Arvind Krishnamurthy

Stanford Graduate School of Business

655 Knight Way

Stanford, CA 94305-5015

United States

SCHOLARLY PAPERS

14

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Top 27,680

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1,983

SSRN CITATIONS
Rank 5,008

SSRN RANKINGS

Top 5,008

in Total Papers Citations

148

CROSSREF CITATIONS

109

Scholarly Papers (14)

1.
Downloads 31 ( 19,433)
Citation 26

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 31 (539,244)
Citation 11

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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
Downloads 456 (72,243)
Citation 3

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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: 98 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 19 (619,902)

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3.
Downloads 414 ( 81,381)
Citation 3

Dollar Safety and the Global Financial Cycle

Stanford University Graduate School of Business Research Paper No. 19-16
Number of pages: 56 Posted: 06 Feb 2019 Last Revised: 04 Aug 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
Downloads 413 (80,907)
Citation 5

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

Dollar Safety and the Global Financial Cycle

NBER Working Paper No. w27682
Number of pages: 57 Posted: 17 Aug 2020
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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4.

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 332 (104,555)
Citation 14

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

Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment

Number of pages: 78 Posted: 09 Apr 2020 Last Revised: 22 Dec 2020
Arvind Krishnamurthy and Wenhao Li
Stanford Graduate School of Business and University of Southern California - Marshall School of Business
Downloads 299 (117,292)
Citation 1

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financial crises, intermediation, sentiment, credit spread

Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment

NBER Working Paper No. w27088
Number of pages: 78 Posted: 05 May 2020
Arvind Krishnamurthy and Wenhao Li
Stanford Graduate School of Business and University of Southern California - Marshall School of Business
Downloads 1 (771,483)
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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
Downloads 237 (148,520)

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safe assets, reserve currency, global financial cycle

7.
Downloads 51 (437,617)
Citation 46

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 51 (445,020)
Citation 46

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8.

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 43 (469,467)
Citation 17

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9.

How Credit Cycles Across a Financial Crisis

NBER Working Paper No. w23850
Number of pages: 56 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 31 (525,739)
Citation 10

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10.

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 27 (548,130)
Citation 6

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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 18 (605,964)
Citation 3

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12.

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 18 (605,964)
Citation 25

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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 6 (691,244)
Citation 5

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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)
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