Arvind Krishnamurthy

Stanford Graduate School of Business

655 Knight Way

Stanford, CA 94305-5015

United States

SCHOLARLY PAPERS

14

DOWNLOADS
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SSRN RANKINGS

Top 38,216

in Total Papers Downloads

1,213

SSRN CITATIONS
Rank 5,806

SSRN RANKINGS

Top 5,806

in Total Papers Citations

80

CROSSREF CITATIONS

108

Scholarly Papers (14)

1.
Downloads 27 ( 18,557)
Citation 20

Measuring Liquidity Mismatch in the Banking Sector

NBER Working Paper No. w22729
Number of pages: 66 Posted: 10 Oct 2016
Arvind Krishnamurthy, Jennie Bai and Charles-Henri Weymuller
Stanford Graduate School of Business, Georgetown University - Department of Finance and Sciences Po
Downloads 27 (519,439)
Citation 6

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2.

Foreign Safe Asset Demand for U.S. Treasurys and the Dollar

American Economic Review P&P, Forthcoming, Stanford University Graduate School of Business Research Paper No. 18-1
Number of pages: 55 Posted: 11 Dec 2017 Last Revised: 25 Mar 2018
Zhengyang Jiang, Arvind Krishnamurthy and Hanno N. Lustig
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford Graduate School of Business
Downloads 321 (98,422)
Citation 8

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Covered Interest Rate Parity, exchange rates, safe asset demand, convenience yields

Foreign Safe Asset Demand and the Dollar Exchange Rate

Stanford University Graduate School of Business Research Paper No. 18-16
Number of pages: 93 Posted: 21 Mar 2018 Last Revised: 23 Mar 2019
Zhengyang Jiang, Arvind Krishnamurthy and Hanno N. Lustig
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford Graduate School of Business
Downloads 295 (107,432)
Citation 9

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Covered Interest Rate Parity, Exchange Rates, Safe Asset Demand, Convenience Yields

Foreign Safe Asset Demand and the Dollar Exchange Rate

NBER Working Paper No. w24439
Number of pages: 94 Posted: 26 Mar 2018
Zhengyang Jiang, Arvind Krishnamurthy and Hanno Lustig
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford University
Downloads 14 (606,475)

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4.

Dollar Safety and the Global Financial Cycle

Stanford University Graduate School of Business Research Paper No. 19-16
Number of pages: 57 Posted: 06 Feb 2019 Last Revised: 12 Jul 2019
Zhengyang Jiang, Arvind Krishnamurthy and Hanno N. Lustig
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford Graduate School of Business
Downloads 240 (133,859)
Citation 8

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Covered interest rate parity, exchange rates, safe asset demand, convenience yields

5.

Mind the Gap in Sovereign Debt Markets: The U.S. Treasury basis and the Dollar Risk Factor

2019 Jackson Hole Economic Symposium, Stanford University Graduate School of Business Research Paper No. 3443231
Number of pages: 53 Posted: 08 Sep 2019
Arvind Krishnamurthy and Hanno N. Lustig
Stanford Graduate School of Business and Stanford Graduate School of Business
Downloads 158 (196,281)
Citation 2

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safe assets, reserve currency, global financial cycle

6.
Downloads 39 (448,420)
Citation 19

Intermediary Asset Pricing and the Financial Crisis

NBER Working Paper No. w24415
Number of pages: 39 Posted: 20 Mar 2018 Last Revised: 23 Mar 2018
Zhiguo He and Arvind Krishnamurthy
University of Chicago - Finance and Stanford Graduate School of Business
Downloads 39 (458,127)
Citation 19

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7.

A Model of Safe Asset Determination

NBER Working Paper No. w22271
Number of pages: 71 Posted: 24 May 2016
Zhiguo He, Arvind Krishnamurthy and Konstantin Milbradt
University of Chicago - Finance, Stanford Graduate School of Business and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 36 (461,073)
Citation 8

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8.

How Credit Cycles Across a Financial Crisis

NBER Working Paper No. w23850
Number of pages: 55 Posted: 25 Sep 2017
Arvind Krishnamurthy and Tyler Muir
Stanford Graduate School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 24 (522,006)
Citation 3

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9.

What Makes Us Government Bonds Safe Assets?

NBER Working Paper No. w22017
Number of pages: 9 Posted: 01 Mar 2016 Last Revised: 11 Mar 2016
Zhiguo He, Arvind Krishnamurthy and Konstantin Milbradt
University of Chicago - Finance, Stanford Graduate School of Business and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 21 (539,970)
Citation 3

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10.

ECB Policies Involving Government Bond Purchases: Impact and Channels

NBER Working Paper No. w23985
Number of pages: 63 Posted: 06 Nov 2017
Arvind Krishnamurthy, Stefan Nagel and Annette Vissing-Jorgensen
Stanford Graduate School of Business, University of Chicago - Booth School of Business and National Bureau of Economic Research (NBER)
Downloads 14 (583,631)
Citation 7

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11.

Capital Flow Management with Multiple Instruments

NBER Working Paper No. w24443
Number of pages: 32 Posted: 26 Mar 2018
Viral V. Acharya and Arvind Krishnamurthy
New York University - Leonard N. Stern School of Business and Stanford Graduate School of Business
Downloads 12 (596,935)

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12.

Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment

Number of pages: 72
Arvind Krishnamurthy and Wenhao Li
Stanford Graduate School of Business and University of Southern California - Marshall School of Business
Downloads 9

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financial crises, intermediation, sentiment, credit spread

13.

Mortgage Design in an Equilibrium Model of the Housing Market

NBER Working Paper No. w24446
Number of pages: 70 Posted: 26 Mar 2018
Adam M. Guren, Arvind Krishnamurthy and Timothy McQuade
Boston University - Department of Economics, Stanford Graduate School of Business and Stanford University
Downloads 3 (659,291)
Citation 1

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14.

ECB Policies Involving Government Bond Purchases: Impacts and Channels

CEPR Discussion Paper No. DP12399
Number of pages: 65 Posted: 30 Oct 2017
Arvind Krishnamurthy, Stefan Nagel and Annette Vissing-Jorgensen
Stanford Graduate School of Business, University of Chicago - Booth School of Business and National Bureau of Economic Research (NBER)
Downloads 0 (698,204)
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