38
H index
58
i10 index
7409
Citations
Stanford University | 38 H index 58 i10 index 7409 Citations RESEARCH PRODUCTION: 51 Articles 85 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 |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 46 |
| Research Papers / Stanford University, Graduate School of Business | 20 |
| 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 | |
|---|---|---|
| 2024 | The Flight to Safety and International Risk Sharing. (2024). Kekre, Rohan ; Lenel, Moritz. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:6:p:1650-91. Full description at Econpapers || Download paper | |
| 2024 | Crowding-out, home bias and financial stability in the aftermath of the sovereign debt crisis. (2024). Kubinschi, Matei ; Rdulescu, Eugen ; Zaharia-Rotaru, Alina ; Alupoaiei, Alexie. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:107-128. Full description at Econpapers || Download paper | |
| 2024 | Quantitative easing and its implications for contingent convertible triggers: an analytical perspective. (2024). Vid, Alin Ioan ; Chepti, Alexandra ; Cotescu, Rzvan ; Vasilca, Miruna-Mihaela. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:357-373. Full description at Econpapers || Download paper | |
| 2025 | Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds. (2025). Williams, Tomas ; Schmukler, Sergio ; Pandolfi, Lorenzo ; Villegas-Bauer, German ; Moretti, Matias. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:192. Full description at Econpapers || Download paper | |
| 2024 | Differential Crowding Out Effects of Government Loans and Bonds: Evidence from an Emerging Market Economy. (2024). Tobal, Martin ; Jaume, David ; Agarwal, Isha ; de la Vega, Everardo Tellez. In: Working Papers. RePEc:aoz:wpaper:314. Full description at Econpapers || Download paper | |
| 2025 | The behavior of stock market prices throughout the episodes of capital inflows. (2020). Sevil, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472. Full description at Econpapers || Download paper | |
| 2024 | Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles. (2024). Toda, Alexis Akira ; Jinnai, Ryo ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2211.13100. Full description at Econpapers || Download paper | |
| 2025 | Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think. (2023). Sheng, Liugang ; Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2302.13455. Full description at Econpapers || Download paper | |
| 2024 | Strategic Ambiguity in Global Games. (2024). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263. Full description at Econpapers || Download paper | |
| 2024 | Contagion Effects of the Silicon Valley Bank Run. (2024). Goldsmith-Pinkham, Paul ; Choi, Dong Beom ; Yorulmazer, Tanju. In: Papers. RePEc:arx:papers:2308.06642. Full description at Econpapers || Download paper | |
| 2024 | Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
| 2024 | From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Ye, Junyi ; Gu, Jingyi ; Wang, Guiling ; Goswami, Bhaskar ; Uddin, Ajim. In: Papers. RePEc:arx:papers:2403.06779. Full description at Econpapers || Download paper | |
| 2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper | |
| 2024 | Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective. (2024). Lu, Yufan ; Chen, Xiaowei ; Zhou, Rui ; Li, Hong. In: Papers. RePEc:arx:papers:2405.00697. Full description at Econpapers || Download paper | |
| 2024 | A Structural Approach to Growth-at-Risk. (2024). Wojciechowski, Robert. In: Papers. RePEc:arx:papers:2410.04431. Full description at Econpapers || Download paper | |
| 2024 | Understanding the Excess Bond Premium. (2024). Yuan, Jun ; Hull, John ; Cheng, Ing-Haw ; Martineau, Charles ; Strela, Vasily ; Nozawa, Yoshio ; Wu, Yuntao ; Benson, Kevin. In: Papers. RePEc:arx:papers:2412.04063. Full description at Econpapers || Download paper | |
| 2025 | Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2501.15793. Full description at Econpapers || Download paper | |
| 2025 | FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction. (2025). Wang, Weiran ; Duan, Yitong ; Li, Jian. In: Papers. RePEc:arx:papers:2502.05218. Full description at Econpapers || Download paper | |
| 2025 | Heterogenous Macro-Finance Model: A Mean-field Game Approach. (2025). Vu, Hoang ; Ichiba, Tomoyuki. In: Papers. RePEc:arx:papers:2502.10666. Full description at Econpapers || Download paper | |
| 2025 | How Does Monetary Policy Influence the U.S. Treasury Bond Yields, and What are the Implications for Portfolio Managers?. (2025). Zhu, Minnie ; Gong, Simon ; Liu, Yuhan. In: Papers. RePEc:arx:papers:2505.07226. Full description at Econpapers || Download paper | |
| 2025 | Vague Knowledge: Evidence from Analyst Reports. (2025). Xiao, Kerry ; Zang, Amy. In: Papers. RePEc:arx:papers:2505.12269. Full description at Econpapers || Download paper | |
| 2025 | The Stablecoin Discount: Evidence of Tethers U.S. Treasury Bill Market Share in Lowering Yields. (2025). Ante, Lennart ; Saggu, Aman ; Fiedler, Ingo. In: Papers. RePEc:arx:papers:2505.12413. Full description at Econpapers || Download paper | |
| 2025 | Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih. In: Papers. RePEc:arx:papers:2506.02143. Full description at Econpapers || Download paper | |
| 2025 | Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Papers. RePEc:arx:papers:2506.06082. Full description at Econpapers || Download paper | |
| 2025 | Homeownership as Life Cycle Goldmine: Evidence from Macrohistory. (2025). Li, Shize ; Shen, Jialu ; Bai, Yang. In: Papers. RePEc:arx:papers:2507.17624. Full description at Econpapers || Download paper | |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper | |
| 2025 | The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics. (2025). Moll, Benjamin. In: Papers. RePEc:arx:papers:2508.20571. Full description at Econpapers || Download paper | |
| 2025 | Robust Insurance Pricing and Liquidity Management. (2025). Pang, Shunzhi. In: Papers. RePEc:arx:papers:2510.15709. Full description at Econpapers || Download paper | |
| 2025 | External Debt, Economic Complexity and Financial Development in Sub-Saharan Africa. (2025). Ngassa, Yve Daniel ; Ndada, Alex Kamgang ; Yemedjeu, Alexis Tiomela ; Dazoue, Guy Paulin. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:7:p:43-60. Full description at Econpapers || Download paper | |
| 2024 | Winners and Losers from Property Taxation. (2024). Karlman, Markus ; Balke, Kasper Kragh ; Kinnerud, Karin. In: Working Papers. RePEc:bbq:wpaper:0011. Full description at Econpapers || Download paper | |
| 2025 | The Optimum Quantity of Central Bank Reserves. (2025). Witmer, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:25-15. Full description at Econpapers || Download paper | |
| 2025 | On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19. Full description at Econpapers || Download paper | |
| 2025 | Demand-Driven Risk Premia in Foreign Exchange and Bond Markets. (2025). Yang, Jun ; Uthemann, Andreas ; Vala, Rishi ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:25-29. Full description at Econpapers || Download paper | |
| 2025 | Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34. Full description at Econpapers || Download paper | |
| 2025 | Issuing European safe assets: how to get the most out of Eurobonds?. (2025). Tommasino, Pietro ; Pericoli, Marcello ; Pallara, Kevin. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_937_25. Full description at Econpapers || Download paper | |
| 2025 | The risk sensitivity of global liquidity flows: heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Goldberg, Linda S. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_973_25. Full description at Econpapers || Download paper | |
| 2024 | Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24. Full description at Econpapers || Download paper | |
| 2024 | The macroeconomic effects of reducing a central bank monetary policy portfolio: a model-based evaluation. (2024). Pisani, Massimiliano ; Notarpietro, Alessandro ; Bartocci, Anna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1472_24. Full description at Econpapers || Download paper | |
| 2024 | Partial identification of treatment response under complementarity and substitutability. (2024). Rainone, Edoardo ; Arduini, Tiziano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1473_24. Full description at Econpapers || Download paper | |
| 2025 | Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25. Full description at Econpapers || Download paper | |
| 2025 | Evaluating the Financial Instability Hypothesis: a Positive and Normative Analysis of Leveraged Risk-Taking and Extrapolative Expectations. (2025). Camous, Antoine ; van der Ghote, Alejandro. In: Working papers. RePEc:bfr:banfra:1009. Full description at Econpapers || Download paper | |
| 2025 | German Inflation-Linked Bonds: Overpriced, yet Undervalued. (2025). Mouabbi, Sarah ; Paulson, Caroline ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:1012. Full description at Econpapers || Download paper | |
| 2025 | When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017. Full description at Econpapers || Download paper | |
| 2024 | The Impact of the PEPP on the Corporate Commercial Paper Market. (2024). Fourel, Valere ; Schwenninger, Alice. In: Working papers. RePEc:bfr:banfra:946. Full description at Econpapers || Download paper | |
| 2024 | Unwinding Quantitative Easing: State Dependency and Household Heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: Working papers. RePEc:bfr:banfra:955. Full description at Econpapers || Download paper | |
| 2024 | Sectoral Dynamics of Safe Assets in Advanced Economies. (2024). Castells-Jauregui, Madalen ; Vanasco, Victoria ; Kuvshinov, Dmitry ; Richter, Bjorn. In: Working Papers. RePEc:bge:wpaper:1438. Full description at Econpapers || Download paper | |
| 2025 | Capital Inflow Shocks and Convenience Yields. (2025). ben Zeev, Nadav ; Nathan, Daniel ; Ben-Zeev, Noam. In: Working Papers. RePEc:bgu:wpaper:2503. Full description at Econpapers || Download paper | |
| 2024 | Inequality and the zero lower bound. (2024). Rachedi, Omar ; Nuño Barrau, Galo ; Fernandez-Villaverde, Jesus ; Marbet, Joel. In: BIS Working Papers. RePEc:bis:biswps:1160. Full description at Econpapers || Download paper | |
| 2024 | DeFi leverage. (2024). Huang, Wenqian ; Heimbach, Lioba. In: BIS Working Papers. RePEc:bis:biswps:1171. Full description at Econpapers || Download paper | |
| 2024 | The macroprudential role of central bank balance sheets. (2024). Jackson, Timothy ; Lombardo, Giovanni ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1173. Full description at Econpapers || Download paper | |
| 2024 | Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206. Full description at Econpapers || Download paper | |
| 2025 | The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Goldberg, Linda S ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:1262. Full description at Econpapers || Download paper | |
| 2025 | Stablecoins and safe asset prices. (2025). Aldasoro, Iñaki ; Ahmed, Rashad. In: BIS Working Papers. RePEc:bis:biswps:1270. Full description at Econpapers || Download paper | |
| 2025 | Integrating balance sheet policy into monetary policy conditions. (2025). Rungcharoenkitkul, Phurichai ; Mojon, Benoit ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:1281. Full description at Econpapers || Download paper | |
| 2025 | Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291. Full description at Econpapers || Download paper | |
| 2025 | FX debt and optimal exchange rate hedging. (2025). Hardy, Bryan ; Caballero, Julian ; Alfaro, Laura. In: BIS Working Papers. RePEc:bis:biswps:1303. Full description at Econpapers || Download paper | |
| 2024 | Global Spillovers of Chinas Monetary Policy. (2024). Lei, Wenni ; Zhang, MI ; Mei, Dongzhou. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:3:p:1-30. Full description at Econpapers || Download paper | |
| 2024 | Did government support delay bankruptcy during the pandemic?. (2024). Sophian, Wafid ; Loon, Pang Wei ; Abdulwahab, Lawal Olamilekan ; Haini, Hazwan. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:1:p:17-30. Full description at Econpapers || Download paper | |
| 2024 | How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149. Full description at Econpapers || Download paper | |
| 2024 | Debt, deficits and interest rates. (2024). Cotton, Christopher. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:911-943. Full description at Econpapers || Download paper | |
| 2024 | A safe asset in early modern Castile, 1543–1714. (2024). Gomezblanco, Victor M. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:1:p:212-243. Full description at Econpapers || Download paper | |
| 2024 | The 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. Full description at Econpapers || Download paper | |
| 2024 | Currency internationalization with Chinese characteristics: Is capital‐account convertibility required for the renminbi to acquire reserve‐currency status?. (2024). Monnet, Eric ; Mehl, Arnaud ; Eichengreen, Barry ; MacAire, Camille ; Naef, Alain. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:2:p:102-128. Full description at Econpapers || Download paper | |
| 2024 | Does size matter? Examining the probability of firm emergence from bankruptcy. (2024). Krishnamurti, Chandrasekhar ; Rashid, Afzalur ; Shams, Syed ; Zikri, Miftah. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:669-713. Full description at Econpapers || Download paper | |
| 2024 | A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502. Full description at Econpapers || Download paper | |
| 2024 | Neglected Risks in the Communication of Residential Mortgage‐Backed Securities Offerings. (2024). Zhao, Xiaofei ; Zhang, Harold H. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:129-172. Full description at Econpapers || Download paper | |
| 2024 | Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578. Full description at Econpapers || Download paper | |
| 2024 | The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085. Full description at Econpapers || Download paper | |
| 2024 | Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902. Full description at Econpapers || Download paper | |
| 2024 | A Portfolio Approach to Global Imbalances. (2024). Zhang, Tony ; Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2025-2076. Full description at Econpapers || Download paper | |
| 2024 | The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114. Full description at Econpapers || Download paper | |
| 2024 | Insensitive Investors. (2024). Kilic, Mete ; Frydman, Cary ; Charles, Constantin. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2473-2503. Full description at Econpapers || Download paper | |
| 2024 | The Time‐Varying Price of Financial Intermediation in the Mortgage Market. (2024). Willen, Paul ; Fuster, Andreas ; Lo, Stephanie H. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2553-2602. Full description at Econpapers || Download paper | |
| 2024 | What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665. Full description at Econpapers || Download paper | |
| 2024 | Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844. Full description at Econpapers || Download paper | |
| 2024 | Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728. Full description at Econpapers || Download paper | |
| 2024 | Mortgage Lock‐In, Mobility, and Labor Reallocation. (2024). Liu, LU ; Fonseca, Julia. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3729-3772. Full description at Econpapers || Download paper | |
| 2024 | Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941. Full description at Econpapers || Download paper | |
| 2024 | Putting the Price in Asset Pricing. (2024). Polk, Christopher ; Cho, Thummim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3943-3984. Full description at Econpapers || Download paper | |
| 2024 | Liquidity Transformation and Fragility in the U.S. Banking Sector. (2024). Vashishtha, Rahul ; Huang, Zeqiong ; Goldstein, Itay ; Chen, QI. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3985-4036. Full description at Econpapers || Download paper | |
| 2024 | Treasury Bill Shortages and the Pricing of Short‐Term Assets. (2024). Vandeweyer, Quentin ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4083-4141. Full description at Econpapers || Download paper | |
| 2024 | Dominant currency pricing transition. (2024). Vicquéry, Roger ; Garofalo, Marco ; Vicquery, Roger ; Rosso, Giovanni. In: Bank of England working papers. RePEc:boe:boeewp:1074. Full description at Econpapers || Download paper | |
| 2024 | Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088. Full description at Econpapers || Download paper | |
| 2025 | QT versus QE: who is in when the central bank is out?. (2025). Kontoghiorghes, Alex ; Kaminska, Iryna ; Ray, Walker. In: Bank of England working papers. RePEc:boe:boeewp:1108. Full description at Econpapers || Download paper | |
| 2025 | The positive neutral countercyclical capital buffer. (2025). Smets, Frank ; Muoz, Manuel A. In: Bank of England working papers. RePEc:boe:boeewp:1128. Full description at Econpapers || Download paper | |
| 2025 | Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03. Full description at Econpapers || Download paper | |
| 2025 | Assessing the Impact of Corporate Bond Purchase Programs: Insights from Israel. (2025). Michelson, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.07. Full description at Econpapers || Download paper | |
| 2024 | Globalization and Its Growing Impact on the Natural Rates of Interest in Developed Economies. (2024). Iwasaki, Yuto ; Okimoto, Tatsuyoshi ; Nakagami, Kyoko ; Hatayama, Yudai. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e13. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Contracting with Many Agents. (2024). von Thadden, Ernst-Ludwig ; Rochet, Jean ; Gersbach, Hans ; Villeneuve, Stephane ; Biais, Bruno. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_412v2. Full description at Econpapers || Download paper | |
| 2024 | Evaluating the Financial Instability Hypothesis: A Positive and Normative Analysis of Leveraged Risk-Taking and Extrapolative Expectations. (2024). Camous, Antoine ; van der Ghote, Alejandro. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_431v2. Full description at Econpapers || Download paper | |
| 2025 | May Tax Evasion Help Control Public Debt?. (2025). LEVAGGI, ROSELLA ; Menoncin, Francesco ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_623. Full description at Econpapers || Download paper | |
| 2024 | Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Casarin, Roberto ; Francesco, Ravazzolo ; Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5. Full description at Econpapers || Download paper | |
| 2024 | Revisiting the Relationship Between Debt and Long-Term Interest Rates: Working Paper 2024-05. (2024). Schafer, Jeffrey. In: Working Papers. RePEc:cbo:wpaper:60314. Full description at Econpapers || Download paper | |
| 2024 | The outside option channel of central bank asset purchase programs: A tale of two crises. (2024). Lee, Changhyun. In: Working Papers. RePEc:cda:wpaper:363. Full description at Econpapers || Download paper | |
| 2025 | Central bank interventions and asset market liquidity. (2025). Kospentaris, Ioannis ; Mo, Kuk ; Geromichalos, Athanasios ; Lee, Sukjoon. In: Working Papers. RePEc:cda:wpaper:373. Full description at Econpapers || Download paper | |
| 2025 | The Pre- and Post-WWI Dynamics of Saving, Investment, and Interest Rates: A Cross-Country Comparison. (2025). Todorov, Ivan. In: Proceedings of the Centre for Economic History Research. RePEc:ceh:journl:y:2025:v:10:p:67-81. Full description at Econpapers || Download paper | |
| 2024 | Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas R ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991. Full description at Econpapers || Download paper | |
| 2024 | Exorbitant Privilege: A Safe-Asset View. (2024). Jiang, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11279. Full description at Econpapers || Download paper | |
| 2025 | Crisis Credit, Employment Protection, Indebtedness, and Risk. (2025). Schmukler, Sergio ; Larrain, Mauricio ; Kaboski, Joseph ; Huneeus, Federico ; Vera, Mario. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11652. Full description at Econpapers || Download paper | |
| 2025 | The Dollar Channel of Monetary Policy Transmission. (2025). Meisenzahl, Ralf R ; Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11777. Full description at Econpapers || Download paper | |
| 2025 | Sovereign vs. Corporate Debt and Default: More Similar than You Think. (2025). Trebesch, Christoph ; Gopinath, Gita ; Meyer, Josefin ; Reinhart, Carmen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11799. 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 |
|---|---|---|---|
| 2013 | Intermediary Asset Pricing In: American Economic Review. [Full Text][Citation analysis] | article | 595 |
| 2008 | Intermediary Asset Pricing.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 595 | paper | |
| 2016 | What Makes US Government Bonds Safe Assets? In: American Economic Review. [Full Text][Citation analysis] | article | 26 |
| 2016 | What Makes US Government Bonds Safe Assets?.(2016) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2016 | What Makes US Government Bonds Safe Assets?.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2019 | A Model of Safe Asset Determination In: American Economic Review. [Full Text][Citation analysis] | article | 82 |
| 2016 | A Model of Safe Asset Determination.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | 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 nother version. Agregated cites: 43 | paper | |
| 2005 | Equilibrium Investment and Asset Prices under Imperfect Corporate Control In: American Economic Review. [Full Text][Citation analysis] | article | 36 |
| 2009 | Global Imbalances and Financial Fragility In: American Economic Review. [Full Text][Citation analysis] | article | 180 |
| 2009 | Global Imbalances and Financial Fragility.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | paper | |
| 2019 | A Macroeconomic Framework for Quantifying Systemic Risk In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 196 |
| 2015 | A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
| 2015 | A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
| 2012 | A macroeconomic framework for quantifying systemic risk.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
| 2014 | A Macroeconomic Framework for Quantifying Systemic Risk.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
| 2010 | Amplification Mechanisms in Liquidity Crises In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 115 |
| 2009 | Amplification Mechanisms in Liquidity Crises.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | paper | |
| 2018 | Foreign Safe Asset Demand for US Treasurys and the Dollar In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 47 |
| 2025 | Currency Development through Liquidity Provision In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 0 |
| 2025 | Currency Development Through Liquidity Provision.(2025) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | How Debt Markets Have Malfunctioned in the Crisis In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 138 |
| 2009 | How Debt Markets have Malfunctioned in the Crisis.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 138 | 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 | 50 |
| 2018 | Intermediary Asset Pricing and the Financial Crisis.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | 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 | 1092 |
| 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 nother version. Agregated cites: 1092 | paper | |
| 2014 | Efficient Credit Policies in a Housing Debt Crisis In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 57 |
| 2022 | Lessons for Policy from Research In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 1 |
| 2003 | Excessive Dollar Debt: Financial Development and Underinsurance In: Journal of Finance. [Full Text][Citation analysis] | article | 210 |
| 2007 | Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market In: Journal of Finance. [Full Text][Citation analysis] | article | 132 |
| 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 nother version. Agregated cites: 132 | 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 nother version. Agregated cites: 132 | paper | |
| 2008 | Collective Risk Management in a Flight to Quality Episode In: Journal of Finance. [Full Text][Citation analysis] | article | 418 |
| 2007 | Collective Risk Management in a Flight to Quality Episode.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 418 | paper | |
| 2014 | Sizing Up Repo In: Journal of Finance. [Full Text][Citation analysis] | article | 187 |
| 2012 | Sizing Up Repo.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
| 2012 | Sizing Up Repo.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
| 2018 | Measuring Liquidity Mismatch in the Banking Sector In: Journal of Finance. [Full Text][Citation analysis] | article | 87 |
| 2015 | Mesuring Liquidity Mismatch in the Banking Sector.(2015) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
| 2016 | Measuring Liquidity Mismatch in the Banking Sector.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
| 2021 | Mortgage Design in an Equilibrium Model of the Housing Market In: Journal of Finance. [Full Text][Citation analysis] | article | 48 |
| 2018 | Mortgage 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: 48 | paper | |
| 2016 | Mortgage Design in an Equilibrium Model of the Housing Market.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2021 | Foreign Safe Asset Demand and the Dollar Exchange Rate In: Journal of Finance. [Full Text][Citation analysis] | article | 126 |
| 2018 | Foreign Safe Asset Demand and the Dollar Exchange Rate.(2018) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2019 | Foreign Safe Asset Demand and the Dollar Exchange Rate.(2019) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2018 | Foreign Safe Asset Demand and the Dollar Exchange Rate.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2025 | How Credit Cycles across a Financial Crisis In: Journal of Finance. [Full Text][Citation analysis] | article | 102 |
| 2017 | How Credit Cycles across a Financial Crisis.(2017) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
| 2017 | How Credit Cycles across a Financial Crisis.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
| 2024 | Interest Rate Risk in Banking In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2024 | Interest Rate Risk in Banking.(2024) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2024 | Interest Rate Risk in Banking.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2019 | Capital Flow Management with Multiple Instruments In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 11 |
| 2018 | Capital Flow Management with Multiple Instruments.(2018) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2018 | Capital Flow Management with Multiple Instruments.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | 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 | 118 |
| 2015 | The Impact of Treasury Supply on Financial Sector Lending and Stability.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
| 2015 | The Impact of Treasury Supply on Financial Sector Lending and Stability.(2015) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | 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 nother version. Agregated cites: 118 | article | |
| 2013 | The Impact of Treasury Supply on Financial Sector Lending and Stability.(2013) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 118 | chapter | |
| 2017 | ECB Policies Involving Government Bond Purchases: Impacts and Channels In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 117 |
| 2017 | ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
| 2017 | ECB Policies Involving Government Bond Purchases: Impact and Channels.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
| 2018 | ECB Policies Involving Government Bond Purchases: Impact and Channels*.(2018) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | article | |
| 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 | 31 |
| 2020 | Dollar Safety and the Global Financial Cycle.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2024 | Dollar Safety and the Global Financial Cycle.(2024) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
| 2020 | Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment In: Research Papers. [Full Text][Citation analysis] | paper | 21 |
| 2020 | Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2025 | Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment.(2025) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2020 | Corporate Debt Overhang and Credit Policy In: Research Papers. [Full Text][Citation analysis] | paper | 46 |
| 2021 | Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect In: Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | The Demand for Money, Near-Money, and Treasury Bonds In: Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2022 | The Demand for Money, Near-Money, and Treasury Bonds.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2023 | The Demand for Money, Near-Money, and Treasury Bonds.(2023) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2022 | The Rest of the Worlds Dollar-Weighted Return on U.S. Treasurys In: Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys.(2024) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2023 | Liquidity, Debt Denomination, and Currency Dominance In: Research Papers. [Full Text][Citation analysis] | paper | 15 |
| 2023 | Liquidity, Debt Denomination, and Currency Dominance.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2023 | Implications of Asset Market Data for Equilibrium Models of Exchange Rates In: Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Implications of Asset Market Data for Equilibrium Models of Exchange Rates.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2025 | Dollar Upheaval: This Time Is Different In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 nother version. Agregated cites: 13 | paper | |
| 2003 | Collateral constraints and the amplification mechanism In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 106 |
| 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 nother version. Agregated cites: 95 | paper | |
| 2002 | The bond/old-bond spread In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 73 |
| 2001 | International and domestic collateral constraints in a model of emerging market crises In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 539 |
| 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 nother version. Agregated cites: 539 | paper | |
| 2006 | Bubbles and capital flow volatility: Causes and risk management In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 234 |
| 2005 | Bubbles and Capital Flow Volatility: Causes and Risk Management.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 234 | paper | |
| 2018 | How Futures Trading Changed Bitcoin Prices In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 32 |
| 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 | 28 |
| 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 | 32 |
| 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 nother version. Agregated cites: 32 | 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 nother version. Agregated cites: 32 | 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 nother version. Agregated cites: 114 | paper | |
| 1999 | Emerging Market Crises: An Asset Markets Perspective.(1999) In: Working papers. [Citation analysis] This paper has nother 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 nother 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 | 51 |
| 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 nother 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 | 23 |
| 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 | 49 |
| 2003 | Inflation Targeting and Sudden Stops.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2004 | Fiscal Policy and Financial Depth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 96 |
| 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 | 229 |
| 2012 | A Model of Capital and Crises.(2012) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 229 | article | |
| 2009 | A Model of Capital and Crises.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 229 | 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 |
| 2024 | Convenience Yields and Exchange Rate Puzzles In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2000 | Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 38 |
| 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 |
| 2020 | The Macroeconomics of Corporate Debt In: The Review of Corporate Finance Studies. [Full Text][Citation analysis] | article | 28 |
| 2004 | Regulating Exclusion from Financial Markets In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 31 |
| 2021 | Review Article: Perspectives on the Future of Asset Pricing In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 28 |
| 2010 | Balance Sheet Adjustments during the 2008 Crisis In: IMF Economic Review. [Full Text][Citation analysis] | article | 96 |
| 2008 | The Aggregate Demand for Treasury Debt In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 812 |
| 2012 | The Aggregate Demand for Treasury Debt.(2012) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 812 | article | |
| 2011 | The Effects of Quantitative Easing on Long-term Interest Rates In: 2011 Meeting Papers. [Full Text][Citation analysis] | paper | 61 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team