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
An index of Treasury Market liquidity: 1991-2017 25 31 31 31 11 20 20 20
Broker-Dealer Leverage and the Cross-Section of Stock Returns 1 2 4 45 1 4 13 214
CoVaR 5 7 17 240 7 16 80 627
CoVaR 2 7 55 751 10 46 218 2,586
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 1 11 14 0 5 23 35
Dealer balance sheets and bond liquidity provision 1 3 43 44 2 9 48 56
Decomposing real and nominal yield curves 1 4 15 59 2 8 43 144
Disagreement and Learning in a Dynamic Contracting Model 0 0 1 2 0 0 3 60
Disagreement and learning in a dynamic contracting model 0 2 5 119 0 2 13 487
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 1 26 0 0 9 62
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 3 6 36 1 6 30 99
Dodd-Frank one year on: implications for shadow banking 0 3 6 67 0 5 14 170
Dynamic Leverage Asset Pricing 2 6 28 65 2 8 45 70
Dynamic leverage asset pricing 1 5 36 162 6 18 78 343
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 4 18 105
Financial Stability Monitoring 1 3 5 5 1 7 12 19
Financial Stability Policies for Shadow Banking 1 1 15 85 2 7 31 98
Financial amplification of foreign exchange risk premia 1 1 6 76 1 1 11 216
Financial intermediaries and monetary economics 3 10 36 528 3 13 62 879
Financial intermediaries, financial stability, and monetary policy 1 4 16 435 5 14 46 1,232
Financial intermediary balance sheet management 2 5 19 176 2 12 50 362
Financial intermediary leverage and value at risk 0 5 16 474 1 9 48 1,098
Financial intermediation, asset prices, and macroeconomic dynamics 1 6 16 450 1 9 47 727
Financial stability monitoring 1 3 6 88 2 9 37 199
Financial stability monitoring 0 2 4 57 1 4 16 136
Financial stability policies for shadow banking 1 1 14 147 4 11 39 253
Financial vulnerability and monetary policy 1 7 78 84 6 23 83 95
Funding liquidity risk and the cross-section of stock returns 0 1 5 106 2 4 22 286
Global price of risk and stabilization policies 0 2 3 53 2 4 10 26
Inference, arbitrage, and asset price volatility 1 1 1 91 2 3 5 368
Intermediary Balance Sheets 1 3 9 47 3 6 22 64
Intermediary Leverage Cycles and Financial Stability 0 2 10 20 1 8 39 89
Intermediary balance sheets 0 1 5 103 3 7 28 177
Intermediary leverage cycles and financial stability 3 6 25 226 4 17 66 487
Intraday market making with overnight inventory costs 2 4 6 20 4 8 21 30
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 42 0 1 5 260
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 0 1 8 20
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 1 3 7 367 1 6 23 1,128
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 1 11 628 3 15 56 2,288
Liquidity Policies and Systemic Risk 0 0 0 0 1 5 11 71
Liquidity and financial cycles 0 6 19 311 2 10 41 618
Liquidity and leverage 2 8 30 1,130 6 25 117 3,374
Liquidity policies and systemic risk 1 3 9 158 3 10 28 211
Macro risk premium and intermediary balance sheet quantities 2 2 11 171 3 3 20 352
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 32 32 0 2 6 6
Macroprudential policy: case study from a tabletop exercise 1 2 22 84 2 6 46 114
Market liquidity after the financial crisis 1 12 38 125 4 35 93 116
Monetary Policy, Financial Conditions, and Financial Stability 2 8 20 77 5 14 61 139
Monetary Policy, Financial Conditions, and Financial Stability 1 3 19 188 1 4 28 45
Monetary cycles, financial cycles, and the business cycle 2 9 36 552 5 21 82 838
Monetary policy, financial conditions, and financial stability 1 3 18 167 2 11 57 215
Monetary tightening cycles and the predictability of economic activity 0 1 10 185 0 3 19 415
Money, liquidity, and monetary policy 2 11 34 469 3 17 59 1,123
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 2 5 0 3 13 26
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 7 52 4 7 26 87
On the scale of financial intermediaries 1 7 23 189 4 12 63 216
Prices and quantities in the monetary policy transmission mechanism 0 0 7 144 1 2 18 325
Pricing the term structure with linear regressions 1 6 25 190 2 11 60 465
Procyclical Leverage and Value-at-Risk 1 12 34 203 2 22 78 443
Procyclical leverage and value-at-risk 0 0 3 37 0 1 14 59
Regression Based Estimation of Dynamic Asset Pricing Models 0 1 5 34 3 4 16 58
Regression-based estimation of dynamic asset pricing models 1 3 14 95 5 8 30 211
Repo and Securities Lending 0 0 1 53 0 3 10 125
Repo and securities lending 0 0 4 130 2 3 14 316
Risk Appetite and Exchange Rates 2 2 12 47 2 5 24 166
Risk appetite and exchange Rates 2 2 5 253 2 3 17 739
Risk appetite and exchange rates 1 1 12 57 3 7 29 61
Shadow bank monitoring 1 4 16 150 5 14 37 278
Shadow banking 3 13 48 463 12 41 178 1,462
Shadow banking regulation 0 7 23 257 4 13 50 462
Shadow banking: a review of the literature 5 14 65 356 13 39 163 851
Stock returns and volatility: pricing the short-run and long-run components of market risk 1 4 16 528 4 9 43 1,601
The Cost of Capital of the Financial Sector 0 1 2 31 2 3 15 42
The Federal Reserve's Commercial Paper Funding Facility 0 0 2 124 1 1 12 470
The changing nature of financial intermediation and the financial crisis of 2007-09 3 23 45 410 10 39 108 915
The cost of capital of the financial sector 0 2 8 51 3 11 34 70
The shadow banking system: implications for financial regulation 0 7 31 514 3 19 100 1,267
The term structure of inflation expectations 1 2 8 136 9 17 34 356
Vulnerable Growth 0 0 3 8 0 1 14 23
Vulnerable growth 3 13 32 68 8 28 71 101
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 1 12 229 1 4 36 373
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 1 2 8 91 1 3 19 256
Total Working Papers 101 341 1,343 14,523 239 849 3,436 35,076


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 46 1 1 4 208
CoVaR 5 14 100 139 16 50 364 503
Decomposing real and nominal yield curves 4 14 53 53 9 31 126 126
Disagreement and Learning in a Dynamic Contracting Model 1 1 2 31 2 3 10 150
Financial Intermediaries and the Cross-Section of Asset Returns 3 7 25 46 12 25 89 205
Financial Intermediary Balance Sheet Management 0 3 14 67 4 9 39 158
Financial Stability Monitoring 2 5 14 23 6 14 37 67
Financial amplification of foreign exchange risk premia 0 0 5 47 2 4 22 220
Financial intermediaries, financial stability and monetary policy 0 1 5 40 5 12 33 111
Inference, arbitrage, and asset price volatility 0 0 1 24 1 1 8 170
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 1 7 15 103 2 12 28 303
Liquidity and financial contagion 2 11 37 134 5 21 74 383
Liquidity and leverage 12 43 141 970 36 123 417 2,530
Liquidity, monetary policy, and financial cycles 1 6 17 277 4 10 41 677
Macro Risk Premium and Intermediary Balance Sheet Quantities 2 4 14 171 2 8 31 371
Macroprudential policy: a case study from a tabletop exercise 1 3 12 12 3 10 30 30
Measuring risk in the hedge fund sector 0 2 2 118 1 4 7 286
Monetary tightening cycles and the predictability of economic activity 0 3 5 124 1 5 14 343
Money, Liquidity, and Monetary Policy 0 2 20 434 4 7 42 855
Prices and Quantities in the Monetary Policy Transmission Mechanism 1 2 6 105 1 5 26 225
Pricing the term structure with linear regressions 2 8 45 169 3 17 110 476
Procyclical Leverage and Value-at-Risk 6 9 28 82 9 22 57 153
Regression-based estimation of dynamic asset pricing models 1 3 17 41 2 7 33 116
S hadow Banking 0 4 6 11 0 4 16 26
Shadow Banking Regulation 0 0 2 179 1 3 19 367
Shadow banking 1 6 37 205 1 18 92 425
Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk 3 6 12 200 5 13 44 612
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 1 44 1 2 8 128
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 3 7 14 164 6 14 50 590
The Federal Reserve's Primary Dealer Credit Facility 0 1 2 52 0 1 4 194
The Federal Reserve’s Commercial Paper Funding Facility 0 0 1 31 0 2 6 228
The degree of openness and the cost of fixing exchange rate 0 0 1 61 1 2 6 197
The shadow banking system: implications for fi nancial regulation 3 9 25 143 3 12 37 331
What financing data reveal about dealer leverage 0 0 3 100 2 3 9 269
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 4 20 94 1 12 46 177
Total Journal Articles 54 185 702 4,540 152 487 1,979 12,210


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 31 0 0 2 61
Financial Intermediaries and Monetary Economics 4 20 78 561 20 57 189 1,553
Hedge Fund Tail Risk 0 0 1 52 0 0 4 156
Repo and Securities Lending 1 1 3 49 2 3 11 142
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 6 138 0 5 28 337
shadow banking: a review of the literature 1 2 14 111 1 4 27 248
Total Chapters 6 23 102 942 23 69 261 2,497


Statistics updated 2018-01-04