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 1 1 3 42 2 5 11 207
CoVaR 4 17 50 733 13 59 221 2,493
CoVaR 4 7 13 232 8 29 66 594
Dealer balance sheets and bond liquidity provision 1 2 39 39 2 12 35 35
Decomposing real and nominal yield curves 2 2 9 51 5 7 36 123
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 1 0 0 2 58
Disagreement and learning in a dynamic contracting model 0 0 1 114 0 1 11 475
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 1 26 0 1 18 59
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 1 6 32 2 7 31 82
Dodd-Frank one year on: implications for shadow banking 0 1 4 63 0 1 22 160
Dynamic leverage asset pricing 2 9 31 144 4 17 74 302
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 3 3 22 94
Financial amplification of foreign exchange risk premia 0 1 6 73 2 4 18 213
Financial intermediaries and monetary economics 1 7 30 508 2 12 64 848
Financial intermediaries, financial stability, and monetary policy 1 6 17 429 1 8 71 1,207
Financial intermediary balance sheet management 4 6 21 166 7 15 48 336
Financial intermediary leverage and value at risk 2 6 13 464 6 12 54 1,073
Financial intermediation, asset prices, and macroeconomic dynamics 2 4 18 441 2 10 49 707
Financial stability monitoring 0 0 7 85 2 10 46 184
Financial stability monitoring 0 1 2 54 1 3 15 125
Financial stability policies for shadow banking 2 4 13 141 4 10 32 230
Financial vulnerability and monetary policy 1 9 60 60 3 20 47 47
Funding liquidity risk and the cross-section of stock returns 0 0 2 103 2 3 13 272
Global price of risk and stabilization policies 0 0 50 50 1 1 18 18
Inference, arbitrage, and asset price volatility 0 0 1 90 0 0 7 364
Intermediary balance sheets 0 1 8 100 1 7 27 161
Intermediary leverage cycles and financial stability 5 7 27 211 12 17 73 452
Intraday market making with overnight inventory costs 0 0 15 15 0 0 14 14
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 42 0 1 10 257
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 2 7 362 1 7 25 1,116
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 1 4 9 625 5 18 71 2,262
Liquidity and financial cycles 2 7 19 303 2 12 41 597
Liquidity and leverage 5 10 35 1,119 10 33 158 3,322
Liquidity policies and systemic risk 0 3 7 153 0 4 24 193
Macro risk premium and intermediary balance sheet quantities 3 6 14 168 3 8 24 343
Macroprudential policy: case study from a tabletop exercise 3 6 31 74 3 10 70 94
Market liquidity after the financial crisis 1 11 102 102 3 22 55 55
Monetary cycles, financial cycles, and the business cycle 1 8 37 532 6 21 82 793
Monetary policy, financial conditions, and financial stability 1 3 15 156 3 10 44 180
Monetary tightening cycles and the predictability of economic activity 1 3 8 180 2 5 20 403
Money, liquidity, and monetary policy 2 10 20 448 2 15 58 1,090
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 1 2 5 48 2 5 23 69
On the scale of financial intermediaries 0 3 32 176 1 8 79 182
Prices and quantities in the monetary policy transmission mechanism 0 2 8 142 0 2 40 318
Pricing the term structure with linear regressions 4 10 24 177 7 20 56 436
Procyclical Leverage and Value-at-Risk 2 5 17 178 3 13 57 394
Regression-based estimation of dynamic asset pricing models 1 4 12 88 1 5 27 193
Repo and Securities Lending 1 1 4 53 2 4 14 119
Repo and securities lending 1 2 4 129 2 4 12 309
Risk Appetite and Exchange Rates 0 2 10 42 0 2 23 152
Risk appetite and exchange Rates 0 0 8 250 1 1 29 730
Risk appetite and exchange rates 0 1 11 51 0 3 25 45
Shadow bank monitoring 1 4 20 143 2 8 37 259
Shadow banking 3 11 45 436 14 42 166 1,362
Shadow banking regulation 4 6 31 247 6 14 70 445
Shadow banking: a review of the literature 6 22 72 332 20 51 182 781
Stock returns and volatility: pricing the short-run and long-run components of market risk 4 7 17 521 8 13 59 1,586
The Federal Reserve's Commercial Paper Funding Facility 0 2 6 124 0 4 18 463
The changing nature of financial intermediation and the financial crisis of 2007-09 4 6 32 381 10 35 120 863
The cost of capital of the financial sector 0 3 9 49 0 7 29 50
The shadow banking system: implications for financial regulation 8 20 36 507 23 59 135 1,240
The term structure of inflation expectations 2 4 8 133 3 7 28 337
Vulnerable growth 1 8 46 46 3 14 52 52
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 1 2 16 224 4 7 36 356
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 1 2 4 87 1 4 16 245
Total Working Papers 97 294 1,228 13,295 238 772 3,160 32,624


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 3 4 207
Disagreement and Learning in a Dynamic Contracting Model 0 0 1 29 1 1 17 145
Financial Intermediary Balance Sheet Management 0 2 14 59 0 8 34 136
Financial amplification of foreign exchange risk premia 0 1 5 45 1 3 22 211
Financial intermediaries, financial stability and monetary policy 1 1 9 38 3 7 31 94
Inference, arbitrage, and asset price volatility 0 0 1 24 0 1 13 165
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 1 2 5 92 2 8 16 286
Liquidity and financial contagion 6 17 30 119 11 28 56 352
Liquidity and leverage 16 39 96 889 42 112 314 2,290
Liquidity, monetary policy, and financial cycles 3 4 17 268 5 13 57 659
Macro Risk Premium and Intermediary Balance Sheet Quantities 2 2 14 163 6 10 34 358
Macroprudential policy: a case study from a tabletop exercise 0 3 4 4 0 7 9 9
Measuring risk in the hedge fund sector 0 0 1 116 0 1 8 281
Monetary tightening cycles and the predictability of economic activity 1 2 5 121 3 4 14 333
Money, Liquidity, and Monetary Policy 4 7 20 425 4 9 43 834
Prices and Quantities in the Monetary Policy Transmission Mechanism 1 1 5 102 3 7 22 214
Pricing the term structure with linear regressions 6 10 39 148 11 32 129 432
Shadow Banking Regulation 0 2 10 179 1 5 32 360
Shadow banking 1 13 35 189 4 28 83 379
Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk 0 2 6 194 2 13 34 588
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 2 43 1 2 13 124
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 2 3 9 155 5 8 46 560
The Federal Reserve's Primary Dealer Credit Facility 0 0 1 51 0 0 11 192
The Federal Reserve’s Commercial Paper Funding Facility 0 0 0 30 0 0 13 224
The degree of openness and the cost of fixing exchange rate 0 1 2 61 0 1 5 193
The shadow banking system: implications for fi nancial regulation 0 1 20 126 1 3 41 308
What financing data reveal about dealer leverage 0 2 2 99 0 3 6 263
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 2 6 22 86 4 11 42 154
Total Journal Articles 46 121 375 3,901 110 328 1,149 10,351


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 4 61
Financial Intermediaries and Monetary Economics 6 20 72 523 12 38 184 1,457
Hedge Fund Tail Risk 0 0 2 52 0 1 11 156
Repo and Securities Lending 0 0 5 48 0 3 15 137
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 6 135 0 3 35 323
shadow banking: a review of the literature 1 5 11 105 2 6 27 236
Total Chapters 7 25 96 894 14 52 276 2,370


Statistics updated 2017-07-04