Arvind Krishnamurthy

Stanford Graduate School of Business

655 Knight Way

Stanford, CA 94305-5015

United States

SCHOLARLY PAPERS

17

DOWNLOADS
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SSRN RANKINGS

Top 18,296

in Total Papers Downloads

3,859

SSRN CITATIONS
Rank 4,041

SSRN RANKINGS

Top 4,041

in Total Papers Citations

223

CROSSREF CITATIONS

108

Scholarly Papers (17)

1.
Downloads 33 ( 22,063)
Citation 28

Measuring Liquidity Mismatch in the Banking Sector

NBER Working Paper No. w22729
Number of pages: 66 Posted: 10 Oct 2016 Last Revised: 07 Feb 2022
Arvind Krishnamurthy, Jennie Bai and Charles-Henri Weymuller
Stanford Graduate School of Business, Georgetown University - Department of Finance and Sciences Po
Downloads 33 (613,022)
Citation 14

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2.
Downloads 711 ( 50,498)
Citation 6

Dollar Safety and the Global Financial Cycle

Stanford University Graduate School of Business Research Paper No. 19-16
Number of pages: 60 Posted: 06 Feb 2019 Last Revised: 19 May 2021
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 702 (50,610)
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 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
Downloads 9 (816,690)
Citation 2

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3.
Downloads 666 ( 54,495)
Citation 22

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 644 (56,180)
Citation 11

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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 Last Revised: 11 Apr 2022
Zhengyang Jiang, Arvind Krishnamurthy and Hanno Lustig
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford University
Downloads 22 (691,458)

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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 610 (60,209)
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: 75 Posted: 05 May 2020 Last Revised: 06 Jan 2022
Arvind Krishnamurthy and Wenhao Li
Stanford Graduate School of Business and University of Southern California - Marshall School of Business
Downloads 11 (787,460)
Citation 1

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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 412 (98,825)
Citation 3

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safe assets, reserve currency, global financial cycle

6.

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 356 (116,305)
Citation 20

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

7.

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

Number of pages: 23 Posted: 10 Jan 2022 Last Revised: 14 Apr 2022
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 296 (141,701)

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safe assets, exorbitant privilege

8.

Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect

Stanford University Graduate School of Business Research Paper, Forthcoming
Number of pages: 45 Posted: 25 May 2021 Last Revised: 23 Mar 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 Stanford Graduate School of Business
Downloads 259 (161,813)

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Safe assets, exchange rates, convenience yield, incomplete markets

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

USC Marshall School of Business Research Paper
Number of pages: 66 Posted: 07 Jul 2021 Last Revised: 13 Apr 2022
Arvind Krishnamurthy and Wenhao Li
Stanford Graduate School of Business and University of Southern California - Marshall School of Business
Downloads 201 (205,727)

Abstract:

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Liquidity Premium; Money; Government Debt; Shadow Banking

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

NBER Working Paper No. w30051
Number of pages: 67 Posted: 16 May 2022 Last Revised: 21 May 2022
Arvind Krishnamurthy and Wenhao Li
Stanford Graduate School of Business and University of Southern California - Marshall School of Business
Downloads 6 (836,652)
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10.

A Model of Safe Asset Determination

NBER Working Paper No. w22271
Number of pages: 71 Posted: 24 May 2016 Last Revised: 09 May 2022
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 71 (434,511)
Citation 20

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11.
Downloads 60 (473,337)
Citation 45

Intermediary Asset Pricing and the Financial Crisis

NBER Working Paper No. w24415
Number of pages: 39 Posted: 20 Mar 2018 Last Revised: 19 Mar 2022
Zhiguo He and Arvind Krishnamurthy
University of Chicago - Finance and Stanford Graduate School of Business
Downloads 60 (480,418)
Citation 45

Abstract:

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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 2022
Arvind Krishnamurthy and Tyler Muir
Stanford Graduate School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 52 (505,127)
Citation 10

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13.

What Makes Us Government Bonds Safe Assets?

NBER Working Paper No. w22017
Number of pages: 9 Posted: 01 Mar 2016 Last Revised: 28 Feb 2021
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 38 (570,847)
Citation 8

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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 2022
Viral V. Acharya, Viral V. Acharya and Arvind Krishnamurthy
ProfessorNew York University - Leonard N. Stern School of Business and Stanford Graduate School of Business
Downloads 34 (592,489)
Citation 3

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15.

ECB Policies Involving Government Bond Purchases: Impact and Channels

NBER Working Paper No. w23985
Number of pages: 63 Posted: 06 Nov 2017 Last Revised: 24 Jan 2022
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 24 (655,976)
Citation 39

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16.

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: 18 Apr 2022
Adam M. Guren, Arvind Krishnamurthy and Timothy McQuade
Boston University - Department of Economics, Stanford Graduate School of Business and Stanford University
Downloads 19 (692,830)
Citation 10

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17.

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 (876,428)
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