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 0 1 10 52
800,000 Years of Climate Risk 0 1 10 144 2 4 51 344
A Leverage-Based Measure of Financial Instability 0 0 0 34 1 3 29 247
A Leverage-Based Measure of Financial Stability 0 0 0 65 0 0 8 151
A Leverage-Based Measure of Financial Stability 0 0 0 46 0 0 11 90
A Leverage-Based Measure of Financial Stability 0 0 0 15 0 0 18 134
A Medium-Scale DSGE Model for the Integrated Policy Framework 0 0 0 62 1 3 18 111
A Monitoring Framework for Global Financial Stability 0 0 1 61 0 0 25 194
A Multi-Currency Exchange and Contracting Platform 0 0 3 19 2 4 23 70
A Quantitative Microfounded Model for the Integrated Policy Framework 0 1 7 78 1 4 28 142
A Quantitative Model for the Integrated Policy Framework 0 0 3 79 1 6 29 304
A Quantitative Model for the Integrated Policy Framework 0 0 1 40 3 4 23 117
A Review of Shadow Banking 0 0 1 962 0 0 15 281
Broker-Dealer Leverage and the Cross-Section of Stock Returns 0 1 2 65 1 4 19 423
Central Banks and Digital Currencies 0 0 2 102 0 1 16 160
Changes in the Returns to Market Making 0 0 0 17 0 0 9 48
CoVaR 1 2 11 442 6 28 120 2,104
CoVaR 0 1 5 893 4 12 95 3,789
Continuing the Conversation on Liquidity 0 0 0 2 0 0 9 25
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 2 24 0 0 18 43
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 0 0 5 110
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 0 1 15 83
Dealer Balance Sheets and Bond Liquidity Provision 0 0 0 6 1 1 10 71
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 0 0 11 52
Dealer balance sheets and bond liquidity provision 0 0 1 56 1 1 25 149
Decomposing real and nominal yield curves 0 0 0 132 2 6 40 378
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 0 25 45
Disagreement and Learning in a Dynamic Contracting Model 0 0 1 4 0 0 12 99
Disagreement and learning in a dynamic contracting model 0 0 1 124 0 3 19 540
Discounting the Long-Run 0 0 1 6 0 0 9 30
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 1 2 11 103
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 0 46 1 1 18 200
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 0 44 0 3 19 84
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 0 0 13 218
Dynamic Leverage Asset Pricing 0 0 2 204 0 0 19 532
Dynamic Leverage Asset Pricing 0 0 2 143 0 0 21 313
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 10 153
Financial Stability Monitoring 0 0 0 21 0 0 8 99
Financial Stability Policies for Shadow Banking 0 0 0 99 2 2 19 192
Financial Vulnerability and Monetary Policy 0 0 1 161 8 12 50 362
Financial Vulnerability and Monetary Policy 0 0 0 97 3 5 17 152
Financial amplification of foreign exchange risk premia 0 0 0 84 1 2 21 287
Financial intermediaries and monetary economics 0 0 3 624 0 3 31 1,206
Financial intermediaries, financial stability, and monetary policy 0 0 1 482 0 1 30 1,479
Financial intermediary balance sheet management 0 0 0 198 1 1 29 515
Financial intermediary leverage and value at risk 0 0 0 508 1 2 27 1,301
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 0 1 23 846
Financial stability monitoring 0 0 0 66 0 0 9 228
Financial stability monitoring 0 0 0 113 2 15 50 403
Financial stability policies for shadow banking 0 0 0 178 0 2 17 381
Financial vulnerability and monetary policy 0 0 0 127 3 4 18 264
Forecasting Interest Rates over the Long Run 0 0 1 12 0 0 10 55
Forecasting Macroeconomic Risks 0 0 1 32 0 0 17 76
Forecasting Macroeconomic Risks 0 0 2 66 0 0 31 225
Funding liquidity risk and the cross-section of stock returns 0 0 0 118 0 0 28 480
Global Price of Risk and Stabilization Policies 0 0 0 36 0 0 13 64
Global price of risk and stabilization policies 0 0 0 68 0 0 15 106
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 0 0 12 65
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 0 0 25 59
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 0 29 0 0 8 83
Inference, arbitrage, and asset price volatility 0 0 0 95 0 1 17 424
Intermediary Balance Sheets 0 0 0 63 1 1 13 182
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 1 1 28 74
Intermediary balance sheets 0 0 1 120 0 0 16 258
Intermediary leverage cycles and financial stability 0 0 1 328 2 5 34 924
Intraday Market Making with Overnight Inventory Costs 0 0 0 18 0 1 14 69
Intraday market making with overnight inventory costs 0 0 0 30 0 2 13 147
Introduction to a Series on Market Liquidity 0 0 0 4 0 0 5 19
Introduction to a Series on Market Liquidity: Part 2 0 0 0 2 0 0 5 16
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 55 1 2 20 390
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 3 4 17 94
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 0 2 380 0 2 14 1,264
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 0 644 0 1 20 2,439
Liquidity Policies and Systemic Risk 0 0 0 5 1 2 15 43
Liquidity Policies and Systemic Risk 0 0 0 0 0 0 14 176
Liquidity Policies and Systemic Risk 0 0 0 100 2 2 16 112
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 1 25 1 1 12 82
Liquidity and financial cycles 0 0 1 334 1 2 28 762
Liquidity and leverage 0 2 9 1,247 2 8 80 3,888
Liquidity policies and systemic risk 0 0 1 175 1 2 22 327
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 0 166 3 3 17 308
Macro risk premium and intermediary balance sheet quantities 0 0 1 187 1 1 12 427
Macroeconomic and Fiscal Consequences of Quantitative Easing 0 12 12 12 48 64 64 64
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 0 37 3 3 18 89
Macroprudential policy: case study from a tabletop exercise 0 0 0 94 1 1 12 209
Managing Macrofinancial Risk 0 0 1 36 1 2 14 157
Managing Monetary Tradeoffs in Vulnerable Open Economies 0 1 6 56 1 2 19 117
Market Liquidity after the Financial Crisis 0 0 1 17 0 0 9 43
Market Liquidity after the Financial Crisis 0 0 0 50 0 1 19 116
Market liquidity after the financial crisis 0 0 2 164 3 3 29 320
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 0 1 15 234
Monetary Policy, Financial Conditions, and Financial Stability 0 0 1 108 7 8 31 366
Monetary Policy, Financial Conditions, and Financial Stability 0 0 0 224 0 2 18 223
Monetary and Macroprudential Policy with Endogenous Risk 0 0 0 51 0 0 13 101
Monetary and Macroprudential Policy with Endogenous Risk 0 0 1 40 1 1 18 243
Monetary cycles, financial cycles, and the business cycle 0 0 3 654 0 0 23 1,252
Monetary policy and financial conditions: a cross-country study 0 0 1 64 2 2 13 121
Monetary policy, financial conditions, and financial stability 0 0 0 206 1 3 40 416
Monetary tightening cycles and the predictability of economic activity 0 0 1 215 0 1 19 526
Money, liquidity, and monetary policy 0 0 1 520 2 5 91 1,432
Multimodality in Macro-Financial Dynamics 0 0 1 13 1 1 17 69
Multimodality in Macro-Financial Dynamics 0 0 0 116 2 3 20 262
News shocks, monetary policy, and foreign currency positions 0 0 0 90 0 1 18 202
Non-Standard Errors 0 0 0 19 2 4 37 63
Non-Standard Errors 0 0 0 8 0 2 18 52
Non-Standard Errors 1 1 1 45 1 4 41 485
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 0 0 17 110
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 0 75 2 4 26 249
On the scale of financial intermediaries 0 0 0 226 0 0 25 430
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 1 3 35 426
Pricing the term structure with linear regressions 0 2 5 259 6 16 44 713
Procyclical Leverage and Value-at-Risk 0 0 0 231 2 4 34 652
Procyclical leverage and value-at-risk 0 0 2 54 0 3 22 172
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 0 1 15 71
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 3 18 150
Regression-based estimation of dynamic asset pricing models 0 0 0 117 0 1 20 319
Repo and Securities Lending 0 0 0 67 0 1 20 210
Repo and securities lending 0 0 0 148 1 3 16 434
Risk Appetite and Exchange Rates 0 0 0 66 0 2 12 303
Risk Management and Regulation 0 0 1 38 1 1 8 78
Risk Management and Regulation 0 0 0 111 0 0 14 181
Risk appetite and exchange Rates 0 0 1 281 0 0 15 871
Risk-Taking Channel of Monetary Policy 0 0 2 265 0 0 27 450
Scenario Synthesis and Macroeconomic Risk 0 0 3 10 0 0 19 28
Shadow bank monitoring 0 0 1 203 0 0 20 512
Shadow banking 0 1 17 646 1 7 111 2,534
Shadow banking regulation 0 1 4 314 0 2 30 698
Shadow banking: a review of the literature 0 2 6 573 0 5 62 1,517
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 0 553 0 1 21 1,759
The Bond Market Selloff in Historical Perspective 1 1 1 15 15 22 53 87
The Cost of Capital of the Financial Sector 0 0 0 35 0 0 12 100
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 1 74 13 14 40 445
The Federal Reserve's Commercial Paper Funding Facility 0 0 0 140 1 2 18 661
The Great Carbon Arbitrage 0 0 0 26 1 2 14 84
The Great Carbon Arbitrage 0 0 0 40 2 2 22 150
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 7 0 2 11 130
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 0 0 18 78
The Recent Bond Market Selloff in Historical Perspective 0 0 0 12 0 0 8 60
The Term Structure of Growth-at-Risk 0 0 2 107 9 11 37 395
The Term Structure of Growth-at-Risk 0 0 1 64 4 5 39 256
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 0 586 0 0 17 1,287
The cost of capital of the financial sector 0 0 0 64 0 1 30 287
The shadow banking system: implications for financial regulation 0 0 5 587 0 0 22 1,493
The term structure of inflation expectations 0 0 1 153 1 3 20 487
Treasury Term Premia: 1961-Present 0 0 1 70 5 6 19 206
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 0 1 11 0 2 18 29
Vulnerable Growth 0 1 4 64 3 7 29 159
Vulnerable Growth 6 7 9 61 10 12 87 320
Vulnerable Growth 2 4 9 113 4 11 44 555
Vulnerable growth 0 0 1 244 1 5 29 1,000
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 1 89 0 0 18 246
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 0 253 0 0 17 510
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 2 3 13 340
Total Working Papers 11 41 195 22,182 231 464 3,685 62,782
4 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 9 256
A leverage-based measure of financial stability 0 0 2 11 1 3 24 65
CoVaR 3 31 108 602 20 123 418 2,833
Dealer balance sheets and bond liquidity provision 0 0 0 60 4 11 40 304
Decomposing real and nominal yield curves 1 2 5 307 4 10 65 1,019
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 35 0 0 9 224
Financial Intermediaries and the Cross-Section of Asset Returns 1 1 5 143 5 10 52 588
Financial Intermediary Balance Sheet Management 0 0 0 88 1 2 14 273
Financial Stability Monitoring 1 1 2 101 5 17 56 342
Financial amplification of foreign exchange risk premia 0 0 1 73 1 2 21 318
Financial intermediaries, financial stability and monetary policy 0 0 0 66 3 5 21 301
Forecasting macroeconomic risks 3 6 22 105 5 10 80 333
Global Price of Risk and Stabilization Policies 0 0 0 13 0 0 20 151
Inference, arbitrage, and asset price volatility 0 0 0 27 0 1 12 229
Intraday market making with overnight inventory costs 0 0 1 9 0 3 36 83
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 2 2 170 3 8 28 630
Liquidity and financial contagion 1 3 6 297 3 9 29 834
Liquidity and leverage 2 15 80 1,976 17 52 387 5,927
Liquidity policies and systemic risk 0 0 0 38 0 1 23 174
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 1 57 1 1 15 162
Liquidity, monetary policy, and financial cycles 0 0 0 381 0 0 16 1,036
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 1 12 43 0 4 38 157
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 1 2 28 521
Macroprudential policy: a case study from a tabletop exercise 0 0 1 41 2 3 20 153
Market Liquidity After the Financial Crisis 0 0 2 14 0 0 14 100
Measuring risk in the hedge fund sector 0 0 0 122 0 1 19 342
Monetary Policy, Financial Conditions, and Financial Stability 2 2 11 198 5 10 68 683
Monetary tightening cycles and the predictability of economic activity 0 0 1 152 0 1 22 465
Money, Liquidity, and Monetary Policy 0 0 2 479 2 3 61 1,134
NKV: A New Keynesian Model with Vulnerability 0 0 4 84 1 1 13 180
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 0 20 3 4 12 129
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 1 1 12 361
Pricing the term structure with linear regressions 0 2 19 405 9 26 167 1,488
Procyclical Leverage and Value-at-Risk 0 0 1 228 2 10 43 655
Regression-based estimation of dynamic asset pricing models 0 1 2 88 1 5 26 330
Risk‐taking channel of monetary policy 0 0 3 34 0 1 15 125
S hadow Banking 0 0 1 31 0 2 14 167
Shadow Banking Regulation 0 0 4 232 1 3 24 558
Shadow banking 0 0 1 18 1 3 10 125
Shadow banking 0 0 10 312 3 4 60 886
Shadow banking and market-based finance 0 0 3 64 0 1 60 298
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 0 3 263 0 2 28 838
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 0 0 16 176
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 2 7 37 858
The Federal Reserve's Primary Dealer Credit Facility 0 0 0 67 1 2 18 293
The Federal Reserve’s Commercial Paper Funding Facility 0 0 1 53 0 0 12 344
The Rise of Digital Money 1 4 19 58 4 11 71 224
The Term Structure of Growth-at-Risk 0 0 9 100 1 2 42 250
The degree of openness and the cost of fixing exchange rate 0 0 0 61 0 2 15 237
The shadow banking system: implications for fi nancial regulation 0 0 3 224 1 3 29 689
Vulnerable Growth 8 16 60 444 18 57 232 1,499
What financing data reveal about dealer leverage 0 0 0 115 0 1 13 361
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 3 184 0 0 13 512
Total Journal Articles 23 87 414 9,360 132 440 2,627 31,220

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 5 97
Financial Intermediaries and Monetary Economics 1 1 11 812 3 8 90 2,634
Hedge Fund Tail Risk 0 0 0 61 1 1 9 204
Macroeconomic and Fiscal Consequences of Quantitative Easing 0 4 5 5 1 10 14 14
Repo and Securities Lending 0 0 0 82 4 4 28 295
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 1 159 1 1 17 493
shadow banking: a review of the literature 0 0 0 133 0 1 13 391
Total Chapters 1 5 17 1,285 10 25 176 4,128

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Statistics updated 2026-09-10