NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Arvind Krishnamurthy

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

February 2014A Macroeconomic Framework for Quantifying Systemic Risk
with Zhiguo He, Arvind Krishnamurthy: w19885
August 2013Interpreting Repo Statistics in the Flow of Funds Accounts
with Arvind Krishnamurthy, Stefan Nagel: w19389
January 2012Sizing Up Repo
with Arvind Krishnamurthy, Stefan Nagel, Dmitry Orlov: w17768
October 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
with Arvind Krishnamurthy, Annette Vissing-Jorgensen: w17555
April 2010Balance Sheet Adjustments in the 2008 Crisis
with Zhiguo He, In Gu Khang, Arvind Krishnamurthy: 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, Arvind Krishnamurthy: w14688
December 2008Intermediary Asset Pricing
with Zhiguo He, Arvind Krishnamurthy: w14517
September 2008A Model of Capital and Crises
with Zhiguo He, Arvind Krishnamurthy: w14366
February 2007Collective Risk Management in a Flight to Quality Episode
with Ricardo J. Caballero, Arvind Krishnamurthy: w12896
January 2007The Demand for Treasury Debt
with Arvind Krishnamurthy, Annette Vissing-Jorgensen: w12881
April 2006Flight to Quality and Collective Risk Management
with Ricardo J. Caballero, Arvind Krishnamurthy: w12136
December 2005Financial System Risk and Flight to Quality
with Ricardo Caballero, Arvind Krishnamurthy: w11834
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
with Xavier Gabaix, Arvind Krishnamurthy, Olivier Vigneron: w11851
September 2005Bubbles and Capital Flow Volatility: Causes and Risk Management
with Ricardo J. Caballero, Arvind Krishnamurthy: w11618
May 2004Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective
with Ricardo Caballero, Arvind Krishnamurthy: w10517
Fiscal Policy and Financial Depth
with Ricardo J. Caballero, Arvind Krishnamurthy: w10532
June 2003Equilibrium Asset Prices Under Imperfect Corporate Control
with James Dow, Gary Gorton, Arvind Krishnamurthy: w9758
April 2003Inflation Targeting and Sudden Stops
with Ricardo J. Caballero, Arvind Krishnamurthy: w9599
January 2002A Dual Liquidity Model for Emerging Markets
with Ricardo J. Caballero, Arvind Krishnamurthy: w8758
August 2001Smoothing Sudden Stops
with Ricardo Caballero, Arvind Krishnamurthy: w8427
A "Vertical" Analysis of Crises and Intervention: Fear of Floating and Ex-ante Problems
with Ricardo Caballero, Arvind Krishnamurthy: w8428
February 2001International Liquidity Illusion: On the Risks of Sterilization
with Ricardo J. Caballero, Arvind Krishnamurthy: w8141
October 2000International and Domestic Collateral Constraints in a Model of Emerging Market Crises
with Ricardo Caballero, Arvind Krishnamurthy: w7971
July 2000Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment
with Ricardo J. Caballero, Arvind Krishnamurthy: w7792
June 2000International Liquidity Management: Sterilization Policy in Illiquid Financial Markets
with Ricardo J. Caballero, Arvind Krishnamurthy: w7740
December 1998Emerging Market Crises: An Asset Markets Perspective
with Ricardo J. Caballero, Arvind Krishnamurthy: w6843

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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