NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Arvind Krishnamurthy

Contact and additional information for this authorAll publicationsWorking Papers only

Books

Risk Topography: Systemic Risk and Macro Modeling
with Markus K. Brunnermeier
Conference held April 28, 2011
Forthcoming from University of Chicago Press

Working Papers and Chapters

February 2014A Macroeconomic Framework for Quantifying Systemic Risk
with Zhiguo He: w19885
August 2013Interpreting Repo Statistics in the Flow of Funds Accounts
with Stefan Nagel: w19389
May 2013Introduction to "Risk Topography: Systemic Risk and Macro Modeling"
with Markus K. Brunnermeier
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
Liquidity Mismatch Measurement
with Markus Brunnermeier, Gary Gorton
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
July 2012Comment on "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009"
in NBER Macroeconomics Annual 2012, Volume 27, Daron Acemoglu, Jonathan Parker, and Michael Woodford, editors
January 2012Sizing Up Repo
with Stefan Nagel, Dmitry Orlov: w17768
October 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
with Annette Vissing-Jorgensen: w17555
June 2011Risk Topography
with Markus K. Brunnermeier, Gary Gorton
in NBER Macroeconomics Annual 2011, Volume 26, Daron Acemoglu and Michael Woodford, editors
April 2011Front matter, table of contents, acknowledgments
with Markus K. Brunnermeier
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
April 2010Balance Sheet Adjustments in the 2008 Crisis
with Zhiguo He, In Gu Khang: w15919
November 2009How Debt Markets have Malfunctioned in the Crisis
w15542
June 2009Amplification Mechanisms in Liquidity Crises
w15040
January 2009Global Imbalances and Financial Fragility
with Ricardo J. Caballero: w14688
December 2008Intermediary Asset Pricing
with Zhiguo He: w14517
September 2008A Model of Capital and Crises
with Zhiguo He: w14366
February 2007Collective Risk Management in a Flight to Quality Episode
with Ricardo J. Caballero: w12896
January 2007The Demand for Treasury Debt
with Annette Vissing-Jorgensen: w12881
April 2006Flight to Quality and Collective Risk Management
with Ricardo J. Caballero: w12136
December 2005Financial System Risk and Flight to Quality
with Ricardo Caballero: w11834
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
with Xavier Gabaix, Olivier Vigneron: w11851
September 2005Bubbles and Capital Flow Volatility: Causes and Risk Management
with Ricardo J. Caballero: w11618
December 2004Inflation Targeting and Sudden Stops
with Ricardo J. Caballero
in The Inflation-Targeting Debate, Ben S. Bernanke and Michael Woodford, editors
May 2004Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective
with Ricardo Caballero: w10517
Fiscal Policy and Financial Depth
with Ricardo J. Caballero: w10532
June 2003Equilibrium Asset Prices Under Imperfect Corporate Control
with James Dow, Gary Gorton: w9758
April 2003Inflation Targeting and Sudden Stops
with Ricardo J. Caballero: w9599
January 2002A Dual Liquidity Model for Emerging Markets
with Ricardo J. Caballero: w8758
August 2001Smoothing Sudden Stops
with Ricardo Caballero: w8427
A "Vertical" Analysis of Crises and Intervention: Fear of Floating and Ex-ante Problems
with Ricardo Caballero: w8428
February 2001International Liquidity Illusion: On the Risks of Sterilization
with Ricardo J. Caballero: w8141
October 2000International and Domestic Collateral Constraints in a Model of Emerging Market Crises
with Ricardo Caballero: w7971
July 2000Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment
with Ricardo J. Caballero: w7792
June 2000International Liquidity Management: Sterilization Policy in Illiquid Financial Markets
with Ricardo J. Caballero: w7740
December 1998Emerging Market Crises: An Asset Markets Perspective
with Ricardo J. Caballero: w6843

Contact and additional information for this authorAll publicationsWorking Papers only

 
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