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
"Low for Long" and Risk-Taking 0 0 0 31 1 2 10 52
800,000 Years of Climate Risk 0 2 10 144 0 3 51 342
A Leverage-Based Measure of Financial Instability 0 0 0 34 1 2 28 246
A Leverage-Based Measure of Financial Stability 0 0 0 46 0 0 11 90
A Leverage-Based Measure of Financial Stability 0 0 0 15 0 1 18 134
A Leverage-Based Measure of Financial Stability 0 0 0 65 0 0 8 151
A Medium-Scale DSGE Model for the Integrated Policy Framework 0 0 0 62 0 2 17 110
A Monitoring Framework for Global Financial Stability 0 0 2 61 0 1 27 194
A Multi-Currency Exchange and Contracting Platform 0 0 3 19 2 3 24 68
A Quantitative Microfounded Model for the Integrated Policy Framework 1 1 8 78 1 4 28 141
A Quantitative Model for the Integrated Policy Framework 0 0 1 40 0 5 22 114
A Quantitative Model for the Integrated Policy Framework 0 0 3 79 4 6 28 303
A Review of Shadow Banking 0 0 1 962 0 0 16 281
Broker-Dealer Leverage and the Cross-Section of Stock Returns 1 2 2 65 3 5 19 422
Central Banks and Digital Currencies 0 0 3 102 0 1 17 160
Changes in the Returns to Market Making 0 0 0 17 0 1 9 48
CoVaR 0 3 12 441 14 35 122 2,098
CoVaR 0 1 7 893 2 9 97 3,785
Continuing the Conversation on Liquidity 0 0 0 2 0 0 9 25
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 2 24 0 2 19 43
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 0 0 5 110
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 0 1 15 83
Dealer Balance Sheets and Bond Liquidity Provision 0 0 0 6 0 0 10 70
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 0 1 11 52
Dealer balance sheets and bond liquidity provision 0 0 1 56 0 2 24 148
Decomposing real and nominal yield curves 0 0 0 132 2 5 38 376
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 0 25 45
Disagreement and Learning in a Dynamic Contracting Model 0 0 1 4 0 2 12 99
Disagreement and learning in a dynamic contracting model 0 0 1 124 1 3 19 540
Discounting the Long-Run 0 0 1 6 0 0 9 30
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 0 2 10 102
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 0 46 0 2 19 199
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 44 0 3 21 84
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 0 0 13 218
Dynamic Leverage Asset Pricing 0 0 3 204 0 1 21 532
Dynamic Leverage Asset Pricing 0 0 2 143 0 0 21 313
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 1 10 153
Financial Stability Monitoring 0 0 0 21 0 0 8 99
Financial Stability Policies for Shadow Banking 0 0 0 99 0 0 18 190
Financial Vulnerability and Monetary Policy 0 0 1 97 0 2 15 149
Financial Vulnerability and Monetary Policy 0 0 2 161 3 5 43 354
Financial amplification of foreign exchange risk premia 0 0 0 84 0 1 20 286
Financial intermediaries and monetary economics 0 0 3 624 1 4 32 1,206
Financial intermediaries, financial stability, and monetary policy 0 0 1 482 0 2 30 1,479
Financial intermediary balance sheet management 0 0 0 198 0 0 29 514
Financial intermediary leverage and value at risk 0 0 0 508 0 2 27 1,300
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 1 1 23 846
Financial stability monitoring 0 0 0 113 2 13 48 401
Financial stability monitoring 0 0 0 66 0 0 9 228
Financial stability policies for shadow banking 0 0 1 178 1 2 19 381
Financial vulnerability and monetary policy 0 0 0 127 0 1 15 261
Forecasting Interest Rates over the Long Run 0 0 1 12 0 0 10 55
Forecasting Macroeconomic Risks 0 0 2 66 0 0 31 225
Forecasting Macroeconomic Risks 0 0 1 32 0 1 18 76
Funding liquidity risk and the cross-section of stock returns 0 0 0 118 0 1 28 480
Global Price of Risk and Stabilization Policies 0 0 0 36 0 1 13 64
Global price of risk and stabilization policies 0 0 0 68 0 1 16 106
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 0 1 12 65
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 0 8 25 59
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 0 29 0 0 9 83
Inference, arbitrage, and asset price volatility 0 0 0 95 0 2 18 424
Intermediary Balance Sheets 0 0 0 63 0 1 13 181
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 0 0 28 73
Intermediary balance sheets 0 0 1 120 0 0 16 258
Intermediary leverage cycles and financial stability 0 0 1 328 2 4 33 922
Intraday Market Making with Overnight Inventory Costs 0 0 0 18 0 1 15 69
Intraday market making with overnight inventory costs 0 0 0 30 1 2 14 147
Introduction to a Series on Market Liquidity 0 0 0 4 0 0 5 19
Introduction to a Series on Market Liquidity: Part 2 0 0 0 2 0 0 5 16
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 55 0 1 19 389
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 0 1 14 91
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 1 2 380 0 3 15 1,264
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 0 644 0 1 20 2,439
Liquidity Policies and Systemic Risk 0 0 0 100 0 1 14 110
Liquidity Policies and Systemic Risk 0 0 0 0 0 0 14 176
Liquidity Policies and Systemic Risk 0 0 0 5 1 2 14 42
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 1 25 0 0 11 81
Liquidity and financial cycles 0 1 1 334 1 5 27 761
Liquidity and leverage 1 4 10 1,247 3 14 82 3,886
Liquidity policies and systemic risk 0 0 1 175 0 1 21 326
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 0 166 0 0 14 305
Macro risk premium and intermediary balance sheet quantities 0 1 1 187 0 1 11 426
Macroeconomic and Fiscal Consequences of Quantitative Easing 1 12 12 12 2 16 16 16
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 0 37 0 0 15 86
Macroprudential policy: case study from a tabletop exercise 0 0 0 94 0 0 11 208
Managing Macrofinancial Risk 0 1 1 36 0 2 13 156
Managing Monetary Tradeoffs in Vulnerable Open Economies 0 2 6 56 0 3 18 116
Market Liquidity after the Financial Crisis 0 0 1 17 0 0 10 43
Market Liquidity after the Financial Crisis 0 0 0 50 1 3 19 116
Market liquidity after the financial crisis 0 0 2 164 0 0 27 317
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 0 1 15 234
Monetary Policy, Financial Conditions, and Financial Stability 0 0 1 108 0 2 25 359
Monetary Policy, Financial Conditions, and Financial Stability 0 0 0 224 0 2 18 223
Monetary and Macroprudential Policy with Endogenous Risk 0 0 1 40 0 1 19 242
Monetary and Macroprudential Policy with Endogenous Risk 0 0 0 51 0 0 13 101
Monetary cycles, financial cycles, and the business cycle 0 1 3 654 0 2 24 1,252
Monetary policy and financial conditions: a cross-country study 0 0 1 64 0 0 12 119
Monetary policy, financial conditions, and financial stability 0 0 0 206 2 2 39 415
Monetary tightening cycles and the predictability of economic activity 0 1 1 215 1 3 19 526
Money, liquidity, and monetary policy 0 1 1 520 1 4 89 1,430
Multimodality in Macro-Financial Dynamics 0 0 0 116 0 3 19 260
Multimodality in Macro-Financial Dynamics 0 0 1 13 0 0 16 68
News shocks, monetary policy, and foreign currency positions 0 0 0 90 0 1 18 202
Non-Standard Errors 0 0 0 19 2 3 35 61
Non-Standard Errors 0 0 0 44 1 8 44 484
Non-Standard Errors 0 0 0 8 1 3 18 52
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 0 0 17 110
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 1 3 26 247
On the scale of financial intermediaries 0 0 0 226 0 1 25 430
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 2 2 36 425
Pricing the term structure with linear regressions 0 2 5 259 5 11 38 707
Procyclical Leverage and Value-at-Risk 0 0 0 231 1 4 34 650
Procyclical leverage and value-at-risk 0 0 2 54 3 4 23 172
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 0 1 15 71
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 2 17 149
Regression-based estimation of dynamic asset pricing models 0 0 0 117 1 3 20 319
Repo and Securities Lending 0 0 0 67 0 1 21 210
Repo and securities lending 0 0 0 148 0 2 16 433
Risk Appetite and Exchange Rates 0 0 0 66 1 3 12 303
Risk Management and Regulation 0 0 1 38 0 0 7 77
Risk Management and Regulation 0 0 0 111 0 0 15 181
Risk appetite and exchange Rates 0 0 1 281 0 3 16 871
Risk-Taking Channel of Monetary Policy 0 1 2 265 0 1 27 450
Scenario Synthesis and Macroeconomic Risk 0 0 4 10 0 1 22 28
Shadow Banking and Market-Based Finance 0 0 1 70 0 0 26 115
Shadow bank monitoring 0 1 1 203 0 1 20 512
Shadow banking 1 1 17 646 3 12 112 2,533
Shadow banking regulation 0 2 4 314 1 5 30 698
Shadow banking: a review of the literature 0 3 6 573 1 8 63 1,517
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 0 553 1 2 21 1,759
The Bond Market Selloff in Historical Perspective 0 0 0 14 1 17 39 72
The Cost of Capital of the Financial Sector 0 0 0 35 0 0 12 100
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 2 74 0 4 28 432
The Federal Reserve's Commercial Paper Funding Facility 0 0 0 140 0 2 21 660
The Great Carbon Arbitrage 0 0 1 40 0 0 23 148
The Great Carbon Arbitrage 0 0 0 26 1 1 15 83
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 0 0 20 78
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 7 0 2 13 130
The Recent Bond Market Selloff in Historical Perspective 0 0 0 12 0 0 8 60
The Term Structure of Growth-at-Risk 0 0 2 107 1 3 28 386
The Term Structure of Growth-at-Risk 0 0 1 64 1 3 35 252
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 0 586 0 0 18 1,287
The cost of capital of the financial sector 0 0 0 64 0 1 32 287
The shadow banking system: implications for financial regulation 0 0 5 587 0 0 22 1,493
The term structure of inflation expectations 0 0 1 153 1 3 19 486
Treasury Term Premia: 1961-Present 0 1 1 70 0 5 17 201
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 0 1 11 1 2 20 29
Vulnerable Growth 1 1 5 55 2 5 80 310
Vulnerable Growth 0 2 7 111 1 7 42 551
Vulnerable Growth 0 1 4 64 1 4 27 156
Vulnerable growth 0 0 2 244 1 4 32 999
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 1 89 0 2 19 246
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 19 0 0 7 46
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 0 0 253 0 0 19 510
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 0 2 12 338
Total Working Papers 6 49 204 22,241 90 387 3,603 62,666
3 registered items for which data could not be found

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 57 0 0 10 256
A leverage-based measure of financial stability 0 0 2 11 1 5 23 64
CoVaR 13 41 110 599 48 145 416 2,813
Dealer balance sheets and bond liquidity provision 0 0 0 60 5 8 37 300
Decomposing real and nominal yield curves 1 2 4 306 5 10 64 1,015
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 35 0 1 9 224
Financial Intermediaries and the Cross-Section of Asset Returns 0 2 4 142 3 11 50 583
Financial Intermediary Balance Sheet Management 0 0 0 88 1 2 13 272
Financial Stability Monitoring 0 1 1 100 4 13 52 337
Financial amplification of foreign exchange risk premia 0 0 1 73 1 2 21 317
Financial intermediaries, financial stability and monetary policy 0 0 0 66 0 2 20 298
Forecasting macroeconomic risks 1 4 22 102 2 11 80 328
Global Price of Risk and Stabilization Policies 0 0 1 13 0 0 25 151
Inference, arbitrage, and asset price volatility 0 0 0 27 0 1 13 229
Intraday market making with overnight inventory costs 0 0 1 9 1 5 37 83
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 1 2 2 170 1 7 27 627
Liquidity and financial contagion 1 2 5 296 2 6 27 831
Liquidity and leverage 4 24 80 1,974 14 69 389 5,910
Liquidity policies and systemic risk 0 0 0 38 0 4 24 174
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 1 57 0 1 15 161
Liquidity, monetary policy, and financial cycles 0 0 0 381 0 1 17 1,036
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 2 13 43 2 7 40 157
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 0 2 29 520
Macroprudential policy: a case study from a tabletop exercise 0 0 1 41 0 2 19 151
Market Liquidity After the Financial Crisis 0 0 2 14 0 1 14 100
Measuring risk in the hedge fund sector 0 0 0 122 0 3 19 342
Monetary Policy, Financial Conditions, and Financial Stability 0 0 9 196 2 7 65 678
Monetary tightening cycles and the predictability of economic activity 0 1 1 152 1 4 22 465
Money, Liquidity, and Monetary Policy 0 0 2 479 1 2 59 1,132
NKV: A New Keynesian Model with Vulnerability 0 1 5 84 0 2 13 179
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 0 20 1 1 10 126
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 0 0 11 360
Pricing the term structure with linear regressions 1 2 21 405 8 30 174 1,479
Procyclical Leverage and Value-at-Risk 0 1 1 228 4 12 41 653
Regression-based estimation of dynamic asset pricing models 0 2 3 88 3 5 26 329
Risk‐taking channel of monetary policy 0 1 3 34 0 2 17 125
S hadow Banking 0 0 1 31 0 2 14 167
Shadow Banking Regulation 0 0 4 232 2 2 24 557
Shadow banking 0 0 10 312 1 5 58 883
Shadow banking 0 0 1 18 1 3 9 124
Shadow banking and market-based finance 0 0 3 64 0 2 60 298
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 1 3 263 1 3 29 838
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 0 3 17 176
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 1 6 35 856
The Federal Reserve's Primary Dealer Credit Facility 0 0 0 67 1 1 17 292
The Federal Reserve’s Commercial Paper Funding Facility 0 1 1 53 0 1 13 344
The Rise of Digital Money 0 3 20 57 2 12 73 220
The Term Structure of Growth-at-Risk 0 2 10 100 0 3 46 249
The degree of openness and the cost of fixing exchange rate 0 0 0 61 2 2 15 237
The shadow banking system: implications for fi nancial regulation 0 1 3 224 1 6 29 688
Vulnerable Growth 4 12 55 436 16 53 225 1,481
What financing data reveal about dealer leverage 0 0 0 115 0 1 13 361
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 3 184 0 1 15 512
Total Journal Articles 26 108 413 9,337 138 490 2,620 31,088

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 33 0 0 5 97
Financial Intermediaries and Monetary Economics 0 4 10 811 2 16 88 2,631
Hedge Fund Tail Risk 0 0 0 61 0 0 8 203
Macroeconomic and Fiscal Consequences of Quantitative Easing 1 5 5 5 2 13 13 13
Repo and Securities Lending 0 0 0 82 0 0 24 291
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 1 159 0 1 16 492
shadow banking: a review of the literature 0 0 0 133 0 2 15 391
Total Chapters 1 9 16 1,284 4 32 169 4,118

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Statistics updated 2026-08-07