2 51
Depth of Knowledge and the Effect of Higher Order Uncertainty 0 0 0 0 0 1 2 717
Depth of knowledge and the effect of higher order uncertainty 0 0 0 0 0 1 3 932
Design of Microgrid Protection Schemes Using PSCAD/EMTDC and ETAP Programs 0 2 2 21 0 3 4 88
Disclosure Risk and Price Drift 0 0 1 44 0 1 5 166
Disclosures and Asset Returns 0 0 0 51 0 1 4 307
Discussion of Assessing the Information Content of Mark‐to‐Market Accounting with Mixed Attributes: The Case of Cash Flow Hedges and Market Transparency and the Accounting Regime 0 0 0 53 0 1 3 158
Dividends and Bank Capital in the Global Financial Crisis of 2007-2009 0 0 0 3 1 1 2 9
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders 1 2 6 453 2 5 16 1,405
Dollar and Exports 0 0 1 1 1 5 10 10
Dollar beta and stock returns 0 0 0 8 0 1 1 17
Dominance and Belief Potential 0 0 2 136 0 0 4 564
Editorial Announcement 0 0 0 0 1 3 4 30
Endogenous Extreme Events and the Dual Role of Prices 0 0 2 48 1 2 7 259
Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility 0 0 0 121 0 0 2 513
Exchange Rates and the Working Capital Channel of Trade Fluctuations 0 2 3 17 1 3 6 65
Exchange rates and monetary spillovers 0 0 0 16 0 1 4 69
Fair value accounting and financial stability 0 0 0 124 1 1 6 494
Financial Intermediary Balance Sheet Management 0 0 4 88 0 1 14 259
Financial Regulation in a System Context 1 2 4 139 1 3 13 540
Financial conditions and purchasing managers' indices: exploring the links 0 0 1 6 0 1 9 55
Financial intermediaries, financial stability and monetary policy 0 0 1 66 1 3 16 281
Fire Sale FDI 0 0 0 34 2 3 4 165
Following the imprint of the ECB's asset purchase programme on global bond and deposit flows 0 0 0 14 0 0 4 78
From Mary Poppins to Northern Rock: reflections of modern bank runs 0 0 0 19 0 0 0 78
Global Banking Glut and Loan Risk Premium 0 0 7 339 1 5 42 1,160
Global Dollar Credit and Carry Trades: A Firm-Level Analysis 2 4 12 63 2 5 24 285
Global Liquidity: A Selective Review 0 0 0 98 0 0 0 175
Global liquidity through the lens of monetary aggregates 0 0 0 52 0 0 2 177
Globalization of corporate risk taking 1 1 2 63 1 2 7 198
How Much Common Belief Is Necessary for a Convention? 0 1 5 98 0 1 7 230
ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE 0 0 0 3 1 2 5 24
INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS 0 0 1 41 1 3 9 111
Imperfect common knowledge and the information value of prices 0 0 1 69 0 0 4 204
Inertia of Forward-Looking Expectations 0 0 0 75 0 0 1 302
International Environmental Agreements under Uncertainty 0 0 0 0 2 2 3 273
Introduction 0 0 0 3 0 2 4 47
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?* 0 0 2 3 0 0 6 12
Liquidity Black Holes 0 0 0 19 0 1 1 127
Liquidity Black Holes 0 0 0 679 0 1 4 1,984
Liquidity Risk and Contagion 1 4 9 308 1 6 17 901
Liquidity and Contagion: The Crisis of 1763 0 0 0 157 0 0 4 466
Liquidity and Twin Crises 0 0 1 79 0 0 5 213
Liquidity and financial contagion 1 1 5 292 1 3 16 806
Liquidity and leverage 2 5 63 1,898 17 48 259 5,557
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 0 2 4 147
Liquidity, monetary policy, and financial cycles 0 0 1 381 0 2 5 1,020
Logical Structure of Common Knowledge 0 0 1 178 0 1 2 378
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 0 2 7 493
Marking to Market, Liquidity, and Financial Stability 0 0 0 41 0 0 0 129
Marking‐to‐Market: Panacea or Pandora's Box? 0 0 0 218 1 1 7 659
Measuring the Incidence of Insider Trading in a Market for State-Contingent Claims 2 5 8 167 6 13 21 410
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 1 0 0 0 4
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 13 1 1 1 54
Monetary Aggregates and the Central Bank’s Financial Stability Mandate 0 0 0 66 0 0 1 277
Money, Liquidity, and Monetary Policy 0 0 1 477 2 4 15 1,075
News Management and the Value of Firms 0 0 0 142 0 0 2 349
Non-financial corporations from emerging market economies and capital flows 0 0 1 49 0 0 5 196
Noncore Bank Liabilities and Financial Vulnerability 0 0 0 10 0 1 12 53
Noncore Bank Liabilities and Financial Vulnerability 0 0 4 193 4 5 15 799
Offshore EME bond issuance and the transmission channels of global liquidity 1 1 1 20 2 3 4 60
Oil and debt 0 0 1 19 0 1 5 138
Opening and Closing the Market: Evidence from the London Stock Exchange 0 0 0 30 0 1 2 132
Optimal Betting Odds against Insider Traders 7 7 15 259 11 16 31 793
Optimal Communication 0 0 1 132 0 1 6 389
Outward portfolio investment and dollar funding in emerging Asia 0 0 0 2 0 0 3 22
Overcoming Original Sin 0 1 1 12 0 2 11 46
Positive feedback trading in the US Treasurey market 0 0 0 2 2 3 5 60
Precautionary Demand and Liquidity in Payment Systems 0 0 0 14 0 0 0 102
Precautionary Demand and Liquidity in Payment Systems 0 0 1 1 0 0 5 31
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 2 137 1 1 5 350
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias 1 2 13 244 2 3 26 884
Procyclical Leverage and Value-at-Risk 0 0 7 227 2 2 20 614
Redemption risk and cash hoarding by asset managers 0 0 2 55 0 3 13 256
Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis 0 0 2 373 2 7 42 1,545
Risk Management with Interdependent Choice 0 0 0 1 0 1 2 406
Risk and liquidity in a system context 0 0 1 96 0 2 6 275
Risk‐taking channel of monetary policy 1 1 1 32 1 3 5 111
Securitisation and Financial Stability 0 0 3 17 0 2 10 34
Social Value of Public Information 0 0 6 659 2 3 35 2,145
Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply 0 0 0 218 0 1 6 816
Staggered Pricing Models Face the Facts 0 0 0 86 0 0 3 268
Sustaining Production Chains through Financial Linkages 0 0 0 64 1 7 25 308
The Assessment: Games and Coordination 0 0 0 1 0 0 1 557
The Bank of Amsterdam and the Limits of Fiat Money 0 1 9 9 4 8 41 41
The Burden of Proof in a Game of Persuasion 0 0 3 383 0 2 7 757
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 4 218 0 1 28 821
The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment 1 3 11 91 7 18 50 375
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity 1 1 7 105 4 6 35 336
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 1 18 0 0 2 55
The Dynamics of Rational Deliberation, Brian Skyrms. Cambridge, MA: Harvard University Press, 1990, 199 pages 0 0 1 9 0 0 2 48
The Hunt for Duration: Not Waving but Drowning? 1 3 8 111 2 10 28 358
The Squam Lake Report: Fixing the Financial System 0 1 2 194 1 4 10 801
The fintech gender gap 1 1 11 27 3 6 35 80
The impact of risk regulation on price dynamics 0 0 1 217 0 1 6 509
The rationality and efficacy of decisions under uncertainty and the value of an experiment (*) 0 0 0 0 0 0 2 271
The role of online buzz for leader versus challenger brands: the case of the MP3 player market 0 0 0 5 0 1 3 53
The shadow banking system: implications for fi nancial regulation 0 0 2 221 0 2 17 660
Tracking the international footprints of global firms 0 0 2 29 2 2 13 189
Transparency, Communication and Commitment 0 0 0 137 0 0 0 355
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks 2 2 7 1,414 12 16 44 3,270
What does the new face of international financial intermediation mean for emerging market economies? 0 0 3 99 1 1 5 261
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 1 9 182 1 4 18 500
Why bank capital matters for monetary policy 2 4 17 189 9 18 67 716
Yen Carry Trade and the Subprime Crisis 0 0 6 341 0 1 14 863
Total Journal Articles 37 93 459 19,340 169 470 1,935 63,598
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 6 11 0 1 22 32
Managing Elevated Risk 0 0 0 0 0 0 2 6
Risk and Liquidity 0 0 0 0 1 1 14 517
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 1 8 110
Total Books 0 0 6 11 1 3 46 665


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 1 112
Big Techs in Finance: On the New Nexus Between Data Privacy and Competition 0 0 0 1 0 2 4 44
Breaking free of the triple coincidence in international finance 0 0 2 39 0 0 7 182
Breaking the triple coincidence in international finance 0 1 2 26 0 1 4 80
Comment on "Risk Topography" 0 0 0 11 0 0 0 54
Comment on "The Leverage Cycle" 0 0 0 25 0 0 1 65
Coordinating Expectations in Monetary Policy 0 0 3 49 0 0 10 177
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific 0 1 1 30 0 1 1 113
Endogenous and Systemic Risk 0 0 0 89 0 1 7 218
Financial Intermediaries and Monetary Economics 1 1 14 802 3 15 64 2,547
Financial System Liquidity, Asset prices and Monetary Policy 0 0 0 81 0 0 0 207
Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics 0 0 0 1 0 0 3 10
Global Liquidity 0 0 0 0 0 0 0 78
Introduction 0 0 0 3 0 0 1 39
Lessons from Macro-Financial Policy in Korea 0 0 4 30 0 1 9 79
Macro-Financial Stability Frameworks: Experience and Challenges 1 2 3 20 1 2 7 51
Macroprudential policies beyond Basel III 0 1 2 238 0 1 5 617
Macroprudential policies: indicators and tools 0 0 0 20 0 0 1 53
Mitigating Systemic Spillovers from Currency Hedging 0 0 0 0 0 0 0 4
Monetary aggregates and global liquidity: evidence from individual firm data from Asia 0 0 0 25 0 1 1 69
Monetary aggregates and procyclicality of the financial system: an Asian perspective 0 0 0 17 0 0 0 59
Non-bank financial intermediaries and financial stability 2 4 17 41 5 14 51 100
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 11 150 0 1 17 380
Overview and summary 0 0 0 4 0 0 0 40
PRICES OF STATE CONTINGENT CLAIMS WITH INSIDER TRADERS, AND THE FAVOURITE-LONGSHOT BIAS 0 0 1 7 1 2 14 52
Positive feedback trading under stress: evidence from the US Treasury securities market 0 0 1 11 0 1 4 62
Rethinking Multiple Equilibria in Macroeconomic Modeling 1 1 1 163 2 2 11 490
Risk Premium Shifts and Monetary Policy: A Coordination Approach 0 0 0 28 0 0 0 82
The Broad Yen Carry Trade 0 0 0 8 0 1 1 31
The Second Phase of Global Liquidity and Its Impact on Emerging Economies 0 0 0 0 0 0 4 27
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 0 1 4 476
Why Macroprudential Policy? Brief Overview 0 0 0 0 0 0 1 3
Total Chapters 5 11 62 2,129 12 47 236 6,664


Statistics updated 2025-10-06