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 2 3 41 0 2 10 201
CoVaR 1 2 12 224 4 6 65 552
CoVaR 8 15 38 708 21 52 232 2,404
Dealer balance sheets and bond liquidity provision 4 34 34 34 8 21 21 21
Decomposing real and nominal yield curves 1 3 11 46 5 13 34 109
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 1 0 1 6 58
Disagreement and learning in a dynamic contracting model 0 1 1 114 0 4 12 474
Discussion of “An Integrated Framework for Multiple Financial Regulations” 1 1 1 26 2 4 18 56
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 5 30 2 4 24 72
Dodd-Frank one year on: implications for shadow banking 1 1 6 62 1 4 25 158
Dynamic leverage asset pricing 2 7 20 131 4 16 60 276
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 2 6 23 90
Financial amplification of foreign exchange risk premia 2 3 5 72 2 9 16 209
Financial intermediaries and monetary economics 2 6 29 496 4 17 58 826
Financial intermediaries, financial stability, and monetary policy 1 5 17 421 2 20 99 1,196
Financial intermediary balance sheet management 0 3 16 158 1 10 37 317
Financial intermediary leverage and value at risk 0 2 10 458 4 17 63 1,061
Financial intermediation, asset prices, and macroeconomic dynamics 2 7 18 437 9 17 45 693
Financial stability monitoring 2 3 10 84 5 9 39 168
Financial stability monitoring 0 0 4 53 2 4 20 122
Financial stability policies for shadow banking 3 4 13 136 5 7 36 219
Financial vulnerability and monetary policy 3 48 48 48 0 22 22 22
Funding liquidity risk and the cross-section of stock returns 1 1 3 102 2 3 15 267
Global price of risk and stabilization policies 0 0 50 50 0 1 16 16
Inference, arbitrage, and asset price volatility 0 1 1 90 1 3 10 364
Intermediary balance sheets 0 2 11 99 4 8 27 154
Intermediary leverage cycles and financial stability 1 3 27 202 3 11 69 428
Intraday market making with overnight inventory costs 1 2 15 15 3 6 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 2 5 360 1 8 19 1,108
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 4 4 7 621 6 18 71 2,242
Liquidity and financial cycles 1 7 16 295 2 13 38 582
Liquidity and leverage 1 7 39 1,106 5 29 190 3,275
Liquidity policies and systemic risk 0 1 6 150 1 9 25 189
Macro risk premium and intermediary balance sheet quantities 0 5 8 161 0 6 20 334
Macroprudential policy: case study from a tabletop exercise 0 4 25 66 3 16 64 80
Market liquidity after the financial crisis 1 6 90 90 2 14 30 30
Monetary cycles, financial cycles, and the business cycle 1 12 35 522 3 21 71 766
Monetary policy, financial conditions, and financial stability 1 3 12 150 7 13 38 166
Monetary tightening cycles and the predictability of economic activity 1 2 7 176 1 3 22 397
Money, liquidity, and monetary policy 2 4 18 437 5 14 66 1,074
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 6 45 2 3 22 63
On the scale of financial intermediaries 2 6 44 170 8 17 94 165
Prices and quantities in the monetary policy transmission mechanism 1 4 6 140 1 11 55 315
Pricing the term structure with linear regressions 1 4 17 166 3 11 46 412
Procyclical Leverage and Value-at-Risk 1 4 20 170 8 16 71 376
Regression-based estimation of dynamic asset pricing models 1 6 12 84 3 9 27 187
Repo and Securities Lending 0 1 3 52 0 1 12 115
Repo and securities lending 1 2 3 127 3 5 13 305
Risk Appetite and Exchange Rates 3 5 9 39 4 10 26 149
Risk appetite and exchange Rates 1 3 9 249 2 8 27 726
Risk appetite and exchange rates 2 4 13 48 3 8 25 39
Shadow bank monitoring 1 6 28 138 4 12 55 250
Shadow banking 4 7 47 422 11 31 166 1,309
Shadow banking regulation 2 4 29 238 7 15 77 425
Shadow banking: a review of the literature 4 17 51 303 11 38 173 718
Stock returns and volatility: pricing the short-run and long-run components of market risk 1 2 12 513 7 12 58 1,567
The Federal Reserve's Commercial Paper Funding Facility 0 1 5 122 0 2 24 458
The changing nature of financial intermediation and the financial crisis of 2007-09 4 16 28 373 8 37 116 826
The cost of capital of the financial sector 0 1 10 43 1 1 26 37
The shadow banking system: implications for financial regulation 0 6 24 486 2 24 115 1,178
The term structure of inflation expectations 1 4 9 129 4 8 27 327
Vulnerable growth 0 3 37 37 4 11 36 36
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 2 3 17 219 5 11 38 346
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 2 4 85 0 3 16 240
Total Working Papers 80 324 1,119 12,912 233 766 3,130 31,615


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 5 26 143
Financial Intermediary Balance Sheet Management 1 3 15 54 3 7 33 124
Financial amplification of foreign exchange risk premia 1 2 4 44 4 9 23 207
Financial intermediaries, financial stability and monetary policy 1 3 12 36 1 9 29 83
Inference, arbitrage, and asset price volatility 1 1 1 24 1 2 18 164
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 1 5 89 0 3 17 277
Liquidity and financial contagion 2 5 13 100 5 12 29 319
Liquidity and leverage 8 17 69 843 27 63 256 2,161
Liquidity, monetary policy, and financial cycles 1 5 15 262 1 18 57 643
Macro Risk Premium and Intermediary Balance Sheet Quantities 3 3 15 160 3 9 36 347
Macroprudential policy: a case study from a tabletop exercise 0 0 0 0 0 0 0 0
Measuring risk in the hedge fund sector 0 0 2 116 0 0 10 279
Monetary tightening cycles and the predictability of economic activity 0 0 7 119 0 0 18 329
Money, Liquidity, and Monetary Policy 1 5 24 418 3 13 59 824
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 1 6 99 0 4 17 202
Pricing the term structure with linear regressions 2 3 31 127 9 24 121 380
Shadow Banking Regulation 0 0 14 177 3 6 43 353
Shadow banking 1 8 31 174 4 20 87 348
Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk 0 1 5 189 1 4 25 570
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 2 4 43 1 4 18 122
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 2 8 152 3 11 49 550
The Federal Reserve's Primary Dealer Credit Facility 1 1 1 51 1 4 18 192
The Federal Reserve’s Commercial Paper Funding Facility 0 0 0 30 1 5 18 224
The degree of openness and the cost of fixing exchange rate 0 0 1 60 0 1 8 191
The shadow banking system: implications for fi nancial regulation 2 4 19 120 2 8 47 297
What financing data reveal about dealer leverage 0 0 2 97 0 0 8 260
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 4 18 77 2 10 42 138
Total Journal Articles 26 71 325 3,736 76 251 1,117 9,931


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 59
Financial Intermediaries and Monetary Economics 3 18 66 492 16 54 181 1,402
Hedge Fund Tail Risk 0 1 3 52 0 1 13 153
Repo and Securities Lending 2 2 6 48 2 3 16 133
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 2 9 134 0 10 42 317
shadow banking: a review of the literature 1 2 10 99 3 10 39 228
Total Chapters 6 25 94 856 21 78 293 2,292


Statistics updated 2017-03-07