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 1 2 9 51
800,000 Years of Climate Risk 1 2 14 143 1 8 59 340
A Leverage-Based Measure of Financial Instability 0 0 0 34 0 5 27 244
A Leverage-Based Measure of Financial Stability 0 0 0 46 0 2 12 90
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 15 1 8 18 134
A Medium-Scale DSGE Model for the Integrated Policy Framework 0 0 0 62 0 3 16 108
A Monitoring Framework for Global Financial Stability 0 1 3 61 1 5 29 194
A Multi-Currency Exchange and Contracting Platform 0 2 3 19 1 9 22 66
A Quantitative Microfounded Model for the Integrated Policy Framework 0 2 10 77 1 5 28 138
A Quantitative Model for the Integrated Policy Framework 0 1 3 79 1 4 23 298
A Quantitative Model for the Integrated Policy Framework 0 0 1 40 4 6 21 113
A Review of Shadow Banking 0 0 1 962 0 3 16 281
Broker-Dealer Leverage and the Cross-Section of Stock Returns 1 1 1 64 2 8 17 419
Central Banks and Digital Currencies 0 1 4 102 0 2 17 159
Changes in the Returns to Market Making 0 0 0 17 1 3 10 48
CoVaR 2 5 12 440 13 39 113 2,076
CoVaR 0 1 7 892 1 23 96 3,777
Continuing the Conversation on Liquidity 0 0 0 2 0 5 9 25
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 2 2 24 2 6 20 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 0 6 14 82
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 1 3 11 52
Dealer balance sheets and bond liquidity provision 0 0 1 56 2 10 24 148
Decomposing real and nominal yield curves 0 0 0 132 1 8 37 372
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 9 25 45
Disagreement and Learning in a Dynamic Contracting Model 0 0 1 4 2 3 12 99
Disagreement and learning in a dynamic contracting model 0 0 1 124 0 3 16 537
Discounting the Long-Run 0 0 1 6 0 2 9 30
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 1 3 9 101
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 0 46 2 9 19 199
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 44 0 3 18 81
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 0 5 14 218
Dynamic Leverage Asset Pricing 0 1 3 204 1 6 21 532
Dynamic Leverage Asset Pricing 0 0 2 143 0 1 22 313
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 1 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 5 18 190
Financial Vulnerability and Monetary Policy 0 0 2 161 1 10 41 350
Financial Vulnerability and Monetary Policy 0 0 2 97 0 1 17 147
Financial amplification of foreign exchange risk premia 0 0 0 84 0 0 19 285
Financial intermediaries and monetary economics 0 2 6 624 1 7 32 1,203
Financial intermediaries, financial stability, and monetary policy 0 0 2 482 1 5 33 1,478
Financial intermediary balance sheet management 0 0 0 198 0 6 29 514
Financial intermediary leverage and value at risk 0 0 0 508 1 6 28 1,299
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 3 22 845
Financial stability monitoring 0 0 0 113 0 6 35 388
Financial stability monitoring 0 0 0 66 0 4 9 228
Financial stability policies for shadow banking 0 0 1 178 0 7 17 379
Financial vulnerability and monetary policy 0 0 0 127 0 2 14 260
Forecasting Interest Rates over the Long Run 0 0 1 12 0 4 10 55
Forecasting Macroeconomic Risks 0 1 3 32 1 7 20 76
Forecasting Macroeconomic Risks 0 0 3 66 0 5 33 225
Funding liquidity risk and the cross-section of stock returns 0 0 1 118 1 8 29 480
Global Price of Risk and Stabilization Policies 0 0 0 36 1 5 13 64
Global price of risk and stabilization policies 0 0 0 68 1 6 16 106
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 1 8 12 65
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 8 15 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 5 17 423
Intermediary Balance Sheets 0 0 0 63 1 5 14 181
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 0 5 28 73
Intermediary balance sheets 0 0 2 120 0 4 17 258
Intermediary leverage cycles and financial stability 0 0 1 328 1 7 31 919
Intraday Market Making with Overnight Inventory Costs 0 0 4 18 0 3 18 68
Intraday market making with overnight inventory costs 0 0 0 30 0 3 13 145
Introduction to a Series on Market Liquidity 0 0 0 4 0 2 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 0 4 18 388
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 0 5 14 90
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 1 1 2 380 1 2 14 1,262
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 0 644 0 8 19 2,438
Liquidity Policies and Systemic Risk 0 0 0 0 0 5 14 176
Liquidity Policies and Systemic Risk 0 0 0 100 1 5 14 110
Liquidity Policies and Systemic Risk 0 0 0 5 1 5 14 41
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 1 25 0 3 11 81
Liquidity and financial cycles 1 1 1 334 4 7 28 760
Liquidity and leverage 2 5 11 1,245 8 33 81 3,880
Liquidity policies and systemic risk 0 0 1 175 0 5 20 325
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 1 1 1 187 1 4 11 426
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 1 94 0 6 14 208
Managing Macrofinancial Risk 1 1 1 36 1 4 13 155
Managing Monetary Tradeoffs in Vulnerable Open Economies 1 2 5 55 2 6 18 115
Market Liquidity after the Financial Crisis 0 0 0 50 2 5 18 115
Market Liquidity after the Financial Crisis 0 0 1 17 0 1 10 43
Market liquidity after the financial crisis 0 0 3 164 0 5 32 317
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 0 1 14 233
Monetary Policy, Financial Conditions, and Financial Stability 0 0 1 108 1 8 25 358
Monetary Policy, Financial Conditions, and Financial Stability 0 0 0 224 0 1 17 221
Monetary and Macroprudential Policy with Endogenous Risk 0 0 0 51 0 6 13 101
Monetary and Macroprudential Policy with Endogenous Risk 0 0 1 40 1 4 19 242
Monetary cycles, financial cycles, and the business cycle 1 2 4 654 2 6 25 1,252
Monetary policy and financial conditions: a cross-country study 0 0 1 64 0 3 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 1 1 1 215 2 5 18 525
Money, liquidity, and monetary policy 1 1 1 520 1 15 87 1,427
Multimodality in Macro-Financial Dynamics 0 0 0 116 2 8 18 259
Multimodality in Macro-Financial Dynamics 0 1 2 13 0 4 17 68
News shocks, monetary policy, and foreign currency positions 0 0 0 90 0 5 18 201
Non-Standard Errors 0 0 0 19 1 9 34 59
Non-Standard Errors 0 0 0 8 1 5 17 50
Non-Standard Errors 0 0 0 44 5 11 43 481
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 0 4 17 110
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 1 6 27 245
On the scale of financial intermediaries 0 0 0 226 1 7 26 430
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 0 5 35 423
Pricing the term structure with linear regressions 0 0 5 257 1 6 32 697
Procyclical Leverage and Value-at-Risk 0 0 0 231 2 10 32 648
Procyclical leverage and value-at-risk 0 1 2 54 1 4 20 169
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 0 4 14 70
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 0 1 16 147
Regression-based estimation of dynamic asset pricing models 0 0 0 117 2 11 19 318
Repo and Securities Lending 0 0 0 67 0 2 20 209
Repo and securities lending 0 0 0 148 0 1 14 431
Risk Appetite and Exchange Rates 0 0 0 66 1 2 11 301
Risk Management and Regulation 0 0 1 38 0 3 8 77
Risk Management and Regulation 0 0 0 111 0 2 16 181
Risk appetite and exchange Rates 0 0 1 281 3 6 19 871
Risk-Taking Channel of Monetary Policy 1 2 2 265 1 8 28 450
Scenario Synthesis and Macroeconomic Risk 0 0 10 10 1 5 28 28
Shadow Banking and Market-Based Finance 0 1 1 70 0 11 27 115
Shadow bank monitoring 1 1 1 203 1 11 21 512
Shadow banking 0 4 17 645 6 26 111 2,527
Shadow banking regulation 1 1 3 313 3 6 29 696
Shadow banking: a review of the literature 1 1 4 571 3 14 60 1,512
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 1 553 1 3 21 1,758
The Bond Market Selloff in Historical Perspective 0 0 1 14 10 21 34 65
The Cost of Capital of the Financial Sector 0 0 0 35 0 4 13 100
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 2 74 3 6 31 431
The Federal Reserve's Commercial Paper Funding Facility 0 0 1 140 1 5 21 659
The Great Carbon Arbitrage 0 0 0 26 0 1 14 82
The Great Carbon Arbitrage 0 0 1 40 0 6 23 148
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 0 3 21 78
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 7 0 1 13 128
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 7 28 384
The Term Structure of Growth-at-Risk 0 1 2 64 2 14 35 251
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 0 586 0 2 18 1,287
The cost of capital of the financial sector 0 0 0 64 0 9 31 286
The shadow banking system: implications for financial regulation 0 0 5 587 0 4 24 1,493
The term structure of inflation expectations 0 1 1 153 1 8 19 484
Treasury Term Premia: 1961-Present 1 1 5 70 4 8 22 200
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 0 1 11 0 2 19 27
Vulnerable Growth 0 1 5 109 0 11 36 544
Vulnerable Growth 0 0 5 63 0 6 26 152
Vulnerable Growth 0 1 7 54 3 20 82 308
Vulnerable growth 0 1 3 244 0 6 29 995
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 2 89 2 6 21 246
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 19 0 1 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 3 23 510
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 1 3 11 337
Total Working Papers 19 55 234 22,211 154 907 3,553 62,433
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 3 11 3 7 33 62
CoVaR 13 35 86 571 42 117 337 2,710
Dealer balance sheets and bond liquidity provision 0 0 0 60 1 3 33 293
Decomposing real and nominal yield curves 1 1 5 305 4 15 68 1,009
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 35 1 3 9 224
Financial Intermediaries and the Cross-Section of Asset Returns 2 3 7 142 6 19 50 578
Financial Intermediary Balance Sheet Management 0 0 1 88 1 2 15 271
Financial Stability Monitoring 1 1 3 100 1 7 46 325
Financial amplification of foreign exchange risk premia 0 0 1 73 1 2 20 316
Financial intermediaries, financial stability and monetary policy 0 0 0 66 0 8 18 296
Forecasting macroeconomic risks 1 3 24 99 6 15 91 323
Global Price of Risk and Stabilization Policies 0 0 1 13 0 4 26 151
Inference, arbitrage, and asset price volatility 0 0 0 27 0 4 12 228
Intraday market making with overnight inventory costs 0 0 3 9 2 11 36 80
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 0 1 168 2 7 26 622
Liquidity and financial contagion 0 0 3 294 0 1 22 825
Liquidity and leverage 11 28 71 1,961 34 103 380 5,875
Liquidity policies and systemic risk 0 0 1 38 3 8 25 173
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 1 57 1 4 16 161
Liquidity, monetary policy, and financial cycles 0 0 0 381 1 2 18 1,036
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 1 15 42 3 7 46 153
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 1 7 30 519
Macroprudential policy: a case study from a tabletop exercise 0 0 1 41 1 2 19 150
Market Liquidity After the Financial Crisis 0 0 2 14 1 2 14 100
Measuring risk in the hedge fund sector 0 0 0 122 2 4 18 341
Monetary Policy, Financial Conditions, and Financial Stability 0 3 11 196 2 10 70 673
Monetary tightening cycles and the predictability of economic activity 1 1 1 152 3 9 21 464
Money, Liquidity, and Monetary Policy 0 0 2 479 1 7 61 1,131
NKV: A New Keynesian Model with Vulnerability 1 2 5 84 2 5 14 179
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 1 20 0 4 12 125
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 0 2 11 360
Pricing the term structure with linear regressions 0 2 25 403 13 38 177 1,462
Procyclical Leverage and Value-at-Risk 1 1 1 228 4 8 34 645
Regression-based estimation of dynamic asset pricing models 1 1 2 87 1 7 22 325
Risk‐taking channel of monetary policy 1 1 3 34 1 6 17 124
S hadow Banking 0 0 2 31 0 3 14 165
Shadow Banking Regulation 0 0 4 232 0 5 25 555
Shadow banking 0 1 1 18 1 5 7 122
Shadow banking 0 2 11 312 4 24 64 882
Shadow banking and market-based finance 0 1 3 64 1 10 60 297
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 1 2 3 263 1 7 27 836
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 3 9 17 176
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 1 8 31 851
The Federal Reserve's Primary Dealer Credit Facility 0 0 0 67 0 4 16 291
The Federal Reserve’s Commercial Paper Funding Facility 1 1 1 53 1 2 16 344
The Rise of Digital Money 0 3 19 54 5 16 75 213
The Term Structure of Growth-at-Risk 2 2 14 100 2 6 53 248
The degree of openness and the cost of fixing exchange rate 0 0 0 61 0 6 13 235
The shadow banking system: implications for fi nancial regulation 1 1 3 224 4 11 29 686
Vulnerable Growth 4 18 63 428 14 45 226 1,442
What financing data reveal about dealer leverage 0 0 0 115 0 2 12 360
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 3 184 1 5 17 512
Total Journal Articles 44 115 411 9,273 182 628 2,559 30,780

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 4 5 10 811 11 25 97 2,626
Hedge Fund Tail Risk 0 0 1 61 0 3 9 203
Macroeconomic and Fiscal Consequences of Quantitative Easing 1 1 1 1 4 4 4 4
Repo and Securities Lending 0 0 0 82 0 2 24 291
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 1 159 1 3 17 492
shadow banking: a review of the literature 0 0 0 133 1 5 15 390
Total Chapters 5 7 13 1,280 17 46 172 4,103

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Statistics updated 2026-06-04