36
H index
53
i10 index
6525
Citations
Stanford University | 36 H index 53 i10 index 6525 Citations RESEARCH PRODUCTION: 41 Articles 72 Papers 1 Books 8 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with ARVIND KRISHNAMURTHY. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 41 |
Research Papers / Stanford University, Graduate School of Business | 13 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 2 |
Year | Title of citing document | |
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2023 | The 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. Full description at Econpapers || Download paper | |
2022 | Overreaction 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. Full description at Econpapers || Download paper | |
2022 | Debt Revenue and the Sustainability of Public Debt. (2022). Reis, Ricardo. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:103-24. Full description at Econpapers || Download paper | |
2022 | The Coming Battle of Digital Currencies. (2022). Mayer, Simon ; Cong, Lin William. In: Applied Economics and Policy Working Paper Series. RePEc:ags:cuaepw:320020. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | Capital Deaccumulation and the Large Persistent Effects of Financial Crises. (2023). Knowles, Matthew. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:218. Full description at Econpapers || Download paper | |
2022 | Sovereign Debt. (2022). Zettelmeyer, Jeromin ; Roldan, Francisco ; Roch, Francisco ; Martinez, Leonardo. In: Working Papers. RePEc:aoz:wpaper:167. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2022 | Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182. Full description at Econpapers || Download paper | |
2022 | Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency 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. Full description at Econpapers || Download paper | |
2022 | Mortgage Contracts and Selective Default. (2020). Robertson, Scott ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:2005.03554. Full description at Econpapers || Download paper | |
2022 | Testing 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. Full description at Econpapers || Download paper | |
2022 | Pandemic Recession and Helicopter Money: Venice, 1629--1631. (2022). Ugolini, Stefano ; Masciandaro, Donato ; Goodhart, Charles. In: Papers. RePEc:arx:papers:2201.07181. Full description at Econpapers || Download paper | |
2023 | Necessity 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. Full description at Econpapers || Download paper | |
2022 | Inference for Model Misspecification in Interest Rate Term Structure using Functional Principal Component Analysis. (2022). Hou, Kaiwen. In: Papers. RePEc:arx:papers:2212.10790. Full description at Econpapers || Download paper | |
2023 | Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455. Full description at Econpapers || Download paper | |
2023 | Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Deep 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. Full description at Econpapers || Download paper | |
2023 | Contagion Effects of the Silicon Valley Bank Run. (2023). Yorulmazer, Tanju ; Goldsmith-Pinkham, Paul ; Choi, Dong Beom. In: Papers. RePEc:arx:papers:2308.06642. Full description at Econpapers || Download paper | |
2022 | Evaluating 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Does the United States Bond Yield Affect Foreign Institutional Investor Inflows to India and Indian Stock Market?. (2022). Balakrishnan, Charumathi ; Rahman, Habeebu. In: Asian Economics Letters. RePEc:ayb:jrnael:75. Full description at Econpapers || Download paper | |
2022 | Pandemic Recession And Helicopter Money: Venice, 1629-1631. (2022). Ugolini, Stefano ; Masciandaro, Donato ; Goodhart, Charles. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp22179. Full description at Econpapers || Download paper | |
2022 | Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24. Full description at Econpapers || Download paper | |
2022 | Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37. Full description at Econpapers || Download paper | |
2022 | The Financial Origins of Non-fundamental Risk. (2022). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:22-4. Full description at Econpapers || Download paper | |
2022 | Stagflation and Topsy-Turvy Capital Flows. (2022). Coulibaly, Louphou ; Bengui, Julien. In: Staff Working Papers. RePEc:bca:bocawp:22-46. Full description at Econpapers || Download paper | |
2023 | Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media. (2023). Song, Wenting ; MacAulay, Alistair. In: Staff Working Papers. RePEc:bca:bocawp:23-23. Full description at Econpapers || Download paper | |
2023 | Monetary Policy Transmission, Bank Market Power, and Wholesale Funding Reliance. (2023). Enkhbold, Amina. In: Staff Working Papers. RePEc:bca:bocawp:23-35. Full description at Econpapers || Download paper | |
2023 | (Un)Conventional Monetary and Fiscal Policy. (2023). Xie, Yinxi ; Wu, Jing Cynthia. In: Staff Working Papers. RePEc:bca:bocawp:23-6. Full description at Econpapers || Download paper | |
2022 | Lending Relationships and Currency Hedging. (2022). Araujo, Gustavo ; Oliveira, Raquel F ; Schiozer, Rafael ; Leo, Sergio . In: Working Papers Series. RePEc:bcb:wpaper:565. Full description at Econpapers || Download paper | |
2022 | Mortgage securitization and information frictions in general equilibrium. (2022). Garcia, Salomon . In: Working Papers. RePEc:bde:wpaper:2221. Full description at Econpapers || Download paper | |
2023 | Effects 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. Full description at Econpapers || Download paper | |
2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2022 | The Currency Channel of the Global Bank Leverage Cycle. (2022). Pedrono, Justine. In: Working papers. RePEc:bfr:banfra:870. Full description at Econpapers || Download paper | |
2022 | The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885. Full description at Econpapers || Download paper | |
2022 | Is Capital Account Convertibility Required for the Renminbi to Acquire Reserve Currency Status?. (2022). Mehl, Arnaud ; Naef, Alain ; Monnet, Eric ; MacAire, Camille ; Eichengreen, Barry. In: Working papers. RePEc:bfr:banfra:892. Full description at Econpapers || Download paper | |
2023 | Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908. Full description at Econpapers || Download paper | |
2023 | Euro 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. Full description at Econpapers || Download paper | |
2022 | Monetary Policy, Inflation, and Crises: New Evidence from History and Administrative Data. (2022). Richter, Bjorn ; Peydro, Jose-Luis ; Kuvshinov, Dmitry ; Jimenez, Gabriel. In: Working Papers. RePEc:bge:wpaper:1378. Full description at Econpapers || Download paper | |
2023 | Banks vs. Firms: Who Benefits from Credit Guarantees?. (2023). Vanasco, Victoria ; Mayordomo, Sergio ; Martin, Alberto. In: Working Papers. RePEc:bge:wpaper:1389. Full description at Econpapers || Download paper | |
2022 | Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67. Full description at Econpapers || Download paper | |
2023 | Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68. Full description at Econpapers || Download paper | |
2022 | Exorbitant 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. Full description at Econpapers || Download paper | |
2022 | Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S. In: BIS Working Papers. RePEc:bis:biswps:1024. Full description at Econpapers || Download paper | |
2022 | What drives repo haircuts? Evidence from the UK market. (2022). Pinter, Gabor ; Yuan, Kathy ; Todorov, Karamfil ; Julliard, Christian. In: BIS Working Papers. RePEc:bis:biswps:1027. Full description at Econpapers || Download paper | |
2022 | Bank of Japans ETF purchase program and equity risk premium: a CAPM interpretation. (2022). Shino, Junnosuke ; Takahashi, Koji ; Katagiri, Mitsuru. In: BIS Working Papers. RePEc:bis:biswps:1029. Full description at Econpapers || Download paper | |
2023 | Monetary policy and credit card spending. (2023). Sandri, Damiano ; Grigoli, Francesco. In: BIS Working Papers. RePEc:bis:biswps:1064. Full description at Econpapers || Download paper | |
2023 | Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067. Full description at Econpapers || Download paper | |
2023 | CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086. Full description at Econpapers || Download paper | |
2023 | Crypto carry. (2023). Schrimpf, Andreas ; Todorov, Karamfil ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:1087. Full description at Econpapers || Download paper | |
2023 | Long-term debt propagation and real reversals. (2023). Korinek, Anton ; Juselius, Mikael ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:1098. Full description at Econpapers || Download paper | |
2023 | Who holds sovereign debt and why it matters. (2023). Hardy, Bryan ; Lewis, Karen ; Fang, Xiang. In: BIS Working Papers. RePEc:bis:biswps:1099. Full description at Econpapers || Download paper | |
2022 | Term 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. Full description at Econpapers || Download paper | |
2022 | Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996. Full description at Econpapers || Download paper | |
2022 | Economists 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. Full description at Econpapers || Download paper | |
2022 | Modelling 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. Full description at Econpapers || Download paper | |
2022 | Financial 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. Full description at Econpapers || Download paper | |
2023 | Did quantitative easing reduce the borrowing costs of firms? The risk?taking channel. (2023). Shen, YI ; Wang, Gang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:507-536. Full description at Econpapers || Download paper | |
2023 | CEO 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. Full description at Econpapers || Download paper | |
2022 | The Impact of Mandatory Deleveraging on Corporate Tax Avoidance: Evidence from a Quasi?experiment in China. (2022). Yu, Yan ; Deng, Lixing ; Chen, Zifan ; Xu, Zihui. In: Australian Accounting Review. RePEc:bla:ausact:v:32:y:2022:i:3:p:352-366. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2023 | Asset 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | Financial development and the effect of cross?border bank flows on house prices. (2023). Hyde, Stuart ; Cho, Sungjun ; Romero, Nestor. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:39-63. Full description at Econpapers || Download paper | |
2022 | Monetary policy or macroprudential policies: What can tame the cycles?. (2022). Vollmer, Uwe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1510-1538. Full description at Econpapers || Download paper | |
2023 | Diagnosing 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. Full description at Econpapers || Download paper | |
2023 | Interbank 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. Full description at Econpapers || Download paper | |
2022 | Predictably 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Volatility 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. Full description at Econpapers || Download paper | |
2022 | Predictable 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. Full description at Econpapers || Download paper | |
2022 | Late 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. Full description at Econpapers || Download paper | |
2022 | Monetary 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. Full description at Econpapers || Download paper | |
2022 | The Anatomy of the Transmission of Macroprudential Policies. (2022). McCann, Fergal ; Eisert, Tim ; Crosignani, Matteo ; Bergant, Katharina ; Acharya, Viral V. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2533-2575. Full description at Econpapers || Download paper | |
2022 | Rare Disasters, Financial Development, and Sovereign Debt. (2022). Yang, Jinqiang ; Wang, Neng ; Rebelo, Sergio. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2719-2764. Full description at Econpapers || Download paper | |
2023 | International 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. Full description at Econpapers || Download paper | |
2023 | A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2022 | Asymmetric 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. Full description at Econpapers || Download paper | |
2022 | Currency returns and systematic risk. (2022). Scatimburgo, Pedro ; Ferreira, Alex ; Gonalves, Fernanda. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:6:p:609-647. Full description at Econpapers || Download paper | |
2022 | Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515. Full description at Econpapers || Download paper | |
2023 | Market 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. Full description at Econpapers || Download paper | |
2023 | Quantitative 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | What happens during flight to safety: Evidence from public and private real estate markets. (2022). Steiner, Eva ; Connolly, Robert A ; Boudry, Walter I. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:147-172. Full description at Econpapers || Download paper | |
2022 | Quantitative easing and agency MBS investment and financing choices by mortgage REITs. (2022). Frame, W ; Steiner, Eva. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:4:p:931-965. Full description at Econpapers || Download paper | |
2022 | On the aggregate effects of global uncertainty: Evidence from an emerging economy. (2022). Ahiadorme, Johnson. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:390-407. Full description at Econpapers || Download paper | |
2023 | Optimum 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Exchange 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. Full description at Econpapers || Download paper | |
2022 | Consumption effects of mortgage payment. (2022). Albuquerque, Bruno ; Varadi, Alexandra. In: Bank of England working papers. RePEc:boe:boeewp:0963. Full description at Econpapers || Download paper | |
2022 | FX option volume. (2022). Wang, Tianyu ; Huang, Shiyang ; Della Corte, Pasquale ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0964. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2013 | Intermediary Asset Pricing In: American Economic Review. [Full Text][Citation analysis] | article | 515 |
2008 | Intermediary Asset Pricing.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 515 | paper | |
2016 | What Makes US Government Bonds Safe Assets? In: American Economic Review. [Full Text][Citation analysis] | article | 21 |
2016 | What Makes US Government Bonds Safe Assets?.(2016) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2016 | What Makes US Government Bonds Safe Assets?.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2019 | A Model of Safe Asset Determination In: American Economic Review. [Full Text][Citation analysis] | article | 61 |
2016 | A Model of Safe Asset Determination.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
2002 | A Dual Liquidity Model for Emerging Markets In: American Economic Review. [Full Text][Citation analysis] | article | 43 |
2002 | A Dual Liquidity Model for Emerging Markets.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2005 | Equilibrium Investment and Asset Prices under Imperfect Corporate Control In: American Economic Review. [Full Text][Citation analysis] | article | 34 |
2009 | Global Imbalances and Financial Fragility In: American Economic Review. [Full Text][Citation analysis] | article | 174 |
2009 | Global Imbalances and Financial Fragility.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 174 | paper | |
2019 | A Macroeconomic Framework for Quantifying Systemic Risk In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 174 |
2015 | A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 174 | paper | |
2015 | A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 174 | paper | |
2012 | A macroeconomic framework for quantifying systemic risk.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 174 | paper | |
2014 | A Macroeconomic Framework for Quantifying Systemic Risk.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 174 | paper | |
2010 | Amplification Mechanisms in Liquidity Crises In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 105 |
2009 | Amplification Mechanisms in Liquidity Crises.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2018 | Foreign Safe Asset Demand for US Treasurys and the Dollar In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 39 |
2010 | How Debt Markets Have Malfunctioned in the Crisis In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 131 |
2009 | How Debt Markets have Malfunctioned in the Crisis.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
2018 | How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states In: Water Policy Research Highlights. [Full Text][Citation analysis] | paper | 0 |
2018 | Intermediary Asset Pricing and the Financial Crisis In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 40 |
2018 | Intermediary Asset Pricing and the Financial Crisis.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2008 | Musical chairs: a comment on the credit crisis. In: Financial Stability Review. [Full Text][Citation analysis] | article | 8 |
2011 | The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 999 |
2011 | The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 999 | paper | |
2014 | Efficient Credit Policies in a Housing Debt Crisis In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 47 |
2003 | Excessive Dollar Debt: Financial Development and Underinsurance In: Journal of Finance. [Full Text][Citation analysis] | article | 196 |
2007 | Limits of Arbitrage: Theory and Evidence from the Mortgage?Backed Securities Market In: Journal of Finance. [Full Text][Citation analysis] | article | 131 |
2004 | Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market.(2004) In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
2005 | Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
2008 | Collective Risk Management in a Flight to Quality Episode In: Journal of Finance. [Full Text][Citation analysis] | article | 393 |
2007 | Collective Risk Management in a Flight to Quality Episode.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 393 | paper | |
2014 | Sizing Up Repo In: Journal of Finance. [Full Text][Citation analysis] | article | 186 |
2012 | Sizing Up Repo.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 186 | paper | |
2012 | Sizing Up Repo.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 186 | paper | |
2018 | Measuring Liquidity Mismatch in the Banking Sector In: Journal of Finance. [Full Text][Citation analysis] | article | 69 |
2015 | Mesuring Liquidity Mismatch in the Banking Sector.(2015) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2016 | Measuring Liquidity Mismatch in the Banking Sector.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2021 | Mortgage Design in an Equilibrium Model of the Housing Market In: Journal of Finance. [Full Text][Citation analysis] | article | 36 |
2018 | Mortgage 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: 36 | paper | |
2016 | Mortgage 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: 36 | paper | |
2021 | Foreign Safe Asset Demand and the Dollar Exchange Rate In: Journal of Finance. [Full Text][Citation analysis] | article | 82 |
2018 | Foreign Safe Asset Demand and the Dollar Exchange Rate.(2018) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2019 | Foreign Safe Asset Demand and the Dollar Exchange Rate.(2019) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2018 | Foreign Safe Asset Demand and the Dollar Exchange Rate.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2019 | Capital Flow Management with Multiple Instruments In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 7 |
2018 | Capital Flow Management with Multiple Instruments.(2018) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2018 | Capital Flow Management with Multiple Instruments.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2015 | The Impact of Treasury Supply on Financial Sector Lending and Stability In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 88 |
2015 | The Impact of Treasury Supply on Financial Sector Lending and Stability.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
2015 | The Impact of Treasury Supply on Financial Sector Lending and Stability.(2015) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
2015 | The impact of Treasury supply on financial sector lending and stability.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | article | |
2013 | The Impact of Treasury Supply on Financial Sector Lending and Stability.(2013) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 88 | chapter | |
2017 | ECB Policies Involving Government Bond Purchases: Impacts and Channels In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 74 |
2017 | ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2017 | ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2015 | A Model of the Reserve Asset In: Research Papers. [Full Text][Citation analysis] | paper | 11 |
2018 | Dollar Safety and the Global Financial Cycle In: Research Papers. [Full Text][Citation analysis] | paper | 23 |
2020 | Dollar Safety and the Global Financial Cycle.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2020 | Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment In: Research Papers. [Full Text][Citation analysis] | paper | 13 |
2020 | Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2020 | Corporate Debt Overhang and Credit Policy In: Research Papers. [Full Text][Citation analysis] | paper | 31 |
2017 | How Credit Cycles across a Financial Crisis In: Research Papers. [Full Text][Citation analysis] | paper | 85 |
2017 | How Credit Cycles across a Financial Crisis.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2000 | International Liquidity Management: Sterilization Policy in Illiquid Financial Markets In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 13 |
2000 | International Liquidity Management: Sterilization Policy in Illiquid Financial Markets.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2003 | Collateral constraints and the amplification mechanism In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 97 |
2004 | Smoothing sudden stops In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 95 |
2001 | Smoothing Sudden Stops.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
2002 | The bond/old-bond spread In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 53 |
2001 | International and domestic collateral constraints in a model of emerging market crises In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 498 |
2000 | International 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: 498 | paper | |
2006 | Bubbles and capital flow volatility: Causes and risk management In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 215 |
2005 | Bubbles and Capital Flow Volatility: Causes and Risk Management.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 215 | paper | |
2018 | How Futures Trading Changed Bitcoin Prices In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 27 |
2006 | Financial innovation, macroeconomic stability and systemic crises - comments In: Proceedings. [Full Text][Citation analysis] | article | 0 |
2013 | The ins and outs of LSAPs. In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 25 |
2018 | The Balance Sheet In: Book Chapters. [Full Text][Citation analysis] | chapter | 5 |
2005 | Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 33 |
2004 | Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2005 | Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2017 | Commentary: Policies for Crises Prevention and Management In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 0 |
1999 | Emerging Markets Crisis: An Asset Markets Perspective In: IMF Working Papers. [Full Text][Citation analysis] | paper | 114 |
1998 | Emerging Market Crises: An Asset Markets Perspective.(1998) In: Working papers. [Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
1999 | Emerging Market Crises: An Asset Markets Perspective.(1999) In: Working papers. [Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
1998 | Emerging Market Crises: An Asset Markets Perspective.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
2000 | Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 12 |
2011 | Discussion of “Precautionary Reserves and the Interbank Market” In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
2014 | Risk Topography: Systemic Risk and Macro Modeling In: NBER Books. [Citation analysis] | book | 50 |
2011 | Risk Topography In: NBER Chapters. [Full Text][Citation analysis] | chapter | 24 |
2012 | Risk Topography.(2012) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2013 | Introduction to Risk Topography: Systemic Risk and Macro Modeling In: NBER Chapters. [Full Text][Citation analysis] | chapter | 3 |
2013 | Liquidity Mismatch Measurement In: NBER Chapters. [Full Text][Citation analysis] | chapter | 20 |
2012 | Comment on Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2004 | Inflation Targeting and Sudden Stops In: NBER Chapters. [Full Text][Citation analysis] | chapter | 48 |
2003 | Inflation Targeting and Sudden Stops.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2004 | Fiscal Policy and Financial Depth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 91 |
2005 | Financial System Risk and Flight to Quality In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2006 | Flight to Quality and Collective Risk Management In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2007 | The Demand for Treasury Debt In: NBER Working Papers. [Full Text][Citation analysis] | paper | 44 |
2008 | A Model of Capital and Crises In: NBER Working Papers. [Full Text][Citation analysis] | paper | 203 |
2012 | A Model of Capital and Crises.(2012) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | article | |
2009 | A Model of Capital and Crises.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | paper | |
2010 | Balance Sheet Adjustments in the 2008 Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 84 |
2013 | Interpreting Repo Statistics in the Flow of Funds Accounts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | The Demand for Money, Near-Money, and Treasury Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 37 |
2001 | International Liquidity Illusion: On the Risks of Sterilization In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2001 | A Vertical Analysis of Crises and Intervention: Fear of Floating and Ex-ante Problems In: NBER Working Papers. [Full Text][Citation analysis] | paper | 21 |
2003 | Equilibrium Asset Prices Under Imperfect Corporate Control In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2004 | Regulating Exclusion from Financial Markets In: Review of Economic Studies. [Full Text][Citation analysis] | article | 29 |
2010 | Balance Sheet Adjustments during the 2008 Crisis In: IMF Economic Review. [Full Text][Citation analysis] | article | 92 |
2008 | The Aggregate Demand for Treasury Debt In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 681 |
2012 | The Aggregate Demand for Treasury Debt.(2012) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 681 | article | |
2011 | The Effects of Quantitative Easing on Long-term Interest Rates In: 2011 Meeting Papers. [Full Text][Citation analysis] | paper | 59 |
2014 | Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply In: 2014 Meeting Papers. [Citation analysis] | paper | 0 |
2013 | Comment In: NBER Macroeconomics Annual. [Full Text][Citation analysis] | article | 0 |
2011 | Discussion of “Precautionary Reserves and the Interbank Market” In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
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