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 2 9 51
800,000 Years of Climate Risk 1 3 11 144 2 8 53 342
A Leverage-Based Measure of Financial Instability 0 0 0 34 1 5 28 245
A Leverage-Based Measure of Financial Stability 0 0 0 65 0 2 8 151
A Leverage-Based Measure of Financial Stability 0 0 0 46 0 1 11 90
A Leverage-Based Measure of Financial Stability 0 0 0 15 0 8 18 134
A Medium-Scale DSGE Model for the Integrated Policy Framework 0 0 0 62 2 5 18 110
A Monitoring Framework for Global Financial Stability 0 1 2 61 0 5 27 194
A Multi-Currency Exchange and Contracting Platform 0 1 3 19 0 2 22 66
A Quantitative Microfounded Model for the Integrated Policy Framework 0 0 9 77 2 4 29 140
A Quantitative Model for the Integrated Policy Framework 0 0 1 40 1 6 22 114
A Quantitative Model for the Integrated Policy Framework 0 1 3 79 1 5 24 299
A Review of Shadow Banking 0 0 1 962 0 3 16 281
Broker-Dealer Leverage and the Cross-Section of Stock Returns 0 1 1 64 0 4 17 419
Central Banks and Digital Currencies 0 1 4 102 1 3 18 160
Changes in the Returns to Market Making 0 0 0 17 0 3 10 48
CoVaR 1 1 8 893 6 21 99 3,783
CoVaR 1 5 13 441 8 37 112 2,084
Continuing the Conversation on Liquidity 0 0 0 2 0 5 9 25
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 1 2 24 0 4 19 43
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 0 1 5 110
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 1 5 15 83
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 0 1 11 70
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 0 2 11 52
Dealer balance sheets and bond liquidity provision 0 0 1 56 0 9 24 148
Decomposing real and nominal yield curves 0 0 0 132 2 7 37 374
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 6 25 45
Disagreement and Learning in a Dynamic Contracting Model 0 0 1 4 0 2 12 99
Disagreement and learning in a dynamic contracting model 0 0 1 124 2 4 18 539
Discounting the Long-Run 0 0 1 6 0 1 9 30
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 1 4 10 102
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 0 46 0 3 19 199
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 44 3 4 21 84
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 0 4 13 218
Dynamic Leverage Asset Pricing 0 1 3 204 0 5 21 532
Dynamic Leverage Asset Pricing 0 0 2 143 0 0 21 313
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 3 10 153
Financial Stability Monitoring 0 0 0 21 0 0 8 99
Financial Stability Policies for Shadow Banking 0 0 0 99 0 4 18 190
Financial Vulnerability and Monetary Policy 0 0 2 161 1 9 40 351
Financial Vulnerability and Monetary Policy 0 0 2 97 2 3 19 149
Financial amplification of foreign exchange risk premia 0 0 0 84 1 1 20 286
Financial intermediaries and monetary economics 0 1 5 624 2 6 33 1,205
Financial intermediaries, financial stability, and monetary policy 0 0 1 482 1 5 30 1,479
Financial intermediary balance sheet management 0 0 0 198 0 5 29 514
Financial intermediary leverage and value at risk 0 0 0 508 1 6 27 1,300
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 2 22 845
Financial stability monitoring 0 0 0 113 11 15 46 399
Financial stability monitoring 0 0 0 66 0 2 9 228
Financial stability policies for shadow banking 0 0 1 178 1 5 18 380
Financial vulnerability and monetary policy 0 0 0 127 1 2 15 261
Forecasting Interest Rates over the Long Run 0 0 1 12 0 3 10 55
Forecasting Macroeconomic Risks 0 0 1 32 0 6 18 76
Forecasting Macroeconomic Risks 0 0 2 66 0 3 31 225
Funding liquidity risk and the cross-section of stock returns 0 0 0 118 0 3 28 480
Global Price of Risk and Stabilization Policies 0 0 0 36 0 5 13 64
Global price of risk and stabilization policies 0 0 0 68 0 5 16 106
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 0 6 12 65
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 0 14 25 59
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 0 29 0 2 9 83
Inference, arbitrage, and asset price volatility 0 0 0 95 1 4 18 424
Intermediary Balance Sheets 0 0 0 63 0 2 13 181
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 0 3 28 73
Intermediary balance sheets 0 0 2 120 0 2 17 258
Intermediary leverage cycles and financial stability 0 0 1 328 1 6 32 920
Intraday Market Making with Overnight Inventory Costs 0 0 0 18 1 4 15 69
Intraday market making with overnight inventory costs 0 0 0 30 1 4 13 146
Introduction to a Series on Market Liquidity 0 0 0 4 0 1 7 19
Introduction to a Series on Market Liquidity: Part 2 0 0 0 2 0 1 5 16
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 55 1 5 19 389
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 1 4 15 91
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 1 2 380 2 4 16 1,264
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 0 644 1 4 20 2,439
Liquidity Policies and Systemic Risk 0 0 0 0 0 5 14 176
Liquidity Policies and Systemic Risk 0 0 0 5 0 4 14 41
Liquidity Policies and Systemic Risk 0 0 0 100 0 4 14 110
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 1 25 0 3 11 81
Liquidity and financial cycles 0 1 1 334 0 4 26 760
Liquidity and leverage 1 4 10 1,246 3 28 82 3,883
Liquidity policies and systemic risk 0 0 1 175 1 5 21 326
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 0 166 0 0 14 305
Macro risk premium and intermediary balance sheet quantities 0 1 1 187 0 3 11 426
Macroeconomic and Fiscal Consequences of Quantitative Easing 11 11 11 11 14 14 14 14
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 0 37 0 3 15 86
Macroprudential policy: case study from a tabletop exercise 0 0 0 94 0 5 12 208
Managing Macrofinancial Risk 0 1 1 36 1 4 13 156
Managing Monetary Tradeoffs in Vulnerable Open Economies 1 2 6 56 1 6 18 116
Market Liquidity after the Financial Crisis 0 0 0 50 0 5 18 115
Market Liquidity after the Financial Crisis 0 0 1 17 0 0 10 43
Market liquidity after the financial crisis 0 0 2 164 0 4 27 317
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 1 2 15 234
Monetary Policy, Financial Conditions, and Financial Stability 0 0 0 224 2 3 18 223
Monetary Policy, Financial Conditions, and Financial Stability 0 0 1 108 1 7 25 359
Monetary and Macroprudential Policy with Endogenous Risk 0 0 0 51 0 5 13 101
Monetary and Macroprudential Policy with Endogenous Risk 0 0 1 40 0 3 19 242
Monetary cycles, financial cycles, and the business cycle 0 1 3 654 0 4 24 1,252
Monetary policy and financial conditions: a cross-country study 0 0 1 64 0 1 13 119
Monetary policy, financial conditions, and financial stability 0 0 0 206 0 0 37 413
Monetary tightening cycles and the predictability of economic activity 0 1 1 215 0 4 18 525
Money, liquidity, and monetary policy 0 1 1 520 2 4 88 1,429
Multimodality in Macro-Financial Dynamics 0 0 0 116 1 7 19 260
Multimodality in Macro-Financial Dynamics 0 0 1 13 0 2 16 68
News shocks, monetary policy, and foreign currency positions 0 0 0 90 1 6 18 202
Non-Standard Errors 0 0 0 8 1 5 17 51
Non-Standard Errors 0 0 0 19 0 5 33 59
Non-Standard Errors 0 0 0 44 2 12 43 483
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 0 2 17 110
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 1 5 25 246
On the scale of financial intermediaries 0 0 0 226 0 4 25 430
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 0 2 35 423
Pricing the term structure with linear regressions 2 2 6 259 5 9 34 702
Procyclical Leverage and Value-at-Risk 0 0 0 231 1 7 33 649
Procyclical leverage and value-at-risk 0 1 2 54 0 3 20 169
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 1 4 15 71
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 2 17 148
Regression-based estimation of dynamic asset pricing models 0 0 0 117 0 6 19 318
Repo and Securities Lending 0 0 0 67 1 3 21 210
Repo and securities lending 0 0 0 148 2 3 16 433
Risk Appetite and Exchange Rates 0 0 0 66 1 3 12 302
Risk Management and Regulation 0 0 1 38 0 3 8 77
Risk Management and Regulation 0 0 0 111 0 2 15 181
Risk appetite and exchange Rates 0 0 1 281 0 5 19 871
Risk-Taking Channel of Monetary Policy 0 2 2 265 0 5 27 450
Scenario Synthesis and Macroeconomic Risk 0 0 10 10 0 4 24 28
Shadow Banking and Market-Based Finance 0 1 1 70 0 3 26 115
Shadow bank monitoring 0 1 1 203 0 10 20 512
Shadow banking 0 3 16 645 3 24 111 2,530
Shadow banking regulation 1 2 4 314 1 6 29 697
Shadow banking: a review of the literature 2 3 6 573 4 13 62 1,516
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 0 553 0 2 20 1,758
The Bond Market Selloff in Historical Perspective 0 0 1 14 6 20 39 71
The Cost of Capital of the Financial Sector 0 0 0 35 0 3 13 100
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 2 74 1 6 29 432
The Federal Reserve's Commercial Paper Funding Facility 0 0 1 140 1 2 22 660
The Great Carbon Arbitrage 0 0 0 26 0 0 14 82
The Great Carbon Arbitrage 0 0 1 40 0 5 23 148
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 0 2 20 78
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 7 2 3 14 130
The Recent Bond Market Selloff in Historical Perspective 0 0 0 12 0 4 8 60
The Term Structure of Growth-at-Risk 0 0 3 107 1 4 28 385
The Term Structure of Growth-at-Risk 0 0 2 64 0 6 35 251
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 0 586 0 1 18 1,287
The cost of capital of the financial sector 0 0 0 64 1 8 32 287
The shadow banking system: implications for financial regulation 0 0 5 587 0 3 24 1,493
The term structure of inflation expectations 0 1 1 153 1 7 19 485
Treasury Term Premia: 1961-Present 0 1 3 70 1 8 19 201
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 0 1 11 1 3 19 28
Vulnerable Growth 0 1 6 54 0 5 81 308
Vulnerable Growth 2 3 7 111 6 11 42 550
Vulnerable Growth 1 1 5 64 3 6 28 155
Vulnerable growth 0 1 2 244 3 7 31 998
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 1 89 0 4 19 246
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 1 253 0 2 22 510
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 1 4 12 338
Total Working Papers 24 64 227 22,235 143 771 3,583 62,576
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 0 10 256
A leverage-based measure of financial stability 0 0 2 11 1 8 22 63
CoVaR 15 35 98 586 55 130 377 2,765
Dealer balance sheets and bond liquidity provision 0 0 0 60 2 5 34 295
Decomposing real and nominal yield curves 0 1 4 305 1 11 65 1,010
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 35 0 1 9 224
Financial Intermediaries and the Cross-Section of Asset Returns 0 3 6 142 2 13 49 580
Financial Intermediary Balance Sheet Management 0 0 0 88 0 2 13 271
Financial Stability Monitoring 0 1 2 100 8 14 50 333
Financial amplification of foreign exchange risk premia 0 0 1 73 0 2 20 316
Financial intermediaries, financial stability and monetary policy 0 0 0 66 2 8 20 298
Forecasting macroeconomic risks 2 5 23 101 3 14 86 326
Global Price of Risk and Stabilization Policies 0 0 1 13 0 3 26 151
Inference, arbitrage, and asset price volatility 0 0 0 27 1 5 13 229
Intraday market making with overnight inventory costs 0 0 1 9 2 12 36 82
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 1 1 2 169 4 8 29 626
Liquidity and financial contagion 1 1 4 295 4 5 26 829
Liquidity and leverage 9 31 77 1,970 21 94 387 5,896
Liquidity policies and systemic risk 0 0 0 38 1 7 24 174
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 1 57 0 3 16 161
Liquidity, monetary policy, and financial cycles 0 0 0 381 0 1 18 1,036
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 2 15 43 2 7 43 155
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 1 6 29 520
Macroprudential policy: a case study from a tabletop exercise 0 0 1 41 1 3 20 151
Market Liquidity After the Financial Crisis 0 0 2 14 0 1 14 100
Measuring risk in the hedge fund sector 0 0 0 122 1 5 19 342
Monetary Policy, Financial Conditions, and Financial Stability 0 3 10 196 3 11 68 676
Monetary tightening cycles and the predictability of economic activity 0 1 1 152 0 9 21 464
Money, Liquidity, and Monetary Policy 0 0 2 479 0 2 60 1,131
NKV: A New Keynesian Model with Vulnerability 0 1 5 84 0 4 13 179
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 0 20 0 3 10 125
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 0 1 11 360
Pricing the term structure with linear regressions 1 2 23 404 9 37 175 1,471
Procyclical Leverage and Value-at-Risk 0 1 1 228 4 11 37 649
Regression-based estimation of dynamic asset pricing models 1 2 3 88 1 5 23 326
Risk‐taking channel of monetary policy 0 1 3 34 1 6 17 125
S hadow Banking 0 0 1 31 2 5 15 167
Shadow Banking Regulation 0 0 4 232 0 3 24 555
Shadow banking 0 1 1 18 1 3 8 123
Shadow banking 0 1 11 312 0 22 60 882
Shadow banking and market-based finance 0 1 3 64 1 6 60 298
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 2 3 263 1 8 28 837
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 0 5 17 176
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 4 11 35 855
The Federal Reserve's Primary Dealer Credit Facility 0 0 0 67 0 1 16 291
The Federal Reserve’s Commercial Paper Funding Facility 0 1 1 53 0 1 15 344
The Rise of Digital Money 3 5 21 57 5 16 75 218
The Term Structure of Growth-at-Risk 0 2 11 100 1 6 50 249
The degree of openness and the cost of fixing exchange rate 0 0 0 61 0 2 13 235
The shadow banking system: implications for fi nancial regulation 0 1 3 224 1 9 29 687
Vulnerable Growth 4 17 60 432 23 52 228 1,465
What financing data reveal about dealer leverage 0 0 0 115 1 2 13 361
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 3 184 0 3 16 512
Total Journal Articles 38 123 414 9,311 170 612 2,592 30,950

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 4 6 97
Financial Intermediaries and Monetary Economics 0 5 10 811 3 23 97 2,629
Hedge Fund Tail Risk 0 0 1 61 0 3 9 203
Macroeconomic and Fiscal Consequences of Quantitative Easing 3 4 4 4 7 11 11 11
Repo and Securities Lending 0 0 0 82 0 1 24 291
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 1 159 0 3 17 492
shadow banking: a review of the literature 0 0 0 133 1 5 15 391
Total Chapters 3 10 16 1,283 11 50 179 4,114

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Statistics updated 2026-07-10