ARVIND KRISHNAMURTHY : Citation Profile

Are you ARVIND KRISHNAMURTHY?

Stanford University

38

H index

53

i10 index

6890

Citations

RESEARCH PRODUCTION:

41

Articles

75

Papers

1

Books

8

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 265
   Journals where ARVIND KRISHNAMURTHY has often published
   Relations with other researchers
   Recent citing documents: 499.    Total self citations: 55 (0.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr393
   Updated: 2024-12-03    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Lustig, Hanno (4)

He, Zhiguo (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 (91)

Adrian, Tobias (70)

Vayanos, Dimitri (61)

Martin, Alberto (60)

He, Zhiguo (56)

Peydro, Jose-Luis (54)

Acharya, Viral (45)

Van Nieuwerburgh, Stijn (44)

Brunnermeier, Markus (41)

Shleifer, Andrei (41)

Boyarchenko, Nina (41)

Cites to:

Caballero, Ricardo (53)

Vayanos, Dimitri (35)

Campbell, John (21)

Bernanke, Ben (17)

Gertler, Mark (16)

Tirole, Jean (16)

Diamond, Douglas (16)

Holmstrom, Bengt (15)

Gourinchas, Pierre-Olivier (15)

Pedersen, Lasse (14)

Reinhart, Carmen (12)

Main data

Where ARVIND KRISHNAMURTHY has published?

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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc44
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 (2024 and 2023)

YearTitle of citing document
2023The Voice of Monetary Policy. (2023). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:548-84.

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2023How 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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2023Capital Deaccumulation and the Large Persistent Effects of Financial Crises. (2023). Knowles, Matthew. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:218.

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2023Does Income Inequality Affect Capital Flows? Evidence from Emerging Markets and Developing Economies. (2023). Toledo, Fernando ; Solla, Mariquena ; Montes-Rojas, Gabriel ; Carrera, Jorge. In: Working Papers. RePEc:aoz:wpaper:268.

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2024Differential Crowding Out Effects of Government Loans and Bonds: Evidence from an Emerging Market Economy. (2024). Tobal, Martin ; de la Vega, Everardo Tellez ; Jaume, David ; Agarwal, Isha. In: Working Papers. RePEc:aoz:wpaper:314.

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2023Testing 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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2024Necessity of Rational Asset Price Bubbles in Two-Sector Growth Economies. (2022). Jinnai, Ryo ; Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2211.13100.

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2023Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455.

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2024Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263.

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2023The Unified Framework for Modelling Credit Cycles with Marshall-Walras Price Formation Process And Systemic Risk Assessment. (2023). Szwabi, Janusz ; Fortuna, Kamil. In: Papers. RePEc:arx:papers:2305.06337.

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2023Deep Learning for Solving and Estimating Dynamic Macro-Finance Models. (2023). Gu, Zhouzhou ; Jiao, Anran ; Qiao, Edward ; Fan, Benjamin ; Lu, LU ; Li, Wenhao. In: Papers. RePEc:arx:papers:2305.09783.

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2024Contagion Effects of the Silicon Valley Bank Run. (2023). Yorulmazer, Tanju ; Goldsmith-Pinkham, Paul ; Choi, Dong Beom. In: Papers. RePEc:arx:papers:2308.06642.

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2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2024From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Wang, Guiling ; Uddin, Ajim ; Gu, Jingyi ; Goswami, Bhaskar ; Ye, Junyi. In: Papers. RePEc:arx:papers:2403.06779.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Pricing Catastrophe Bonds -- A Probabilistic Machine Learning Approach. (2024). Zhou, Rui ; Lu, Yufan ; Li, Hong ; Chen, Xiaowei. In: Papers. RePEc:arx:papers:2405.00697.

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2023.

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2023Estimating the Appropriate Quantity of Settlement Balances in a Floor System. (2023). Bulusu, Narayan ; Witmer, Jonathan ; McRae, Kaetlynd ; McNeely, Matthew. In: Discussion Papers. RePEc:bca:bocadp:23-26.

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2023Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media. (2023). Song, Wenting ; MacAulay, Alistair. In: Staff Working Papers. RePEc:bca:bocawp:23-23.

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2023Monetary Policy Transmission, Bank Market Power, and Wholesale Funding Reliance. (2023). Enkhbold, Amina. In: Staff Working Papers. RePEc:bca:bocawp:23-35.

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2023Intermediary Market Power and Capital Constraints. (2023). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:23-51.

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2023(Un)Conventional Monetary and Fiscal Policy. (2023). Xie, Yinxi ; Wu, Jing Cynthia. In: Staff Working Papers. RePEc:bca:bocawp:23-6.

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2023Flight to climatic safety: local natural disasters and global portfolio flows. (2023). Gazzani, Andrea ; Ferriani, Fabrizio ; Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1420_23.

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2023Decomposing the monetary policy multiplier. (2023). Jord, Oscar ; Venditti, Fabrizio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1422_23.

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2024Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24.

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2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

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2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

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2023Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?. (2023). Pagliari, Maria Sole ; Sestieri, Giulia ; Rossi, Barbara ; Penalver, Adrian ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:912.

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2024The Impact of the PEPP on the Corporate Commercial Paper Market. (2024). Schwenninger, Alice ; Fourel, Valere. In: Working papers. RePEc:bfr:banfra:946.

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2023Banks vs. Firms: Who Benefits from Credit Guarantees?. (2023). Vanasco, Victoria ; Mayordomo, Sergio ; Martin, Alberto. In: Working Papers. RePEc:bge:wpaper:1389.

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2024Sectoral Dynamics of Safe Assets in Advanced Economies. (2024). Kuvshinov, Dmitry ; Jauregui, Madalen Castells ; Vanasco, Victoria ; Richter, Bjorn. In: Working Papers. RePEc:bge:wpaper:1438.

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2023Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68.

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2023Monetary policy and credit card spending. (2023). Sandri, Damiano ; Grigoli, Francesco. In: BIS Working Papers. RePEc:bis:biswps:1064.

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2023Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067.

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2023CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086.

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2023Crypto carry. (2023). Schrimpf, Andreas ; Todorov, Karamfil ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:1087.

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2023Long-term debt propagation and real reversals. (2023). Korinek, Anton ; Juselius, Mikael ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:1098.

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2023Who holds sovereign debt and why it matters. (2023). Hardy, Bryan ; Lewis, Karen ; Fang, Xiang. In: BIS Working Papers. RePEc:bis:biswps:1099.

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2023Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell. In: BIS Working Papers. RePEc:bis:biswps:1138.

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2024DeFi leverage. (2024). Huang, Wenqian ; Heimbach, Lioba. In: BIS Working Papers. RePEc:bis:biswps:1171.

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2023CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Huang, Yanhuang ; Wang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028.

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2023Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer. (2023). , Peter ; Shi, Shuping. In: Australian Economic Review. RePEc:bla:ausecr:v:56:y:2023:i:3:p:357-362.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2023Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95.

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2024The questions being asked: Academic research, the media, and regulators. (2024). Lowry, Michelle. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:549-560.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245.

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2023A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670.

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2023.

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2023Optimum financial areas: Retooling the governance of global finance. (2023). Jones, Erik. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:6:p:1582-1608.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2023Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1041.

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2023The demand for long-term mortgage contracts and the role of collateral. (2023). Liu, LU. In: Bank of England working papers. RePEc:boe:boeewp:1009.

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2023Unwinding quantitative easing: state dependency and household heterogeneity. (2023). Cantore, Cristiano ; Meichtry, Pascal. In: Bank of England working papers. RePEc:boe:boeewp:1030.

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2024Dynamic Contracting with Many Agents. (2024). Rochet, Jean ; Gersbach, Hans ; Villeneuve, Stephane ; von Thadden, Ernst-Ludwig ; Biais, Bruno. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_412v2.

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2024Evaluating the Financial Instability Hypothesis: A Positive and Normative Analysis of Leveraged Risk-Taking and Extrapolative Expectations. (2024). van der Ghote, Alejandro ; Camous, Antoine. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_431v2.

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2024Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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2023The U.S. Dollar as an International Currency and Its Economic Effects: Working Paper 2023-04. (2023). Fried, Daniel. In: Working Papers. RePEc:cbo:wpaper:58764.

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2023UK monetary and fiscal policy since the Great Recession- an evaluation. (2023). Minford, A. Patrick ; Wang, Ziqing ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/9.

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2023Quantitative Easing in the Euro Area: Implications for Income and Wealth Inequality. (2023). Stojanovic, Dusan. In: CERGE-EI Working Papers. RePEc:cer:papers:wp760.

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2023Inequality and the Zero Lower Bound. (2023). Rachedi, Omar ; Nuo, Galo ; Marbet, Joel ; Fernandez-Villaverde, Jesus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10471.

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2024Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Bougheas, Spiros ; Nelson, Douglas R ; Kirman, Alan P ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991.

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2023A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Forthcoming in Insurance: Mathematics and Economics). (2023). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf576.

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2023CBDC Policies in Open Economies. (2023). Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Sokol, Andrej ; Kumhof, Michael. In: Discussion Papers. RePEc:cfm:wpaper:2309.

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2023Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314.

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2023.

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2024Financial Crisis as a Run on Profitable Banks. (2024). Kim, Sang Rae. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2024:v:25:i:1:kim.

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2023Safe Asset Scarcity and Re-use in the European Repo Market. (2023). van Lelyveld, Iman ; Inhoffen, Justus. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2050.

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2023Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2057.

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2023Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058.

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2023Long-term Investors, Demand Shifts, and Yields. (2023). Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:769.

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2023Safe Asset Scarcity and Re-use in the European Repo Market. (2023). Lelyveld, Iman ; van Lelyveld, Iman ; Inhoffen, Justus. In: Working Papers. RePEc:dnb:dnbwpp:787.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2023Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17.

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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.
[Full Text][Citation analysis]		article555
2008Intermediary Asset Pricing.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 555		paper
2016What Makes US Government Bonds Safe Assets? In: American Economic Review.
[Full Text][Citation analysis]		article22
2016What Makes US Government Bonds Safe Assets?.(2016) In: Research Papers.
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This paper has nother version. Agregated cites: 22		paper
2016What Makes US Government Bonds Safe Assets?.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2019A Model of Safe Asset Determination In: American Economic Review.
[Full Text][Citation analysis]		article70
2016A Model of Safe Asset Determination.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2002A Dual Liquidity Model for Emerging Markets In: American Economic Review.
[Full Text][Citation analysis]		article43
2002A Dual Liquidity Model for Emerging Markets.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 43		paper
2005Equilibrium Investment and Asset Prices under Imperfect Corporate Control In: American Economic Review.
[Full Text][Citation analysis]		article34
2009Global Imbalances and Financial Fragility In: American Economic Review.
[Full Text][Citation analysis]		article177
2009Global Imbalances and Financial Fragility.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 177		paper
2019A Macroeconomic Framework for Quantifying Systemic Risk In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article183
2015A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 183		paper
2015A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Research Papers.
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This paper has nother version. Agregated cites: 183		paper
2012A macroeconomic framework for quantifying systemic risk.(2012) In: Working Paper Research.
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This paper has nother version. Agregated cites: 183		paper
2014A Macroeconomic Framework for Quantifying Systemic Risk.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 183		paper
2010Amplification Mechanisms in Liquidity Crises In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article110
2009Amplification Mechanisms in Liquidity Crises.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 110		paper
2018Foreign Safe Asset Demand for US Treasurys and the Dollar In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article42
2010How Debt Markets Have Malfunctioned in the Crisis In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article137
2009How Debt Markets have Malfunctioned in the Crisis.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 137		paper
2018How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states In: Water Policy Research Highlights.
[Full Text][Citation analysis]		paper0
2018Intermediary Asset Pricing and the Financial Crisis In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article45
2018Intermediary Asset Pricing and the Financial Crisis.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 45		paper
2008Musical chairs: a comment on the credit crisis. In: Financial Stability Review.
[Full Text][Citation analysis]		article8
2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article1035
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 nother version. Agregated cites: 1035		paper
2014Efficient Credit Policies in a Housing Debt Crisis In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article50
2003Excessive Dollar Debt: Financial Development and Underinsurance In: Journal of Finance.
[Full Text][Citation analysis]		article203
2007Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market In: Journal of Finance.
[Full Text][Citation analysis]		article131
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 nother version. Agregated cites: 131		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 nother version. Agregated cites: 131		paper
2008Collective Risk Management in a Flight to Quality Episode In: Journal of Finance.
[Full Text][Citation analysis]		article409
2007Collective Risk Management in a Flight to Quality Episode.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 409		paper
2014Sizing Up Repo In: Journal of Finance.
[Full Text][Citation analysis]		article187
2012Sizing Up Repo.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 187		paper
2012Sizing Up Repo.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 187		paper
2018Measuring Liquidity Mismatch in the Banking Sector In: Journal of Finance.
[Full Text][Citation analysis]		article77
2015Mesuring Liquidity Mismatch in the Banking Sector.(2015) In: Research Papers.
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This paper has nother version. Agregated cites: 77		paper
2016Measuring Liquidity Mismatch in the Banking Sector.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 77		paper
2021Mortgage Design in an Equilibrium Model of the Housing Market In: Journal of Finance.
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2018Mortgage Design in an Equilibrium Model of the Housing Market.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2016Mortgage Design in an Equilibrium Model of the Housing Market.(2016) In: 2016 Meeting Papers.
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This paper has nother version. Agregated cites: 42		paper
2021Foreign Safe Asset Demand and the Dollar Exchange Rate In: Journal of Finance.
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2018Foreign Safe Asset Demand and the Dollar Exchange Rate.(2018) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2019Foreign Safe Asset Demand and the Dollar Exchange Rate.(2019) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2018Foreign Safe Asset Demand and the Dollar Exchange Rate.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 103		paper
2019Capital Flow Management with Multiple Instruments In: Central Banking, Analysis, and Economic Policies Book Series.
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2018Capital Flow Management with Multiple Instruments.(2018) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2018Capital Flow Management with Multiple Instruments.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2015The Impact of Treasury Supply on Financial Sector Lending and Stability In: Swiss Finance Institute Research Paper Series.
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2015The Impact of Treasury Supply on Financial Sector Lending and Stability.(2015) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 101		paper
2015The Impact of Treasury Supply on Financial Sector Lending and Stability.(2015) In: Research Papers.
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This paper has nother version. Agregated cites: 101		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 nother version. Agregated cites: 101		article
2013The Impact of Treasury Supply on Financial Sector Lending and Stability.(2013) In: NBER Chapters.
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This paper has nother version. Agregated cites: 101		chapter
2017ECB Policies Involving Government Bond Purchases: Impacts and Channels In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper99
2017ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: Research Papers.
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This paper has nother version. Agregated cites: 99		paper
2017ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: NBER Working Papers.
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2015A Model of the Reserve Asset In: Research Papers.
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2018Dollar Safety and the Global Financial Cycle In: Research Papers.
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2020Dollar Safety and the Global Financial Cycle.(2020) In: NBER Working Papers.
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2020Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment In: Research Papers.
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2020Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment.(2020) In: NBER Working Papers.
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2020Corporate Debt Overhang and Credit Policy In: Research Papers.
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2017How Credit Cycles across a Financial Crisis In: Research Papers.
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2017How Credit Cycles across a Financial Crisis.(2017) In: NBER Working Papers.
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2000International Liquidity Management: Sterilization Policy in Illiquid Financial Markets In: Econometric Society World Congress 2000 Contributed Papers.
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2000International Liquidity Management: Sterilization Policy in Illiquid Financial Markets.(2000) In: NBER Working Papers.
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2003Collateral constraints and the amplification mechanism In: Journal of Economic Theory.
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2004Smoothing sudden stops In: Journal of Economic Theory.
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2001Smoothing Sudden Stops.(2001) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 95		paper
2002The bond/old-bond spread In: Journal of Financial Economics.
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2001International and domestic collateral constraints in a model of emerging market crises In: Journal of Monetary Economics.
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2000International and Domestic Collateral Constraints in a Model of Emerging Market Crises.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 504		paper
2006Bubbles and capital flow volatility: Causes and risk management In: Journal of Monetary Economics.
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2005Bubbles and Capital Flow Volatility: Causes and Risk Management.(2005) In: NBER Working Papers.
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2018How Futures Trading Changed Bitcoin Prices In: FRBSF Economic Letter.
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2006Financial innovation, macroeconomic stability and systemic crises - comments In: Proceedings.
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2013The ins and outs of LSAPs. In: Proceedings - Economic Policy Symposium - Jackson Hole.
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2018The Balance Sheet In: Book Chapters.
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2005Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective In: International Journal of Central Banking.
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2004Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective.(2004) In: NBER Working Papers.
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2005Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective.(2005) In: MPRA Paper.
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2017Commentary: Policies for Crises Prevention and Management In: International Journal of Central Banking.
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1999Emerging Markets Crisis: An Asset Markets Perspective In: IMF Working Papers.
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1998Emerging Market Crises: An Asset Markets Perspective.(1998) In: Working papers.
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This paper has nother version. Agregated cites: 115		paper
1999Emerging Market Crises: An Asset Markets Perspective.(1999) In: Working papers.
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This paper has nother version. Agregated cites: 115		paper
1998Emerging Market Crises: An Asset Markets Perspective.(1998) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 115		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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2011Discussion of “Precautionary Reserves and the Interbank Market” In: Journal of Money, Credit and Banking.
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2014Risk Topography: Systemic Risk and Macro Modeling In: NBER Books.
[Citation analysis]		book50
2011Risk Topography In: NBER Chapters.
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2012Risk Topography.(2012) In: NBER Macroeconomics Annual.
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2013Introduction to Risk Topography: Systemic Risk and Macro Modeling In: NBER Chapters.
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2013Liquidity Mismatch Measurement In: NBER Chapters.
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2012Comment on Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 In: NBER Chapters.
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2004Inflation Targeting and Sudden Stops In: NBER Chapters.
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2003Inflation Targeting and Sudden Stops.(2003) In: NBER Working Papers.
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2004Fiscal Policy and Financial Depth In: NBER Working Papers.
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2005Financial System Risk and Flight to Quality In: NBER Working Papers.
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2006Flight to Quality and Collective Risk Management In: NBER Working Papers.
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2007The Demand for Treasury Debt In: NBER Working Papers.
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2008A Model of Capital and Crises In: NBER Working Papers.
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2012A Model of Capital and Crises.(2012) In: The Review of Economic Studies.
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2009A Model of Capital and Crises.(2009) In: 2009 Meeting Papers.
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2010Balance Sheet Adjustments in the 2008 Crisis In: NBER Working Papers.
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2013Interpreting Repo Statistics in the Flow of Funds Accounts In: NBER Working Papers.
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2022The Demand for Money, Near-Money, and Treasury Bonds In: NBER Working Papers.
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2022The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys In: NBER Working Papers.
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2023Liquidity, Debt Denomination, and Currency Dominance In: NBER Working Papers.
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2023Implications of Asset Market Data for Equilibrium Models of Exchange Rates In: NBER Working Papers.
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2024Convenience Yields and Exchange Rate Puzzles In: NBER Working Papers.
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2000Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment In: NBER Working Papers.
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2001International Liquidity Illusion: On the Risks of Sterilization In: NBER Working Papers.
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2001A Vertical Analysis of Crises and Intervention: Fear of Floating and Ex-ante Problems In: NBER Working Papers.
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2003Equilibrium Asset Prices Under Imperfect Corporate Control In: NBER Working Papers.
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2004Regulating Exclusion from Financial Markets In: The Review of Economic Studies.
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2010Balance Sheet Adjustments during the 2008 Crisis In: IMF Economic Review.
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2008The Aggregate Demand for Treasury Debt In: 2008 Meeting Papers.
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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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2014Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply In: 2014 Meeting Papers.
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2013Comment In: NBER Macroeconomics Annual.
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2011Discussion of “Precautionary Reserves and the Interbank Market” In: Journal of Money, Credit and Banking.
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