Author Page for Arvind Krishnamurthy

1.

Measuring Liquidity Mismatch in the Banking Sector

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Citation 57

1

Measuring Liquidity Mismatch in the Banking Sector

NBER Working Paper No. w22729

Number of pages: 66 Posted: 10 Oct 2016 Last Revised: 08 Feb 2023

Arvind Krishnamurthy, Jennie Bai and Charles-Henri Weymuller

Stanford Graduate School of Business, Georgetown University - McDonough School of Business and Institut d'Etudes Politiques de Paris (Sciences Po)

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Citation 14

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2.

Dollar Safety and the Global Financial Cycle

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Citation 12

2

Dollar Safety and the Global Financial Cycle

Stanford University Graduate School of Business Research Paper No. 19-16

Number of pages: 62 Posted: 06 Feb 2019 Last Revised: 19 Aug 2023

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 1,026 (37,879)

Citation 11

Abstract:

Dollar Safety and the Global Financial Cycle

NBER Working Paper No. w27682

Number of pages: 63 Posted: 17 Aug 2020 Last Revised: 20 Feb 2022

Zhengyang Jiang, Arvind Krishnamurthy and hlustig@stanford.edu Lustig

Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford University

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Citation 3

Abstract:

3.

Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment

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Citation 3

2

Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment

Number of pages: 74 Posted: 09 Apr 2020 Last Revised: 25 Oct 2021

Arvind Krishnamurthy and Wenhao Li

Stanford Graduate School of Business and University of Southern California - Marshall School of Business

Downloads 917 (44,353)

Citation 1

Abstract:

Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment

NBER Working Paper No. w27088

Number of pages: 75 Posted: 05 May 2020 Last Revised: 08 Jul 2023

Arvind Krishnamurthy and Wenhao Li

Stanford Graduate School of Business and University of Southern California - Marshall School of Business

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Citation 2

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4.

Foreign Safe Asset Demand and the Dollar Exchange Rate

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Citation 92

2

Foreign Safe Asset Demand and the Dollar Exchange Rate

Stanford University Graduate School of Business Research Paper No. 18-16, Journal of Finance, Forthcoming

Number of pages: 98 Posted: 21 Mar 2018 Last Revised: 21 Sep 2020

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

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Citation 100

Abstract:

Foreign Safe Asset Demand and the Dollar Exchange Rate

NBER Working Paper No. w24439

Number of pages: 98 Posted: 26 Mar 2018 Last Revised: 12 Apr 2023

Zhengyang Jiang, Arvind Krishnamurthy and Hanno Lustig

Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford University

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Abstract:

5.

Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect

Stanford University Graduate School of Business Research Paper, Forthcoming

Number of pages: 55 Posted: 25 May 2021 Last Revised: 30 Aug 2022

Zhengyang Jiang, Arvind Krishnamurthy, Hanno N. Lustig and Jialu Sun

Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Stanford Graduate School of Business and Northwestern University, Kellogg School of Management

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Citation 1

Abstract:

6.

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

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Citation 15

Abstract:

7.

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

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2

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

Number of pages: 33 Posted: 10 Jan 2022 Last Revised: 30 Sep 2023

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 480 (102,605)

Abstract:

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

NBER Working Paper No. w30089

Number of pages: 34 Posted: 30 May 2022 Last Revised: 04 Jun 2022

Zhengyang Jiang, Arvind Krishnamurthy and hlustig@stanford.edu Lustig

Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford University

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8.

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

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Citation 12

2

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

Forthcoming at Review of Financial Studies

Number of pages: 67 Posted: 07 Jul 2021 Last Revised: 28 Aug 2022

Arvind Krishnamurthy and Wenhao Li

Stanford Graduate School of Business and University of Southern California - Marshall School of Business

Downloads 441 (113,349)

Abstract:

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

NBER Working Paper No. w30051

Number of pages: 67 Posted: 16 May 2022 Last Revised: 24 Apr 2023

Arvind Krishnamurthy and Wenhao Li

Stanford Graduate School of Business and University of Southern California - Marshall School of Business

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Citation 13

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9.

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

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Citation 35

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10.

Intermediary Asset Pricing and the Financial Crisis

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Citation 45

1

Intermediary Asset Pricing and the Financial Crisis

NBER Working Paper No. w24415

Number of pages: 39 Posted: 20 Mar 2018 Last Revised: 19 Mar 2023

Zhiguo He and Arvind Krishnamurthy

University of Chicago - Finance and Stanford Graduate School of Business

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Citation 45

Abstract:

11.

A Model of Safe Asset Determination

NBER Working Paper No. w22271

Number of pages: 71 Posted: 24 May 2016 Last Revised: 10 May 2023

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

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Citation 74

Abstract:

12.

How Credit Cycles Across a Financial Crisis

NBER Working Paper No. w23850

Number of pages: 56 Posted: 25 Sep 2017 Last Revised: 03 Mar 2023

Arvind Krishnamurthy and Tyler Muir

Stanford Graduate School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management

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Citation 21

Abstract:

13.

Implications of Asset Market Data for Equilibrium Models of Exchange Rates

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2

Implications of Asset Market Data for Equilibrium Models of Exchange Rates

Number of pages: 35 Posted: 29 Nov 2023

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 76 (542,605)

Abstract:

Implications of Asset Market Data for Equilibrium Models of Exchange Rates

NBER Working Paper No. w31851

Number of pages: 36 Posted: 13 Nov 2023

Zhengyang Jiang, Arvind Krishnamurthy and hlustig@stanford.edu Lustig

Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford University

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14.

Capital Flow Management with Multiple Instruments

NBER Working Paper No. w24443

Number of pages: 32 Posted: 26 Mar 2018 Last Revised: 16 Apr 2023

Viral V. Acharya, Viral V. Acharya and Arvind Krishnamurthy

New York University (NYU) - Leonard N. Stern School of Business and Stanford Graduate School of Business

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Citation 6

Abstract:

15.

What Makes Us Government Bonds Safe Assets?

NBER Working Paper No. w22017

Number of pages: 9 Posted: 01 Mar 2016 Last Revised: 27 Feb 2023

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 54 (638,597)

Citation 19

Abstract:

16.

ECB Policies Involving Government Bond Purchases: Impact and Channels

NBER Working Paper No. w23985

Number of pages: 63 Posted: 06 Nov 2017 Last Revised: 16 Jul 2023

Arvind Krishnamurthy, Stefan Nagel and Annette Vissing-Jorgensen

Stanford Graduate School of Business, University of Chicago - Booth School of Business and Federal Reserve Board

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Citation 58

Abstract:

17.

Mortgage Design in an Equilibrium Model of the Housing Market

NBER Working Paper No. w24446

Number of pages: 70 Posted: 26 Mar 2018 Last Revised: 19 Apr 2023

Adam M. Guren, Arvind Krishnamurthy and Timothy McQuade

Boston University - Department of Economics, Stanford Graduate School of Business and Stanford University

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Citation 38

Abstract:

18.

Liquidity, Debt Denomination, and Currency Dominance

NBER Working Paper No. w30984

Number of pages: 65 Posted: 27 Feb 2023 Last Revised: 11 Apr 2023

Antonio Coppola, Arvind Krishnamurthy and Chenzi Xu

Stanford University, Stanford Graduate School of Business and Stanford University

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19.

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 Federal Reserve Board

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Arvind Krishnamurthy

Stanford Graduate School of Business

National Bureau of Economic Research (NBER)

Stanford University - Stanford Institute for Economic Policy Research

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Scholarly Papers (19)

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

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

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Implications of Asset Market Data for Equilibrium Models of Exchange Rates

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Liquidity, Debt Denomination, and Currency Dominance

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ECB Policies Involving Government Bond Purchases: Impacts and Channels

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