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
CoVaR 9 47 97 97 20 74 150 150
Disagreement and learning in a dynamic contracting model 3 8 26 44 9 19 89 152
Financial intermediaries, financial stability, and monetary policy 10 31 98 98 27 83 139 139
Financial intermediary leverage and value at risk 6 28 113 113 20 57 163 163
Global liquidity and exchange rates 2 22 25 25 3 18 23 23
Inference, arbitrage, and asset price volatility 2 5 12 72 3 10 38 239
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 8 12 49 227 14 37 183 655
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 11 22 78 435 28 73 284 1,354
Liquidity and financial cycles 5 12 78 78 11 30 134 134
Liquidity and leverage 10 29 90 93 21 63 208 213
Money, liquidity, and monetary policy 7 16 52 52 12 32 50 50
Pricing the term structure with linear regressions 1 8 37 37 3 12 35 35
Stock returns and volatility: pricing the short-run and long-run components of market risk 12 34 105 188 30 82 254 480
The term structure of inflation expectations 0 3 16 16 7 19 27 27
Total Working Papers 86 277 876 1,575 208 609 1,777 3,814


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 2 4 9 37 2 4 12 139
Inference, arbitrage, and asset price volatility 1 2 2 2 2 14 19 19
Liquidity, monetary policy, and financial cycles 5 13 55 84 7 25 116 193
Measuring risk in the hedge fund sector 0 5 24 65 2 13 53 148
Monetary tightening cycles and the predictability of economic activity 2 8 32 33 5 19 63 69
Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk 5 14 50 50 14 43 127 127
The degree of openness and the cost of fixing exchange rate 1 1 6 42 2 2 19 129
What financing data reveal about dealer leverage 1 3 17 40 3 7 40 141
Total Journal Articles 17 50 195 353 37 127 449 965


Statistics updated 2009-07-03