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 1 10 53
800,000 Years of Climate Risk 1 2 11 146 3 10 53 352
A Leverage-Based Measure of Financial Instability 0 0 0 34 1 2 27 248
A Leverage-Based Measure of Financial Stability 0 0 0 65 1 1 9 152
A Leverage-Based Measure of Financial Stability 0 0 0 46 2 2 12 92
A Leverage-Based Measure of Financial Stability 0 0 0 15 2 2 19 136
A Medium-Scale DSGE Model for the Integrated Policy Framework 1 1 1 63 3 6 21 116
A Monitoring Framework for Global Financial Stability 0 0 1 61 2 3 24 197
A Multi-Currency Exchange and Contracting Platform 0 0 2 19 1 3 20 71
A Quantitative Microfounded Model for the Integrated Policy Framework 0 0 6 78 4 8 29 149
A Quantitative Model for the Integrated Policy Framework 0 0 0 40 4 7 21 121
A Quantitative Model for the Integrated Policy Framework 0 0 3 79 5 6 30 309
A Review of Shadow Banking 1 1 2 963 3 3 17 284
Broker-Dealer Leverage and the Cross-Section of Stock Returns 0 0 2 65 1 2 19 424
Central Banks and Digital Currencies 0 0 2 102 2 4 17 164
Changes in the Returns to Market Making 0 0 0 17 0 0 9 48
CoVaR 0 4 14 445 4 17 114 2,115
CoVaR 3 4 7 897 7 23 100 3,808
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 3 3 21 46
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 1 1 6 111
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 2 2 15 85
Dealer Balance Sheets and Bond Liquidity Provision 0 0 0 6 1 2 11 72
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 0 23 3 3 13 55
Dealer balance sheets and bond liquidity provision 0 0 0 56 1 2 23 150
Decomposing real and nominal yield curves 1 2 2 134 7 12 49 388
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 1 2 14 101
Disagreement and learning in a dynamic contracting model 0 0 1 124 2 2 19 542
Discounting the Long-Run 0 0 0 6 0 0 7 30
Discussion of “An Integrated Framework for Multiple Financial Regulations” 0 0 0 32 2 3 13 105
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” 0 0 0 46 4 5 22 204
Do Treasury Term Premia Rise around Monetary Tightenings? 1 1 1 45 7 7 25 91
Dodd-Frank one year on: implications for shadow banking 0 0 0 80 3 3 16 221
Dynamic Leverage Asset Pricing 0 0 2 204 2 2 17 534
Dynamic Leverage Asset Pricing 0 0 2 143 3 3 19 316
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics 0 0 0 0 2 2 12 155
Financial Stability Monitoring 0 1 1 22 4 6 14 105
Financial Stability Policies for Shadow Banking 0 0 0 99 2 4 21 194
Financial Vulnerability and Monetary Policy 0 0 0 97 3 6 19 155
Financial Vulnerability and Monetary Policy 0 0 1 161 9 25 64 379
Financial amplification of foreign exchange risk premia 0 0 0 84 0 2 21 288
Financial intermediaries and monetary economics 1 1 4 625 2 2 33 1,208
Financial intermediaries, financial stability, and monetary policy 0 0 1 482 2 2 29 1,481
Financial intermediary balance sheet management 0 0 0 198 1 3 31 517
Financial intermediary leverage and value at risk 0 0 0 508 2 4 27 1,304
Financial intermediation, asset prices, and macroeconomic dynamics 0 0 0 488 2 2 22 848
Financial stability monitoring 0 0 0 66 1 1 10 229
Financial stability monitoring 0 0 0 113 2 6 52 407
Financial stability policies for shadow banking 0 0 0 178 5 6 23 387
Financial vulnerability and monetary policy 0 0 0 127 8 11 25 272
Forecasting Interest Rates over the Long Run 1 1 1 13 1 2 9 57
Forecasting Macroeconomic Risks 0 1 1 67 1 2 29 227
Forecasting Macroeconomic Risks 0 1 2 33 1 3 18 79
Funding liquidity risk and the cross-section of stock returns 0 1 1 119 4 6 31 486
Global Price of Risk and Stabilization Policies 0 0 0 36 4 4 16 68
Global price of risk and stabilization policies 0 0 0 68 4 4 17 110
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 2 2 12 67
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 3 3 26 62
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 0 29 2 2 10 85
Inference, arbitrage, and asset price volatility 0 0 0 95 1 2 19 426
Intermediary Balance Sheets 0 0 0 63 3 6 18 187
Intermediary Leverage Cycles and Financial Stability 0 0 0 30 2 4 29 77
Intermediary balance sheets 0 0 0 120 2 3 17 261
Intermediary leverage cycles and financial stability 1 1 2 329 4 7 36 929
Intraday Market Making with Overnight Inventory Costs 0 0 0 18 2 2 16 71
Intraday market making with overnight inventory costs 0 0 0 30 6 7 18 154
Introduction to a Series on Market Liquidity 0 0 0 4 1 2 7 21
Introduction to a Series on Market Liquidity: Part 2 0 0 0 2 2 2 7 18
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM 0 0 0 55 0 1 19 390
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM 0 0 0 0 2 5 18 96
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM 0 0 2 380 3 3 15 1,267
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM 0 0 0 644 2 2 22 2,441
Liquidity Policies and Systemic Risk 0 0 0 100 4 6 20 116
Liquidity Policies and Systemic Risk 0 0 0 5 5 6 18 48
Liquidity Policies and Systemic Risk 0 0 0 0 3 4 18 180
Liquidity Risk, Liquidity Management, and Liquidity Policies 0 0 1 25 1 3 14 84
Liquidity and financial cycles 0 0 1 334 2 4 31 765
Liquidity and leverage 0 0 9 1,247 5 13 84 3,899
Liquidity policies and systemic risk 0 1 2 176 3 6 26 332
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis 0 0 0 166 4 9 23 314
Macro risk premium and intermediary balance sheet quantities 1 1 2 188 4 6 16 432
Macroeconomic and Fiscal Consequences of Quantitative Easing 1 2 14 14 12 62 78 78
Macroprudential Policy: Case Study from a Tabletop Exercise 0 0 0 37 3 6 20 92
Macroprudential policy: case study from a tabletop exercise 0 0 0 94 2 3 13 211
Managing Macrofinancial Risk 0 0 1 36 2 3 16 159
Managing Monetary Tradeoffs in Vulnerable Open Economies 0 0 4 56 1 5 20 121
Market Liquidity after the Financial Crisis 0 0 1 17 1 2 10 45
Market Liquidity after the Financial Crisis 0 0 0 50 3 3 22 119
Market liquidity after the financial crisis 0 0 1 164 5 9 31 326
Monetary Policy and Financial Conditions: A Cross-Country Study 0 0 0 127 3 3 16 237
Monetary Policy, Financial Conditions, and Financial Stability 0 0 1 108 1 10 31 369
Monetary Policy, Financial Conditions, and Financial Stability 0 0 0 224 2 3 19 226
Monetary and Macroprudential Policy with Endogenous Risk 0 1 1 52 0 1 13 102
Monetary and Macroprudential Policy with Endogenous Risk 0 0 1 40 3 6 22 248
Monetary cycles, financial cycles, and the business cycle 0 0 2 654 1 1 22 1,253
Monetary policy and financial conditions: a cross-country study 0 0 1 64 5 7 17 126
Monetary policy, financial conditions, and financial stability 0 0 0 206 6 7 42 422
Monetary tightening cycles and the predictability of economic activity 0 0 1 215 0 0 19 526
Money, liquidity, and monetary policy 0 0 1 520 2 4 89 1,434
Multimodality in Macro-Financial Dynamics 0 0 0 116 4 6 23 266
Multimodality in Macro-Financial Dynamics 0 0 1 13 2 3 19 71
News shocks, monetary policy, and foreign currency positions 0 0 0 90 5 6 23 208
Non-Standard Errors 0 1 1 45 2 3 41 487
Non-Standard Errors 0 0 0 19 1 3 38 64
Non-Standard Errors 0 0 0 8 1 2 18 54
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 1 1 17 1 3 17 113
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 2 2 77 3 8 30 255
On the scale of financial intermediaries 0 0 0 226 2 2 25 432
Prices and quantities in the monetary policy transmission mechanism 0 1 1 162 4 6 34 431
Pricing the term structure with linear regressions 0 0 4 259 3 11 43 718
Procyclical Leverage and Value-at-Risk 0 0 0 231 3 5 36 655
Procyclical leverage and value-at-risk 0 0 2 54 3 3 23 175
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 1 2 16 73
Regression Based Estimation of Dynamic Asset Pricing Models 0 0 1 49 3 5 21 154
Regression-based estimation of dynamic asset pricing models 0 0 0 117 4 4 24 323
Repo and Securities Lending 0 0 0 67 2 2 20 212
Repo and securities lending 0 0 0 148 2 4 19 437
Risk Appetite and Exchange Rates 0 0 0 66 3 3 15 306
Risk Management and Regulation 0 0 1 38 1 2 9 79
Risk Management and Regulation 0 0 0 111 2 2 16 183
Risk appetite and exchange Rates 0 0 0 281 2 3 16 874
Risk-Taking Channel of Monetary Policy 0 0 2 265 3 3 27 453
Risks and Uncertainty in Monetary Policy 1 8 8 8 12 15 15 15
Scenario Synthesis and Macroeconomic Risk 0 0 1 10 7 7 20 35
Shadow bank monitoring 0 0 1 203 2 3 21 515
Shadow banking 1 2 16 648 5 8 100 2,541
Shadow banking regulation 0 0 3 314 3 4 31 702
Shadow banking: a review of the literature 1 1 7 574 3 3 58 1,520
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 0 553 0 1 21 1,760
The Bond Market Selloff in Historical Perspective 0 1 1 15 54 72 110 144
The Cost of Capital of the Financial Sector 0 0 0 35 4 4 15 104
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 1 74 10 23 48 455
The Federal Reserve's Commercial Paper Funding Facility 0 0 0 140 2 3 18 663
The Great Carbon Arbitrage 0 1 1 41 3 6 25 154
The Great Carbon Arbitrage 0 0 0 26 2 3 16 86
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 7 5 6 16 136
The Non-U.S. Bank Demand for U.S. Dollar Assets 0 0 0 5 1 1 18 79
The Recent Bond Market Selloff in Historical Perspective 0 0 0 12 1 1 9 61
The Term Structure of Growth-at-Risk 0 0 2 107 1 14 35 400
The Term Structure of Growth-at-Risk 0 0 1 64 0 5 39 257
The changing nature of financial intermediation and the financial crisis of 2007-09 0 0 0 586 1 2 17 1,289
The cost of capital of the financial sector 0 0 0 64 2 2 27 289
The shadow banking system: implications for financial regulation 0 0 4 587 2 2 22 1,495
The term structure of inflation expectations 0 0 1 153 0 1 20 487
Treasury Term Premia: 1961-Present 0 1 2 71 13 22 32 223
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 0 1 11 0 0 17 29
Vulnerable Growth 1 4 8 68 3 10 34 166
Vulnerable Growth 0 7 10 62 1 17 92 327
Vulnerable Growth 1 3 10 114 6 10 47 561
Vulnerable growth 1 1 2 245 3 4 31 1,003
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 0 89 2 2 16 248
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 19 1 1 8 47
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 2 3 16 513
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 0 0 0 105 0 2 13 340
Total Working Papers 19 61 218 22,232 476 848 3,997 63,399
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 7 256
A leverage-based measure of financial stability 0 0 2 11 1 3 22 67
CoVaR 9 20 120 619 32 78 431 2,891
Dealer balance sheets and bond liquidity provision 0 1 1 61 4 12 44 312
Decomposing real and nominal yield curves 1 2 6 308 7 16 65 1,031
Disagreement and Learning in a Dynamic Contracting Model 1 1 1 36 2 3 11 227
Financial Intermediaries and the Cross-Section of Asset Returns 0 3 7 145 3 16 60 599
Financial Intermediary Balance Sheet Management 0 0 0 88 3 4 15 276
Financial Stability Monitoring 2 4 5 104 5 17 62 354
Financial amplification of foreign exchange risk premia 0 0 0 73 3 4 22 321
Financial intermediaries, financial stability and monetary policy 0 0 0 66 1 4 20 302
Forecasting macroeconomic risks 0 5 18 107 7 17 75 345
Global Price of Risk and Stabilization Policies 0 0 0 13 1 1 19 152
Inference, arbitrage, and asset price volatility 0 0 0 27 2 2 13 231
Intraday market making with overnight inventory costs 0 0 1 9 0 1 34 84
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM 0 0 2 170 1 5 28 632
Liquidity and financial contagion 1 2 6 298 2 7 29 838
Liquidity and leverage 2 13 81 1,987 23 65 389 5,975
Liquidity policies and systemic risk 0 0 0 38 2 4 26 178
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis 0 0 1 57 3 4 17 165
Liquidity, monetary policy, and financial cycles 0 0 0 381 0 0 15 1,036
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 2 11 45 4 5 36 162
Macro Risk Premium and Intermediary Balance Sheet Quantities 0 0 0 203 1 2 28 522
Macroprudential policy: a case study from a tabletop exercise 0 0 0 41 2 4 20 155
Market Liquidity After the Financial Crisis 1 1 2 15 6 6 18 106
Measuring risk in the hedge fund sector 0 0 0 122 2 2 21 344
Monetary Policy, Financial Conditions, and Financial Stability 1 3 9 199 2 7 57 685
Monetary tightening cycles and the predictability of economic activity 1 1 2 153 3 3 24 468
Money, Liquidity, and Monetary Policy 0 0 2 479 2 4 57 1,136
NKV: A New Keynesian Model with Vulnerability 0 1 5 85 2 4 16 183
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds 0 0 0 20 4 7 14 133
Prices and Quantities in the Monetary Policy Transmission Mechanism 0 0 0 138 2 3 12 363
Pricing the term structure with linear regressions 2 3 18 408 22 41 182 1,520
Procyclical Leverage and Value-at-Risk 0 0 1 228 1 5 40 658
Regression-based estimation of dynamic asset pricing models 0 0 2 88 4 5 28 334
Risk‐taking channel of monetary policy 0 0 2 34 5 5 18 130
S hadow Banking 0 0 1 31 4 4 17 171
Shadow Banking Regulation 0 0 1 232 1 2 20 559
Shadow banking 1 1 2 19 2 3 12 127
Shadow banking 0 0 9 312 1 6 59 889
Shadow banking and market-based finance 2 2 4 66 3 3 56 301
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 0 3 263 0 1 27 839
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 1 1 15 177
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 0 0 2 221 1 3 35 859
The Federal Reserve's Primary Dealer Credit Facility 0 0 0 67 1 2 18 294
The Federal Reserve’s Commercial Paper Funding Facility 0 0 1 53 2 2 14 346
The Rise of Digital Money 0 3 19 60 2 10 66 230
The Term Structure of Growth-at-Risk 0 0 7 100 2 3 39 252
The degree of openness and the cost of fixing exchange rate 0 0 0 61 2 2 15 239
The shadow banking system: implications for fi nancial regulation 1 1 4 225 1 4 29 692
Vulnerable Growth 5 17 66 453 19 66 256 1,547
What financing data reveal about dealer leverage 0 0 0 115 5 5 18 366
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 1 1 3 185 3 5 13 517
Total Journal Articles 32 87 427 9,424 214 488 2,684 31,576

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 2 2 6 99
Financial Intermediaries and Monetary Economics 0 2 9 813 1 7 85 2,638
Hedge Fund Tail Risk 0 0 0 61 0 1 8 204
Macroeconomic and Fiscal Consequences of Quantitative Easing 2 3 8 8 7 10 23 23
Repo and Securities Lending 0 0 0 82 1 5 27 296
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 0 0 1 159 0 1 14 493
shadow banking: a review of the literature 1 1 1 134 3 3 16 394
Total Chapters 3 6 19 1,290 14 29 179 4,147

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Statistics updated 2026-11-12