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 0 2 4 43 1 5 13 210
CoVaR 0 5 13 233 5 19 68 605
CoVaR 0 9 50 738 14 44 216 2,524
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 2 5 11 11 2 8 24 26
Dealer balance sheets and bond liquidity provision 1 2 40 40 4 12 45 45
Decomposing real and nominal yield curves 2 4 11 53 2 14 42 132
Disagreement and Learning in a Dynamic Contracting Model 0 1 1 2 0 2 3 60
Disagreement and learning in a dynamic contracting model 0 2 3 116 2 9 19 484
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 1 26 2 3 18 62
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 5 32 1 9 31 89
Dodd-Frank one year on: implications for shadow banking 1 1 5 64 2 5 25 165
Dynamic Leverage Asset Pricing 1 7 53 53 5 15 54 55
Dynamic leverage asset pricing 8 13 37 155 9 23 85 321
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 1 8 23 99
Financial Stability Monitoring 0 1 2 2 0 2 11 12
Financial Stability Policies for Shadow Banking 0 5 17 82 1 8 32 87
Financial amplification of foreign exchange risk premia 0 2 8 75 0 4 19 215
Financial intermediaries and monetary economics 1 4 30 511 4 10 63 856
Financial intermediaries, financial stability, and monetary policy 1 2 17 430 3 7 64 1,213
Financial intermediary balance sheet management 0 6 20 168 5 15 48 344
Financial intermediary leverage and value at risk 1 4 13 466 8 19 57 1,086
Financial intermediation, asset prices, and macroeconomic dynamics 0 4 18 443 2 9 47 714
Financial stability monitoring 0 0 6 85 1 7 42 189
Financial stability monitoring 1 1 2 55 2 6 17 130
Financial stability policies for shadow banking 1 5 14 144 3 13 36 239
Financial vulnerability and monetary policy 8 12 71 71 12 21 65 65
Funding liquidity risk and the cross-section of stock returns 2 2 4 105 4 10 18 280
Global price of risk and stabilization policies 0 1 8 51 0 5 17 22
Inference, arbitrage, and asset price volatility 0 0 1 90 0 1 7 365
Intermediary Balance Sheets 1 3 7 44 2 8 17 57
Intermediary Leverage Cycles and Financial Stability 0 3 10 17 2 12 42 76
Intermediary balance sheets 1 2 8 102 5 9 31 169
Intermediary leverage cycles and financial stability 4 10 25 216 6 26 67 466
Intraday market making with overnight inventory costs 0 1 16 16 3 6 20 20
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 42 0 2 11 259
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 0 2 12 18
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 1 1 8 363 2 5 26 1,120
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 1 2 10 626 4 11 63 2,268
Liquidity Policies and Systemic Risk 0 0 0 0 0 3 10 65
Liquidity and financial cycles 1 4 19 305 1 9 43 604
Liquidity and leverage 1 7 31 1,121 8 24 141 3,336
Liquidity policies and systemic risk 1 2 9 155 2 7 27 200
Macro risk premium and intermediary balance sheet quantities 1 4 15 169 4 8 26 348
Macroprudential Policy: Case Study from a Tabletop Exercise 1 32 32 32 0 4 4 4
Macroprudential policy: case study from a tabletop exercise 3 10 37 81 4 16 79 107
Market liquidity after the financial crisis 3 7 108 108 9 20 72 72
Monetary Policy, Financial Conditions, and Financial Stability 1 2 33 184 4 7 33 40
Monetary Policy, Financial Conditions, and Financial Stability 1 2 14 67 4 14 55 120
Monetary cycles, financial cycles, and the business cycle 2 6 38 537 4 20 86 807
Monetary policy, financial conditions, and financial stability 4 7 19 162 8 21 58 198
Monetary tightening cycles and the predictability of economic activity 1 4 10 183 2 8 22 409
Money, liquidity, and monetary policy 4 8 24 454 5 12 61 1,100
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 3 4 1 5 18 20
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 2 4 8 51 4 10 25 77
On the scale of financial intermediaries 0 3 31 179 6 16 80 197
Prices and quantities in the monetary policy transmission mechanism 1 2 10 144 4 5 29 323
Pricing the term structure with linear regressions 2 8 23 181 4 17 57 446
Procyclical Leverage and Value-at-Risk 2 10 23 186 7 20 63 411
Procyclical leverage and value-at-risk 0 0 8 37 1 2 21 54
Regression Based Estimation of Dynamic Asset Pricing Models 1 2 5 33 2 6 18 54
Regression-based estimation of dynamic asset pricing models 3 4 15 91 5 10 31 202
Repo and Securities Lending 0 1 3 53 1 5 12 122
Repo and securities lending 0 1 4 129 2 5 13 312
Risk Appetite and Exchange Rates 1 2 12 44 1 6 27 158
Risk appetite and exchange Rates 0 1 8 251 0 4 28 733
Risk appetite and exchange rates 0 4 15 55 0 7 30 52
Shadow bank monitoring 1 3 21 145 2 6 39 263
Shadow banking 6 11 48 444 20 52 182 1,400
Shadow banking regulation 2 7 26 250 2 9 58 448
Shadow banking: a review of the literature 3 12 67 338 16 42 176 803
Stock returns and volatility: pricing the short-run and long-run components of market risk 1 5 14 522 3 11 48 1,589
The Cost of Capital of the Financial Sector 1 1 1 30 2 5 18 38
The Federal Reserve's Commercial Paper Funding Facility 0 0 5 124 2 4 18 467
The changing nature of financial intermediation and the financial crisis of 2007-09 3 7 33 384 6 18 115 871
The cost of capital of the financial sector 0 0 8 49 4 6 26 56
The shadow banking system: implications for financial regulation 0 8 30 507 2 29 123 1,246
The term structure of inflation expectations 0 2 8 133 0 4 24 338
Vulnerable Growth 0 1 7 7 1 5 19 19
Vulnerable growth 3 9 54 54 7 18 67 67
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 0 5 14 228 3 15 36 367
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 1 3 6 89 3 8 20 252
Total Working Papers 95 333 1,448 14,070 285 917 3,636 33,942


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 9 29 103 119 22 97 373 434
Decomposing real and nominal yield curves 3 17 36 36 10 42 86 86
Disagreement and Learning in a Dynamic Contracting Model 0 1 1 30 1 3 14 147
Financial Intermediaries and the Cross-Section of Asset Returns 2 5 24 39 5 16 81 177
Financial Intermediary Balance Sheet Management 0 2 16 61 3 8 37 144
Financial Stability Monitoring 0 0 12 16 0 5 30 49
Financial amplification of foreign exchange risk premia 0 1 5 46 0 5 22 215
Financial intermediaries, financial stability and monetary policy 0 1 8 38 1 5 29 96
Inference, arbitrage, and asset price volatility 0 0 1 24 2 3 12 168
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 1 4 92 0 2 12 286
Liquidity and financial contagion 1 7 29 120 3 17 57 358
Liquidity and leverage 12 42 107 915 32 116 342 2,364
Liquidity, monetary policy, and financial cycles 2 5 18 270 4 12 55 666
Macro Risk Premium and Intermediary Balance Sheet Quantities 1 3 13 164 2 8 33 360
Macroprudential policy: a case study from a tabletop exercise 1 3 7 7 1 8 17 17
Measuring risk in the hedge fund sector 0 0 1 116 0 1 6 282
Monetary tightening cycles and the predictability of economic activity 0 1 3 121 2 8 13 338
Money, Liquidity, and Monetary Policy 3 11 23 432 7 17 48 847
Prices and Quantities in the Monetary Policy Transmission Mechanism 1 2 5 103 3 8 23 219
Pricing the term structure with linear regressions 4 13 38 155 8 26 117 447
Procyclical Leverage and Value-at-Risk 3 6 32 70 6 14 56 126
Regression-based estimation of dynamic asset pricing models 1 6 15 37 3 12 33 107
S hadow Banking 1 2 3 7 5 7 13 21
Shadow Banking Regulation 0 0 7 179 1 5 27 364
Shadow banking 5 6 34 194 14 22 89 397
Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk 0 0 6 194 2 8 34 594
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 2 43 0 2 9 125
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 1 4 9 157 8 20 50 575
The Federal Reserve's Primary Dealer Credit Facility 0 0 1 51 1 1 6 193
The Federal Reserve’s Commercial Paper Funding Facility 1 1 1 31 1 2 13 226
The degree of openness and the cost of fixing exchange rate 0 0 2 61 0 0 4 193
The shadow banking system: implications for fi nancial regulation 1 5 19 131 2 9 37 316
What financing data reveal about dealer leverage 0 1 3 100 1 2 6 265
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 2 5 21 89 5 12 42 162
Total Journal Articles 54 180 609 4,294 155 523 1,829 11,571


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 3 61
Financial Intermediaries and Monetary Economics 8 20 74 537 16 37 182 1,482
Hedge Fund Tail Risk 0 0 1 52 0 0 5 156
Repo and Securities Lending 0 0 3 48 0 2 13 139
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 2 2 6 137 4 5 30 328
shadow banking: a review of the literature 1 4 13 108 3 8 27 242
Total Chapters 11 26 97 913 23 52 260 2,408


Statistics updated 2017-09-03