Arvind Krishnamurthy

Stanford Graduate School of Business

655 Knight Way

Stanford, CA 94305-5015

United States

  • Stanford Graduate School of Business

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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223

CROSSREF CITATIONS

108

Scholarly Papers (17)

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1.

Measuring Liquidity Mismatch in the Banking Sector

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.

Dollar Safety and the Global Financial Cycle

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.

Foreign Safe Asset Demand and the Dollar Exchange Rate

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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4.

Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment

Downloads 621 ( 59,552)
Citation 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 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

9.

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

Downloads 207 (200,331)

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)

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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.

Intermediary Asset Pricing and the Financial Crisis

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

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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)
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