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 4 6 7 49
800,000 Years of Climate Risk 0 4 14 141 2 21 64 332
A Leverage-Based Measure of Financial Instability 0 0 1 34 4 17 24 239
A Leverage-Based Measure of Financial Stability 0 0 0 15 1 9 10 126
A Leverage-Based Measure of Financial Stability 0 0 0 46 2 6 10 88
A Leverage-Based Measure of Financial Stability 0 0 0 65 0 4 6 149
A Medium-Scale DSGE Model for the Integrated Policy Framework 0 0 1 62 1 9 15 105
A Monitoring Framework for Global Financial Stability 0 0 3 60 5 16 25 189
A Multi-Currency Exchange and Contracting Platform 0 0 1 17 1 3 14 57
A Quantitative Microfounded Model for the Integrated Policy Framework 1 2 9 75 1 11 25 133
A Quantitative Model for the Integrated Policy Framework 0 0 1 40 0 3 15 107
A Quantitative Model for the Integrated Policy Framework 0 1 3 78 2 11 23 294
A Review of Shadow Banking 0 1 2 962 1 8 14 278
Broker-Dealer Leverage and the Cross-Section of Stock Returns 0 0 1 63 0 4 10 411
Central Banks and Digital Currencies 0 0 3 101 1 9 18 157
Changes in the Returns to Market Making 0 0 0 17 1 6 7 45
CoVaR 0 1 9 891 12 41 88 3,754
CoVaR 1 4 9 435 9 29 91 2,037
Continuing the Conversation on Liquidity 0 0 1 2 0 4 6 20
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 1 22 1 11 15 37
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 1 4 4 109
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 2 6 8 76
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 1 7 11 69
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 1 7 8 49
Dealer balance sheets and bond liquidity provision 0 0 1 56 5 11 14 138
Decomposing real and nominal yield curves 0 0 0 132 8 24 30 364
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 2 14 17 36
Disagreement and Learning in a Dynamic Contracting Model 0 1 1 4 1 8 10 96
Disagreement and learning in a dynamic contracting model 0 0 1 124 1 10 14 534
Discounting the Long-Run 0 0 1 6 1 5 7 28
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 2 6 6 98
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 1 46 3 7 12 190
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 2 12 17 78
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 1 7 9 213
Dynamic Leverage Asset Pricing 1 1 2 203 1 6 16 526
Dynamic Leverage Asset Pricing 1 1 2 143 2 11 22 312
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 5 7 150
Financial Stability Monitoring 0 0 0 21 1 7 9 99
Financial Stability Policies for Shadow Banking 0 0 0 99 4 11 13 185
Financial Vulnerability and Monetary Policy 1 1 3 161 7 18 37 340
Financial Vulnerability and Monetary Policy 0 0 2 97 5 9 18 146
Financial amplification of foreign exchange risk premia 0 0 0 84 1 12 19 285
Financial intermediaries and monetary economics 0 0 5 622 1 14 26 1,196
Financial intermediaries, financial stability, and monetary policy 0 1 3 482 3 18 35 1,473
Financial intermediary balance sheet management 0 0 0 198 11 20 25 508
Financial intermediary leverage and value at risk 0 0 1 508 3 8 26 1,293
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 2 12 20 842
Financial stability monitoring 0 0 0 113 1 20 30 382
Financial stability monitoring 0 0 1 66 0 5 6 224
Financial stability policies for shadow banking 0 0 2 178 2 8 13 372
Financial vulnerability and monetary policy 0 0 0 127 4 9 13 258
Forecasting Interest Rates over the Long Run 0 0 1 12 2 3 7 51
Forecasting Macroeconomic Risks 0 0 3 31 0 8 16 69
Forecasting Macroeconomic Risks 0 0 4 66 6 21 33 220
Funding liquidity risk and the cross-section of stock returns 0 0 1 118 5 13 22 472
Global Price of Risk and Stabilization Policies 0 0 0 36 0 6 9 59
Global price of risk and stabilization policies 0 0 0 68 0 5 10 100
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 1 2 4 57
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 1 8 10 44
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 2 29 0 6 9 81
Inference, arbitrage, and asset price volatility 0 0 0 95 1 9 14 418
Intermediary Balance Sheets 0 0 0 63 0 5 10 176
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 1 18 23 68
Intermediary balance sheets 0 0 2 120 0 10 13 254
Intermediary leverage cycles and financial stability 0 0 1 328 1 14 32 912
Intraday Market Making with Overnight Inventory Costs 0 0 4 18 5 10 17 65
Intraday market making with overnight inventory costs 0 0 0 30 1 5 10 142
Introduction to a Series on Market Liquidity 0 0 0 4 1 3 5 17
Introduction to a Series on Market Liquidity: Part 2 0 0 0 2 2 4 4 15
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 55 5 13 15 384
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 0 5 12 85
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 0 2 379 0 6 13 1,260
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 1 644 2 8 12 2,430
Liquidity Policies and Systemic Risk 0 0 0 100 0 7 11 105
Liquidity Policies and Systemic Risk 0 0 0 5 1 3 9 36
Liquidity Policies and Systemic Risk 0 0 0 0 1 7 9 171
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 2 25 2 7 9 78
Liquidity and financial cycles 0 0 1 333 0 15 24 753
Liquidity and leverage 0 1 9 1,240 4 25 53 3,847
Liquidity policies and systemic risk 1 1 1 175 6 13 15 320
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 1 166 1 11 16 305
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 6 8 422
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 0 37 1 9 12 83
Macroprudential policy: case study from a tabletop exercise 0 0 1 94 2 4 8 202
Managing Macrofinancial Risk 0 0 0 35 2 6 10 151
Managing Monetary Tradeoffs in Vulnerable Open Economies 0 1 5 53 1 8 16 109
Market Liquidity after the Financial Crisis 0 0 0 50 3 11 14 110
Market Liquidity after the Financial Crisis 1 1 1 17 1 6 11 42
Market liquidity after the financial crisis 1 1 3 164 3 13 30 312
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 1 6 13 232
Monetary Policy, Financial Conditions, and Financial Stability 0 0 3 108 2 10 24 350
Monetary Policy, Financial Conditions, and Financial Stability 0 0 0 224 2 11 16 220
Monetary and Macroprudential Policy with Endogenous Risk 0 0 0 51 0 4 7 95
Monetary and Macroprudential Policy with Endogenous Risk 0 0 1 40 2 10 15 238
Monetary cycles, financial cycles, and the business cycle 0 0 3 652 1 12 20 1,246
Monetary policy and financial conditions: a cross-country study 0 1 1 64 1 4 12 116
Monetary policy, financial conditions, and financial stability 0 0 0 206 1 23 39 413
Monetary tightening cycles and the predictability of economic activity 0 0 0 214 1 12 13 520
Money, liquidity, and monetary policy 0 0 0 519 12 65 72 1,412
Multimodality in Macro-Financial Dynamics 0 0 0 116 0 6 13 251
Multimodality in Macro-Financial Dynamics 0 0 1 12 0 8 13 64
News shocks, monetary policy, and foreign currency positions 0 0 0 90 5 10 13 196
Non-Standard Errors 0 0 0 19 7 22 26 50
Non-Standard Errors 0 0 2 44 4 18 38 470
Non-Standard Errors 0 0 0 8 0 9 13 45
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 1 7 13 106
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 2 11 23 239
On the scale of financial intermediaries 0 0 0 226 3 11 20 423
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 3 20 30 418
Pricing the term structure with linear regressions 1 2 7 257 2 13 29 691
Procyclical Leverage and Value-at-Risk 0 0 1 231 1 18 24 638
Procyclical leverage and value-at-risk 0 1 1 53 0 11 16 165
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 2 7 11 66
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 3 10 16 146
Regression-based estimation of dynamic asset pricing models 0 0 0 117 2 8 9 307
Repo and Securities Lending 0 0 0 67 3 14 19 207
Repo and securities lending 0 0 0 148 2 9 15 430
Risk Appetite and Exchange Rates 0 0 0 66 3 7 10 299
Risk Management and Regulation 0 0 1 111 0 7 15 179
Risk Management and Regulation 0 1 1 38 1 4 5 74
Risk appetite and exchange Rates 0 0 1 281 5 7 13 865
Risk-Taking Channel of Monetary Policy 0 0 0 263 6 15 20 442
Scenario Synthesis and Macroeconomic Risk 0 0 10 10 3 6 23 23
Shadow Banking and Market-Based Finance 0 0 1 69 7 9 19 104
Shadow bank monitoring 0 0 2 202 1 3 15 501
Shadow banking 0 3 16 641 5 41 93 2,501
Shadow banking regulation 0 1 2 312 2 16 25 690
Shadow banking: a review of the literature 0 1 5 570 9 23 54 1,498
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 1 553 2 12 19 1,755
The Bond Market Selloff in Historical Perspective 0 0 1 14 4 9 14 44
The Cost of Capital of the Financial Sector 0 0 1 35 0 6 10 96
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 1 1 3 74 5 14 29 425
The Federal Reserve's Commercial Paper Funding Facility 0 0 1 140 2 6 18 654
The Great Carbon Arbitrage 0 0 1 40 3 6 18 142
The Great Carbon Arbitrage 0 0 0 26 2 7 13 81
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 0 9 19 75
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 7 0 5 13 127
The Recent Bond Market Selloff in Historical Perspective 0 0 2 12 1 4 6 56
The Term Structure of Growth-at-Risk 0 0 2 63 9 18 24 237
The Term Structure of Growth-at-Risk 1 1 4 107 3 8 24 377
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 2 586 1 7 19 1,285
The cost of capital of the financial sector 0 0 0 64 3 11 23 277
The shadow banking system: implications for financial regulation 1 3 7 587 3 15 22 1,489
The term structure of inflation expectations 0 0 0 152 1 5 12 476
Treasury Term Premia: 1961-Present 0 0 4 69 0 1 17 192
U.S. Treasury Market Functioning from the GFC to the Pandemic 1 1 11 11 4 13 25 25
Vulnerable Growth 0 1 7 53 15 51 63 288
Vulnerable Growth 0 2 7 108 3 13 29 533
Vulnerable Growth 0 3 6 63 2 11 21 146
Vulnerable growth 0 0 4 243 4 16 29 989
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 3 89 5 8 18 240
What's Driving Dealer Balance Sheet Stagnation? 0 0 1 19 0 5 7 45
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 1 253 0 9 21 507
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 2 6 9 334
Total Working Papers 13 45 264 22,156 368 1,664 2,930 61,526
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 6 10 256
A leverage-based measure of financial stability 0 1 3 11 0 8 28 55
CoVaR 13 29 66 536 41 107 264 2,593
Dealer balance sheets and bond liquidity provision 0 0 0 60 5 12 30 290
Decomposing real and nominal yield curves 0 1 4 304 5 20 56 994
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 35 0 3 7 221
Financial Intermediaries and the Cross-Section of Asset Returns 0 0 4 139 4 10 35 559
Financial Intermediary Balance Sheet Management 0 0 3 88 3 7 17 269
Financial Stability Monitoring 0 0 4 99 11 24 49 318
Financial amplification of foreign exchange risk premia 0 0 1 73 2 13 19 314
Financial intermediaries, financial stability and monetary policy 0 0 0 66 3 5 13 288
Forecasting macroeconomic risks 1 6 35 96 12 34 100 308
Global Price of Risk and Stabilization Policies 0 0 1 13 3 10 23 147
Inference, arbitrage, and asset price volatility 0 0 0 27 1 5 9 224
Intraday market making with overnight inventory costs 0 1 3 9 0 14 28 69
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 0 2 168 2 9 26 615
Liquidity and financial contagion 1 2 4 294 3 11 24 824
Liquidity and leverage 6 17 67 1,933 37 125 351 5,772
Liquidity policies and systemic risk 0 0 2 38 3 10 18 165
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 1 1 1 57 1 7 13 157
Liquidity, monetary policy, and financial cycles 0 0 0 381 4 9 16 1,034
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 2 5 15 41 5 17 44 146
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 4 15 25 512
Macroprudential policy: a case study from a tabletop exercise 0 0 1 41 1 9 17 148
Market Liquidity After the Financial Crisis 0 1 2 14 4 8 13 98
Measuring risk in the hedge fund sector 0 0 0 122 4 11 14 337
Monetary Policy, Financial Conditions, and Financial Stability 2 2 18 193 10 30 84 663
Monetary tightening cycles and the predictability of economic activity 0 0 0 151 1 9 14 455
Money, Liquidity, and Monetary Policy 0 2 3 479 10 35 57 1,124
NKV: A New Keynesian Model with Vulnerability 1 2 3 82 3 7 11 174
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 1 20 0 1 8 121
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 0 6 10 358
Pricing the term structure with linear regressions 3 9 31 401 22 65 166 1,424
Procyclical Leverage and Value-at-Risk 0 0 0 227 3 14 29 637
Regression-based estimation of dynamic asset pricing models 0 0 2 86 3 10 18 318
Risk‐taking channel of monetary policy 0 1 2 33 1 4 11 118
S hadow Banking 0 0 2 31 0 6 11 162
Shadow Banking Regulation 1 1 5 232 3 8 24 550
Shadow banking 0 0 0 17 1 2 3 117
Shadow banking 1 5 10 310 3 22 43 858
Shadow banking and market-based finance 1 1 4 63 6 27 58 287
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 1 2 261 2 10 23 829
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 1 4 8 167
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 2 13 27 843
The Federal Reserve's Primary Dealer Credit Facility 0 0 0 67 1 8 14 287
The Federal Reserve’s Commercial Paper Funding Facility 0 0 0 52 0 7 17 342
The Rise of Digital Money 3 8 17 51 11 26 68 197
The Term Structure of Growth-at-Risk 0 5 19 98 2 22 65 242
The degree of openness and the cost of fixing exchange rate 0 0 0 61 0 4 8 229
The shadow banking system: implications for fi nancial regulation 1 1 2 223 2 11 24 675
Vulnerable Growth 6 18 56 410 19 90 227 1,397
What financing data reveal about dealer leverage 0 0 0 115 0 5 10 358
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 1 3 183 1 2 14 507
Total Journal Articles 44 121 402 9,158 265 957 2,301 30,152

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 2 93
Financial Intermediaries and Monetary Economics 0 1 6 806 6 22 80 2,601
Hedge Fund Tail Risk 0 0 1 61 2 4 6 200
Repo and Securities Lending 0 0 0 82 10 18 28 289
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 1 8 14 489
shadow banking: a review of the literature 0 0 0 133 1 6 13 385
Total Chapters 0 1 7 1,273 20 58 143 4,057

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Statistics updated 2026-03-04