ARVIND KRISHNAMURTHY : Citation Profile


Are you ARVIND KRISHNAMURTHY?

Stanford University

34

H index

53

i10 index

6035

Citations

RESEARCH PRODUCTION:

41

Articles

72

Papers

1

Books

8

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 251
   Journals where ARVIND KRISHNAMURTHY has often published
   Relations with other researchers
   Recent citing documents: 674.    Total self citations: 55 (0.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr393
   Updated: 2022-11-19    RAS profile: 2021-08-10    
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Relations with other researchers


Works with:

He, Zhiguo (4)

Vissing-Jorgensen, Annette (3)

Nagel, Stefan (3)

Lustig, Hanno (3)

Guren, Adam (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with ARVIND KRISHNAMURTHY.

Is cited by:

Caballero, Ricardo (90)

Adrian, Tobias (69)

Martin, Alberto (56)

Vayanos, Dimitri (54)

He, Zhiguo (54)

Peydro, Jose-Luis (49)

Acharya, Viral (45)

Van Nieuwerburgh, Stijn (43)

Boyarchenko, Nina (40)

Shleifer, Andrei (40)

Schmukler, Sergio (37)

Cites to:

Caballero, Ricardo (50)

Vayanos, Dimitri (35)

Campbell, John (18)

Bernanke, Ben (17)

Tirole, Jean (16)

Diamond, Douglas (16)

Gertler, Mark (16)

Gourinchas, Pierre-Olivier (15)

Pedersen, Lasse (14)

Farhi, Emmanuel (13)

Holmstrom, Bengt (12)

Main data


Where ARVIND KRISHNAMURTHY has published?


Journals with more than one article published# docs
Journal of Finance7
American Economic Review6
Review of Economic Studies2
NBER Macroeconomics Annual2
Journal of Financial Economics2
American Economic Journal: Macroeconomics2
Journal of Money, Credit and Banking2
Journal of Economic Theory2
International Journal of Central Banking2
Journal of Monetary Economics2
Brookings Papers on Economic Activity2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc41
Research Papers / Stanford University, Graduate School of Business13
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing ARVIND KRISHNAMURTHY (2022 and 2021)


YearTitle of citing document
2021Capital Controls: Theory and Evidence. (2021). Korinek, Anton ; Erten, Bilge ; Ocampo, Jos Antonio. In: Journal of Economic Literature. RePEc:aea:jeclit:v:59:y:2021:i:1:p:45-89.

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2022Overreaction and Diagnostic Expectations in Macroeconomics. (2022). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:223-44.

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2022The Coming Battle of Digital Currencies. (2022). Mayer, Simon ; Cong, Lin William. In: Applied Economics and Policy Working Paper Series. RePEc:ags:cuaepw:320020.

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2022How vulnerable is the Canadian banking system to fire-sales?. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274707.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115.

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2021Why Are Fiscal Multipliers Moderate Even Under Monetary Accommodation?. (2021). Schabert, Andreas ; Juessen, Falko ; Bredemeier, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:074.

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2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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2022The Augmented Bank Balance-Sheet Channel of Monetary Policy. (2022). Soares, Carla ; Schepens, Glenn ; Bonfim, Diana ; Saidi, Farzad ; Heider, Florian ; Bittner, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:149.

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2021The Recovery from the Great Recession: Did the FOMC Learn the Right Lessons?. (2021). Hetzel, Robert. In: Working Papers. RePEc:ajw:wpaper:10958.

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2021The Recovery from the Great Recession: Did the FOMC Learn the Right Lessons?. (2021). Hetzel, Robert. In: Working Papers. RePEc:ajw:wpaper:3125.

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2021.

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2021Risk and Strategic Complementarities: Banks Behavior, Supervision and Macroprudential Policies. (2021). Gaffeo, Edoardo ; Gallegati, Marco ; Carraro, T. In: Working Papers. RePEc:anc:wpaper:452.

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2022Sovereign Debt. (2022). Zettelmeyer, Jeromin ; Roldan, Francisco ; Roch, Francisco ; Martinez, Leonardo. In: Working Papers. RePEc:aoz:wpaper:167.

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2021Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads. (2021). Sturzenegger, Federico ; Sosa-Padilla, Cesar. In: Working Papers. RePEc:aoz:wpaper:79.

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2022Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182.

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2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2022Mortgage Contracts and Selective Default. (2020). Robertson, Scott ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:2005.03554.

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2022Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2022Pandemic Recession and Helicopter Money: Venice, 1629--1631. (2022). Ugolini, Stefano ; Masciandaro, Donato ; Goodhart, Charles. In: Papers. RePEc:arx:papers:2201.07181.

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2021A Cross-Country Analysis on Capital Flows Cycle: Stylized Facts and Regional Synchronization. (2021). Yang, Yang ; Zhang, Mengting. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:347-364.

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2022Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank. (2022). Mulaahmetovic, Inda. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:12:y:2022:i:3:p:141-163:id:4436.

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2022.

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2022Pandemic Recession And Helicopter Money: Venice, 1629-1631. (2022). Ugolini, Stefano ; Masciandaro, Donato ; Goodhart, Charles. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp22179.

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2021Bank Runs, Bank Competition and Opacity. (2021). Ahnert, Toni ; Martinez-Miera, David. In: Staff Working Papers. RePEc:bca:bocawp:21-30.

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2021The Side Effects of Safe Asset Creation. (2021). Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:21-34.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2021Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-54.

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2022Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24.

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2022Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37.

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2022The Financial Origins of Non-fundamental Risk. (2022). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:22-4.

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2022Lending Relationships and Currency Hedging. (2022). Araujo, Gustavo ; Oliveira, Raquel F ; Schiozer, Rafael ; Leo, Sergio . In: Working Papers Series. RePEc:bcb:wpaper:565.

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2022Mortgage securitization and information frictions in general equilibrium. (2022). Garcia, Salomon . In: Working Papers. RePEc:bde:wpaper:2221.

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2021Policy mix during a pandemic crisis: a review of the debate on monetary and fiscal responses and the legacy for the future. (2021). Tasso, Martino ; Pisani, Massimiliano ; Ferrero, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_623_21.

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2021From SMP to PEPP: a further look at the risk endogeneity of the Central Bank. (2021). Scalia, Antonio ; Palazzo, Gerardo ; Gariano, Giulio ; Fruzzetti, Marco. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_011_21.

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2021Unconventional monetary policies and expectations on economic variables. (2021). Rossi, Luca ; Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1323_21.

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2021Modeling and forecasting macroeconomic downside risk. (2021). Petrella, Ivan ; Delle Monache, Davide ; de Polis, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1324_21.

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2021Firm-bank linkages and optimal policies in a lockdown. (2021). Villacorta, Alonso ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1343_21.

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2021Liquidity, Pledgeability, and the Nature of Lending. (2021). Hu, Yunzhi ; Diamond, Douglas W ; Rajan, Raghuram G. In: Working Papers. RePEc:bfi:wpaper:2021-09.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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2021Capital Controls and Foreign Reserves against External Shocks: Combined or Alone?. (2021). CEZAR, Rafael ; Monnet, Eric. In: Working papers. RePEc:bfr:banfra:849.

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2021The Central Bank, the Treasury, or the Market: Which One Determines the Price Level?. (2021). Mengus, Eric ; Plantin, Guillaume ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:855.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2022Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; DE BANDT, OLIVIER ; Scalone, Valerio ; Ichiue, Hibiki ; Durdu, Bora. In: Working papers. RePEc:bfr:banfra:864.

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2022The Currency Channel of the Global Bank Leverage Cycle. (2022). Pedrono, Justine. In: Working papers. RePEc:bfr:banfra:870.

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2021Falling Interest Rates and Credit Misallocation: Lessons from General Equilibrium. (2021). Vanasco, Victoria ; van der Ghote, Alejandro ; Martin, Alberto ; Laeven, Luc ; Asriyan, Vladimir. In: Working Papers. RePEc:bge:wpaper:1268.

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2021Borrower versus Ban Channels in Lending: Experimental- and Administrative-Based Evidence. (2021). Sette, Enrico ; Peydro, Jose-Luis ; Michelangeli, Valentina. In: Working Papers. RePEc:bge:wpaper:1307.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Discussion Papers. RePEc:bir:birmec:21-02.

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2021Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66.

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2022Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67.

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2022Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels. (2022). Spigt, Renee ; Eisert, Tim ; Crosignani, Matteo ; Niladri, Ryan ; Acharya, Viral V. In: BIS Working Papers. RePEc:bis:biswps:1002.

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2022Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S. In: BIS Working Papers. RePEc:bis:biswps:1024.

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2021Understanding bank and non-bank credit cycles: a structural exploration. (2021). Zhong, Molin ; Durdu, Bora C. In: BIS Working Papers. RePEc:bis:biswps:919.

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2021Global lending conditions and international coordination of financial regulation policies. (2021). Kharroubi, Enisse. In: BIS Working Papers. RePEc:bis:biswps:962.

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2021The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF. (2021). Zakrajek, Egon ; Yue, Vivian Z ; Wei, Bin ; Gilchrist, Simon. In: BIS Working Papers. RePEc:bis:biswps:963.

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2021Macroeconomic policy under a managed float: a simple integrated framework. (2021). Pereira, Luiz Awazu ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:964.

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2021The Treasury market in spring 2020 and the response of the Federal Reserve. (2021). Vissing-Jorgensen, Annette. In: BIS Working Papers. RePEc:bis:biswps:966.

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2021Joined at the hip: monetary and fiscal policy in a liquidity-dependent world. (2021). Calvo, Guillermo ; Velasco, Andres. In: BIS Working Papers. RePEc:bis:biswps:967.

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2022Term premium dynamics and its determinants: the Mexican case. (2022). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:993.

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2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

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2022Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: Working Papers. RePEc:biu:wpaper:2022-01.

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2022Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union. (2022). Dobronravova, Elizaveta ; Kolesnik, Sofya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:3-22.

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2021Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82.

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2022Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal. (2022). Batten, Jonathan ; Szilagyi, Peter G ; Lonarski, Igor. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:1-23.

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2021The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation. (2021). Pathan, Shams ; Faff, Robert ; Zelenyuk, Natalya. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3915-3935.

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2021An Assessment of Abenomics: Evolution and Achievements. (2021). Ito, Takatoshi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:190-219.

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2021Banking crises and economic growth in developing countries: Why privileging foreign direct investment over external debt?. (2021). NABI, Mahmoud ; Gaies, Brahim. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:736-761.

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2021Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

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2021The real effects of banks corporate credit supply: A literature review. (2021). Okatan, Nejat ; Mulier, Klaas ; Mariathasan, Mike ; Guler, Ozan. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1252-1285.

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2021The assets’ pledgeability channel of unconventional monetary policy. (2021). Loberto, Michele ; Miccoli, Marcello ; Ferrero, Giuseppe. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:4:p:1547-1568.

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2021The relation between municipal and government bond yields in an era of unconventional monetary policy. (2021). Österholm, Pär ; Nordstrom, Martin ; Knezevic, David ; Osterholm, Par. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12176.

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2021Are the risk attitudes of professional investors affected by personal catastrophic experiences?. (2021). Kecskes, Ambrus ; Bhagwat, Vineet ; Bernile, Gennaro ; Nguyen, Phuong Anh. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:455-486.

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2022Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Huang, Difang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:143-167.

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2021Expectations and financial markets: Lessons from Brexit. (2021). Hibbert, Ann Marie ; Gu, Chen. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:279-299.

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2021Reserve accumulation, inflation, and moral hazard: Evidence from a natural experiment. (2021). Chiu, Livia. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:219-235.

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2021Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597.

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2021The sovereign yield curve and credit ratings in GIIPS. (2021). Umar, Zaghum ; Shehzad, Choudhry T ; Riaz, Yasir. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:895-916.

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2021Volatility and returns: Evidence from China†. (2021). 邓, 彬斌 ; Yan, Sibo ; Qiao, Xiao ; Chi, Yeguang ; Deng, Binbin . In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1441-1463.

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2021The Capitalization of Consumer Financing into Durable Goods Prices. (2021). Argyle, Bronson ; Palmer, Christopher ; Nadauld, Taylor ; Pratt, Ryan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:169-210.

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2021The Private Production of Safe Assets. (2021). Perignon, Christophe ; Kacperczyk, Marcin ; Vuillemey, Guillaume. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:495-535.

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2021Financial Fragility with SAM?. (2021). Van Nieuwerburgh, Stijn ; Landvoigt, Tim ; Greenwald, Daniel L. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:651-706.

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2021Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796.

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2021Model?Free International Stochastic Discount Factors. (2021). Vedolin, Andrea ; Trojani, Fabio ; Sandulescu, Mirela. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:935-976.

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2021Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2021). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1091-1143.

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2021Leveraged Funds and the Shadow Cost of Leverage Constraints. (2021). Qin, Zhongling ; Lu, Zhongjin. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1295-1338.

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2021Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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2021The Cross Section of MBS Returns. (2021). Richardson, Scott ; Eisfeldt, Andrea L ; Diep, Peter . In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2093-2151.

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2021Structuring Mortgages for Macroeconomic Stability. (2021). Campbell, John ; Cocco, Joo F ; Clara, Nuno. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2525-2576.

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2021Do Intermediaries Matter for Aggregate Asset Prices?. (2021). Muir, Tyler ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2719-2761.

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2021Currency Mispricing and Dealer Balance Sheets. (2021). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2763-2803.

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2022Predictably Unequal? The Effects of Machine Learning on Credit Markets. (2022). Fuster, Andreas ; Goldsmithpinkham, Paul ; Walther, Ansgar ; Ramadorai, Tarun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:5-47.

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2022The Loan Covenant Channel: How Bank Health Transmits to the Real Economy. (2022). Chodorow-Reich, Gabriel ; Falato, Antonio ; Chodorowreich, Gabriel. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:85-128.

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2022Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096.

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2022Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921.

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2022Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

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2022Monetary Policy and Asset Valuation. (2022). Ludvigson, Sydney C ; Lettau, Martin ; Bianchi, Francesco. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:967-1017.

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2022Does amortization matter? Evidence from the syndicated loan market. (2022). Nguyen, CA. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:92-123.

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2022Asymmetric information and insurance cycles. (2022). Garven, James R ; Dicks, David L. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:449-474.

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2021Shadow banking and financial intermediation. (2021). oZGuR, Goker . In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:731-757.

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2021Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

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More than 100 citations found, this list is not complete...

ARVIND KRISHNAMURTHY has edited the books:


YearTitleTypeCited

Works by ARVIND KRISHNAMURTHY:


YearTitleTypeCited
2013Intermediary Asset Pricing In: American Economic Review.
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article462
2008Intermediary Asset Pricing.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 462
paper
2016What Makes US Government Bonds Safe Assets? In: American Economic Review.
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article17
2016What Makes US Government Bonds Safe Assets?.(2016) In: Research Papers.
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paper
2016What Makes US Government Bonds Safe Assets?.(2016) In: NBER Working Papers.
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paper
2019A Model of Safe Asset Determination In: American Economic Review.
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article53
2016A Model of Safe Asset Determination.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 53
paper
2002A Dual Liquidity Model for Emerging Markets In: American Economic Review.
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article43
2002A Dual Liquidity Model for Emerging Markets.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 43
paper
2005Equilibrium Investment and Asset Prices under Imperfect Corporate Control In: American Economic Review.
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article33
2009Global Imbalances and Financial Fragility In: American Economic Review.
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article163
2009Global Imbalances and Financial Fragility.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 163
paper
2019A Macroeconomic Framework for Quantifying Systemic Risk In: American Economic Journal: Macroeconomics.
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article162
2015A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 162
paper
2015A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Research Papers.
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This paper has another version. Agregated cites: 162
paper
2012A macroeconomic framework for quantifying systemic risk.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 162
paper
2014A Macroeconomic Framework for Quantifying Systemic Risk.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 162
paper
2010Amplification Mechanisms in Liquidity Crises In: American Economic Journal: Macroeconomics.
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article97
2009Amplification Mechanisms in Liquidity Crises.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 97
paper
2018Foreign Safe Asset Demand for US Treasurys and the Dollar In: AEA Papers and Proceedings.
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article32
2010How Debt Markets Have Malfunctioned in the Crisis In: Journal of Economic Perspectives.
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article121
2009How Debt Markets have Malfunctioned in the Crisis.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 121
paper
2018How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states In: Water Policy Research Highlights.
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paper0
2018Intermediary Asset Pricing and the Financial Crisis In: Annual Review of Financial Economics.
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article32
2018Intermediary Asset Pricing and the Financial Crisis.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 32
paper
2008Musical chairs: a comment on the credit crisis. In: Financial Stability Review.
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article8
2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article922
2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 922
paper
2014Efficient Credit Policies in a Housing Debt Crisis In: Brookings Papers on Economic Activity.
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article42
2003Excessive Dollar Debt: Financial Development and Underinsurance In: Journal of Finance.
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article187
2007Limits of Arbitrage: Theory and Evidence from the Mortgage?Backed Securities Market In: Journal of Finance.
[Full Text][Citation analysis]
article122
2004Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has another version. Agregated cites: 122
paper
2005Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 122
paper
2008Collective Risk Management in a Flight to Quality Episode In: Journal of Finance.
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article373
2007Collective Risk Management in a Flight to Quality Episode.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 373
paper
2014Sizing Up Repo In: Journal of Finance.
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article179
2012Sizing Up Repo.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 179
paper
2012Sizing Up Repo.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 179
paper
2018Measuring Liquidity Mismatch in the Banking Sector In: Journal of Finance.
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article61
2015Mesuring Liquidity Mismatch in the Banking Sector.(2015) In: Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2016Measuring Liquidity Mismatch in the Banking Sector.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 61
paper
2021Mortgage Design in an Equilibrium Model of the Housing Market In: Journal of Finance.
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article27
2018Mortgage Design in an Equilibrium Model of the Housing Market.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2016Mortgage Design in an Equilibrium Model of the Housing Market.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2021Foreign Safe Asset Demand and the Dollar Exchange Rate In: Journal of Finance.
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article65
2018Foreign Safe Asset Demand and the Dollar Exchange Rate.(2018) In: Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2019Foreign Safe Asset Demand and the Dollar Exchange Rate.(2019) In: Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2018Foreign Safe Asset Demand and the Dollar Exchange Rate.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 65
paper
2019Capital Flow Management with Multiple Instruments In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter5
2018Capital Flow Management with Multiple Instruments.(2018) In: Research Papers.
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This paper has another version. Agregated cites: 5
paper
2018Capital Flow Management with Multiple Instruments.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
2015The Impact of Treasury Supply on Financial Sector Lending and Stability In: Swiss Finance Institute Research Paper Series.
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paper75
2015The Impact of Treasury Supply on Financial Sector Lending and Stability.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 75
paper
2015The Impact of Treasury Supply on Financial Sector Lending and Stability.(2015) In: Research Papers.
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This paper has another version. Agregated cites: 75
paper
2015The impact of Treasury supply on financial sector lending and stability.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 75
article
2013The Impact of Treasury Supply on Financial Sector Lending and Stability.(2013) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 75
chapter
2017ECB Policies Involving Government Bond Purchases: Impacts and Channels In: CEPR Discussion Papers.
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paper57
2017ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: Research Papers.
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This paper has another version. Agregated cites: 57
paper
2017ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 57
paper
2015A Model of the Reserve Asset In: Research Papers.
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paper11
2018Dollar Safety and the Global Financial Cycle In: Research Papers.
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paper16
2020Dollar Safety and the Global Financial Cycle.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
2020Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment In: Research Papers.
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paper11
2020Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 11
paper
2020Corporate Debt Overhang and Credit Policy In: Research Papers.
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paper26
2017How Credit Cycles across a Financial Crisis In: Research Papers.
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paper75
2017How Credit Cycles across a Financial Crisis.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 75
paper
2000International Liquidity Management: Sterilization Policy in Illiquid Financial Markets In: Econometric Society World Congress 2000 Contributed Papers.
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paper13
2000International Liquidity Management: Sterilization Policy in Illiquid Financial Markets.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 13
paper
2003Collateral constraints and the amplification mechanism In: Journal of Economic Theory.
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article94
2004Smoothing sudden stops In: Journal of Economic Theory.
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article94
2001Smoothing Sudden Stops.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2002The bond/old-bond spread In: Journal of Financial Economics.
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article43
2001International and domestic collateral constraints in a model of emerging market crises In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article484
2000International and Domestic Collateral Constraints in a Model of Emerging Market Crises.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 484
paper
2006Bubbles and capital flow volatility: Causes and risk management In: Journal of Monetary Economics.
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article205
2005Bubbles and Capital Flow Volatility: Causes and Risk Management.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 205
paper
2018How Futures Trading Changed Bitcoin Prices In: FRBSF Economic Letter.
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article21
2006Financial innovation, macroeconomic stability and systemic crises - comments In: Proceedings.
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article0
2013The ins and outs of LSAPs. In: Proceedings - Economic Policy Symposium - Jackson Hole.
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article22
2018The Balance Sheet In: Book Chapters.
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chapter5
2005Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective In: International Journal of Central Banking.
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article33
2004Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 33
paper
2005Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 33
paper
2017Commentary: Policies for Crises Prevention and Management In: International Journal of Central Banking.
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article0
1999Emerging Markets Crisis: An Asset Markets Perspective In: IMF Working Papers.
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paper113
1998Emerging Market Crises: An Asset Markets Perspective.(1998) In: Working papers.
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This paper has another version. Agregated cites: 113
paper
1999Emerging Market Crises: An Asset Markets Perspective.(1999) In: Working papers.
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This paper has another version. Agregated cites: 113
paper
1998Emerging Market Crises: An Asset Markets Perspective.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 113
paper
2000Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank. In: Journal of Money, Credit and Banking.
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article12
2011Discussion of “Precautionary Reserves and the Interbank Market” In: Journal of Money, Credit and Banking.
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article0
2014Risk Topography: Systemic Risk and Macro Modeling In: NBER Books.
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book46
2011Risk Topography In: NBER Chapters.
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chapter24
2012Risk Topography.(2012) In: NBER Macroeconomics Annual.
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This paper has another version. Agregated cites: 24
article
2013Introduction to Risk Topography: Systemic Risk and Macro Modeling In: NBER Chapters.
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chapter2
2013Liquidity Mismatch Measurement In: NBER Chapters.
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chapter19
2012Comment on Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 In: NBER Chapters.
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chapter0
2004Inflation Targeting and Sudden Stops In: NBER Chapters.
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chapter48
2003Inflation Targeting and Sudden Stops.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 48
paper
2004Fiscal Policy and Financial Depth In: NBER Working Papers.
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paper86
2005Financial System Risk and Flight to Quality In: NBER Working Papers.
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paper7
2006Flight to Quality and Collective Risk Management In: NBER Working Papers.
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paper5
2007The Demand for Treasury Debt In: NBER Working Papers.
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paper43
2008A Model of Capital and Crises In: NBER Working Papers.
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paper187
2012A Model of Capital and Crises.(2012) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 187
article
2009A Model of Capital and Crises.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 187
paper
2010Balance Sheet Adjustments in the 2008 Crisis In: NBER Working Papers.
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paper84
2013Interpreting Repo Statistics in the Flow of Funds Accounts In: NBER Working Papers.
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paper1
2022The Demand for Money, Near-Money, and Treasury Bonds In: NBER Working Papers.
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paper0
2022The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys In: NBER Working Papers.
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paper0
2000Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment In: NBER Working Papers.
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paper37
2001International Liquidity Illusion: On the Risks of Sterilization In: NBER Working Papers.
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paper16
2001A Vertical Analysis of Crises and Intervention: Fear of Floating and Ex-ante Problems In: NBER Working Papers.
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paper20
2003Equilibrium Asset Prices Under Imperfect Corporate Control In: NBER Working Papers.
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paper5
2004Regulating Exclusion from Financial Markets In: Review of Economic Studies.
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article29
2010Balance Sheet Adjustments during the 2008 Crisis In: IMF Economic Review.
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article89
2008The Aggregate Demand for Treasury Debt In: 2008 Meeting Papers.
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paper613
2012The Aggregate Demand for Treasury Debt.(2012) In: Journal of Political Economy.
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2011The Effects of Quantitative Easing on Long-term Interest Rates In: 2011 Meeting Papers.
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paper58
2014Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply In: 2014 Meeting Papers.
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paper0
2013Comment In: NBER Macroeconomics Annual.
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article0
2011Discussion of “Precautionary Reserves and the Interbank Market” In: Journal of Money, Credit and Banking.
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article0

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