Details about Arvind Krishnamurthy
Access statistics for papers by Arvind Krishnamurthy.
Last updated 2021-08-10. Update your information in the RePEc Author Service.
Short-id: pkr393
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Working Papers
2022
- The Demand for Money, Near-Money, and Treasury Bonds
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
- The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys
NBER Working Papers, National Bureau of Economic Research, Inc
2020
- Corporate Debt Overhang and Credit Policy
Research Papers, Stanford University, Graduate School of Business View citations (32)
- Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment
Research Papers, Stanford University, Graduate School of Business View citations (13)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (13)
- Dollar Safety and the Global Financial Cycle
NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
Also in Research Papers, Stanford University, Graduate School of Business (2018) View citations (5)
2019
- Foreign Safe Asset Demand and the Dollar Exchange Rate
Research Papers, Stanford University, Graduate School of Business View citations (13)
Also in Research Papers, Stanford University, Graduate School of Business (2018) View citations (35) NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (38)
See also Journal Article in Journal of Finance (2021)
2018
- Capital Flow Management with Multiple Instruments
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
Also in Research Papers, Stanford University, Graduate School of Business (2018) View citations (4)
See also Chapter (2019)
- How sustainable are rural water enterprises?: synthesis of ITP-INREM studies from six states
Water Policy Research Highlights, International Water Management Institute
- Intermediary Asset Pricing and the Financial Crisis
NBER Working Papers, National Bureau of Economic Research, Inc View citations (41)
See also Journal Article in Annual Review of Financial Economics (2018)
- Mortgage Design in an Equilibrium Model of the Housing Market
NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) 
See also Journal Article in Journal of Finance (2021)
2017
- ECB Policies Involving Government Bond Purchases: Impact and Channels
Research Papers, Stanford University, Graduate School of Business View citations (61)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (59) NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (60)
- How Credit Cycles across a Financial Crisis
NBER Working Papers, National Bureau of Economic Research, Inc View citations (87)
Also in Research Papers, Stanford University, Graduate School of Business (2017) View citations (86)
2016
- A Model of Safe Asset Determination
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
See also Journal Article in American Economic Review (2019)
- Measuring Liquidity Mismatch in the Banking Sector
NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
Also in Research Papers, Stanford University, Graduate School of Business (2015) View citations (3)
See also Journal Article in Journal of Finance (2018)
- What Makes US Government Bonds Safe Assets?
Research Papers, Stanford University, Graduate School of Business View citations (21)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (21)
See also Journal Article in American Economic Review (2016)
2015
- A Macroeconomic Framework for Quantifying Systemic Risk
Research Papers, Stanford University, Graduate School of Business View citations (6)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (62) Working Paper Research, National Bank of Belgium (2012) View citations (45) Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2015) View citations (4)
See also Journal Article in American Economic Journal: Macroeconomics (2019)
- A Model of the Reserve Asset
Research Papers, Stanford University, Graduate School of Business View citations (11)
- The Impact of Treasury Supply on Financial Sector Lending and Stability
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (87)
Also in Research Papers, Stanford University, Graduate School of Business (2015) View citations (89) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (85)
See also Journal Article in Journal of Financial Economics (2015) Chapter (2013)
2014
- Short-Term Debt and Financial Crises: What we can learn from U.S. Treasury Supply
2014 Meeting Papers, Society for Economic Dynamics
2013
- Interpreting Repo Statistics in the Flow of Funds Accounts
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2012
- Sizing Up Repo
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (30)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (43)
See also Journal Article in Journal of Finance (2014)
2011
- The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (885)
See also Journal Article in Brookings Papers on Economic Activity (2011)
- The Effects of Quantitative Easing on Long-term Interest Rates
2011 Meeting Papers, Society for Economic Dynamics View citations (59)
2010
- Balance Sheet Adjustments in the 2008 Crisis
NBER Working Papers, National Bureau of Economic Research, Inc View citations (88)
2009
- A Model of Capital and Crises
2009 Meeting Papers, Society for Economic Dynamics View citations (11)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (35)
See also Journal Article in Review of Economic Studies (2012)
- Amplification Mechanisms in Liquidity Crises
NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
See also Journal Article in American Economic Journal: Macroeconomics (2010)
- Global Imbalances and Financial Fragility
NBER Working Papers, National Bureau of Economic Research, Inc View citations (181)
See also Journal Article in American Economic Review (2009)
- How Debt Markets have Malfunctioned in the Crisis
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
See also Journal Article in Journal of Economic Perspectives (2010)
2008
- Intermediary Asset Pricing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
See also Journal Article in American Economic Review (2013)
- The Aggregate Demand for Treasury Debt
2008 Meeting Papers, Society for Economic Dynamics View citations (40)
See also Journal Article in Journal of Political Economy (2012)
2007
- Collective Risk Management in a Flight to Quality Episode
NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
See also Journal Article in Journal of Finance (2008)
- The Demand for Treasury Debt
NBER Working Papers, National Bureau of Economic Research, Inc View citations (46)
2006
- Flight to Quality and Collective Risk Management
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
2005
- Bubbles and Capital Flow Volatility: Causes and Risk Management
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article in Journal of Monetary Economics (2006)
- Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective
MPRA Paper, University Library of Munich, Germany View citations (19)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (14)
See also Journal Article in International Journal of Central Banking (2005)
- Financial System Risk and Flight to Quality
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
- Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (6)
See also Journal Article in Journal of Finance (2007)
2004
- Fiscal Policy and Financial Depth
NBER Working Papers, National Bureau of Economic Research, Inc View citations (91)
2003
- Equilibrium Asset Prices Under Imperfect Corporate Control
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
- Inflation Targeting and Sudden Stops
NBER Working Papers, National Bureau of Economic Research, Inc View citations (41)
See also Chapter (2004)
2002
- A Dual Liquidity Model for Emerging Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (45)
See also Journal Article in American Economic Review (2002)
2001
- A "Vertical" Analysis of Crises and Intervention: Fear of Floating and Ex-ante Problems
NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
- International Liquidity Illusion: On the Risks of Sterilization
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
- Smoothing Sudden Stops
NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
See also Journal Article in Journal of Economic Theory (2004)
2000
- Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment
NBER Working Papers, National Bureau of Economic Research, Inc View citations (41)
- International Liquidity Management: Sterilization Policy in Illiquid Financial Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (18)
- International and Domestic Collateral Constraints in a Model of Emerging Market Crises
NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
See also Journal Article in Journal of Monetary Economics (2001)
1999
- Emerging Market Crises: An Asset Markets Perspective
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (30)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (59) IMF Working Papers, International Monetary Fund (1999) View citations (19) Working papers, Massachusetts Institute of Technology (MIT), Department of Economics (1998) View citations (69)
Journal Articles
2021
- Foreign Safe Asset Demand and the Dollar Exchange Rate
Journal of Finance, 2021, 76, (3), 1049-1089 View citations (36)
See also Working Paper (2019)
- Mortgage Design in an Equilibrium Model of the Housing Market
Journal of Finance, 2021, 76, (1), 113-168 View citations (10)
See also Working Paper (2018)
2019
- A Macroeconomic Framework for Quantifying Systemic Risk
American Economic Journal: Macroeconomics, 2019, 11, (4), 1-37 View citations (57)
See also Working Paper (2015)
- A Model of Safe Asset Determination
American Economic Review, 2019, 109, (4), 1230-62 View citations (46)
See also Working Paper (2016)
2018
- Foreign Safe Asset Demand for US Treasurys and the Dollar
AEA Papers and Proceedings, 2018, 108, 537-41 View citations (40)
- How Futures Trading Changed Bitcoin Prices
FRBSF Economic Letter, 2018 View citations (25)
- Intermediary Asset Pricing and the Financial Crisis
Annual Review of Financial Economics, 2018, 10, (1), 173-197 View citations (41)
See also Working Paper (2018)
- Measuring Liquidity Mismatch in the Banking Sector
Journal of Finance, 2018, 73, (1), 51-93 View citations (46)
See also Working Paper (2016)
2017
- Commentary: Policies for Crises Prevention and Management
International Journal of Central Banking, 2017, 13, (3), 277-285
2016
- What Makes US Government Bonds Safe Assets?
American Economic Review, 2016, 106, (5), 519-23 View citations (21)
See also Working Paper (2016)
2015
- The impact of Treasury supply on financial sector lending and stability
Journal of Financial Economics, 2015, 118, (3), 571-600 View citations (86)
See also Chapter (2013) Working Paper (2015)
2014
- Efficient Credit Policies in a Housing Debt Crisis
Brookings Papers on Economic Activity, 2014, 45, (2 (Fall)), 73-136 View citations (49)
- Sizing Up Repo
Journal of Finance, 2014, 69, (6), 2381-2417 View citations (145)
See also Working Paper (2012)
2013
- Comment
NBER Macroeconomics Annual, 2013, 27, (1), 224 - 231
- Intermediary Asset Pricing
American Economic Review, 2013, 103, (2), 732-70 View citations (491)
See also Working Paper (2008)
- The ins and outs of LSAPs
Proceedings - Economic Policy Symposium - Jackson Hole, 2013 View citations (25)
2012
- A Model of Capital and Crises
Review of Economic Studies, 2012, 79, (2), 735-777 View citations (171)
See also Working Paper (2009)
- Risk Topography
NBER Macroeconomics Annual, 2012, 26, (1), 149 - 176 View citations (9)
See also Chapter (2011)
- The Aggregate Demand for Treasury Debt
Journal of Political Economy, 2012, 120, (2), 233 - 267 View citations (652)
See also Working Paper (2008)
2011
- Discussion of “Precautionary Reserves and the Interbank Market”
Journal of Money, Credit and Banking, 2011, 43, 349-353
- Discussion of “Precautionary Reserves and the Interbank Market”
Journal of Money, Credit and Banking, 2011, 43, (s2), 349-353
- The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
Brookings Papers on Economic Activity, 2011, 42, (2 (Fall)), 215-287 View citations (977)
See also Working Paper (2011)
2010
- Amplification Mechanisms in Liquidity Crises
American Economic Journal: Macroeconomics, 2010, 2, (3), 1-30 View citations (75)
See also Working Paper (2009)
- Balance Sheet Adjustments during the 2008 Crisis
IMF Economic Review, 2010, 58, (1), 118-156 View citations (98)
- How Debt Markets Have Malfunctioned in the Crisis
Journal of Economic Perspectives, 2010, 24, (1), 3-28 View citations (130)
See also Working Paper (2009)
2009
- Global Imbalances and Financial Fragility
American Economic Review, 2009, 99, (2), 584-88 View citations (177)
See also Working Paper (2009)
2008
- Collective Risk Management in a Flight to Quality Episode
Journal of Finance, 2008, 63, (5), 2195-2230 View citations (388)
See also Working Paper (2007)
- Musical chairs: a comment on the credit crisis
Financial Stability Review, 2008, (11), 9-11 View citations (8)
2007
- Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market
Journal of Finance, 2007, 62, (2), 557-595 View citations (139)
See also Working Paper (2005)
2006
- Bubbles and capital flow volatility: Causes and risk management
Journal of Monetary Economics, 2006, 53, (1), 35-53 View citations (215)
See also Working Paper (2005)
- Financial innovation, macroeconomic stability and systemic crises - comments
Proceedings, 2006, (Nov)
2005
- Equilibrium Investment and Asset Prices under Imperfect Corporate Control
American Economic Review, 2005, 95, (3), 659-681 View citations (34)
- Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective
International Journal of Central Banking, 2005, 1, (1) View citations (24)
See also Working Paper (2005)
2004
- Regulating Exclusion from Financial Markets
Review of Economic Studies, 2004, 71, (3), 681-707 View citations (29)
- Smoothing sudden stops
Journal of Economic Theory, 2004, 119, (1), 104-127 View citations (78)
See also Working Paper (2001)
2003
- Collateral constraints and the amplification mechanism
Journal of Economic Theory, 2003, 111, (2), 277-292 View citations (100)
- Excessive Dollar Debt: Financial Development and Underinsurance
Journal of Finance, 2003, 58, (2), 867-893 View citations (201)
2002
- A Dual Liquidity Model for Emerging Markets
American Economic Review, 2002, 92, (2), 33-37 View citations (38)
See also Working Paper (2002)
- The bond/old-bond spread
Journal of Financial Economics, 2002, 66, (2-3), 463-506 View citations (57)
2001
- International and domestic collateral constraints in a model of emerging market crises
Journal of Monetary Economics, 2001, 48, (3), 513-548 View citations (495)
See also Working Paper (2000)
2000
- Comment on Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank
Journal of Money, Credit and Banking, 2000, 32, (3), 639-40 View citations (12)
Books
2014
- Risk Topography: Systemic Risk and Macro Modeling
NBER Books, National Bureau of Economic Research, Inc View citations (50)
Edited books
2014
- Risk Topography
National Bureau of Economic Research Books, University of Chicago Press
Chapters
2019
- Capital Flow Management with Multiple Instruments
Chapter 06 in Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, 2019, vol. 26, pp 169-203 View citations (3)
See also Working Paper (2018)
2018
- The Balance Sheet
Chapter 1 in The Structural Foundations of Monetary Policy, 2018 View citations (5)
2013
- Introduction to "Risk Topography: Systemic Risk and Macro Modeling"
A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 1-12 View citations (3)
- Liquidity Mismatch Measurement
A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 99-112 View citations (20)
- The Impact of Treasury Supply on Financial Sector Lending and Stability
A chapter in New Perspectives on Corporate Capital Structure, 2013
See also Journal Article in Journal of Financial Economics (2015) Working Paper (2015)
2012
- Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009"
A chapter in NBER Macroeconomics Annual 2012, Volume 27, 2012, pp 224-231
2011
- Risk Topography
A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 149-176 View citations (15)
See also Journal Article in NBER Macroeconomics Annual (2012)
2004
- Inflation Targeting and Sudden Stops
A chapter in The Inflation-Targeting Debate, 2004, pp 423-442 View citations (11)
See also Working Paper (2003)
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