Arvind Krishnamurthy

Stanford Graduate School of Business

655 Knight Way

Stanford, CA 94305-5015

United States

SCHOLARLY PAPERS

12

DOWNLOADS

756

CITATIONS
Rank 18,322

SSRN RANKINGS

Top 18,322

in Total Papers Citations

26

Scholarly Papers (12)

1.
Downloads 22 ( 18,306)
Citation 18

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 22 (520,469)
Citation 9

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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 312 (95,473)

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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 180 (165,244)

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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 12 (585,375)
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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 109 (246,949)
Citation 1

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

5.

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 32 (452,459)
Citation 8

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6.
Downloads 29 (466,635)
Citation 88

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 29 (479,203)
Citation 88
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7.

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 18 (527,126)
Citation 3

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8.

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 18 (527,126)
Citation 10

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9.

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 12 (562,517)
Citation 15

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10.

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 9 (581,033)
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11.

Mortgage Design in an Equilibrium Model of the Housing Market

NBER Working Paper No. w24446
Number of pages: 63 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 (621,476)
Citation 2
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12.

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 (662,094)
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