.
Krishnamurthy, Arvind's
Scholarly Papers
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column.
Aggregate Statistics
Total 8,944
Total Citations 1,157
1.
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
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Gabaix, Xavier New York University - Stern School of Business
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Vigneron, Olivier UBM
Posted:
11 Jun 04
Last Revised:
30 Apr 08
868(11,582)
50
Gabaix, Xavier New York University - Stern School of Business
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Vigneron, Olivier UBM
32
50
Gabaix, Xavier New York University - Stern School of Business
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Vigneron, Olivier UBM
836
50
Market segmentation, prepayment risk, liquidity, limited capital, hedge funds, limits to arbitrage.
2.
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
683(16,607)
94
Hedge funds, spread trading, arbitrage, short sales constraint, CP-bills spread, aggregate liquidity, liquidity crises
3.
Brunnermeier, Markus K. Princeton University - Department of Economics
Hansen, Lars Peter University of Chicago - Department of Economics
Kashyap, Anil K. University of Chicago - Booth School of Business
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Lo, Andrew W. Massachusetts Institute of Technology (MIT) - Sloan School of Management
575(21,164)
2
4.
Brunnermeier, Markus K. Princeton University - Department of Economics
Gorton, Gary B. Yale School of Management
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
30 Apr 11
Last Revised:
07 Jun 11
546(22,663)
1
Measurement, Systemic Risk, Liquidity
5.
Bubbles and Capital Flow Volatility: Causes and Risk Management
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
21 Sep 05
Last Revised:
21 Nov 05
400(34,081)
26
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
37
26
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
363
26
Emerging markets, bubbles, excess volatility, crashes, capital flow reversals, public debt market, financial underdevelopment, dynamic inefficiency
6.
A Dual Liquidity Model for Emerging Markets
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
17 Jan 02
Last Revised:
26 Nov 03
388(35,405)
17
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
0
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
31
17
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
357
17
Capital flows, external crises, international and domestic liquidity, monetary policy, fiscal policy, underinsurance
7.
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
12 Jun 00
Last Revised:
18 Oct 10
340(41,621)
8
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
29
8
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
311
8
8.
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
336(42,222)
4
External shocks, domestic and international liquidity, monetary policy, interest parity departures, exchange rate overshooting, fear of floating, commitment, credibility, underinsurance
9.
Fiscal Policy and Financial Depth
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
20 May 04
Last Revised:
11 Jun 04
308(46,759)
11
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
41
11
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
267
11
sudden stops, financial depth, fiscal deficits, liquidity crises, populism, crowding out
10.
A Model of Capital and Crises
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He, Zhiguo University of Chicago - Booth School of Business, and NBER
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
02 Oct 08
Last Revised:
19 Sep 10
303(47,643)
39
He, Zhiguo University of Chicago - Booth School of Business, and NBER
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
15 Mar 09
Last Revised:
19 Sep 10
243
39
Liquidity, Hedge Funds, Delegation, Financial Institutions
He, Zhiguo University of Chicago - Booth School of Business, and NBER
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
60
39
11.
International and Domestic Collateral Constraints in a Model of Emerging Market Crises
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
05 Oct 00
Last Revised:
26 Nov 03
286(51,002)
142
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
37
142
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
249
142
Capital flows. fires sales, microeconomic and aggregate financial constraints, contractual and corporate governance problems, balance sheets, wasted collateral, domestic and foreign spreads, excessive leverage, collateral under provision, real depreciation, banks.
12.
International Liquidity Illusion: On the Risks of Sterilization
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
16 Feb 01
Last Revised:
26 Nov 03
285(51,200)
6
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
24
6
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
261
6
Capital flows, sterilization policy, monetary policy, financial constraints, balance sheets, excessive leverage, short term capital flows, debt maturity, quasi-fiscal deficit, soverign risk, illiquidity
13.
Financial System Risk and Flight to Quality
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
30 Nov 05
Last Revised:
27 Dec 05
275(53,312)
4
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
29
4
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
246
4
Locked collateral, flight to quality, insurance, risk premia, financial intermediaries, lender of last resort, private sector multiplier, collateral shocks, robust control
14.
Flight to Quality and Collective Risk Management
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
23 Mar 06
Last Revised:
31 Aug 10
272(53,967)
74
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
34
74
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
238
74
Locked collateral, flight to quality, insurance, safe and risky claims, financial intermediaries, collective bias, lender of last resort, private sector multiplier, collateral shocks, robust control
15.
Excessive Dollar Debt: Financial Development and Underinsurance
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
19 Apr 02
Last Revised:
26 Nov 03
263(56,061)
57
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
0
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
263
57
Currency mismatch, balance sheets, international liquidity, contingent credit lines, thin markets, limited participation
16.
Balance Sheet Adjustments in the 2008 Crisis
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He, Zhiguo University of Chicago - Booth School of Business, and NBER
Khang, In Gu Northwestern University - Kellogg School of Management
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
05 Mar 10
Last Revised:
06 Jul 10
254(58,240)
19
He, Zhiguo University of Chicago - Booth School of Business, and NBER
Khang, In Gu Northwestern University - Kellogg School of Management
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
36
19
He, Zhiguo University of Chicago - Booth School of Business, and NBER
Khang, In Gu Northwestern University - Kellogg School of Management
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
05 Mar 10
Last Revised:
10 Apr 10
218
19
17.
Vissing-Jorgensen, Annette Northwestern University - Kellogg School of Management
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
240(61,895)
22
18.
A 'Vertical' Analysis of Crises and Intervention: Fear of Floating and Ex-Ante Problems
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
25 Jul 01
Last Revised:
23 Oct 10
228(65,393)
6
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
23
6
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
205
6
External shocks, domestic and international liquidity, monetary policy, interest parity departures, exchange rate systems, overshooting
19.
A Macroeconomic Framework for Quantifying Systemic Risk
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He, Zhiguo University of Chicago - Booth School of Business, and NBER
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
21 Aug 12
Last Revised:
08 Mar 13
224(66,960)
5
He, Zhiguo University of Chicago - Booth School of Business, and NBER
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
0
Liquidity, Delegation, Financial Intermediation, Crises, Financial Friction, Constraints
He, Zhiguo University of Chicago - Booth School of Business, and NBER
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
21 Aug 12
Last Revised:
08 Mar 13
224
5
Liquidity, Delegation, Financial Intermediation, Crises, Financial Friction, Constraints
20.
Smoothing Sudden Stops
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
25 Jul 01
Last Revised:
23 Oct 10
218(68,536)
19
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
16
19
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
202
19
External Shocks, domestic and international collateral, underinsurance, credit lines, liquidity requirements, asset market intervention
21.
Emerging Market Crises: an Asset Markets Perspective
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
18 Dec 98
Last Revised:
11 Oct 10
195(76,734)
47
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
23
47
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
172
47
22.
Dollarization of Liabilities: Underinsurance and Domestic Financial Underdevelopment
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
19 Jul 00
Last Revised:
26 Nov 03
192(77,898)
12
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
23
12
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
169
12
23.
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
177(84,197)
12
External shocks, segmented capital markets, credit squeeze, monetary policy, interest parity departures, exchange rate overshooting, fear of floating, underinsurance, capital controls
24.
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
159(92,960)
17
External Shocks, Domestic and International Liquidity, Inflation Targeting, Fear of Floating, Commitment, Underinsurance
25.
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
129(111,395)
57
26.
Bond, Philip University of Minnesota - Twin Cities
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
113(123,836)
6
Bankruptcy, Autarchy Punishment, Limited Commitment, Credit Denial, Financial Constraints
27.
Intermediary Asset Pricing
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He, Zhiguo University of Chicago - Booth School of Business, and NBER
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
08 Dec 08
Last Revised:
12 May 12
110(126,365)
44
He, Zhiguo University of Chicago - Booth School of Business, and NBER
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
47
43
Liquidity, LTCM Crisis, Subprime Crisis, Delegated Portfolio Management, Financial Institutions, Asset Pricing, Collateral, Credit
He, Zhiguo University of Chicago - Booth School of Business, and NBER
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
63
44
28.
Collective Risk Management in a Flight to Quality Episode
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Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Posted:
01 Feb 07
Last Revised:
28 Sep 10
108(128,104)
78
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
41
78
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
67
78
Locked collateral, liquidity, flight to quality, Knightian uncertainty, collateral shocks, collective bias, lender of last resort, private sector multiplier
29.
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
78(158,886)
35
30.
Dow, James London Business School - Institute of Finance and Accounting
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Gorton, Gary B. Yale School of Management
67(173,618)
24
31.
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
65(176,423)
35
Capital flows fire sales financial constraints contractual and corporate governance problems balance sheets wasted collateral domestic and foreign spreads excessive leverage banks
32.
Vissing-Jorgensen, Annette Northwestern University - Kellogg School of Management
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
61(182,373)
73
33.
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
57(188,741)
32
34.
Sizing Up Repo
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Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Nagel, Stefan Stanford Graduate School of Business
Orlov, Dmitry affiliation not provided to SSRN
Posted:
19 Jan 12
Last Revised:
16 Mar 12
42(215,922)
19
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Nagel, Stefan Stanford Graduate School of Business
Orlov, Dmitry affiliation not provided to SSRN
6
19
Dealer Banks, Financial Crisis, Repurchase Agreements, Shadow Banking
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Nagel, Stefan Stanford Graduate School of Business
Orlov, Dmitry affiliation not provided to SSRN
36
19
35.
He, Zhiguo University of Chicago - Booth School of Business, and NBER
Khang, In Gu Northwestern University - Kellogg School of Management
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
31(240,772)
21
36.
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
31(240,772)
12
37.
Caballero, Ricardo J. Massachusetts Institute of Technology (MIT) - Department of Economics
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
24(261,660)
20
38.
Krishnamurthy, Arvind Northwestern University - Kellogg School of Management
Vissing-Jorgensen, Annette Northwestern University - Kellogg School of Management
13(300,346)
10
