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 0 2 42
800,000 Years of Climate Risk 4 5 27 133 8 18 91 289
A Leverage-Based Measure of Financial Instability 0 1 1 34 0 2 6 217
A Leverage-Based Measure of Financial Stability 0 0 0 15 0 0 2 116
A Leverage-Based Measure of Financial Stability 0 0 0 65 0 0 1 143
A Leverage-Based Measure of Financial Stability 0 0 0 46 1 1 1 79
A Medium-Scale DSGE Model for the Integrated Policy Framework 0 0 2 62 0 0 6 92
A Monitoring Framework for Global Financial Stability 1 2 4 59 2 3 9 167
A Multi-Currency Exchange and Contracting Platform 0 0 0 16 0 1 4 44
A Quantitative Microfounded Model for the Integrated Policy Framework 1 2 6 68 1 3 12 111
A Quantitative Model for the Integrated Policy Framework 0 0 0 39 0 0 2 92
A Quantitative Model for the Integrated Policy Framework 0 1 1 76 0 4 9 275
A Review of Shadow Banking 0 0 2 961 0 0 10 265
Broker-Dealer Leverage and the Cross-Section of Stock Returns 0 1 2 63 0 1 5 402
Central Banks and Digital Currencies 0 0 4 98 0 1 12 142
Changes in the Returns to Market Making 0 0 3 17 0 0 4 38
CoVaR 0 2 19 428 9 26 90 1,972
CoVaR 0 3 12 885 3 14 59 3,684
Continuing the Conversation on Liquidity 0 1 2 2 0 2 5 16
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 1 3 22 1 2 4 24
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 1 33 0 0 2 105
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 4 17 0 0 7 68
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 5 0 1 7 59
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 22 0 0 2 41
Dealer balance sheets and bond liquidity provision 0 0 0 55 0 0 5 124
Decomposing real and nominal yield curves 0 0 2 132 2 3 14 337
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 1 2 20
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 3 0 1 1 87
Disagreement and learning in a dynamic contracting model 0 0 0 123 0 1 1 521
Discounting the Long-Run 0 0 0 5 0 0 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 1 46 0 1 2 180
Do Treasury Term Premia Rise around Monetary Tightenings? 0 1 1 44 0 2 4 63
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 1 1 2 205
Dynamic Leverage Asset Pricing 0 0 0 201 0 1 5 511
Dynamic Leverage Asset Pricing 0 0 1 141 1 1 10 292
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 1 143
Financial Stability Monitoring 0 0 1 21 0 1 3 91
Financial Stability Policies for Shadow Banking 0 0 0 99 0 0 0 172
Financial Vulnerability and Monetary Policy 0 0 3 159 2 6 25 311
Financial Vulnerability and Monetary Policy 0 0 2 95 0 1 8 130
Financial amplification of foreign exchange risk premia 0 0 0 84 0 0 0 266
Financial intermediaries and monetary economics 1 1 7 619 1 1 11 1,172
Financial intermediaries, financial stability, and monetary policy 1 1 5 481 4 8 31 1,449
Financial intermediary balance sheet management 0 0 2 198 0 1 6 485
Financial intermediary leverage and value at risk 0 1 2 508 2 6 7 1,273
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 1 2 823
Financial stability monitoring 0 0 1 113 0 1 8 353
Financial stability monitoring 0 1 1 66 0 1 4 219
Financial stability policies for shadow banking 0 0 1 177 0 0 4 362
Financial vulnerability and monetary policy 0 0 1 127 0 0 8 246
Forecasting Interest Rates over the Long Run 0 0 0 11 0 1 5 45
Forecasting Macroeconomic Risks 2 3 3 31 2 5 9 58
Forecasting Macroeconomic Risks 1 1 4 64 2 6 14 194
Funding liquidity risk and the cross-section of stock returns 1 1 2 118 1 1 4 452
Global Price of Risk and Stabilization Policies 0 0 0 36 0 0 2 51
Global price of risk and stabilization policies 0 0 0 68 0 0 1 90
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 0 0 3 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 2 2 29 0 2 5 74
Inference, arbitrage, and asset price volatility 0 0 0 95 0 2 2 406
Intermediary Balance Sheets 0 0 0 63 1 1 7 168
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 0 0 3 45
Intermediary balance sheets 0 0 0 118 0 0 1 241
Intermediary leverage cycles and financial stability 0 0 2 327 0 5 28 888
Intraday Market Making with Overnight Inventory Costs 4 4 4 18 4 6 6 54
Intraday market making with overnight inventory costs 0 0 0 30 1 1 3 133
Introduction to a Series on Market Liquidity 0 0 1 4 0 0 2 12
Introduction to a Series on Market Liquidity: Part 2 0 0 1 2 0 0 1 11
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 1 55 0 1 2 370
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 0 1 4 76
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 1 1 378 0 1 4 1,248
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 2 644 0 0 3 2,419
Liquidity Policies and Systemic Risk 0 0 0 100 0 1 3 96
Liquidity Policies and Systemic Risk 0 0 0 0 0 0 1 162
Liquidity Policies and Systemic Risk 0 0 0 5 0 0 1 27
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 2 24 0 0 5 70
Liquidity and financial cycles 0 1 1 333 2 4 13 734
Liquidity and leverage 2 4 9 1,236 2 5 27 3,801
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 1 5 166 0 2 11 291
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 0 1 3 415
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 0 37 0 0 2 71
Macroprudential policy: case study from a tabletop exercise 1 1 1 94 2 2 2 196
Managing Macrofinancial Risk 0 0 0 35 1 2 4 143
Managing Monetary Tradeoffs in Vulnerable Open Economies 0 2 2 50 1 3 11 98
Market Liquidity after the Financial Crisis 0 0 0 16 0 2 3 33
Market Liquidity after the Financial Crisis 0 0 0 50 0 0 3 97
Market liquidity after the financial crisis 1 1 2 162 5 8 12 290
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 0 0 3 219
Monetary Policy, Financial Conditions, and Financial Stability 0 0 3 224 1 1 10 205
Monetary Policy, Financial Conditions, and Financial Stability 0 1 5 107 1 6 19 334
Monetary and Macroprudential Policy with Endogenous Risk 0 0 1 39 0 0 8 223
Monetary and Macroprudential Policy with Endogenous Risk 0 0 0 51 0 0 5 88
Monetary cycles, financial cycles, and the business cycle 1 2 4 651 1 2 12 1,228
Monetary policy and financial conditions: a cross-country study 0 0 1 63 0 1 7 106
Monetary policy, financial conditions, and financial stability 0 0 0 206 0 2 5 376
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 1 1 2 1,341
Multimodality in Macro-Financial Dynamics 1 1 1 12 1 1 4 52
Multimodality in Macro-Financial Dynamics 0 0 2 116 0 2 10 241
News shocks, monetary policy, and foreign currency positions 0 0 0 90 1 1 1 184
Non-Standard Errors 0 0 1 8 1 1 3 34
Non-Standard Errors 0 2 3 44 2 7 42 440
Non-Standard Errors 0 0 1 19 1 2 4 26
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 1 16 0 0 2 93
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 74 3 5 11 221
On the scale of financial intermediaries 0 0 0 226 1 2 3 405
Prices and quantities in the monetary policy transmission mechanism 0 0 1 161 0 0 2 388
Pricing the term structure with linear regressions 1 3 8 253 3 6 20 668
Procyclical Leverage and Value-at-Risk 0 1 1 231 0 2 5 616
Procyclical leverage and value-at-risk 0 0 0 52 0 0 5 149
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 1 2 20 0 1 3 56
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 0 48 0 0 4 131
Regression-based estimation of dynamic asset pricing models 0 0 1 117 0 1 5 299
Repo and Securities Lending 0 0 0 67 0 1 2 189
Repo and securities lending 0 0 0 148 0 2 3 417
Risk Appetite and Exchange Rates 0 0 1 66 0 1 10 290
Risk Management and Regulation 0 1 1 111 1 2 8 166
Risk Management and Regulation 0 0 0 37 0 0 2 69
Risk appetite and exchange Rates 0 0 1 280 0 0 5 852
Risk-Taking Channel of Monetary Policy 0 0 3 263 1 1 9 423
Scenario Synthesis and Macroeconomic Risk 0 0 0 0 4 4 4 4
Shadow Banking and Market-Based Finance 0 1 1 69 1 3 10 89
Shadow bank monitoring 0 2 3 202 1 5 9 492
Shadow banking 1 3 8 629 3 8 56 2,419
Shadow banking regulation 0 0 4 310 1 3 11 668
Shadow banking: a review of the literature 0 1 6 567 2 5 37 1,454
Stock returns and volatility: pricing the short-run and long-run components of market risk 1 1 2 553 1 2 8 1,738
The Bond Market Selloff in Historical Perspective 0 0 1 13 1 2 6 32
The Cost of Capital of the Financial Sector 0 1 2 35 0 1 3 87
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 1 3 72 3 7 14 403
The Federal Reserve's Commercial Paper Funding Facility 0 0 0 139 0 2 4 638
The Great Carbon Arbitrage 0 0 0 26 0 0 1 68
The Great Carbon Arbitrage 0 0 6 39 0 0 15 125
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 1 1 5 58
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 7 1 1 3 116
The Recent Bond Market Selloff in Historical Perspective 0 1 3 12 0 1 4 52
The Term Structure of Growth-at-Risk 0 1 2 62 0 3 8 216
The Term Structure of Growth-at-Risk 0 0 2 104 1 2 10 357
The changing nature of financial intermediation and the financial crisis of 2007-09 0 2 12 586 0 3 21 1,269
The cost of capital of the financial sector 0 0 1 64 0 0 6 255
The shadow banking system: implications for financial regulation 0 0 2 582 0 0 7 1,469
The term structure of inflation expectations 0 0 2 152 1 1 5 466
Treasury Term Premia: 1961-Present 2 2 5 67 4 7 19 182
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 10 10 10 1 9 9 9
Vulnerable Growth 0 3 6 104 0 4 12 508
Vulnerable Growth 1 1 9 48 1 1 18 227
Vulnerable Growth 1 1 10 59 1 1 11 127
Vulnerable growth 1 1 5 242 1 4 25 967
What Do Financial Conditions Tell Us about Risks to GDP Growth? 1 1 2 88 2 4 8 227
What's Driving Dealer Balance Sheet Stagnation? 0 1 1 19 0 1 2 39
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 0 252 1 1 9 488
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 3 105 0 1 6 326
Total Working Papers 31 92 328 22,008 113 319 1,337 58,993
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 0 2 246
A leverage-based measure of financial stability 1 1 3 9 12 12 22 41
CoVaR 3 12 54 488 15 47 168 2,388
Dealer balance sheets and bond liquidity provision 0 0 8 60 1 1 21 261
Decomposing real and nominal yield curves 1 1 17 301 4 6 51 945
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 35 0 1 1 215
Financial Intermediaries and the Cross-Section of Asset Returns 1 1 11 136 3 6 26 531
Financial Intermediary Balance Sheet Management 1 3 4 88 2 6 14 258
Financial Stability Monitoring 1 3 7 98 4 13 34 283
Financial amplification of foreign exchange risk premia 0 0 1 72 0 0 4 296
Financial intermediaries, financial stability and monetary policy 0 0 2 66 0 2 15 278
Forecasting macroeconomic risks 3 11 29 78 8 24 76 240
Global Price of Risk and Stabilization Policies 0 0 0 12 0 0 2 125
Inference, arbitrage, and asset price volatility 0 0 0 27 0 0 2 216
Intraday market making with overnight inventory costs 2 2 3 8 2 4 7 46
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 0 3 167 1 6 28 597
Liquidity and financial contagion 0 1 7 291 0 2 22 803
Liquidity and leverage 3 20 73 1,893 14 71 265 5,509
Liquidity policies and systemic risk 1 2 3 38 2 3 9 150
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 0 0 2 145
Liquidity, monetary policy, and financial cycles 0 0 1 381 0 0 3 1,018
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 2 7 28 5 8 30 112
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 2 2 7 491
Macroprudential policy: a case study from a tabletop exercise 0 0 1 40 0 0 5 131
Market Liquidity After the Financial Crisis 0 0 2 12 0 1 7 86
Measuring risk in the hedge fund sector 0 0 0 122 0 0 2 323
Monetary Policy, Financial Conditions, and Financial Stability 1 8 23 186 5 21 80 608
Monetary tightening cycles and the predictability of economic activity 0 0 1 151 0 2 4 443
Money, Liquidity, and Monetary Policy 0 0 1 477 1 3 14 1,071
NKV: A New Keynesian Model with Vulnerability 0 0 8 79 1 3 18 166
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 1 1 2 20 2 2 7 115
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 2 137 0 1 4 349
Pricing the term structure with linear regressions 3 9 26 381 11 30 106 1,296
Procyclical Leverage and Value-at-Risk 0 0 7 227 1 3 20 612
Regression-based estimation of dynamic asset pricing models 0 1 4 85 0 2 14 303
Risk‐taking channel of monetary policy 0 0 0 31 1 1 5 108
S hadow Banking 1 1 2 30 1 1 4 152
Shadow Banking Regulation 0 1 5 228 1 3 34 531
Shadow banking 0 1 4 301 4 6 21 822
Shadow banking 0 0 0 17 0 0 3 115
Shadow banking and market-based finance 0 2 7 61 1 8 20 238
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 1 3 260 0 1 12 809
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 0 0 5 159
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 4 218 0 2 29 820
The Federal Reserve's Primary Dealer Credit Facility 0 0 1 67 0 1 6 275
The Federal Reserve’s Commercial Paper Funding Facility 0 0 2 52 1 4 10 329
The Rise of Digital Money 1 2 6 36 5 13 26 143
The Term Structure of Growth-at-Risk 3 7 33 89 4 13 79 199
The degree of openness and the cost of fixing exchange rate 0 0 0 61 0 1 2 222
The shadow banking system: implications for fi nancial regulation 0 0 2 221 1 7 17 658
Vulnerable Growth 7 13 49 372 21 49 172 1,237
What financing data reveal about dealer leverage 0 0 2 115 0 0 4 348
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 8 181 1 3 19 496
Total Journal Articles 35 107 439 8,897 137 395 1,560 28,358


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 1 91
Financial Intermediaries and Monetary Economics 0 0 17 801 3 9 77 2,532
Hedge Fund Tail Risk 0 0 1 60 0 0 1 194
Repo and Securities Lending 0 0 4 82 0 4 14 267
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 0 0 4 475
shadow banking: a review of the literature 0 0 1 133 1 3 9 376
Total Chapters 0 0 23 1,267 4 16 106 3,935


Statistics updated 2025-07-04