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 0 1 10 52
800,000 Years of Climate Risk 1 1 10 145 5 7 53 349
A Leverage-Based Measure of Financial Instability 0 0 0 34 0 2 29 247
A Leverage-Based Measure of Financial Stability 0 0 0 65 0 0 8 151
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 0 17 134
A Medium-Scale DSGE Model for the Integrated Policy Framework 0 0 0 62 2 3 20 113
A Monitoring Framework for Global Financial Stability 0 0 1 61 1 1 24 195
A Multi-Currency Exchange and Contracting Platform 0 0 2 19 0 4 21 70
A Quantitative Microfounded Model for the Integrated Policy Framework 0 1 6 78 3 5 29 145
A Quantitative Model for the Integrated Policy Framework 0 0 0 40 0 3 20 117
A Quantitative Model for the Integrated Policy Framework 0 0 3 79 0 5 26 304
A Review of Shadow Banking 0 0 1 962 0 0 14 281
Broker-Dealer Leverage and the Cross-Section of Stock Returns 0 1 2 65 0 4 19 423
Central Banks and Digital Currencies 0 0 2 102 2 2 15 162
Changes in the Returns to Market Making 0 0 0 17 0 0 9 48
CoVaR 3 4 14 445 7 27 124 2,111
CoVaR 1 1 5 894 12 18 101 3,801
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 0 18 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 0 14 83
Dealer Balance Sheets and Bond Liquidity Provision 0 0 0 6 0 1 10 71
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 0 23 0 0 10 52
Dealer balance sheets and bond liquidity provision 0 0 0 56 0 1 23 149
Decomposing real and nominal yield curves 1 1 1 133 3 7 43 381
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 1 1 13 100
Disagreement and learning in a dynamic contracting model 0 0 1 124 0 1 19 540
Discounting the Long-Run 0 0 0 6 0 0 8 30
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 0 1 11 103
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 0 46 0 1 18 200
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 44 0 0 19 84
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 0 0 13 218
Dynamic Leverage Asset Pricing 0 0 2 204 0 0 17 532
Dynamic Leverage Asset Pricing 0 0 2 143 0 0 19 313
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 10 153
Financial Stability Monitoring 1 1 1 22 2 2 10 101
Financial Stability Policies for Shadow Banking 0 0 0 99 0 2 19 192
Financial Vulnerability and Monetary Policy 0 0 0 97 0 3 17 152
Financial Vulnerability and Monetary Policy 0 0 1 161 8 19 58 370
Financial amplification of foreign exchange risk premia 0 0 0 84 1 2 22 288
Financial intermediaries and monetary economics 0 0 3 624 0 1 31 1,206
Financial intermediaries, financial stability, and monetary policy 0 0 1 482 0 0 28 1,479
Financial intermediary balance sheet management 0 0 0 198 1 2 30 516
Financial intermediary leverage and value at risk 0 0 0 508 1 2 28 1,302
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 1 22 846
Financial stability monitoring 0 0 0 113 2 6 52 405
Financial stability monitoring 0 0 0 66 0 0 9 228
Financial stability policies for shadow banking 0 0 0 178 1 2 18 382
Financial vulnerability and monetary policy 0 0 0 127 0 3 18 264
Forecasting Interest Rates over the Long Run 0 0 0 12 1 1 9 56
Forecasting Macroeconomic Risks 1 1 2 33 2 2 18 78
Forecasting Macroeconomic Risks 1 1 2 67 1 1 30 226
Funding liquidity risk and the cross-section of stock returns 1 1 1 119 2 2 30 482
Global Price of Risk and Stabilization Policies 0 0 0 36 0 0 13 64
Global price of risk and stabilization policies 0 0 0 68 0 0 14 106
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 0 0 11 65
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 0 0 25 59
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 0 29 0 0 8 83
Inference, arbitrage, and asset price volatility 0 0 0 95 1 1 18 425
Intermediary Balance Sheets 0 0 0 63 2 3 15 184
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 1 2 28 75
Intermediary balance sheets 0 0 0 120 1 1 16 259
Intermediary leverage cycles and financial stability 0 0 1 328 1 5 35 925
Intraday Market Making with Overnight Inventory Costs 0 0 0 18 0 0 14 69
Intraday market making with overnight inventory costs 0 0 0 30 1 2 13 148
Introduction to a Series on Market Liquidity 0 0 0 4 1 1 6 20
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 20 390
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 0 3 17 94
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 0 2 380 0 0 14 1,264
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 0 644 0 0 20 2,439
Liquidity Policies and Systemic Risk 0 0 0 100 0 2 16 112
Liquidity Policies and Systemic Risk 0 0 0 5 0 2 15 43
Liquidity Policies and Systemic Risk 0 0 0 0 1 1 15 177
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 1 25 1 2 13 83
Liquidity and financial cycles 0 0 1 334 1 3 29 763
Liquidity and leverage 0 1 9 1,247 6 11 83 3,894
Liquidity policies and systemic risk 1 1 2 176 2 3 24 329
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 0 166 2 5 19 310
Macro risk premium and intermediary balance sheet quantities 0 0 1 187 1 2 12 428
Macroeconomic and Fiscal Consequences of Quantitative Easing 1 2 13 13 2 52 66 66
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 0 37 0 3 18 89
Macroprudential policy: case study from a tabletop exercise 0 0 0 94 0 1 12 209
Managing Macrofinancial Risk 0 0 1 36 0 1 14 157
Managing Monetary Tradeoffs in Vulnerable Open Economies 0 0 5 56 3 4 20 120
Market Liquidity after the Financial Crisis 0 0 0 50 0 1 19 116
Market Liquidity after the Financial Crisis 0 0 1 17 1 1 10 44
Market liquidity after the financial crisis 0 0 1 164 1 4 28 321
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 0 0 15 234
Monetary Policy, Financial Conditions, and Financial Stability 0 0 1 108 2 9 32 368
Monetary Policy, Financial Conditions, and Financial Stability 0 0 0 224 1 1 18 224
Monetary and Macroprudential Policy with Endogenous Risk 0 0 1 40 2 3 20 245
Monetary and Macroprudential Policy with Endogenous Risk 1 1 1 52 1 1 13 102
Monetary cycles, financial cycles, and the business cycle 0 0 2 654 0 0 21 1,252
Monetary policy and financial conditions: a cross-country study 0 0 1 64 0 2 13 121
Monetary policy, financial conditions, and financial stability 0 0 0 206 0 3 40 416
Monetary tightening cycles and the predictability of economic activity 0 0 1 215 0 1 19 526
Money, liquidity, and monetary policy 0 0 1 520 0 3 90 1,432
Multimodality in Macro-Financial Dynamics 0 0 1 13 0 1 17 69
Multimodality in Macro-Financial Dynamics 0 0 0 116 0 2 20 262
News shocks, monetary policy, and foreign currency positions 0 0 0 90 1 1 19 203
Non-Standard Errors 0 0 0 8 1 2 19 53
Non-Standard Errors 0 0 0 19 0 4 37 63
Non-Standard Errors 0 1 1 45 0 2 39 485
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 1 1 1 17 2 2 19 112
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 2 2 2 77 3 6 28 252
On the scale of financial intermediaries 0 0 0 226 0 0 25 430
Prices and quantities in the monetary policy transmission mechanism 1 1 1 162 1 4 36 427
Pricing the term structure with linear regressions 0 0 5 259 2 13 46 715
Procyclical Leverage and Value-at-Risk 0 0 0 231 0 3 33 652
Procyclical leverage and value-at-risk 0 0 2 54 0 3 22 172
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 1 1 16 72
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 3 18 151
Regression-based estimation of dynamic asset pricing models 0 0 0 117 0 1 20 319
Repo and Securities Lending 0 0 0 67 0 0 19 210
Repo and securities lending 0 0 0 148 1 2 17 435
Risk Appetite and Exchange Rates 0 0 0 66 0 1 12 303
Risk Management and Regulation 0 0 1 38 0 1 8 78
Risk Management and Regulation 0 0 0 111 0 0 14 181
Risk appetite and exchange Rates 0 0 1 281 1 1 15 872
Risk-Taking Channel of Monetary Policy 0 0 2 265 0 0 24 450
Risks and Uncertainty in Monetary Policy 7 7 7 7 3 3 3 3
Scenario Synthesis and Macroeconomic Risk 0 0 3 10 0 0 17 28
Shadow bank monitoring 0 0 1 203 1 1 21 513
Shadow banking 1 2 18 647 2 6 107 2,536
Shadow banking regulation 0 0 3 314 1 2 29 699
Shadow banking: a review of the literature 0 0 6 573 0 1 61 1,517
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 0 553 1 2 22 1,760
The Bond Market Selloff in Historical Perspective 0 1 1 15 3 19 56 90
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 1 74 0 13 38 445
The Federal Reserve's Commercial Paper Funding Facility 0 0 0 140 0 1 16 661
The Great Carbon Arbitrage 1 1 1 41 1 3 22 151
The Great Carbon Arbitrage 0 0 0 26 0 2 14 84
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 7 1 1 11 131
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 0 0 18 78
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 4 14 40 399
The Term Structure of Growth-at-Risk 0 0 1 64 1 6 40 257
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 0 586 1 1 17 1,288
The cost of capital of the financial sector 0 0 0 64 0 0 29 287
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 0 2 20 487
Treasury Term Premia: 1961-Present 1 1 2 71 4 9 22 210
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 0 1 11 0 1 17 29
Vulnerable Growth 0 2 9 113 0 5 43 555
Vulnerable Growth 1 8 10 62 6 18 93 326
Vulnerable Growth 3 3 7 67 4 8 32 163
Vulnerable growth 0 0 1 244 0 2 29 1,000
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 0 89 0 0 16 246
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 1 1 17 511
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 0 2 13 340
Total Working Papers 31 48 210 22,213 141 462 3,724 62,923
4 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 9 256
A leverage-based measure of financial stability 0 0 2 11 1 3 24 66
CoVaR 8 24 113 610 26 94 433 2,859
Dealer balance sheets and bond liquidity provision 1 1 1 61 4 13 43 308
Decomposing real and nominal yield curves 0 2 5 307 5 14 66 1,024
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 35 1 1 10 225
Financial Intermediaries and the Cross-Section of Asset Returns 2 3 7 145 8 16 58 596
Financial Intermediary Balance Sheet Management 0 0 0 88 0 2 14 273
Financial Stability Monitoring 1 2 3 102 7 16 63 349
Financial amplification of foreign exchange risk premia 0 0 1 73 0 2 21 318
Financial intermediaries, financial stability and monetary policy 0 0 0 66 0 3 20 301
Forecasting macroeconomic risks 2 6 22 107 5 12 77 338
Global Price of Risk and Stabilization Policies 0 0 0 13 0 0 19 151
Inference, arbitrage, and asset price volatility 0 0 0 27 0 0 12 229
Intraday market making with overnight inventory costs 0 0 1 9 1 2 35 84
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 1 2 170 1 5 28 631
Liquidity and financial contagion 0 2 5 297 2 7 30 836
Liquidity and leverage 9 15 87 1,985 25 56 395 5,952
Liquidity policies and systemic risk 0 0 0 38 2 2 24 176
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 1 57 0 1 15 162
Liquidity, monetary policy, and financial cycles 0 0 0 381 0 0 16 1,036
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 1 10 44 1 3 36 158
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 0 1 28 521
Macroprudential policy: a case study from a tabletop exercise 0 0 0 41 0 2 18 153
Market Liquidity After the Financial Crisis 0 0 2 14 0 0 14 100
Measuring risk in the hedge fund sector 0 0 0 122 0 0 19 342
Monetary Policy, Financial Conditions, and Financial Stability 0 2 11 198 0 7 62 683
Monetary tightening cycles and the predictability of economic activity 0 0 1 152 0 1 21 465
Money, Liquidity, and Monetary Policy 0 0 2 479 0 3 59 1,134
NKV: A New Keynesian Model with Vulnerability 1 1 5 85 1 2 14 181
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 0 20 0 4 10 129
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 0 1 11 361
Pricing the term structure with linear regressions 1 2 19 406 10 27 174 1,498
Procyclical Leverage and Value-at-Risk 0 0 1 228 2 8 43 657
Regression-based estimation of dynamic asset pricing models 0 0 2 88 0 4 26 330
Risk‐taking channel of monetary policy 0 0 2 34 0 0 14 125
S hadow Banking 0 0 1 31 0 0 14 167
Shadow Banking Regulation 0 0 4 232 0 3 24 558
Shadow banking 0 0 1 18 0 2 10 125
Shadow banking 0 0 10 312 2 6 62 888
Shadow banking and market-based finance 0 0 2 64 0 0 58 298
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 0 3 263 1 2 29 839
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 0 0 16 176
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 0 3 37 858
The Federal Reserve's Primary Dealer Credit Facility 0 0 0 67 0 2 18 293
The Federal Reserve’s Commercial Paper Funding Facility 0 0 1 53 0 0 12 344
The Rise of Digital Money 2 3 20 60 4 10 71 228
The Term Structure of Growth-at-Risk 0 0 9 100 0 1 41 250
The degree of openness and the cost of fixing exchange rate 0 0 0 61 0 2 14 237
The shadow banking system: implications for fi nancial regulation 0 0 3 224 2 4 31 691
Vulnerable Growth 4 16 62 448 29 63 250 1,528
What financing data reveal about dealer leverage 0 0 0 115 0 0 13 361
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 2 184 2 2 14 514
Total Journal Articles 32 81 427 9,392 142 412 2,675 31,362

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 1 2 11 813 3 8 90 2,637
Hedge Fund Tail Risk 0 0 0 61 0 1 9 204
Macroeconomic and Fiscal Consequences of Quantitative Easing 1 2 6 6 2 5 16 16
Repo and Securities Lending 0 0 0 82 0 4 26 295
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 1 159 0 1 17 493
shadow banking: a review of the literature 0 0 0 133 0 0 13 391
Total Chapters 2 4 18 1,287 5 19 176 4,133

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Statistics updated 2026-10-11