Access Statistics for Tobias Adrian

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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 1 1 5 44 3 4 14 213
CoVaR 1 1 12 234 6 17 73 617
CoVaR 2 8 55 746 15 45 218 2,555
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 1 5 12 14 4 10 26 34
Dealer balance sheets and bond liquidity provision 2 4 43 43 5 11 52 52
Decomposing real and nominal yield curves 1 5 14 56 2 8 45 138
Disagreement and Learning in a Dynamic Contracting Model 0 0 1 2 0 0 3 60
Disagreement and learning in a dynamic contracting model 1 2 5 118 1 4 16 486
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 1 26 0 2 14 62
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 3 4 7 36 4 9 34 97
Dodd-Frank one year on: implications for shadow banking 3 4 7 67 3 5 18 168
Dynamic Leverage Asset Pricing 2 9 29 61 3 15 50 65
Dynamic leverage asset pricing 0 10 34 157 4 17 78 329
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 2 5 20 103
Financial Stability Monitoring 0 0 2 2 0 0 5 12
Financial Stability Policies for Shadow Banking 0 2 16 84 4 9 34 95
Financial amplification of foreign exchange risk premia 0 0 8 75 0 0 18 215
Financial intermediaries and monetary economics 3 11 37 521 4 18 70 870
Financial intermediaries, financial stability, and monetary policy 0 2 16 431 1 9 48 1,219
Financial intermediary balance sheet management 0 3 17 171 4 15 48 354
Financial intermediary leverage and value at risk 4 8 17 473 6 17 53 1,095
Financial intermediation, asset prices, and macroeconomic dynamics 3 4 19 447 3 9 49 721
Financial stability monitoring 1 2 3 56 2 6 18 134
Financial stability monitoring 1 1 5 86 4 6 37 194
Financial stability policies for shadow banking 0 3 16 146 6 12 40 248
Financial vulnerability and monetary policy 2 16 79 79 9 28 81 81
Funding liquidity risk and the cross-section of stock returns 1 3 5 106 1 7 19 283
Global price of risk and stabilization policies 1 1 2 52 1 1 9 23
Inference, arbitrage, and asset price volatility 0 0 1 90 1 1 5 366
Intermediary Balance Sheets 0 1 6 44 0 3 16 58
Intermediary Leverage Cycles and Financial Stability 1 2 11 19 2 9 41 83
Intermediary balance sheets 1 2 7 103 3 9 29 173
Intermediary leverage cycles and financial stability 1 9 23 221 6 16 63 476
Intraday market making with overnight inventory costs 2 2 17 18 4 9 23 26
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 42 1 1 8 260
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 1 2 13 20
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 1 3 8 365 2 6 26 1,124
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 2 11 627 4 13 58 2,277
Liquidity Policies and Systemic Risk 0 0 0 0 2 3 11 68
Liquidity and financial cycles 4 5 22 309 5 10 47 613
Liquidity and leverage 2 4 27 1,124 5 26 125 3,354
Liquidity policies and systemic risk 1 2 8 156 3 6 26 204
Macro risk premium and intermediary balance sheet quantities 0 1 14 169 0 5 22 349
Macroprudential Policy: Case Study from a Tabletop Exercise 0 1 32 32 1 1 5 5
Macroprudential policy: case study from a tabletop exercise 0 4 37 82 2 7 79 110
Market liquidity after the financial crisis 4 12 63 117 22 40 94 103
Monetary Policy, Financial Conditions, and Financial Stability 1 3 32 186 1 6 29 42
Monetary Policy, Financial Conditions, and Financial Stability 4 7 20 73 5 14 59 130
Monetary cycles, financial cycles, and the business cycle 4 12 43 547 9 23 89 826
Monetary policy, financial conditions, and financial stability 1 7 19 165 2 16 55 206
Monetary tightening cycles and the predictability of economic activity 0 2 10 184 2 7 22 414
Money, liquidity, and monetary policy 3 11 31 461 6 17 63 1,112
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 1 3 5 1 5 17 24
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 3 8 52 2 9 26 82
On the scale of financial intermediaries 4 7 28 186 5 18 68 209
Prices and quantities in the monetary policy transmission mechanism 0 1 9 144 0 4 22 323
Pricing the term structure with linear regressions 2 7 25 186 6 18 64 460
Procyclical Leverage and Value-at-Risk 8 15 35 199 14 31 80 435
Procyclical leverage and value-at-risk 0 0 8 37 0 5 22 58
Regression Based Estimation of Dynamic Asset Pricing Models 0 1 4 33 0 2 13 54
Regression-based estimation of dynamic asset pricing models 0 4 14 92 0 6 28 203
Repo and Securities Lending 0 0 2 53 3 4 11 125
Repo and securities lending 0 1 5 130 1 4 14 314
Risk Appetite and Exchange Rates 0 2 13 45 1 5 29 162
Risk appetite and exchange Rates 0 0 5 251 1 4 24 737
Risk appetite and exchange rates 0 1 13 56 1 3 28 55
Shadow bank monitoring 1 3 20 147 4 7 35 268
Shadow banking 4 16 52 454 11 52 181 1,432
Shadow banking regulation 1 3 22 251 3 6 49 452
Shadow banking: a review of the literature 5 12 67 347 18 43 170 830
Stock returns and volatility: pricing the short-run and long-run components of market risk 1 4 16 525 2 8 44 1,594
The Cost of Capital of the Financial Sector 1 2 2 31 1 4 15 40
The Federal Reserve's Commercial Paper Funding Facility 0 0 4 124 0 4 16 469
The changing nature of financial intermediation and the financial crisis of 2007-09 5 11 38 392 10 21 108 886
The cost of capital of the financial sector 2 2 9 51 7 14 32 66
The shadow banking system: implications for financial regulation 3 3 32 510 7 11 118 1,255
The term structure of inflation expectations 1 2 10 135 2 3 23 341
Vulnerable Growth 0 1 6 8 1 5 19 23
Vulnerable growth 7 11 37 62 13 26 72 86
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09 0 0 0 0 0 0 0 0
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 1 1 14 229 2 7 38 371
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 1 6 89 0 4 19 253
Total Working Papers 109 316 1,416 14,291 302 872 3,583 34,529


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 3 207
CoVaR 6 21 103 131 16 57 362 469
Decomposing real and nominal yield curves 5 11 44 44 8 27 103 103
Disagreement and Learning in a Dynamic Contracting Model 0 0 1 30 1 2 12 148
Financial Intermediaries and the Cross-Section of Asset Returns 3 5 25 42 8 16 84 188
Financial Intermediary Balance Sheet Management 2 5 17 66 4 12 38 153
Financial Stability Monitoring 2 4 12 20 2 6 31 55
Financial amplification of foreign exchange risk premia 0 1 6 47 0 1 19 216
Financial intermediaries, financial stability and monetary policy 0 1 8 39 3 7 32 102
Inference, arbitrage, and asset price volatility 0 0 1 24 0 3 7 169
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 1 5 9 97 3 8 20 294
Liquidity and financial contagion 4 8 33 127 5 12 61 367
Liquidity and leverage 13 37 123 940 36 111 375 2,443
Liquidity, monetary policy, and financial cycles 2 5 16 273 2 7 46 669
Macro Risk Premium and Intermediary Balance Sheet Quantities 2 6 13 169 2 7 29 365
Macroprudential policy: a case study from a tabletop exercise 1 4 10 10 2 6 22 22
Measuring risk in the hedge fund sector 1 1 1 117 1 1 6 283
Monetary tightening cycles and the predictability of economic activity 2 2 4 123 2 4 11 340
Money, Liquidity, and Monetary Policy 2 5 24 434 2 10 42 850
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 1 5 103 0 4 23 220
Pricing the term structure with linear regressions 3 13 43 164 7 27 120 466
Procyclical Leverage and Value-at-Risk 1 7 28 74 8 19 55 139
Regression-based estimation of dynamic asset pricing models 0 2 15 38 2 7 33 111
S hadow Banking 1 2 4 8 1 7 15 23
Shadow Banking Regulation 0 0 4 179 0 1 20 364
Shadow banking 3 13 41 202 5 29 90 412
Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk 2 2 8 196 5 12 41 604
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 1 3 44 0 1 8 126
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 3 4 12 160 5 14 48 581
The Federal Reserve's Primary Dealer Credit Facility 0 0 1 51 0 1 5 193
The Federal Reserve’s Commercial Paper Funding Facility 0 1 1 31 0 1 10 226
The degree of openness and the cost of fixing exchange rate 0 0 2 61 0 2 6 195
The shadow banking system: implications for fi nancial regulation 2 6 22 136 4 9 38 323
What financing data reveal about dealer leverage 0 0 3 100 1 3 7 267
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 2 5 20 92 6 14 44 171
Total Journal Articles 63 178 662 4,418 141 448 1,866 11,864


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 0 2 61
Financial Intermediaries and Monetary Economics 6 18 78 547 16 46 180 1,512
Hedge Fund Tail Risk 0 0 1 52 0 0 4 156
Repo and Securities Lending 0 0 2 48 1 1 12 140
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 3 6 138 3 11 30 335
shadow banking: a review of the literature 1 3 14 110 2 7 29 246
Total Chapters 7 24 101 926 22 65 257 2,450


Statistics updated 2017-11-04