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 1 2 3 45
800,000 Years of Climate Risk 3 6 14 141 10 31 68 330
A Leverage-Based Measure of Financial Instability 0 0 1 34 10 14 20 235
A Leverage-Based Measure of Financial Stability 0 0 0 46 3 6 8 86
A Leverage-Based Measure of Financial Stability 0 0 0 65 4 6 6 149
A Leverage-Based Measure of Financial Stability 0 0 0 15 6 8 10 125
A Medium-Scale DSGE Model for the Integrated Policy Framework 0 0 1 62 4 9 14 104
A Monitoring Framework for Global Financial Stability 0 0 3 60 8 11 21 184
A Multi-Currency Exchange and Contracting Platform 0 0 1 17 2 5 14 56
A Quantitative Microfounded Model for the Integrated Policy Framework 0 2 8 74 8 12 26 132
A Quantitative Model for the Integrated Policy Framework 0 2 3 78 6 13 22 292
A Quantitative Model for the Integrated Policy Framework 0 0 1 40 1 7 17 107
A Review of Shadow Banking 0 1 2 962 2 10 15 277
Broker-Dealer Leverage and the Cross-Section of Stock Returns 0 0 2 63 0 6 12 411
Central Banks and Digital Currencies 0 1 4 101 5 9 19 156
Changes in the Returns to Market Making 0 0 1 17 5 5 7 44
CoVaR 1 1 11 891 15 34 82 3,742
CoVaR 0 3 11 434 11 27 98 2,028
Continuing the Conversation on Liquidity 0 0 2 2 3 4 7 20
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 1 22 6 11 14 36
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 3 3 3 108
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 2 4 6 74
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 5 7 11 68
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 4 6 7 48
Dealer balance sheets and bond liquidity provision 0 0 1 56 5 6 11 133
Decomposing real and nominal yield curves 0 0 1 132 16 17 23 356
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 9 14 15 34
Disagreement and Learning in a Dynamic Contracting Model 0 1 1 4 2 8 9 95
Disagreement and learning in a dynamic contracting model 0 1 1 124 8 10 13 533
Discounting the Long-Run 0 0 1 6 3 4 7 27
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 2 4 4 96
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 1 46 4 5 9 187
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 8 10 17 76
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 4 7 9 212
Dynamic Leverage Asset Pricing 0 1 1 142 6 13 20 310
Dynamic Leverage Asset Pricing 0 0 1 202 3 8 16 525
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 4 7 7 150
Financial Stability Monitoring 0 0 0 21 4 7 9 98
Financial Stability Policies for Shadow Banking 0 0 0 99 5 8 9 181
Financial Vulnerability and Monetary Policy 0 0 3 97 3 5 14 141
Financial Vulnerability and Monetary Policy 0 0 2 160 8 18 30 333
Financial amplification of foreign exchange risk premia 0 0 0 84 5 17 18 284
Financial intermediaries and monetary economics 0 1 5 622 6 20 26 1,195
Financial intermediaries, financial stability, and monetary policy 0 1 3 482 6 18 34 1,470
Financial intermediary balance sheet management 0 0 1 198 5 11 16 497
Financial intermediary leverage and value at risk 0 0 1 508 5 13 23 1,290
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 5 14 19 840
Financial stability monitoring 0 0 0 113 14 26 31 381
Financial stability monitoring 0 0 1 66 3 5 8 224
Financial stability policies for shadow banking 0 0 2 178 3 6 11 370
Financial vulnerability and monetary policy 0 0 0 127 4 7 10 254
Forecasting Interest Rates over the Long Run 0 0 1 12 0 1 5 49
Forecasting Macroeconomic Risks 0 0 3 31 7 8 17 69
Forecasting Macroeconomic Risks 0 0 4 66 11 16 28 214
Funding liquidity risk and the cross-section of stock returns 0 0 1 118 5 12 17 467
Global Price of Risk and Stabilization Policies 0 0 0 36 4 7 10 59
Global price of risk and stabilization policies 0 0 0 68 3 7 10 100
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 1 1 4 56
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 4 7 9 43
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 2 29 4 6 9 81
Inference, arbitrage, and asset price volatility 0 0 0 95 5 10 13 417
Intermediary Balance Sheets 0 0 0 63 3 7 13 176
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 12 19 23 67
Intermediary balance sheets 0 0 2 120 9 10 14 254
Intermediary leverage cycles and financial stability 0 1 2 328 9 18 34 911
Intraday Market Making with Overnight Inventory Costs 0 0 4 18 5 5 12 60
Intraday market making with overnight inventory costs 0 0 0 30 2 5 10 141
Introduction to a Series on Market Liquidity 0 0 0 4 1 2 4 16
Introduction to a Series on Market Liquidity: Part 2 0 0 1 2 0 2 3 13
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 55 7 8 10 379
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 5 7 13 85
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 1 2 379 5 8 14 1,260
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 1 644 4 9 10 2,428
Liquidity Policies and Systemic Risk 0 0 0 5 1 5 8 35
Liquidity Policies and Systemic Risk 0 0 0 0 4 8 8 170
Liquidity Policies and Systemic Risk 0 0 0 100 3 9 11 105
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 1 2 25 2 6 8 76
Liquidity and financial cycles 0 0 1 333 6 19 26 753
Liquidity and leverage 1 2 10 1,240 10 28 54 3,843
Liquidity policies and systemic risk 0 0 0 174 6 8 9 314
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 1 166 5 13 16 304
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 4 6 9 422
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 0 37 4 10 12 82
Macroprudential policy: case study from a tabletop exercise 0 0 1 94 1 2 6 200
Managing Macrofinancial Risk 0 0 0 35 2 6 9 149
Managing Monetary Tradeoffs in Vulnerable Open Economies 1 1 5 53 5 7 17 108
Market Liquidity after the Financial Crisis 0 0 0 16 5 6 11 41
Market Liquidity after the Financial Crisis 0 0 0 50 7 10 11 107
Market liquidity after the financial crisis 0 0 2 163 8 14 27 309
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 3 10 12 231
Monetary Policy, Financial Conditions, and Financial Stability 0 1 3 108 6 10 23 348
Monetary Policy, Financial Conditions, and Financial Stability 0 0 0 224 6 11 14 218
Monetary and Macroprudential Policy with Endogenous Risk 0 1 2 40 3 10 15 236
Monetary and Macroprudential Policy with Endogenous Risk 0 0 0 51 3 6 9 95
Monetary cycles, financial cycles, and the business cycle 0 0 3 652 7 14 19 1,245
Monetary policy and financial conditions: a cross-country study 0 1 1 64 1 6 12 115
Monetary policy, financial conditions, and financial stability 0 0 0 206 16 32 38 412
Monetary tightening cycles and the predictability of economic activity 0 0 0 214 5 12 12 519
Money, liquidity, and monetary policy 0 0 0 519 45 55 60 1,400
Multimodality in Macro-Financial Dynamics 0 0 1 12 5 12 15 64
Multimodality in Macro-Financial Dynamics 0 0 0 116 2 8 13 251
News shocks, monetary policy, and foreign currency positions 0 0 0 90 2 6 8 191
Non-Standard Errors 0 0 2 44 8 20 40 466
Non-Standard Errors 0 0 0 19 14 17 19 43
Non-Standard Errors 0 0 0 8 7 9 13 45
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 4 9 12 105
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 5 12 21 237
On the scale of financial intermediaries 0 0 0 226 6 13 17 420
Prices and quantities in the monetary policy transmission mechanism 0 0 1 161 12 18 28 415
Pricing the term structure with linear regressions 1 1 6 256 5 14 28 689
Procyclical Leverage and Value-at-Risk 0 0 1 231 8 18 24 637
Procyclical leverage and value-at-risk 0 1 1 53 7 13 17 165
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 3 7 9 64
Regression Based Estimation of Dynamic Asset Pricing Models 0 1 1 49 5 10 13 143
Regression-based estimation of dynamic asset pricing models 0 0 0 117 4 6 7 305
Repo and Securities Lending 0 0 0 67 5 12 16 204
Repo and securities lending 0 0 0 148 3 10 14 428
Risk Appetite and Exchange Rates 0 0 0 66 3 5 8 296
Risk Management and Regulation 1 1 1 38 2 3 4 73
Risk Management and Regulation 0 0 1 111 2 12 16 179
Risk appetite and exchange Rates 0 0 1 281 1 2 8 860
Risk-Taking Channel of Monetary Policy 0 0 0 263 5 10 15 436
Scenario Synthesis and Macroeconomic Risk 0 1 10 10 2 5 20 20
Shadow Banking and Market-Based Finance 0 0 1 69 1 5 12 97
Shadow bank monitoring 0 0 2 202 2 6 14 500
Shadow banking 3 9 18 641 19 55 93 2,496
Shadow banking regulation 0 1 2 312 8 17 23 688
Shadow banking: a review of the literature 0 3 5 570 7 27 49 1,489
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 1 553 5 14 20 1,753
The Bond Market Selloff in Historical Perspective 0 0 1 14 1 6 11 40
The Cost of Capital of the Financial Sector 0 0 1 35 3 7 11 96
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 3 73 2 13 25 420
The Federal Reserve's Commercial Paper Funding Facility 0 0 1 140 3 7 16 652
The Great Carbon Arbitrage 0 0 0 26 4 9 11 79
The Great Carbon Arbitrage 0 0 3 40 3 10 20 139
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 7 3 7 13 127
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 3 14 19 75
The Recent Bond Market Selloff in Historical Perspective 0 0 2 12 2 3 5 55
The Term Structure of Growth-at-Risk 0 0 2 63 7 10 15 228
The Term Structure of Growth-at-Risk 0 1 3 106 1 9 23 374
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 2 586 2 12 20 1,284
The cost of capital of the financial sector 0 0 1 64 4 12 23 274
The shadow banking system: implications for financial regulation 0 3 6 586 6 13 20 1,486
The term structure of inflation expectations 0 0 1 152 3 8 13 475
Treasury Term Premia: 1961-Present 0 0 4 69 1 1 18 192
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 0 10 10 5 9 21 21
Vulnerable Growth 0 4 7 108 4 16 26 530
Vulnerable Growth 1 3 6 63 5 12 19 144
Vulnerable Growth 1 1 7 53 33 38 49 273
Vulnerable growth 0 0 4 243 7 13 27 985
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 3 89 2 3 14 235
What's Driving Dealer Balance Sheet Stagnation? 0 0 1 19 4 6 7 45
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 4 10 21 507
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 3 5 7 332
Total Working Papers 13 60 275 22,143 825 1,664 2,716 61,158
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 4 7 10 256
A leverage-based measure of financial stability 1 2 3 11 7 10 29 55
CoVaR 7 24 60 523 36 92 238 2,552
Dealer balance sheets and bond liquidity provision 0 0 2 60 3 17 30 285
Decomposing real and nominal yield curves 1 2 5 304 7 23 58 989
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 35 2 5 7 221
Financial Intermediaries and the Cross-Section of Asset Returns 0 1 5 139 4 16 32 555
Financial Intermediary Balance Sheet Management 0 0 3 88 4 5 15 266
Financial Stability Monitoring 0 0 4 99 7 15 39 307
Financial amplification of foreign exchange risk premia 0 0 1 73 7 13 17 312
Financial intermediaries, financial stability and monetary policy 0 0 0 66 1 3 10 285
Forecasting macroeconomic risks 2 6 36 95 9 26 97 296
Global Price of Risk and Stabilization Policies 0 0 1 13 5 11 20 144
Inference, arbitrage, and asset price volatility 0 0 0 27 1 5 9 223
Intraday market making with overnight inventory costs 1 1 3 9 9 19 28 69
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 0 2 168 6 9 25 613
Liquidity and financial contagion 1 1 3 293 6 12 23 821
Liquidity and leverage 2 21 63 1,927 24 149 337 5,735
Liquidity policies and systemic risk 0 0 2 38 4 10 16 162
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 0 56 4 8 12 156
Liquidity, monetary policy, and financial cycles 0 0 0 381 4 9 13 1,030
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 5 14 39 5 15 40 141
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 9 14 22 508
Macroprudential policy: a case study from a tabletop exercise 0 0 1 41 5 12 16 147
Market Liquidity After the Financial Crisis 1 1 2 14 4 6 11 94
Measuring risk in the hedge fund sector 0 0 0 122 5 10 10 333
Monetary Policy, Financial Conditions, and Financial Stability 0 1 18 191 11 25 82 653
Monetary tightening cycles and the predictability of economic activity 0 0 0 151 7 10 13 454
Money, Liquidity, and Monetary Policy 0 2 3 479 19 35 47 1,114
NKV: A New Keynesian Model with Vulnerability 1 1 2 81 2 4 8 171
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 2 20 1 2 10 121
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 4 7 11 358
Pricing the term structure with linear regressions 3 8 29 398 20 64 153 1,402
Procyclical Leverage and Value-at-Risk 0 0 1 227 6 16 28 634
Regression-based estimation of dynamic asset pricing models 0 0 2 86 4 9 15 315
Risk‐taking channel of monetary policy 0 1 2 33 2 5 10 117
S hadow Banking 0 1 2 31 5 8 11 162
Shadow Banking Regulation 0 0 5 231 3 8 24 547
Shadow banking 2 6 11 309 7 25 42 855
Shadow banking 0 0 0 17 1 1 2 116
Shadow banking and market-based finance 0 0 3 62 14 36 52 281
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 1 2 261 5 15 21 827
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 2 4 8 166
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 2 4 221 8 17 31 841
The Federal Reserve's Primary Dealer Credit Facility 0 0 0 67 5 10 13 286
The Federal Reserve’s Commercial Paper Funding Facility 0 0 0 52 7 10 17 342
The Rise of Digital Money 3 7 14 48 10 22 59 186
The Term Structure of Growth-at-Risk 1 5 20 98 12 27 70 240
The degree of openness and the cost of fixing exchange rate 0 0 0 61 1 5 8 229
The shadow banking system: implications for fi nancial regulation 0 1 1 222 4 10 23 673
Vulnerable Growth 8 17 54 404 42 87 228 1,378
What financing data reveal about dealer leverage 0 0 1 115 5 10 13 358
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 3 182 1 2 14 506
Total Journal Articles 35 117 390 9,114 390 995 2,177 29,887

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 3 93
Financial Intermediaries and Monetary Economics 0 2 9 806 5 42 80 2,595
Hedge Fund Tail Risk 0 0 1 61 1 2 4 198
Repo and Securities Lending 0 0 0 82 7 10 19 279
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 0 158 5 9 13 488
shadow banking: a review of the literature 0 0 0 133 3 6 13 384
Total Chapters 0 2 10 1,273 21 69 132 4,037

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Statistics updated 2026-02-12