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 5 8 50
800,000 Years of Climate Risk 1 1 13 142 5 9 62 339
A Leverage-Based Measure of Financial Instability 0 0 1 34 4 9 28 244
A Leverage-Based Measure of Financial Stability 0 0 0 46 1 4 12 90
A Leverage-Based Measure of Financial Stability 0 0 0 65 2 2 8 151
A Leverage-Based Measure of Financial Stability 0 0 0 15 7 8 17 133
A Medium-Scale DSGE Model for the Integrated Policy Framework 0 0 0 62 3 4 16 108
A Monitoring Framework for Global Financial Stability 1 1 4 61 4 9 29 193
A Multi-Currency Exchange and Contracting Platform 1 2 3 19 1 9 22 65
A Quantitative Microfounded Model for the Integrated Policy Framework 0 3 11 77 1 5 28 137
A Quantitative Model for the Integrated Policy Framework 0 0 1 40 1 2 17 109
A Quantitative Model for the Integrated Policy Framework 1 1 4 79 3 5 26 297
A Review of Shadow Banking 0 0 1 962 3 4 16 281
Broker-Dealer Leverage and the Cross-Section of Stock Returns 0 0 0 63 2 6 15 417
Central Banks and Digital Currencies 1 1 4 102 2 3 17 159
Changes in the Returns to Market Making 0 0 0 17 2 3 9 47
CoVaR 0 1 8 892 14 34 98 3,776
CoVaR 2 4 10 438 16 35 112 2,063
Continuing the Conversation on Liquidity 0 0 0 2 5 5 9 25
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 1 2 3 24 2 5 19 41
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 1 2 5 110
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 4 8 14 82
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 1 2 11 70
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 1 3 10 51
Dealer balance sheets and bond liquidity provision 0 0 1 56 7 13 22 146
Decomposing real and nominal yield curves 0 0 0 132 4 15 37 371
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 6 11 26 45
Disagreement and Learning in a Dynamic Contracting Model 0 0 1 4 0 2 10 97
Disagreement and learning in a dynamic contracting model 0 0 1 124 2 4 17 537
Discounting the Long-Run 0 0 1 6 1 3 9 30
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 2 4 8 100
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 0 46 1 10 18 197
Do Treasury Term Premia Rise around Monetary Tightenings? 0 0 1 44 1 5 19 81
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 4 6 14 218
Dynamic Leverage Asset Pricing 1 2 3 204 4 6 20 531
Dynamic Leverage Asset Pricing 0 1 2 143 0 3 22 313
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 2 2 9 152
Financial Stability Monitoring 0 0 0 21 0 1 9 99
Financial Stability Policies for Shadow Banking 0 0 0 99 4 9 18 190
Financial Vulnerability and Monetary Policy 0 1 2 161 7 16 42 349
Financial Vulnerability and Monetary Policy 0 0 2 97 1 6 18 147
Financial amplification of foreign exchange risk premia 0 0 0 84 0 1 19 285
Financial intermediaries and monetary economics 1 2 6 624 3 7 31 1,202
Financial intermediaries, financial stability, and monetary policy 0 0 2 482 3 7 35 1,477
Financial intermediary balance sheet management 0 0 0 198 5 17 30 514
Financial intermediary leverage and value at risk 0 0 0 508 4 8 29 1,298
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 2 5 22 845
Financial stability monitoring 0 0 1 66 2 4 10 228
Financial stability monitoring 0 0 0 113 4 7 35 388
Financial stability policies for shadow banking 0 0 1 178 4 9 17 379
Financial vulnerability and monetary policy 0 0 0 127 1 6 14 260
Forecasting Interest Rates over the Long Run 0 0 1 12 3 6 11 55
Forecasting Macroeconomic Risks 0 0 3 66 3 11 35 225
Forecasting Macroeconomic Risks 0 1 4 32 5 6 20 75
Funding liquidity risk and the cross-section of stock returns 0 0 1 118 2 12 28 479
Global Price of Risk and Stabilization Policies 0 0 0 36 4 4 12 63
Global price of risk and stabilization policies 0 0 0 68 4 5 15 105
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 5 8 11 64
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 6 8 17 51
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 1 29 2 2 10 83
Inference, arbitrage, and asset price volatility 0 0 0 95 2 5 17 422
Intermediary Balance Sheets 0 0 0 63 1 4 13 180
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 3 6 28 73
Intermediary balance sheets 0 0 2 120 2 4 17 258
Intermediary leverage cycles and financial stability 0 0 1 328 4 7 33 918
Intraday Market Making with Overnight Inventory Costs 0 0 4 18 3 8 20 68
Intraday market making with overnight inventory costs 0 0 0 30 3 4 13 145
Introduction to a Series on Market Liquidity 0 0 0 4 1 3 7 19
Introduction to a Series on Market Liquidity: Part 2 0 0 0 2 1 3 5 16
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 55 4 9 19 388
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 3 5 15 90
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 0 2 379 1 1 14 1,261
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 0 644 3 10 19 2,438
Liquidity Policies and Systemic Risk 0 0 0 5 3 5 13 40
Liquidity Policies and Systemic Risk 0 0 0 0 5 6 14 176
Liquidity Policies and Systemic Risk 0 0 0 100 3 4 13 109
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 1 25 3 5 11 81
Liquidity and financial cycles 0 0 1 333 0 3 25 756
Liquidity and leverage 1 3 9 1,243 17 29 74 3,872
Liquidity policies and systemic risk 0 1 1 175 4 11 20 325
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 1 166 0 1 16 305
Macro risk premium and intermediary balance sheet quantities 0 0 0 186 2 3 11 425
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 0 37 3 4 15 86
Macroprudential policy: case study from a tabletop exercise 0 0 1 94 5 8 14 208
Managing Macrofinancial Risk 0 0 0 35 2 5 12 154
Managing Monetary Tradeoffs in Vulnerable Open Economies 0 1 6 54 3 5 18 113
Market Liquidity after the Financial Crisis 0 0 0 50 3 6 16 113
Market Liquidity after the Financial Crisis 0 1 1 17 0 2 11 43
Market liquidity after the financial crisis 0 1 3 164 4 8 35 317
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 1 2 14 233
Monetary Policy, Financial Conditions, and Financial Stability 0 0 2 108 5 9 28 357
Monetary Policy, Financial Conditions, and Financial Stability 0 0 0 224 1 3 17 221
Monetary and Macroprudential Policy with Endogenous Risk 0 0 0 51 5 6 13 101
Monetary and Macroprudential Policy with Endogenous Risk 0 0 1 40 2 5 18 241
Monetary cycles, financial cycles, and the business cycle 0 1 4 653 2 5 24 1,250
Monetary policy and financial conditions: a cross-country study 0 0 1 64 1 4 13 119
Monetary policy, financial conditions, and financial stability 0 0 0 206 0 1 37 413
Monetary tightening cycles and the predictability of economic activity 0 0 0 214 2 4 16 523
Money, liquidity, and monetary policy 0 0 0 519 1 26 86 1,426
Multimodality in Macro-Financial Dynamics 0 1 2 13 2 4 17 68
Multimodality in Macro-Financial Dynamics 0 0 0 116 4 6 18 257
News shocks, monetary policy, and foreign currency positions 0 0 0 90 5 10 18 201
Non-Standard Errors 0 0 0 8 3 4 16 49
Non-Standard Errors 0 0 0 19 4 15 34 58
Non-Standard Errors 0 0 0 44 5 10 38 476
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 2 5 17 110
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 3 7 26 244
On the scale of financial intermediaries 0 0 0 226 3 9 25 429
Prices and quantities in the monetary policy transmission mechanism 0 0 0 161 2 8 35 423
Pricing the term structure with linear regressions 0 1 5 257 3 7 31 696
Procyclical Leverage and Value-at-Risk 0 0 0 231 4 9 31 646
Procyclical leverage and value-at-risk 1 1 2 54 2 3 19 168
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 3 6 15 70
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 1 4 16 147
Regression-based estimation of dynamic asset pricing models 0 0 0 117 4 11 18 316
Repo and Securities Lending 0 0 0 67 2 5 20 209
Repo and securities lending 0 0 0 148 1 3 14 431
Risk Appetite and Exchange Rates 0 0 0 66 1 4 10 300
Risk Management and Regulation 0 0 0 111 2 2 16 181
Risk Management and Regulation 0 0 1 38 3 4 8 77
Risk appetite and exchange Rates 0 0 1 281 2 8 16 868
Risk-Taking Channel of Monetary Policy 1 1 1 264 4 13 27 449
Scenario Synthesis and Macroeconomic Risk 0 0 10 10 3 7 27 27
Shadow Banking and Market-Based Finance 1 1 1 70 3 18 27 115
Shadow bank monitoring 0 0 1 202 9 11 23 511
Shadow banking 3 4 17 645 15 25 105 2,521
Shadow banking regulation 0 0 2 312 2 5 27 693
Shadow banking: a review of the literature 0 0 3 570 6 20 57 1,509
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 1 553 1 4 20 1,757
The Bond Market Selloff in Historical Perspective 0 0 1 14 4 15 25 55
The Cost of Capital of the Financial Sector 0 0 0 35 3 4 13 100
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 1 3 74 2 8 30 428
The Federal Reserve's Commercial Paper Funding Facility 0 0 1 140 0 6 21 658
The Great Carbon Arbitrage 0 0 1 40 5 9 23 148
The Great Carbon Arbitrage 0 0 0 26 0 3 14 82
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 2 3 21 78
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 7 1 1 13 128
The Recent Bond Market Selloff in Historical Perspective 0 0 1 12 4 5 9 60
The Term Structure of Growth-at-Risk 0 1 2 64 4 21 34 249
The Term Structure of Growth-at-Risk 0 1 3 107 2 9 28 383
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 2 586 1 3 21 1,287
The cost of capital of the financial sector 0 0 0 64 7 12 31 286
The shadow banking system: implications for financial regulation 0 1 5 587 3 7 24 1,493
The term structure of inflation expectations 1 1 1 153 5 8 18 483
Treasury Term Premia: 1961-Present 0 0 4 69 3 4 19 196
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 1 7 11 2 6 25 27
Vulnerable Growth 1 1 7 109 5 14 39 544
Vulnerable Growth 1 1 7 54 2 32 79 305
Vulnerable Growth 0 0 5 63 3 8 26 152
Vulnerable growth 1 1 3 244 4 10 32 995
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 2 89 2 9 21 244
What's Driving Dealer Balance Sheet Stagnation? 0 0 1 19 0 1 8 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 2 3 23 510
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 2 4 11 336
Total Working Papers 21 49 247 22,192 474 1,121 3,510 62,279
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 4 4 30 59
CoVaR 7 35 77 558 33 116 310 2,668
Dealer balance sheets and bond liquidity provision 0 0 0 60 2 7 32 292
Decomposing real and nominal yield curves 0 0 4 304 6 16 66 1,005
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 35 0 2 8 223
Financial Intermediaries and the Cross-Section of Asset Returns 1 1 5 140 5 17 46 572
Financial Intermediary Balance Sheet Management 0 0 2 88 1 4 16 270
Financial Stability Monitoring 0 0 3 99 5 17 51 324
Financial amplification of foreign exchange risk premia 0 0 1 73 1 3 19 315
Financial intermediaries, financial stability and monetary policy 0 0 0 66 6 11 18 296
Forecasting macroeconomic risks 2 3 28 98 5 21 94 317
Global Price of Risk and Stabilization Policies 0 0 1 13 3 7 26 151
Inference, arbitrage, and asset price volatility 0 0 0 27 4 5 12 228
Intraday market making with overnight inventory costs 0 0 3 9 8 9 36 78
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 0 1 168 2 7 27 620
Liquidity and financial contagion 0 1 3 294 1 4 22 825
Liquidity and leverage 11 23 69 1,950 39 106 377 5,841
Liquidity policies and systemic risk 0 0 2 38 3 8 23 170
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 1 1 57 2 4 15 160
Liquidity, monetary policy, and financial cycles 0 0 0 381 0 5 17 1,035
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 2 15 41 2 9 45 150
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 4 10 29 518
Macroprudential policy: a case study from a tabletop exercise 0 0 1 41 1 2 18 149
Market Liquidity After the Financial Crisis 0 0 2 14 0 5 14 99
Measuring risk in the hedge fund sector 0 0 0 122 2 6 16 339
Monetary Policy, Financial Conditions, and Financial Stability 3 5 15 196 6 18 76 671
Monetary tightening cycles and the predictability of economic activity 0 0 0 151 6 7 18 461
Money, Liquidity, and Monetary Policy 0 0 2 479 1 16 60 1,130
NKV: A New Keynesian Model with Vulnerability 0 2 4 83 2 6 13 177
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 1 20 3 4 12 125
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 1 138 1 2 11 360
Pricing the term structure with linear regressions 1 5 30 403 15 47 174 1,449
Procyclical Leverage and Value-at-Risk 0 0 0 227 3 7 31 641
Regression-based estimation of dynamic asset pricing models 0 0 2 86 3 9 22 324
Risk‐taking channel of monetary policy 0 0 2 33 4 6 16 123
S hadow Banking 0 0 2 31 3 3 14 165
Shadow Banking Regulation 0 1 5 232 3 8 27 555
Shadow banking 1 1 1 18 1 5 6 121
Shadow banking 1 3 12 312 18 23 61 878
Shadow banking and market-based finance 1 2 4 64 4 15 64 296
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 1 1 3 262 6 8 27 835
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 2 7 14 173
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 3 221 6 9 31 850
The Federal Reserve's Primary Dealer Credit Facility 0 0 0 67 1 5 16 291
The Federal Reserve’s Commercial Paper Funding Facility 0 0 0 52 0 1 15 343
The Rise of Digital Money 2 6 19 54 6 22 72 208
The Term Structure of Growth-at-Risk 0 0 14 98 3 6 56 246
The degree of openness and the cost of fixing exchange rate 0 0 0 61 2 6 14 235
The shadow banking system: implications for fi nancial regulation 0 1 2 223 4 9 26 682
Vulnerable Growth 9 20 65 424 15 50 231 1,428
What financing data reveal about dealer leverage 0 0 0 115 1 2 12 360
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 2 3 184 2 5 16 511
Total Journal Articles 41 115 411 9,229 260 711 2,512 30,598

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 4 4 6 97
Financial Intermediaries and Monetary Economics 1 1 6 807 9 20 86 2,615
Hedge Fund Tail Risk 0 0 1 61 3 5 9 203
Macroeconomic and Fiscal Consequences of Quantitative Easing 0 0 0 0 0 0 0 0
Repo and Securities Lending 0 0 0 82 1 12 25 291
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 1 1 159 2 3 16 491
shadow banking: a review of the literature 0 0 0 133 3 5 14 389
Total Chapters 2 2 8 1,275 22 49 156 4,086

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Statistics updated 2026-05-06