Access Statistics for Tobias Adrian

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Broker-Dealer Leverage and the Cross-Section of Stock Returns 0 0 3 41 1 2 10 203
CoVaR 2 4 13 227 16 33 71 581
CoVaR 7 23 43 723 24 75 229 2,458
Dealer balance sheets and bond liquidity provision 0 7 37 37 5 15 28 28
Decomposing real and nominal yield curves 0 4 10 49 0 12 34 116
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 1 0 0 5 58
Disagreement and learning in a dynamic contracting model 0 0 1 114 1 1 12 475
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 1 1 26 0 4 17 58
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 1 5 31 2 7 27 77
Dodd-Frank one year on: implications for shadow banking 1 2 5 63 1 3 23 160
Dynamic leverage asset pricing 2 8 25 137 7 20 70 292
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 3 21 91
Financial amplification of foreign exchange risk premia 0 2 5 72 1 3 17 210
Financial intermediaries and monetary economics 6 13 32 507 9 23 64 845
Financial intermediaries, financial stability, and monetary policy 4 7 19 427 4 9 80 1,203
Financial intermediary balance sheet management 1 3 17 161 7 12 41 328
Financial intermediary leverage and value at risk 3 3 13 461 4 8 56 1,065
Financial intermediation, asset prices, and macroeconomic dynamics 1 3 17 438 6 19 48 703
Financial stability monitoring 0 0 2 53 0 2 14 122
Financial stability monitoring 0 3 9 85 4 15 44 178
Financial stability policies for shadow banking 1 5 12 138 2 8 29 222
Financial vulnerability and monetary policy 4 10 55 55 8 13 35 35
Funding liquidity risk and the cross-section of stock returns 0 2 2 103 1 5 15 270
Global price of risk and stabilization policies 0 0 50 50 0 1 17 17
Inference, arbitrage, and asset price volatility 0 0 1 90 0 1 9 364
Intermediary balance sheets 0 0 9 99 2 6 25 156
Intermediary leverage cycles and financial stability 1 4 26 205 1 11 64 436
Intraday market making with overnight inventory costs 0 1 15 15 0 3 14 14
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 42 0 0 12 256
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 0 5 360 2 4 22 1,111
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 1 5 7 622 6 14 68 2,250
Liquidity and financial cycles 3 5 16 299 6 11 41 591
Liquidity and leverage 3 7 34 1,112 9 28 165 3,298
Liquidity policies and systemic risk 1 1 6 151 1 2 22 190
Macro risk premium and intermediary balance sheet quantities 3 4 11 165 4 5 21 339
Macroprudential policy: case study from a tabletop exercise 2 4 27 70 4 11 68 88
Market liquidity after the financial crisis 6 8 97 97 10 15 43 43
Monetary cycles, financial cycles, and the business cycle 2 5 33 526 6 15 74 778
Monetary policy, financial conditions, and financial stability 1 5 15 154 4 15 42 174
Monetary tightening cycles and the predictability of economic activity 0 2 5 177 1 3 17 399
Money, liquidity, and monetary policy 5 8 19 443 5 11 58 1,080
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 1 2 7 47 2 5 23 66
On the scale of financial intermediaries 1 6 37 174 2 19 85 176
Prices and quantities in the monetary policy transmission mechanism 1 2 7 141 1 3 46 317
Pricing the term structure with linear regressions 4 6 21 171 7 14 50 423
Procyclical Leverage and Value-at-Risk 3 7 20 176 6 19 63 387
Regression-based estimation of dynamic asset pricing models 2 3 11 86 2 6 27 190
Repo and Securities Lending 0 0 3 52 0 0 11 115
Repo and securities lending 0 1 3 127 0 3 11 305
Risk Appetite and Exchange Rates 1 5 10 41 1 6 23 151
Risk appetite and exchange Rates 0 2 9 250 0 5 29 729
Risk appetite and exchange rates 0 4 13 50 1 7 26 43
Shadow bank monitoring 1 3 22 140 2 7 45 253
Shadow banking 7 14 46 432 14 36 160 1,334
Shadow banking regulation 0 5 26 241 0 13 66 431
Shadow banking: a review of the literature 8 19 62 318 17 40 168 747
Stock returns and volatility: pricing the short-run and long-run components of market risk 1 3 13 515 3 16 59 1,576
The Federal Reserve's Commercial Paper Funding Facility 1 1 6 123 2 3 19 461
The changing nature of financial intermediation and the financial crisis of 2007-09 1 7 29 376 9 19 104 837
The cost of capital of the financial sector 3 6 12 49 3 10 26 46
The shadow banking system: implications for financial regulation 7 8 24 494 16 21 102 1,197
The term structure of inflation expectations 2 3 8 131 3 10 29 333
Vulnerable growth 3 4 41 41 5 11 43 43
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 1 6 18 223 2 10 37 351
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 1 1 3 86 3 4 16 244
Total Working Papers 109 278 1,153 13,110 265 735 3,040 32,117


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems 0 0 0 46 1 1 5 205
Disagreement and Learning in a Dynamic Contracting Model 0 0 2 29 0 2 21 144
Financial Intermediary Balance Sheet Management 2 6 16 59 3 10 33 131
Financial amplification of foreign exchange risk premia 0 1 4 44 0 5 19 208
Financial intermediaries, financial stability and monetary policy 0 2 10 37 1 6 28 88
Inference, arbitrage, and asset price volatility 0 1 1 24 0 1 16 164
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 1 2 5 91 1 2 14 279
Liquidity and financial contagion 3 7 17 105 8 18 38 332
Liquidity and leverage 8 23 72 858 24 68 261 2,202
Liquidity, monetary policy, and financial cycles 0 3 14 264 3 7 54 649
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 4 15 161 1 5 32 349
Macroprudential policy: a case study from a tabletop exercise 3 4 4 4 4 6 6 6
Measuring risk in the hedge fund sector 0 0 2 116 0 1 10 280
Monetary tightening cycles and the predictability of economic activity 0 0 6 119 0 0 16 329
Money, Liquidity, and Monetary Policy 3 4 23 421 4 8 51 829
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 2 6 101 2 7 21 209
Pricing the term structure with linear regressions 2 15 38 140 10 39 131 410
Shadow Banking Regulation 2 2 12 179 2 7 36 357
Shadow banking 9 12 35 185 18 25 85 369
Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk 1 4 8 193 4 10 30 579
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 2 43 0 1 14 122
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 8 152 1 6 47 553
The Federal Reserve's Primary Dealer Credit Facility 0 1 1 51 0 1 15 192
The Federal Reserve’s Commercial Paper Funding Facility 0 0 0 30 0 1 15 224
The degree of openness and the cost of fixing exchange rate 1 1 2 61 1 2 7 193
The shadow banking system: implications for fi nancial regulation 1 8 22 126 1 11 47 306
What financing data reveal about dealer leverage 1 1 2 98 1 1 8 261
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 3 7 21 83 5 12 43 148
Total Journal Articles 40 110 348 3,820 95 263 1,103 10,118


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Two Monetary Tools: Interest Rates and Haircuts" 0 0 0 31 0 1 3 60
Financial Intermediaries and Monetary Economics 9 23 72 512 16 49 180 1,435
Hedge Fund Tail Risk 0 0 2 52 0 2 12 155
Repo and Securities Lending 0 2 5 48 0 3 13 134
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 8 135 2 5 40 322
shadow banking: a review of the literature 2 4 10 102 2 7 34 232
Total Chapters 11 30 97 880 20 67 282 2,338


Statistics updated 2017-05-02