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
"Low for Long" and Risk-Taking 0 0 0 31 0 0 3 42
800,000 Years of Climate Risk 0 8 41 127 6 23 109 268
A Leverage-Based Measure of Financial Instability 0 0 0 33 0 2 4 215
A Leverage-Based Measure of Financial Stability 0 0 0 46 0 0 3 78
A Leverage-Based Measure of Financial Stability 0 0 0 15 1 1 4 116
A Leverage-Based Measure of Financial Stability 0 0 0 65 0 1 1 143
A Medium-Scale DSGE Model for the Integrated Policy Framework 0 0 1 61 0 1 11 90
A Monitoring Framework for Global Financial Stability 0 0 3 57 1 1 8 164
A Multi-Currency Exchange and Contracting Platform 0 0 0 16 1 1 4 43
A Quantitative Microfounded Model for the Integrated Policy Framework 0 1 5 66 2 5 13 108
A Quantitative Model for the Integrated Policy Framework 0 0 1 75 1 3 11 271
A Quantitative Model for the Integrated Policy Framework 0 0 1 39 2 2 3 92
A Review of Shadow Banking 0 0 2 960 2 3 10 264
Broker-Dealer Leverage and the Cross-Section of Stock Returns 1 1 3 62 2 3 6 401
Central Banks and Digital Currencies 1 2 5 98 2 6 19 139
Changes in the Returns to Market Making 1 1 3 17 1 1 4 38
CoVaR 3 4 21 426 16 27 91 1,946
CoVaR 2 4 16 882 6 15 74 3,666
Continuing the Conversation on Liquidity 1 1 1 1 1 2 3 14
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 2 21 0 0 2 22
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 2 33 0 0 5 105
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 2 4 17 0 3 8 68
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 5 1 2 8 58
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 1 1 22 0 1 4 41
Dealer balance sheets and bond liquidity provision 0 0 1 55 2 3 7 124
Decomposing real and nominal yield curves 1 2 5 132 1 5 19 334
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 1 1 19
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 3 0 0 0 86
Disagreement and learning in a dynamic contracting model 0 0 1 123 0 0 1 520
Discounting the Long-Run 0 0 0 5 1 1 3 21
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 0 0 1 92
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 0 45 0 0 0 178
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 43 2 2 3 61
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 1 1 2 204
Dynamic Leverage Asset Pricing 0 0 0 201 1 2 6 510
Dynamic Leverage Asset Pricing 0 0 1 141 0 4 11 290
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 2 143
Financial Stability Monitoring 0 0 1 21 1 1 2 90
Financial Stability Policies for Shadow Banking 0 0 0 99 0 0 0 172
Financial Vulnerability and Monetary Policy 1 1 4 95 1 3 8 128
Financial Vulnerability and Monetary Policy 0 1 4 158 0 9 22 303
Financial amplification of foreign exchange risk premia 0 0 1 84 0 0 1 266
Financial intermediaries and monetary economics 0 2 5 617 1 3 13 1,170
Financial intermediaries, financial stability, and monetary policy 0 0 4 479 2 5 28 1,438
Financial intermediary balance sheet management 1 1 3 198 2 2 8 483
Financial intermediary leverage and value at risk 0 1 1 507 0 1 2 1,267
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 1 1 1 822
Financial stability monitoring 0 0 0 65 2 2 3 218
Financial stability monitoring 0 0 1 113 2 3 10 352
Financial stability policies for shadow banking 0 0 0 176 0 0 2 359
Financial vulnerability and monetary policy 0 0 1 127 1 2 7 245
Forecasting Interest Rates over the Long Run 0 0 0 11 0 1 4 44
Forecasting Macroeconomic Risks 0 0 3 62 1 4 9 187
Forecasting Macroeconomic Risks 0 0 0 28 1 1 5 53
Funding liquidity risk and the cross-section of stock returns 0 0 1 117 0 0 3 450
Global Price of Risk and Stabilization Policies 0 0 0 36 1 1 1 50
Global price of risk and stabilization policies 0 0 1 68 0 0 2 90
Has Liquidity Risk in the Corporate Bond Market Increased? 0 1 2 23 1 2 5 53
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 1 18 0 0 3 34
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 1 27 0 1 6 72
Inference, arbitrage, and asset price volatility 0 0 0 95 0 0 0 404
Intermediary Balance Sheets 0 0 0 63 3 5 5 166
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 1 2 3 45
Intermediary balance sheets 0 0 0 118 1 1 1 241
Intermediary leverage cycles and financial stability 1 1 3 327 3 6 23 880
Intraday Market Making with Overnight Inventory Costs 0 0 0 14 0 0 1 48
Intraday market making with overnight inventory costs 0 0 0 30 1 1 7 132
Introduction to a Series on Market Liquidity 0 0 2 4 0 1 3 12
Introduction to a Series on Market Liquidity: Part 2 1 1 2 2 1 1 3 11
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 1 1 55 0 1 2 369
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 1 1 1 73
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 0 0 377 1 3 3 1,247
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 1 643 0 0 2 2,418
Liquidity Policies and Systemic Risk 0 0 0 100 0 1 2 94
Liquidity Policies and Systemic Risk 0 0 0 0 0 1 1 162
Liquidity Policies and Systemic Risk 0 0 0 5 0 0 1 27
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 3 23 1 1 6 69
Liquidity and financial cycles 0 0 2 332 2 3 11 729
Liquidity and leverage 1 2 5 1,231 5 9 26 3,794
Liquidity policies and systemic risk 0 0 0 174 0 0 0 305
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 5 165 1 3 13 289
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 1 2 2 414
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 0 37 1 2 2 71
Macroprudential policy: case study from a tabletop exercise 0 0 0 93 0 0 3 194
Managing Macrofinancial Risk 0 0 0 35 1 2 2 141
Managing Monetary Tradeoffs in Vulnerable Open Economies 0 0 1 48 2 5 9 93
Market Liquidity after the Financial Crisis 0 0 1 50 0 1 5 96
Market Liquidity after the Financial Crisis 0 0 0 16 1 1 2 31
Market liquidity after the financial crisis 0 0 1 161 0 1 7 282
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 0 0 5 219
Monetary Policy, Financial Conditions, and Financial Stability 0 0 4 224 0 1 14 204
Monetary Policy, Financial Conditions, and Financial Stability 0 0 4 105 1 4 16 326
Monetary and Macroprudential Policy with Endogenous Risk 1 1 1 39 2 4 8 223
Monetary and Macroprudential Policy with Endogenous Risk 0 0 0 51 2 2 5 88
Monetary cycles, financial cycles, and the business cycle 0 0 2 649 0 3 13 1,226
Monetary policy and financial conditions: a cross-country study 0 0 2 63 1 2 8 104
Monetary policy, financial conditions, and financial stability 0 0 0 206 0 1 3 374
Monetary tightening cycles and the predictability of economic activity 0 0 1 214 0 0 4 507
Money, liquidity, and monetary policy 0 0 0 519 0 0 3 1,340
Multimodality in Macro-Financial Dynamics 0 0 0 11 2 3 5 51
Multimodality in Macro-Financial Dynamics 0 0 2 116 0 1 9 238
News shocks, monetary policy, and foreign currency positions 0 0 0 90 0 0 0 183
Non-Standard Errors 0 0 1 19 0 0 4 24
Non-Standard Errors 0 0 1 8 0 0 2 32
Non-Standard Errors 0 0 1 42 6 12 56 432
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 1 16 0 0 4 93
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 74 0 2 10 216
On the scale of financial intermediaries 0 0 1 226 0 1 2 403
Prices and quantities in the monetary policy transmission mechanism 1 1 1 161 1 1 2 388
Pricing the term structure with linear regressions 0 3 8 250 1 5 19 662
Procyclical Leverage and Value-at-Risk 0 0 1 230 1 1 5 614
Procyclical leverage and value-at-risk 0 0 0 52 1 2 5 149
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 3 19 0 0 4 55
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 0 2 7 130
Regression-based estimation of dynamic asset pricing models 0 0 2 117 0 2 6 298
Repo and Securities Lending 0 0 1 67 0 1 4 188
Repo and securities lending 0 0 0 148 1 1 3 415
Risk Appetite and Exchange Rates 0 0 2 66 1 3 12 289
Risk Management and Regulation 0 0 0 110 1 2 7 164
Risk Management and Regulation 0 0 0 37 0 1 3 69
Risk appetite and exchange Rates 0 0 1 280 0 1 7 852
Risk-Taking Channel of Monetary Policy 0 1 4 263 1 3 11 422
Shadow Banking and Market-Based Finance 0 0 1 68 0 0 7 85
Shadow bank monitoring 0 1 2 200 0 2 5 486
Shadow banking 2 2 8 625 5 11 68 2,408
Shadow banking regulation 0 3 5 310 0 3 11 665
Shadow banking: a review of the literature 0 2 6 565 4 13 37 1,444
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 1 552 3 3 6 1,736
The Bond Market Selloff in Historical Perspective 0 0 3 13 1 3 6 30
The Cost of Capital of the Financial Sector 0 0 2 34 1 1 4 86
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 1 1 3 71 1 1 11 396
The Federal Reserve's Commercial Paper Funding Facility 0 0 0 139 0 1 4 636
The Great Carbon Arbitrage 2 3 7 39 5 7 23 124
The Great Carbon Arbitrage 0 0 1 26 0 0 3 68
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 0 2 6 56
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 1 7 0 0 3 114
The Recent Bond Market Selloff in Historical Perspective 0 1 2 10 0 1 3 50
The Term Structure of Growth-at-Risk 0 0 1 61 0 1 7 213
The Term Structure of Growth-at-Risk 0 0 2 103 2 3 11 353
The changing nature of financial intermediation and the financial crisis of 2007-09 0 3 10 584 2 6 22 1,266
The cost of capital of the financial sector 1 1 1 64 3 3 8 254
The shadow banking system: implications for financial regulation 0 0 0 580 1 1 10 1,467
The term structure of inflation expectations 1 2 2 152 2 3 7 464
Treasury Term Premia: 1961-Present 0 1 5 65 1 4 17 175
Vulnerable Growth 0 2 9 57 0 2 15 125
Vulnerable Growth 0 1 3 101 0 1 17 504
Vulnerable Growth 0 1 7 46 1 6 23 225
Vulnerable growth 0 0 6 239 2 5 29 960
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 0 86 1 2 6 222
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 18 0 0 1 38
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 1 252 0 0 11 486
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 3 105 0 0 5 325
Total Working Papers 24 69 319 21,892 154 364 1,407 58,596
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 1 57 0 1 2 246
A leverage-based measure of financial stability 0 1 6 8 1 4 16 27
CoVaR 7 15 50 470 15 37 170 2,329
Dealer balance sheets and bond liquidity provision 2 5 12 60 5 10 34 260
Decomposing real and nominal yield curves 1 5 27 300 7 21 69 938
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 35 0 0 1 214
Financial Intermediaries and the Cross-Section of Asset Returns 1 4 13 135 1 4 27 524
Financial Intermediary Balance Sheet Management 0 0 4 85 1 2 15 252
Financial Stability Monitoring 0 1 5 95 1 5 23 269
Financial amplification of foreign exchange risk premia 0 0 1 72 0 0 4 295
Financial intermediaries, financial stability and monetary policy 0 0 2 66 0 8 13 275
Forecasting macroeconomic risks 2 4 18 61 9 14 64 208
Global Price of Risk and Stabilization Policies 0 0 1 12 0 0 3 124
Inference, arbitrage, and asset price volatility 0 0 0 27 1 1 3 215
Intraday market making with overnight inventory costs 0 0 1 6 0 0 2 41
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 0 4 166 1 4 25 589
Liquidity and financial contagion 0 2 10 290 2 6 25 800
Liquidity and leverage 2 20 83 1,866 23 81 270 5,421
Liquidity policies and systemic risk 0 0 4 36 1 2 10 147
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 0 1 1 144
Liquidity, monetary policy, and financial cycles 0 1 1 381 1 3 5 1,018
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 2 9 26 1 4 30 102
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 1 1 6 487
Macroprudential policy: a case study from a tabletop exercise 0 0 2 40 0 0 8 131
Market Liquidity After the Financial Crisis 0 0 2 12 2 3 6 85
Measuring risk in the hedge fund sector 0 0 0 122 0 0 2 323
Monetary Policy, Financial Conditions, and Financial Stability 2 5 17 175 8 18 67 579
Monetary tightening cycles and the predictability of economic activity 0 0 2 151 0 0 3 441
Money, Liquidity, and Monetary Policy 0 0 2 476 0 2 15 1,067
NKV: A New Keynesian Model with Vulnerability 0 1 8 79 0 4 15 163
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 1 1 2 19 2 3 8 113
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 2 2 137 1 3 3 348
Pricing the term structure with linear regressions 1 6 27 370 9 31 116 1,258
Procyclical Leverage and Value-at-Risk 1 4 8 227 2 7 25 608
Regression-based estimation of dynamic asset pricing models 0 1 3 84 0 4 13 300
Risk‐taking channel of monetary policy 0 0 1 31 0 0 7 107
S hadow Banking 0 1 1 29 0 2 4 151
Shadow Banking Regulation 1 2 7 227 3 7 35 526
Shadow banking 2 2 5 300 2 7 21 815
Shadow banking 0 0 1 17 0 1 4 114
Shadow banking and market-based finance 0 2 6 59 0 7 13 229
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 0 3 259 0 1 13 806
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 1 1 6 159
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 1 3 5 218 6 13 32 816
The Federal Reserve's Primary Dealer Credit Facility 0 0 3 67 0 1 7 273
The Federal Reserve’s Commercial Paper Funding Facility 0 1 2 52 0 2 6 325
The Rise of Digital Money 0 0 5 34 2 4 19 129
The Term Structure of Growth-at-Risk 1 5 34 79 7 18 78 177
The degree of openness and the cost of fixing exchange rate 0 0 0 61 0 0 1 221
The shadow banking system: implications for fi nancial regulation 0 1 2 221 1 4 15 651
Vulnerable Growth 4 14 53 354 20 44 165 1,170
What financing data reveal about dealer leverage 1 2 3 115 3 4 5 348
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 2 10 180 1 3 24 493
Total Journal Articles 32 115 468 8,756 141 403 1,554 27,851


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 1 1 2 91
Financial Intermediaries and Monetary Economics 3 8 24 800 6 18 95 2,521
Hedge Fund Tail Risk 0 1 1 60 0 1 1 194
Repo and Securities Lending 0 2 6 82 1 4 11 261
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 0 0 5 475
shadow banking: a review of the literature 0 0 1 133 1 1 7 372
Total Chapters 3 11 32 1,266 9 25 121 3,914


Statistics updated 2025-03-03