Arvind Krishnamurthy

International Liquidity Management: Sterilization Policy in Illiquid Financial Markets

Year: 2000
Journal: No Journal Matched
Authors: Ricardo J. Caballero; Arvind Krishnamurthy

A Dual Liquidity Model for Emerging Markets

Year: 2002
Journal: American Economic Review
Authors: Ricardo J. Caballero; Arvind Krishnamurthy

Equilibrium Asset Prices Under Imperfect Corporate Control

Year: 2003
Journal: American Economic Review
Authors: James Dow; Gary Gorton; Arvind Krishnamurthy

Inflation Targeting and Sudden Stops

Year: 2003
Journal: No Journal Matched
Authors: Ricardo J. Caballero; Arvind Krishnamurthy

Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective

Year: 2004
Journal: International Journal of Central Banking
Authors: Ricardo Caballero; Arvind Krishnamurthy

Fiscal Policy and Financial Depth

Year: 2004
Journal: No Journal Matched
Authors: Ricardo Caballero; Arvind Krishnamurthy

Bubbles and Capital Flow Volatility: Causes and Risk Management

Year: 2005
Journal: Journal of Monetary Economics
Authors: Ricardo J. Caballero; Arvind Krishnamurthy

Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market

Year: 2005
Journal: Journal of Finance
Authors: Xavier Gabaix; Arvind Krishnamurthy; Olivier Vigneron

Financial System Risk and Flight to Quality

Year: 2005
Journal: No Journal Matched
Authors: Ricardo J. Caballero; Arvind Krishnamurthy

Flight to Quality and Collective Risk Management

Year: 2006
Journal: Journal of Finance
Authors: Ricardo J. Caballero; Arvind Krishnamurthy

Collective Risk Management in a Flight to Quality Episode

Year: 2007
Journal: Journal of Finance
Authors: Ricardo J. Caballero; Arvind Krishnamurthy

The Demand for Treasury Debt

Year: 2007
Journal: No Journal Matched
Authors: Arvind Krishnamurthy; Annette Vissing-Jorgensen

Intermediary Asset Pricing

Year: 2008
Journal: American Economic Review
Authors: Zhiguo He; Arvind Krishnamurthy

A Model of Capital and Crises

Year: 2008
Journal: Review of Economic Studies
Authors: Zhiguo He; Arvind Krishnamurthy

Global Imbalances and Financial Fragility

Year: 2009
Journal: American Economic Review
Authors: Ricardo J. Caballero; Arvind Krishnamurthy

Amplification Mechanisms in Liquidity Crises

Year: 2009
Journal: American Economic Journal: Macroeconomics
Authors: Arvind Krishnamurthy

How Debt Markets Have Malfunctioned in the Crisis

Year: 2009
Journal: Journal of Economic Perspectives
Authors: Arvind Krishnamurthy

Balance Sheet Adjustments in the 2008 Crisis

Year: 2010
Journal: IMF Economic Review
Authors: Zhiguo He; In Gu Khang; Arvind Krishnamurthy

The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy

Year: 2011
Journal: Brookings Papers on Economic Activity
Authors: Arvind Krishnamurthy; Annette Vissing-Jorgensen

Sizing Up Repo

Year: 2012
Journal: Journal of Finance
Authors: Arvind Krishnamurthy; Stefan Nagel; Dmitry Orlov

Sizing Up Repo

Year: 2012
Journal: Journal of Finance
Authors: Arvind Krishnamurthy; Stefan Nagel; Dmitry Orlov

Interpreting Repo Statistics in the Flow of Funds Accounts

Year: 2013
Journal: No Journal Matched
Authors: Arvind Krishnamurthy; Stefan Nagel

A Macroeconomic Framework for Quantifying Systemic Risk

Year: 2014
Journal: American Economic Journal: Macroeconomics
Authors: Zhiguo He; Arvind Krishnamurthy

The Impact of Treasury Supply on Financial Sector Lending and Stability

Year: 2015
Journal: No Journal Matched
Authors: Arvind Krishnamurthy; Annette Vissing-Jorgensen

What Makes US Government Bonds Safe Assets

Year: 2016
Journal: American Economic Review
Authors: Zhiguo He; Arvind Krishnamurthy; Konstantin Milbradt

Measuring Liquidity Mismatch in the Banking Sector

Year: 2016
Journal: Journal of Finance
Authors: Arvind Krishnamurthy; Jennie Bai; Charles-Henri Weymuller

A Model of Safe Asset Determination

Year: 2016
Journal: American Economic Review
Authors: Zhiguo He; Arvind Krishnamurthy; Konstantin Milbradt

How Credit Cycles Across a Financial Crisis

Year: 2017
Journal: No Journal Matched
Authors: Arvind Krishnamurthy; Tyler Muir

ECB Policies Involving Government Bond Purchases: Impact and Channels

Year: 2017
Journal: Review of Finance
Authors: Arvind Krishnamurthy; Stefan Nagel; Annette Vissing-Jorgensen

Intermediary Asset Pricing and the Financial Crisis

Year: 2018
Journal: Annual Review of Financial Economics
Authors: Zhiguo He; Arvind Krishnamurthy

Foreign Safe Asset Demand and the Dollar Exchange Rate

Year: 2018
Journal: Journal of Finance
Authors: Zhengyang Jiang; Arvind Krishnamurthy; Hanno Lustig

Mortgage Design in an Equilibrium Model of the Housing Market

Year: 2018
Journal: Journal of Finance
Authors: Adam M. Guren; Arvind Krishnamurthy; Timothy J. McQuade

Capital Flow Management with Multiple Instruments

Year: 2018
Journal: No Journal Matched
Authors: Viral V. Acharya; Arvind Krishnamurthy

Dollar Safety and the Global Financial Cycle

Year: 2020
Journal: No Journal Matched
Authors: Zhengyang Jiang; Arvind Krishnamurthy; Hanno Lustig

Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment

Year: 2020
Journal: No Journal Matched
Authors: Arvind Krishnamurthy; Wenhao Li

The Rest of the World's Dollar-Weighted Return on U.S. Treasuries

Year: 2022
Journal: No Journal Matched
Authors: Zhengyang Jiang; Arvind Krishnamurthy; Hanno Lustig

The Demand for Money, Near-Money, and Treasury Bonds

Year: 2022
Journal: Review of Financial Studies
Authors: Arvind Krishnamurthy; Wenhao Li

Liquidity, Debt Denomination, and Currency Dominance

Year: 2023
Journal: No Journal Matched
Authors: Antonio Coppola; Arvind Krishnamurthy; Chenzi Xu

Liquidity, Debt Denomination, and Currency Dominance

Year: 2023
Journal: No Journal Matched
Authors: Antonio Coppola; Arvind Krishnamurthy; Chenzi Xu

Implications of Asset Market Data for Equilibrium Models of Exchange Rates

Year: 2023
Journal: No Journal Matched
Authors: Zhengyang Jiang; Arvind Krishnamurthy; Hanno Lustig