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 1 2 30 1 3 6 34
800,000 Years of Climate Risk 30 33 33 33 12 15 15 15
A Leverage-Based Measure of Financial Instability 0 0 2 33 3 3 7 209
A Leverage-Based Measure of Financial Stability 0 0 1 65 0 0 5 138
A Leverage-Based Measure of Financial Stability 0 0 1 15 0 1 11 110
A Leverage-Based Measure of Financial Stability 0 0 1 45 0 4 17 63
A Medium-Scale DSGE Model for the Integrated Policy Framework 3 5 53 53 8 12 54 54
A Monitoring Framework for Global Financial Stability 3 3 12 49 5 6 29 140
A Quantitative Model for the Integrated Policy Framework 0 2 7 36 0 5 22 83
A Review of Shadow Banking 0 0 2 956 0 0 6 243
An index of Treasury Market liquidity: 1991-2017 0 1 4 63 18 25 41 363
Broker-Dealer Leverage and the Cross-Section of Stock Returns 0 1 1 55 0 6 35 347
Central Banks and Digital Currencies 1 3 21 78 4 7 40 80
Changes in the Returns to Market Making 1 1 3 12 1 2 10 31
CoVaR 2 9 34 381 9 32 153 1,743
CoVaR 1 6 34 854 7 23 164 3,478
Continuing the Conversation on Liquidity 0 0 0 0 0 0 3 8
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 1 1 18 0 2 4 15
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 31 0 0 1 96
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 1 8 1 1 12 49
Dealer Balance Sheets and Bond Liquidity Provision 0 0 0 4 2 2 6 47
Dealer Balance Sheets and Corporate Bond Liquidity Provision 1 1 1 18 2 2 9 33
Dealer balance sheets and bond liquidity provision 0 0 0 54 0 0 5 115
Decomposing real and nominal yield curves 2 4 15 113 2 4 24 285
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 0 0 0 3 14
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 2 0 0 4 83
Disagreement and learning in a dynamic contracting model 0 0 0 121 0 0 3 515
Discounting the Long-Run 0 0 0 4 1 1 2 16
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 0 0 3 90
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 0 45 0 0 5 175
Do Treasury Term Premia Rise around Monetary Tightenings? 0 1 3 38 2 4 16 43
Dodd-Frank one year on: implications for shadow banking 0 0 1 79 0 1 4 200
Dynamic Leverage Asset Pricing 0 1 8 137 0 3 18 268
Dynamic Leverage Asset Pricing 0 0 3 198 0 1 12 493
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 0 0 3 137
Financial Stability Monitoring 0 0 0 19 0 0 2 80
Financial Stability Policies for Shadow Banking 0 0 0 99 2 2 8 168
Financial Vulnerability and Monetary Policy 1 3 7 149 1 13 34 260
Financial Vulnerability and Monetary Policy 1 1 3 86 1 2 9 107
Financial amplification of foreign exchange risk premia 0 0 1 83 0 0 2 262
Financial intermediaries and monetary economics 1 2 10 601 1 3 22 1,129
Financial intermediaries, financial stability, and monetary policy 3 3 5 470 4 8 20 1,389
Financial intermediary balance sheet management 1 1 2 194 1 1 6 467
Financial intermediary leverage and value at risk 0 0 4 506 1 2 18 1,260
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 1 484 0 0 7 813
Financial stability monitoring 0 0 0 65 0 0 2 210
Financial stability monitoring 1 1 2 110 3 4 13 324
Financial stability policies for shadow banking 0 0 1 175 1 1 8 354
Financial vulnerability and monetary policy 0 1 2 123 2 3 11 230
Forecasting Interest Rates over the Long Run 0 0 1 7 0 0 8 29
Forecasting Macroeconomic Risks 0 0 0 27 0 0 5 43
Forecasting Macroeconomic Risks 1 1 6 53 4 5 27 162
Funding liquidity risk and the cross-section of stock returns 0 2 4 116 0 8 36 410
Global Price of Risk and Stabilization Policies 0 0 0 36 1 1 3 48
Global price of risk and stabilization policies 0 0 2 66 0 0 5 84
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 2 16 0 0 13 40
Has Liquidity Risk in the Treasury and Equity Markets Increased? 1 1 3 17 2 8 13 31
Has U.S. Treasury Market Liquidity Deteriorated? 3 4 10 19 4 5 23 45
Inference, arbitrage, and asset price volatility 0 0 0 95 1 1 5 400
Intermediary Balance Sheets 0 0 0 63 0 1 11 161
Intermediary Leverage Cycles and Financial Stability 1 1 1 30 1 1 7 39
Intermediary balance sheets 0 0 0 117 0 0 3 236
Intermediary leverage cycles and financial stability 2 4 11 319 4 11 39 827
Intraday Market Making with Overnight Inventory Costs 1 1 1 14 2 2 3 45
Intraday market making with overnight inventory costs 0 1 3 28 1 3 8 110
Introduction to a Series on Market Liquidity 0 0 0 2 1 1 3 8
Introduction to a Series on Market Liquidity: Part 2 0 0 0 0 1 1 4 7
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 1 2 51 0 4 21 339
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 0 0 4 68
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 0 0 377 0 5 19 1,222
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 0 641 0 3 18 2,388
Liquidity Policies and Systemic Risk 0 0 0 0 1 1 4 159
Liquidity Policies and Systemic Risk 0 0 1 98 0 1 3 83
Liquidity Policies and Systemic Risk 0 0 0 2 1 1 2 22
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 0 16 2 2 7 48
Liquidity and financial cycles 0 0 2 329 0 1 11 709
Liquidity and leverage 0 0 9 1,213 1 5 40 3,727
Liquidity policies and systemic risk 0 0 1 172 0 0 3 301
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 1 2 7 155 1 2 14 261
Macro risk premium and intermediary balance sheet quantities 0 1 1 184 0 1 3 409
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 1 37 0 0 7 66
Macroprudential policy: case study from a tabletop exercise 0 0 1 93 0 0 5 188
Managing Macrofinancial Risk 0 0 5 29 0 0 9 125
Managing Monetary Tradeoffs in Vulnerable Open Economies 3 8 21 21 3 11 35 35
Market Liquidity after the Financial Crisis 0 0 1 13 1 3 6 22
Market Liquidity after the Financial Crisis 0 0 0 49 0 0 7 87
Market liquidity after the financial crisis 0 0 3 158 0 2 11 269
Monetary Policy and Financial Conditions: A Cross-Country Study 0 1 3 125 0 1 13 207
Monetary Policy, Financial Conditions, and Financial Stability 0 1 5 215 0 1 14 177
Monetary Policy, Financial Conditions, and Financial Stability 1 1 5 99 1 1 20 291
Monetary and Macroprudential Policy with Endogenous Risk 1 3 6 49 7 10 16 75
Monetary and Macroprudential Policy with Endogenous Risk 1 2 6 34 2 5 19 199
Monetary cycles, financial cycles, and the business cycle 0 0 5 642 1 4 38 1,177
Monetary policy and financial conditions: a cross-country study 0 0 2 57 0 0 9 91
Monetary policy, financial conditions, and financial stability 1 3 5 203 1 3 16 360
Monetary tightening cycles and the predictability of economic activity 0 0 8 209 3 6 25 491
Money, liquidity, and monetary policy 0 2 3 518 0 3 19 1,328
Multimodality in Macro-Financial Dynamics 0 0 3 113 4 5 18 216
Multimodality in Macro-Financial Dynamics 1 1 1 8 1 3 7 41
News shocks, monetary policy, and foreign currency positions 0 0 4 89 0 1 13 180
Non-Standard Errors 0 0 18 18 0 2 17 17
Non-Standard Errors 0 2 23 23 10 22 160 160
Non-Standard Errors 1 1 5 5 2 5 20 20
Non-Standard Errors 2 3 36 36 15 40 233 233
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 1 15 0 1 3 84
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 2 73 0 2 11 196
On the scale of financial intermediaries 0 1 4 223 0 3 12 391
Prices and quantities in the monetary policy transmission mechanism 0 0 0 158 0 0 1 383
Pricing the term structure with linear regressions 0 0 4 238 1 2 17 630
Procyclical Leverage and Value-at-Risk 1 1 1 228 1 2 7 600
Procyclical leverage and value-at-risk 0 0 1 50 2 2 4 139
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 4 12 1 2 15 40
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 3 48 0 1 8 119
Regression-based estimation of dynamic asset pricing models 0 0 2 114 1 2 8 286
Repo and Securities Lending 0 0 3 65 0 1 5 177
Repo and securities lending 0 0 0 146 0 0 7 402
Risk Appetite and Exchange Rates 0 0 1 60 1 2 14 263
Risk Management and Regulation 0 1 1 37 1 2 5 63
Risk Management and Regulation 0 0 1 109 0 2 8 150
Risk appetite and exchange Rates 0 0 1 276 0 0 10 835
Risk-Taking Channel of Monetary Policy 0 1 11 249 1 6 31 386
Shadow Banking and Market-Based Finance 2 4 5 61 2 9 20 57
Shadow bank monitoring 1 1 3 195 2 5 39 440
Shadow banking 0 2 9 597 2 8 87 2,229
Shadow banking regulation 0 0 2 301 0 0 11 645
Shadow banking: a review of the literature 0 1 12 543 3 7 37 1,361
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 4 548 0 2 16 1,716
Stress Testing at the IMF 1 6 9 66 4 13 29 104
The Bond Market Selloff in Historical Perspective 3 5 5 5 3 6 6 6
The Cost of Capital of the Financial Sector 0 0 0 32 0 0 1 78
The Federal Reserve's Commercial Paper Funding Facility 0 1 1 138 0 1 15 618
The Non-U.S. Bank Demand for U.S. Dollar Assets 1 1 3 5 1 2 5 106
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 1 2 10 41
The Recent Bond Market Selloff in Historical Perspective 0 0 0 5 0 0 9 40
The Term Structure of Growth-at-Risk 1 2 15 47 1 8 56 169
The Term Structure of Growth-at-Risk 3 3 16 82 4 6 45 303
The changing nature of financial intermediation and the financial crisis of 2007-09 5 5 33 554 7 7 45 1,211
The cost of capital of the financial sector 0 0 0 63 0 0 11 240
The shadow banking system: implications for financial regulation 1 1 3 577 1 3 17 1,445
The term structure of inflation expectations 0 0 0 147 0 0 6 442
Treasury Term Premia: 1961-Present 2 3 15 39 10 17 41 86
Vulnerable Growth 0 0 5 37 1 4 41 157
Vulnerable Growth 0 3 8 90 1 14 61 413
Vulnerable Growth 0 0 6 43 1 1 21 89
Vulnerable growth 0 0 11 227 2 12 74 866
What Do Financial Conditions Tell Us about Risks to GDP Growth? 1 1 2 81 2 4 12 203
What's Driving Dealer Balance Sheet Stagnation? 0 0 1 16 0 0 14 32
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 1 249 0 0 3 464
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 1 99 0 1 5 309
Total Working Papers 95 175 729 20,883 231 568 2,919 54,396


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 54 1 1 2 240
CoVaR 6 9 42 379 19 39 167 2,001
Dealer balance sheets and bond liquidity provision 0 1 6 40 1 3 28 201
Decomposing real and nominal yield curves 3 8 42 243 9 20 134 747
Disagreement and Learning in a Dynamic Contracting Model 0 0 0 34 0 0 1 209
Financial Intermediaries and the Cross-Section of Asset Returns 0 0 4 114 2 4 17 464
Financial Intermediary Balance Sheet Management 0 1 1 77 1 3 8 228
Financial Stability Monitoring 1 1 6 81 1 2 17 228
Financial amplification of foreign exchange risk premia 0 0 2 69 1 1 10 286
Financial intermediaries, financial stability and monetary policy 1 1 2 61 2 2 6 249
Forecasting macroeconomic risks 3 5 14 19 5 9 46 65
Global Price of Risk and Stabilization Policies 0 0 0 11 0 1 9 114
Inference, arbitrage, and asset price volatility 0 0 1 27 0 2 6 204
Intraday market making with overnight inventory costs 1 1 1 3 1 1 8 29
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 1 5 149 0 6 35 501
Liquidity and financial contagion 3 5 18 268 4 9 34 743
Liquidity and leverage 9 23 122 1,684 20 66 353 4,803
Liquidity policies and systemic risk 0 2 4 29 0 2 12 127
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 1 8 53 2 4 19 135
Liquidity, monetary policy, and financial cycles 2 2 13 374 5 6 43 1,001
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 3 5 7 4 7 30 46
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 2 4 203 0 2 12 463
Macroprudential policy: a case study from a tabletop exercise 1 2 6 35 1 5 18 116
Market Liquidity After the Financial Crisis 0 0 1 9 0 3 9 76
Measuring risk in the hedge fund sector 0 0 0 121 0 0 0 314
Monetary Policy, Financial Conditions, and Financial Stability 0 0 19 142 1 4 58 445
Monetary tightening cycles and the predictability of economic activity 0 1 6 145 1 3 14 425
Money, Liquidity, and Monetary Policy 0 0 5 467 1 4 24 1,028
NKV: A New Keynesian Model with Vulnerability 0 3 15 55 1 10 33 120
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 2 3 16 0 3 10 96
Prices and Quantities in the Monetary Policy Transmission Mechanism 2 2 4 130 8 9 13 326
Pricing the term structure with linear regressions 1 6 23 303 9 23 90 1,024
Procyclical Leverage and Value-at-Risk 0 4 20 208 4 9 50 547
Regression-based estimation of dynamic asset pricing models 0 1 8 75 0 3 21 267
Risk‐taking channel of monetary policy 0 0 2 27 4 4 13 83
S hadow Banking 0 0 4 26 0 0 18 136
Shadow Banking Regulation 1 1 12 213 1 4 28 472
Shadow banking 0 3 11 287 2 10 46 753
Shadow banking 0 0 2 13 2 2 19 99
Shadow banking and market-based finance 1 2 6 49 1 3 30 199
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 1 4 253 0 1 10 783
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 47 0 0 0 150
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 2 8 201 1 11 48 734
The Federal Reserve's Primary Dealer Credit Facility 0 1 2 62 1 4 11 257
The Federal Reserve’s Commercial Paper Funding Facility 0 0 2 46 0 2 14 305
The Rise of Digital Money 1 3 15 15 4 15 63 63
The degree of openness and the cost of fixing exchange rate 0 0 0 61 0 0 3 218
The shadow banking system: implications for fi nancial regulation 0 0 10 218 1 4 25 616
Vulnerable Growth 4 11 42 242 12 28 138 826
What financing data reveal about dealer leverage 0 0 0 111 0 0 1 339
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 4 10 165 0 6 32 450
Total Journal Articles 41 115 540 7,721 133 360 1,836 24,351


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 31 0 0 2 86
Financial Intermediaries and Monetary Economics 1 2 19 740 6 12 91 2,291
Hedge Fund Tail Risk 0 0 0 59 1 1 3 191
Repo and Securities Lending 0 0 3 74 0 0 7 237
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 1 7 157 2 4 21 462
shadow banking: a review of the literature 0 0 3 128 0 1 12 354
Total Chapters 1 3 32 1,189 9 18 136 3,621


Statistics updated 2022-11-05