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 1 9 202
CoVaR 8 20 39 716 30 66 235 2,434
CoVaR 1 2 12 225 13 18 70 565
Dealer balance sheets and bond liquidity provision 3 36 37 37 2 15 23 23
Decomposing real and nominal yield curves 3 5 13 49 7 15 39 116
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 1 0 1 5 58
Disagreement and learning in a dynamic contracting model 0 0 1 114 0 0 12 474
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 1 1 26 2 5 19 58
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 1 1 5 31 3 6 25 75
Dodd-Frank one year on: implications for shadow banking 0 1 6 62 1 3 25 159
Dynamic leverage asset pricing 4 9 24 135 9 20 66 285
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 1 4 23 91
Financial amplification of foreign exchange risk premia 0 2 5 72 0 4 16 209
Financial intermediaries and monetary economics 5 9 30 501 10 19 61 836
Financial intermediaries, financial stability, and monetary policy 2 4 16 423 3 13 91 1,199
Financial intermediary balance sheet management 2 3 18 160 4 9 38 321
Financial intermediary leverage and value at risk 0 0 10 458 0 11 59 1,061
Financial intermediation, asset prices, and macroeconomic dynamics 0 3 18 437 4 17 48 697
Financial stability monitoring 1 3 9 85 6 12 42 174
Financial stability monitoring 0 0 3 53 0 2 16 122
Financial stability policies for shadow banking 1 4 14 137 1 6 35 220
Financial vulnerability and monetary policy 3 45 51 51 5 15 27 27
Funding liquidity risk and the cross-section of stock returns 1 2 3 103 2 5 16 269
Global price of risk and stabilization policies 0 0 50 50 1 1 17 17
Inference, arbitrage, and asset price volatility 0 0 1 90 0 1 9 364
Intermediary balance sheets 0 1 10 99 0 5 25 154
Intermediary leverage cycles and financial stability 2 3 27 204 7 14 70 435
Intraday market making with overnight inventory costs 0 1 15 15 0 5 14 14
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 42 0 1 15 256
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 0 5 360 1 4 20 1,109
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 4 6 621 2 12 68 2,244
Liquidity and financial cycles 1 4 15 296 3 8 39 585
Liquidity and leverage 3 9 40 1,109 14 32 185 3,289
Liquidity policies and systemic risk 0 1 6 150 0 6 23 189
Macro risk premium and intermediary balance sheet quantities 1 2 9 162 1 3 20 335
Macroprudential policy: case study from a tabletop exercise 2 6 26 68 4 16 66 84
Market liquidity after the financial crisis 1 4 91 91 3 10 33 33
Monetary cycles, financial cycles, and the business cycle 2 8 33 524 6 16 73 772
Monetary policy, financial conditions, and financial stability 3 4 15 153 4 12 41 170
Monetary tightening cycles and the predictability of economic activity 1 2 6 177 1 2 20 398
Money, liquidity, and monetary policy 1 3 17 438 1 11 59 1,075
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 1 1 6 46 1 3 21 64
On the scale of financial intermediaries 3 7 40 173 9 21 92 174
Prices and quantities in the monetary policy transmission mechanism 0 3 6 140 1 9 53 316
Pricing the term structure with linear regressions 1 2 17 167 4 11 47 416
Procyclical Leverage and Value-at-Risk 3 4 20 173 5 16 68 381
Regression-based estimation of dynamic asset pricing models 0 3 11 84 1 7 27 188
Repo and Securities Lending 0 0 3 52 0 0 12 115
Repo and securities lending 0 1 3 127 0 3 11 305
Risk Appetite and Exchange Rates 1 5 10 40 1 8 25 150
Risk appetite and exchange Rates 1 2 9 250 3 7 29 729
Risk appetite and exchange rates 2 5 13 50 3 10 26 42
Shadow bank monitoring 1 5 25 139 1 10 50 251
Shadow banking 3 10 47 425 11 36 161 1,320
Shadow banking regulation 3 7 28 241 6 19 74 431
Shadow banking: a review of the literature 7 19 56 310 12 42 172 730
Stock returns and volatility: pricing the short-run and long-run components of market risk 1 2 12 514 6 15 63 1,573
The Federal Reserve's Commercial Paper Funding Facility 0 0 5 122 1 1 21 459
The changing nature of financial intermediation and the financial crisis of 2007-09 2 10 29 375 2 21 105 828
The cost of capital of the financial sector 3 3 11 46 6 7 27 43
The shadow banking system: implications for financial regulation 1 4 20 487 3 14 102 1,181
The term structure of inflation expectations 0 1 9 129 3 8 30 330
Vulnerable growth 1 2 38 38 2 8 38 38
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 3 5 20 222 3 12 41 349
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 2 2 85 1 4 14 241
Total Working Papers 89 305 1,130 13,001 237 718 3,106 31,852


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 0 0 5 204
Disagreement and Learning in a Dynamic Contracting Model 0 0 3 29 1 4 27 144
Financial Intermediary Balance Sheet Management 3 4 15 57 4 9 34 128
Financial amplification of foreign exchange risk premia 0 2 4 44 1 10 24 208
Financial intermediaries, financial stability and monetary policy 1 2 10 37 4 9 30 87
Inference, arbitrage, and asset price volatility 0 1 1 24 0 2 17 164
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 1 2 5 90 1 3 16 278
Liquidity and financial contagion 2 5 14 102 5 15 32 324
Liquidity and leverage 7 21 70 850 17 65 253 2,178
Liquidity, monetary policy, and financial cycles 2 4 16 264 3 10 55 646
Macro Risk Premium and Intermediary Balance Sheet Quantities 1 4 15 161 1 8 34 348
Macroprudential policy: a case study from a tabletop exercise 1 1 1 1 2 2 2 2
Measuring risk in the hedge fund sector 0 0 2 116 1 1 10 280
Monetary tightening cycles and the predictability of economic activity 0 0 7 119 0 0 18 329
Money, Liquidity, and Monetary Policy 0 4 24 418 1 12 57 825
Prices and Quantities in the Monetary Policy Transmission Mechanism 2 2 7 101 5 8 21 207
Pricing the term structure with linear regressions 11 14 39 138 20 34 131 400
Shadow Banking Regulation 0 0 13 177 2 7 41 355
Shadow banking 2 8 31 176 3 18 85 351
Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk 3 4 7 192 5 7 26 575
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 2 43 0 2 14 122
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 2 8 152 2 12 48 552
The Federal Reserve's Primary Dealer Credit Facility 0 1 1 51 0 2 16 192
The Federal Reserve’s Commercial Paper Funding Facility 0 0 0 30 0 2 17 224
The degree of openness and the cost of fixing exchange rate 0 0 1 60 1 1 8 192
The shadow banking system: implications for fi nancial regulation 5 7 21 125 8 11 49 305
What financing data reveal about dealer leverage 0 0 1 97 0 0 7 260
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 3 6 19 80 5 12 44 143
Total Journal Articles 44 94 337 3,780 92 266 1,121 10,023


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 1 1 3 60
Financial Intermediaries and Monetary Economics 11 20 71 503 17 55 182 1,419
Hedge Fund Tail Risk 0 1 3 52 2 3 15 155
Repo and Securities Lending 0 2 5 48 1 3 16 134
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 3 10 135 3 11 44 320
shadow banking: a review of the literature 1 3 9 100 2 9 37 230
Total Chapters 13 29 98 869 26 82 297 2,318


Statistics updated 2017-04-03