Tobias Adrian
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Affiliations
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International Monetary Fund (IMF)
Research profile
author of:
- CoVaR
American Economic Review, American Economic Association (2016)
by Tobias Adrian & Markus K. Brunnermeier
(ReDIF-article, aea:aecrev:v:106:y:2016:i:7:p:1705-41) - Vulnerable Growth
American Economic Review, American Economic Association (2019)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-article, aea:aecrev:v:109:y:2019:i:4:p:1263-89) - Money, Liquidity, and Monetary Policy
American Economic Review, American Economic Association (2009)
by Tobias Adrian & Hyun Song Shin
(ReDIF-article, aea:aecrev:v:99:y:2009:i:2:p:600-605) - The Term Structure of Growth-at-Risk
American Economic Journal: Macroeconomics, American Economic Association (2022)
by Tobias Adrian & Federico Grinberg & Nellie Liang & Sheheryar Malik & Jie Yu
(ReDIF-article, aea:aejmac:v:14:y:2022:i:3:p:283-323) - NKV: A New Keynesian Model with Vulnerability
AEA Papers and Proceedings, American Economic Association (2020)
by Tobias Adrian & Fernando Duarte & Nellie Liang & Pawel Zabczyk
(ReDIF-article, aea:apandp:v:110:y:2020:p:470-76) - The Great Carbon Arbitrage
INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford (2022)
by Kleinnijenhuis, Alissa & Adrian, Tobias & Bolton, Patrick
(ReDIF-paper, amz:wpaper:2022-07) - Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis
Annual Review of Financial Economics, Annual Reviews (2018)
by Tobias Adrian & John Kiff & Hyun Song Shin
(ReDIF-article, anr:refeco:v:10:y:2018:p:1-24) - The Rise of Digital Money
Annual Review of Financial Economics, Annual Reviews (2021)
by Tobias Adrian & Tommaso Mancini-Griffoli
(ReDIF-article, anr:refeco:v:13:y:2021:p:57-77) - Financial Intermediary Balance Sheet Management
Annual Review of Financial Economics, Annual Reviews (2011)
by Tobias Adrian & Hyun Song Shin
(ReDIF-article, anr:refeco:v:3:y:2011:p:289-307) - Shadow Banking Regulation
Annual Review of Financial Economics, Annual Reviews (2012)
by Tobias Adrian & Adam B. Ashcraft
(ReDIF-article, anr:refeco:v:4:y:2012:p:99-140) - Financial Stability Monitoring
Annual Review of Financial Economics, Annual Reviews (2015)
by Daniel Covitz & Nellie Liang & Tobias Adrian
(ReDIF-article, anr:refeco:v:7:y:2015:p:357-395) - Market Liquidity After the Financial Crisis
Annual Review of Financial Economics, Annual Reviews (2017)
by Erik Vogt & Michael Fleming & Or Shachar & Tobias Adrian
(ReDIF-article, anr:refeco:v:9:y:2017:p:43-83) - The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009
Annual Review of Economics, Annual Reviews (2010)
by Tobias Adrian & Hyun Song Shin
(ReDIF-article, anr:reveco:v:2:y:2010:p:603-618) - Liquidity and financial contagion
Financial Stability Review, Banque de France (2008)
by Adrian, T. & Shin, H S.
(ReDIF-article, bfr:fisrev:2008:11:1) - The shadow banking system: implications for fi nancial regulation
Financial Stability Review, Banque de France (2009)
by Adrian, T. & Shin, H S.
(ReDIF-article, bfr:fisrev:2009:13:1) - Shadow banking and market-based finance
Financial Stability Review, Banque de France (2018)
by Tobias ADRIAN & Bradley JONES
(ReDIF-article, bfr:fisrev:2018:22:2) - Liquidity and financial cycles
BIS Working Papers, Bank for International Settlements (2008)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, bis:biswps:256) - Risk‐taking channel of monetary policy
Financial Management, Financial Management Association International (2019)
by Tobias Adrian & Arturo Estrella & Hyun Song Shin
(ReDIF-article, bla:finmgt:v:48:y:2019:i:3:p:725-738) - Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
Journal of Finance, American Finance Association (2008)
by Tobias Adrian & Joshua Rosenberg
(ReDIF-article, bla:jfinan:v:63:y:2008:i:6:p:2997-3030) - Financial Intermediaries and the Cross-Section of Asset Returns
Journal of Finance, American Finance Association (2014)
by Tobias Adrian & Erkko Etula & Tyler Muir
(ReDIF-article, bla:jfinan:v:69:y:2014:i:6:p:2557-2596) - Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
Journal of Finance, American Finance Association (2019)
by Tobias Adrian & Richard K. Crump & Erik Vogt
(ReDIF-article, bla:jfinan:v:74:y:2019:i:4:p:1931-1973) - S hadow Banking
Revue d'économie financière, Association d'économie financière (2012)
by Tobias Adrian & Adam Ashcraft & Hayley Boesky & Zoltan Pozsar
(ReDIF-article, cai:refaef:ecofi_105_0157) - Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2008)
by Francesco FRANZONI & Tobias ADRIAN
(ReDIF-paper, chf:rpseri:rp0836) - Financial Stability Policies for Shadow Banking
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Adrian, Tobias
(ReDIF-paper, cpr:ceprdp:10435) - Regression Based Estimation of Dynamic Asset Pricing Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Moench, Emanuel & Adrian, Tobias & Crump, Richard K.
(ReDIF-paper, cpr:ceprdp:10449) - The Cost of Capital of the Financial Sector
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Adrian, Tobias & Muir, Tyler
(ReDIF-paper, cpr:ceprdp:11031) - Monetary Policy, Financial Conditions, and Financial Stability
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Adrian, Tobias & Liang, Nellie
(ReDIF-paper, cpr:ceprdp:11394) - Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Adrian, Tobias & Crump, Richard K. & Vogt, Erik
(ReDIF-paper, cpr:ceprdp:11401) - Dynamic Leverage Asset Pricing
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Adrian, Tobias & , & Shin, Hyun Song
(ReDIF-paper, cpr:ceprdp:11466) - Vulnerable Growth
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:11583) - Intraday Market Making with Overnight Inventory Costs
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Adrian, Tobias & Capponi, Agostino & Vogt, Erik & Zhang, Hongzhong
(ReDIF-paper, cpr:ceprdp:12245) - Dealer Balance Sheets and Bond Liquidity Provision
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or
(ReDIF-paper, cpr:ceprdp:12246) - Liquidity Policies and Systemic Risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Adrian, Tobias & Boyarchenko, Nina
(ReDIF-paper, cpr:ceprdp:12247) - Market Liquidity after the Financial Crisis
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Adrian, Tobias & Fleming, Michael J. & Shachar, Or & Vogt, Erik
(ReDIF-paper, cpr:ceprdp:12248) - Risk Management and Regulation
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Adrian, Tobias
(ReDIF-paper, cpr:ceprdp:12422) - A Leverage-Based Measure of Financial Stability
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Adrian, Tobias & Tepper, Alexander & Borowiecki, Karol Jan
(ReDIF-paper, cpr:ceprdp:12676) - Risk-Taking Channel of Monetary Policy
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Adrian, Tobias & Estrella, Arturo & Shin, Hyun Song
(ReDIF-paper, cpr:ceprdp:12677) - Financial Vulnerability and Monetary Policy
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Adrian, Tobias & Duarte, Fernando
(ReDIF-paper, cpr:ceprdp:12680) - Monetary Policy and Financial Conditions: A Cross-Country Study
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Adrian, Tobias & Duarte, Fernando & Grinberg, Federico & Mancini-Griffoli, Tommaso
(ReDIF-paper, cpr:ceprdp:12681) - The Term Structure of Growth-at-Risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Adrian, Tobias & Liang, Nellie & Grinberg, Federico & Malik, Sheherya
(ReDIF-paper, cpr:ceprdp:13349) - Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Adrian, Tobias & Kiff, John & Shin, Hyun Song
(ReDIF-paper, cpr:ceprdp:13350) - A Review of Shadow Banking
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Adrian, Tobias & Breuer, Peter & Ashcraft, Adam & Cetorelli, Nicola
(ReDIF-paper, cpr:ceprdp:13363) - Global Price of Risk and Stabilization Policies
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Adrian, Tobias & Vogt, Erik & Stackman, Daniel
(ReDIF-paper, cpr:ceprdp:13435) - Monetary and Macroprudential Policy with Endogenous Risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Adrian, Tobias & Duarte, Fernando & Liang, Nellie & Zabczyk, Pawel
(ReDIF-paper, cpr:ceprdp:14435) - Forecasting Macroeconomic Risks
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:14436) - The Non-U.S. Bank Demand for U.S. Dollar Assets
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Adrian, Tobias & Xie, Peichu
(ReDIF-paper, cpr:ceprdp:14437) - A Quantitative Model for the Integrated Policy Framework
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Linde, Jesper & Adrian, Tobias & Erceg, Christopher J. & Zabczyk, Pawel & Zhou, Jianping
(ReDIF-paper, cpr:ceprdp:15065) - Multimodality in Macro-Financial Dynamics
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:15088) - Managing Monetary Tradeoffs in Vulnerable Open Economies
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
by Adrian, Tobias & Erceg, Christopher J. & Kolasa, Marcin & Lindé, Jesper & Zabczyk, Pawel
(ReDIF-paper, cpr:ceprdp:16972) - Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM
HEC Research Papers Series, HEC Paris (2005)
by Franzoni, Francesco & Adrian, Tobias
(ReDIF-paper, ebg:heccah:0828) - The degree of openness and the cost of fixing exchange rate
Economics Letters, Elsevier (2004)
by Adrian, Tobias & Gros, Daniel
(ReDIF-article, eee:ecolet:v:83:y:2004:i:1:p:141-146) - Monetary tightening cycles and the predictability of economic activity
Economics Letters, Elsevier (2008)
by Adrian, Tobias & Estrella, Arturo
(ReDIF-article, eee:ecolet:v:99:y:2008:i:2:p:260-264) - Financial amplification of foreign exchange risk premia
European Economic Review, Elsevier (2011)
by Adrian, Tobias & Etula, Erkko & Groen, Jan J.J.
(ReDIF-article, eee:eecrev:v:55:y:2011:i:3:p:354-370) - Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM
Journal of Empirical Finance, Elsevier (2009)
by Adrian, Tobias & Franzoni, Francesco
(ReDIF-article, eee:empfin:v:16:y:2009:i:4:p:537-556) - Intraday market making with overnight inventory costs
Journal of Financial Markets, Elsevier (2020)
by Adrian, Tobias & Capponi, Agostino & Fleming, Michael & Vogt, Erik & Zhang, Hongzhong
(ReDIF-article, eee:finmar:v:50:y:2020:i:c:s1386418120300331) - Forecasting macroeconomic risks
International Journal of Forecasting, Elsevier (2021)
by Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
(ReDIF-article, eee:intfor:v:37:y:2021:i:3:p:1173-1191) - Pricing the term structure with linear regressions
Journal of Financial Economics, Elsevier (2013)
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
(ReDIF-article, eee:jfinec:v:110:y:2013:i:1:p:110-138) - Regression-based estimation of dynamic asset pricing models
Journal of Financial Economics, Elsevier (2015)
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
(ReDIF-article, eee:jfinec:v:118:y:2015:i:2:p:211-244) - Inference, arbitrage, and asset price volatility
Journal of Financial Intermediation, Elsevier (2009)
by Adrian, Tobias
(ReDIF-article, eee:jfinin:v:18:y:2009:i:1:p:49-64) - Liquidity and leverage
Journal of Financial Intermediation, Elsevier (2010)
by Adrian, Tobias & Shin, Hyun Song
(ReDIF-article, eee:jfinin:v:19:y:2010:i:3:p:418-437) - Liquidity policies and systemic risk
Journal of Financial Intermediation, Elsevier (2018)
by Adrian, Tobias & Boyarchenko, Nina
(ReDIF-article, eee:jfinin:v:35:y:2018:i:pb:p:45-60) - A leverage-based measure of financial stability
Journal of Financial Intermediation, Elsevier (2022)
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander
(ReDIF-article, eee:jfinin:v:51:y:2022:i:c:s1042957321000085) - Financial Intermediaries and Monetary Economics
Handbook of Monetary Economics, Elsevier (2010)
by Adrian, Tobias & Song Shin, Hyun
(ReDIF-chapter, eee:monchp:3-12) - Decomposing real and nominal yield curves
Journal of Monetary Economics, Elsevier (2016)
by Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui
(ReDIF-article, eee:moneco:v:84:y:2016:i:c:p:182-200) - Dealer balance sheets and bond liquidity provision
Journal of Monetary Economics, Elsevier (2017)
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or
(ReDIF-article, eee:moneco:v:89:y:2017:i:c:p:92-109) - Procyclical leverage and value-at-risk
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013)
by Adrian, Tobias & Shin, Hyun Song
(ReDIF-paper, ehl:lserod:60972) - Macroprudential Policy: Case Study from a Tabletop Exercise
Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2015)
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate
(ReDIF-paper, fip:fedbqu:rpa15-1) - Financial stability monitoring
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2013)
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang
(ReDIF-paper, fip:fedgfe:2013-21) - Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2013)
by Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu
(ReDIF-paper, fip:fedgfn:2013-10-16) - Financial Stability Monitoring
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2014)
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang
(ReDIF-paper, fip:fedgfn:2014-08-04) - Stock returns and volatility: pricing the long-run and short-run components of market risk
Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
by Tobias Adrian & Joshua V. Rosenberg
(ReDIF-article, fip:fedgpr:y:2005:x:33) - Financial intermediaries, financial stability and monetary policy
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City (2008)
by Tobias Adrian & Hyun Song Shin
(ReDIF-article, fip:fedkpr:00006) - What financing data reveal about dealer leverage
Current Issues in Economics and Finance, Federal Reserve Bank of New York (2005)
by Tobias Adrian & Michael J. Fleming
(ReDIF-article, fip:fednci:y:2005:i:mar:n:v.11no.3) - Measuring risk in the hedge fund sector
Current Issues in Economics and Finance, Federal Reserve Bank of New York (2007)
by Tobias Adrian
(ReDIF-article, fip:fednci:y:2007:i:mar:n:v.13no.3) - Liquidity, monetary policy, and financial cycles
Current Issues in Economics and Finance, Federal Reserve Bank of New York (2008)
by Tobias Adrian & Hyun Song Shin
(ReDIF-article, fip:fednci:y:2008:i:jan:n:v.14no.1) - The Federal Reserve's Primary Dealer Credit Facility
Current Issues in Economics and Finance, Federal Reserve Bank of New York (2009)
by Tobias Adrian & Christopher R. Burke & James J. McAndrews
(ReDIF-article, fip:fednci:y:2009:i:aug:n:v.15no.4) - Shadow banking
Economic Policy Review, Federal Reserve Bank of New York (2013)
by Tobias Adrian & Adam B. Ashcraft & Hayley Boesky & Zoltan Pozsar
(ReDIF-article, fip:fednep:00001) - Macroprudential policy: a case study from a tabletop exercise
Economic Policy Review, Federal Reserve Bank of New York (2017)
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate
(ReDIF-article, fip:fednep:00038) - The Federal Reserve’s Commercial Paper Funding Facility
Economic Policy Review, Federal Reserve Bank of New York (2011)
by Tobias Adrian & Karin Kimbrough & Dina Tavares Marchioni
(ReDIF-article, fip:fednep:y:2011:i:may:p:25-39:n:v.17no.1) - Do Treasury Term Premia Rise around Monetary Tightenings?
Liberty Street Economics, Federal Reserve Bank of New York (2013)
by Tobias Adrian & Richard K. Crump & Emanuel Moench
(ReDIF-paper, fip:fednls:86867) - The Recent Bond Market Selloff in Historical Perspective
Liberty Street Economics, Federal Reserve Bank of New York (2013)
by Tobias Adrian & Michael J. Fleming
(ReDIF-paper, fip:fednls:86881) - Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets
Liberty Street Economics, Federal Reserve Bank of New York (2013)
by Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu
(ReDIF-paper, fip:fednls:86899) - Intermediary Leverage Cycles and Financial Stability
Liberty Street Economics, Federal Reserve Bank of New York (2013)
by Tobias Adrian & Nina Boyarchenko
(ReDIF-paper, fip:fednls:86906) - Liquidity Risk, Liquidity Management, and Liquidity Policies
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Tobias Adrian & João A. C. Santos
(ReDIF-paper, fip:fednls:86939) - Liquidity Policies and Systemic Risk
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Tobias Adrian & Nina Boyarchenko
(ReDIF-paper, fip:fednls:86941) - Treasury Term Premia: 1961-Present
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench
(ReDIF-paper, fip:fednls:86948) - Introduction to a Series on Market Liquidity
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg
(ReDIF-paper, fip:fednls:87054) - Has U.S. Treasury Market Liquidity Deteriorated?
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt
(ReDIF-paper, fip:fednls:87055) - What's Driving Dealer Balance Sheet Stagnation?
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt
(ReDIF-paper, fip:fednls:87057) - Discounting the Long-Run
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu
(ReDIF-paper, fip:fednls:87059) - Introduction to a Series on Market Liquidity: Part 2
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg
(ReDIF-paper, fip:fednls:87066) - Has Liquidity Risk in the Treasury and Equity Markets Increased?
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt
(ReDIF-paper, fip:fednls:87067) - Has Liquidity Risk in the Corporate Bond Market Increased?
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Michael J. Fleming & Or Shachar & Daniel Stackman & Erik Vogt
(ReDIF-paper, fip:fednls:87068) - Changes in the Returns to Market Making
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Michael J. Fleming & Or Shachar & Daniel Stackman & Erik Vogt
(ReDIF-paper, fip:fednls:87069) - Redemption Risk of Bond Mutual Funds and Dealer Positioning
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt
(ReDIF-paper, fip:fednls:87070) - Continuing the Conversation on Liquidity
Liberty Street Economics, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg
(ReDIF-paper, fip:fednls:87097) - Corporate Bond Market Liquidity Redux: More Price-Based Evidence
Liberty Street Economics, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Michael J. Fleming & Erik Vogt & Zachary Wojtowicz
(ReDIF-paper, fip:fednls:87098) - Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity?
Liberty Street Economics, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Michael J. Fleming & Erik Vogt & Zachary Wojtowicz
(ReDIF-paper, fip:fednls:87102) - Forecasting Interest Rates over the Long Run
Liberty Street Economics, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu
(ReDIF-paper, fip:fednls:87139) - Dealer Balance Sheets and Corporate Bond Liquidity Provision
Liberty Street Economics, Federal Reserve Bank of New York (2017)
by Tobias Adrian & Nina Boyarchenko & Or Shachar
(ReDIF-paper, fip:fednls:87195) - Market Liquidity after the Financial Crisis
Liberty Street Economics, Federal Reserve Bank of New York (2017)
by Tobias Adrian & Michael J. Fleming & Or Shachar
(ReDIF-paper, fip:fednls:87200) - Vulnerable Growth
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-paper, fip:fednls:87250) - What Do Financial Conditions Tell Us about Risks to GDP Growth?
Liberty Street Economics, Federal Reserve Bank of New York (2020)
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone & J. Nellie Liang & Eric Qian
(ReDIF-paper, fip:fednls:88027) - Central Banks and Digital Currencies
Liberty Street Economics, Federal Reserve Bank of New York (2021)
by Tobias Adrian & Michael Junho Lee & Tommaso Mancini-Griffoli & Antoine Martin
(ReDIF-paper, fip:fednls:92802) - The Bond Market Selloff in Historical Perspective
Liberty Street Economics, Federal Reserve Bank of New York (2022)
by Tobias Adrian & Michael J. Fleming
(ReDIF-paper, fip:fednls:94472) - Inference, arbitrage, and asset price volatility
Staff Reports, Federal Reserve Bank of New York (2004)
by Tobias Adrian
(ReDIF-paper, fip:fednsr:187) - Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM
Staff Reports, Federal Reserve Bank of New York (2008)
by Tobias Adrian & Francesco Franzoni
(ReDIF-paper, fip:fednsr:193) - Stock returns and volatility: pricing the short-run and long-run components of market risk
Staff Reports, Federal Reserve Bank of New York (2006)
by Tobias Adrian & Joshua V. Rosenberg
(ReDIF-paper, fip:fednsr:254) - Disagreement and learning in a dynamic contracting model
Staff Reports, Federal Reserve Bank of New York (2006)
by Tobias Adrian & Mark M. Westerfield
(ReDIF-paper, fip:fednsr:269) - Liquidity and leverage
Staff Reports, Federal Reserve Bank of New York (2008)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, fip:fednsr:328) - Financial intermediary leverage and value at risk
Staff Reports, Federal Reserve Bank of New York (2008)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, fip:fednsr:338) - Pricing the term structure with linear regressions
Staff Reports, Federal Reserve Bank of New York (2008)
by Tobias Adrian & Emanuel Moench
(ReDIF-paper, fip:fednsr:340) - Financial intermediaries, financial stability, and monetary policy
Staff Reports, Federal Reserve Bank of New York (2008)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, fip:fednsr:346) - CoVaR
Staff Reports, Federal Reserve Bank of New York (2008)
by Tobias Adrian & Markus K. Brunnermeier
(ReDIF-paper, fip:fednsr:348) - Money, liquidity, and monetary policy
Staff Reports, Federal Reserve Bank of New York (2009)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, fip:fednsr:360) - Risk appetite and exchange Rates
Staff Reports, Federal Reserve Bank of New York (2009)
by Tobias Adrian & Erkko Etula & Hyun Song Shin
(ReDIF-paper, fip:fednsr:361) - The term structure of inflation expectations
Staff Reports, Federal Reserve Bank of New York (2009)
by Tobias Adrian & Hao Wu
(ReDIF-paper, fip:fednsr:362) - The shadow banking system: implications for financial regulation
Staff Reports, Federal Reserve Bank of New York (2009)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, fip:fednsr:382) - Prices and quantities in the monetary policy transmission mechanism
Staff Reports, Federal Reserve Bank of New York (2009)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, fip:fednsr:396) - Monetary tightening cycles and the predictability of economic activity
Staff Reports, Federal Reserve Bank of New York (2009)
by Tobias Adrian & Arturo Estrella
(ReDIF-paper, fip:fednsr:397) - Financial intermediaries and monetary economics
Staff Reports, Federal Reserve Bank of New York (2009)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, fip:fednsr:398) - Monetary cycles, financial cycles, and the business cycle
Staff Reports, Federal Reserve Bank of New York (2010)
by Tobias Adrian & Arturo Estrella & Hyun Song Shin
(ReDIF-paper, fip:fednsr:421) - Financial intermediation, asset prices, and macroeconomic dynamics
Staff Reports, Federal Reserve Bank of New York (2010)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
(ReDIF-paper, fip:fednsr:422) - The Federal Reserve's Commercial Paper Funding Facility
Staff Reports, Federal Reserve Bank of New York (2010)
by Tobias Adrian & Karin Kimbrough & Dina Tavares Marchioni
(ReDIF-paper, fip:fednsr:423) - Macro risk premium and intermediary balance sheet quantities
Staff Reports, Federal Reserve Bank of New York (2010)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
(ReDIF-paper, fip:fednsr:428) - The changing nature of financial intermediation and the financial crisis of 2007-09
Staff Reports, Federal Reserve Bank of New York (2010)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, fip:fednsr:439) - Shadow banking
Staff Reports, Federal Reserve Bank of New York (2010)
by Tobias Adrian & Adam B. Ashcraft & Hayley Boesky & Zoltan Pozsar
(ReDIF-paper, fip:fednsr:458) - Financial amplification of foreign exchange risk premia
Staff Reports, Federal Reserve Bank of New York (2010)
by Tobias Adrian & Erkko Etula & Jan J. J. Groen
(ReDIF-paper, fip:fednsr:461) - Funding liquidity risk and the cross-section of stock returns
Staff Reports, Federal Reserve Bank of New York (2010)
by Tobias Adrian & Erkko Etula
(ReDIF-paper, fip:fednsr:464) - Regression-based estimation of dynamic asset pricing models
Staff Reports, Federal Reserve Bank of New York (2011)
by Tobias Adrian & Richard K. Crump & Emanuel Moench
(ReDIF-paper, fip:fednsr:493) - Which financial frictions? Parsing the evidence from the financial crisis of 2007-09
Staff Reports, Federal Reserve Bank of New York (2011)
by Tobias Adrian & Paolo Colla & Hyun Song Shin
(ReDIF-paper, fip:fednsr:528) - Repo and securities lending
Staff Reports, Federal Reserve Bank of New York (2012)
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
(ReDIF-paper, fip:fednsr:529) - Financial intermediary balance sheet management
Staff Reports, Federal Reserve Bank of New York (2011)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, fip:fednsr:532) - Dodd-Frank one year on: implications for shadow banking
Staff Reports, Federal Reserve Bank of New York (2011)
by Tobias Adrian
(ReDIF-paper, fip:fednsr:533) - Shadow banking regulation
Staff Reports, Federal Reserve Bank of New York (2012)
by Tobias Adrian & Adam B. Ashcraft
(ReDIF-paper, fip:fednsr:559) - Intermediary leverage cycles and financial stability
Staff Reports, Federal Reserve Bank of New York (2012)
by Tobias Adrian & Nina Boyarchenko
(ReDIF-paper, fip:fednsr:567) - Decomposing real and nominal yield curves
Staff Reports, Federal Reserve Bank of New York (2012)
by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench
(ReDIF-paper, fip:fednsr:570) - Shadow banking: a review of the literature
Staff Reports, Federal Reserve Bank of New York (2012)
by Tobias Adrian & Adam B. Ashcraft
(ReDIF-paper, fip:fednsr:580) - Discussion of “An Integrated Framework for Multiple Financial Regulations”
Staff Reports, Federal Reserve Bank of New York (2012)
by Tobias Adrian
(ReDIF-paper, fip:fednsr:583) - Financial stability monitoring
Staff Reports, Federal Reserve Bank of New York (2013)
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang
(ReDIF-paper, fip:fednsr:601) - Dynamic Leverage Asset Pricing
Staff Reports, Federal Reserve Bank of New York (2013)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
(ReDIF-paper, fip:fednsr:625) - Shadow bank monitoring
Staff Reports, Federal Reserve Bank of New York (2013)
by Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli
(ReDIF-paper, fip:fednsr:638) - Intermediary balance sheets
Staff Reports, Federal Reserve Bank of New York (2013)
by Tobias Adrian & Nina Boyarchenko
(ReDIF-paper, fip:fednsr:651) - Liquidity policies and systemic risk
Staff Reports, Federal Reserve Bank of New York (2014)
by Tobias Adrian & Nina Boyarchenko
(ReDIF-paper, fip:fednsr:661) - Financial stability policies for shadow banking
Staff Reports, Federal Reserve Bank of New York (2014)
by Tobias Adrian
(ReDIF-paper, fip:fednsr:664) - A Leverage-Based Measure of Financial Instability
Staff Reports, Federal Reserve Bank of New York (2014)
by Tobias Adrian & Karol Jan Borowiecki & Alexander Tepper
(ReDIF-paper, fip:fednsr:688) - Monetary policy, financial conditions, and financial stability
Staff Reports, Federal Reserve Bank of New York (2014)
by Tobias Adrian & J. Nellie Liang
(ReDIF-paper, fip:fednsr:690) - Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”
Staff Reports, Federal Reserve Bank of New York (2015)
by Tobias Adrian
(ReDIF-paper, fip:fednsr:722) - Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds
Staff Reports, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Richard K. Crump & Erik Vogt
(ReDIF-paper, fip:fednsr:723) - Macroprudential policy: case study from a tabletop exercise
Staff Reports, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate
(ReDIF-paper, fip:fednsr:742) - On the scale of financial intermediaries
Staff Reports, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Nina Boyarchenko & Hyun Song Shin
(ReDIF-paper, fip:fednsr:743) - News shocks, monetary policy, and foreign currency positions
Staff Reports, Federal Reserve Bank of New York (2015)
by Bianca De Paoli & Hande Küçük
(ReDIF-paper, fip:fednsr:750) - The cost of capital of the financial sector
Staff Reports, Federal Reserve Bank of New York (2015)
by Tobias Adrian & Evan Friedman & Tyler Muir
(ReDIF-paper, fip:fednsr:755) - Global price of risk and stabilization policies
Staff Reports, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Daniel Stackman & Erik Vogt
(ReDIF-paper, fip:fednsr:786) - Vulnerable growth
Staff Reports, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-paper, fip:fednsr:794) - Market liquidity after the financial crisis
Staff Reports, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt
(ReDIF-paper, fip:fednsr:796) - Intraday market making with overnight inventory costs
Staff Reports, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Agostino Capponi & Michael J. Fleming & Erik Vogt & Hongzhong Zhang
(ReDIF-paper, fip:fednsr:799) - Dealer balance sheets and bond liquidity provision
Staff Reports, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Nina Boyarchenko & Or Shachar
(ReDIF-paper, fip:fednsr:803) - Financial vulnerability and monetary policy
Staff Reports, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Fernando M. Duarte
(ReDIF-paper, fip:fednsr:804) - The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data
Staff Reports, Federal Reserve Bank of New York (2017)
by Tobias Adrian & Michael J. Fleming & Erik Vogt
(ReDIF-paper, fip:fednsr:827) - Forecasting Macroeconomic Risks
Staff Reports, Federal Reserve Bank of New York (2020)
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-paper, fip:fednsr:87480) - Monetary policy and financial conditions: a cross-country study
Staff Reports, Federal Reserve Bank of New York (2019)
by Tobias Adrian & Fernando M. Duarte & Federico Grinberg & Tommaso Mancini-Griffoli
(ReDIF-paper, fip:fednsr:890) - Multimodality in Macro-Financial Dynamics
Staff Reports, Federal Reserve Bank of New York (2019)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-paper, fip:fednsr:903) - 800,000 Years of Climate Risk
Staff Reports, Federal Reserve Bank of New York (2022)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao
(ReDIF-paper, fip:fednsr:94741) - U.S. Treasury Market Functioning from the GFC to the Pandemic
Staff Reports, Federal Reserve Bank of New York (2025)
by Tobias Adrian & Michael J. Fleming & Kleopatra Nikolaou
(ReDIF-paper, fip:fednsr:99757) - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Non-Standard Errors
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí
(ReDIF-paper, hal:cesptp:halshs-03500882) - Non-Standard Errors
Post-Print, HAL (2021)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí
(ReDIF-paper, hal:journl:halshs-03500882) - Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM
Working Papers, HAL (2005)
by Francesco Franzoni & Tobias Adrian
(ReDIF-paper, hal:wpaper:hal-00587579) - A Leverage-Based Measure of Financial Stability
Discussion Papers on Economics, University of Southern Denmark, Department of Economics (2018)
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander
(ReDIF-paper, hhs:sdueko:2018_001) - A Leverage-Based Measure of Financial Stability
Discussion Papers on Economics, University of Southern Denmark, Department of Economics (2021)
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander
(ReDIF-paper, hhs:sdueko:2021_003) - Prices and Quantities in the Monetary Policy Transmission Mechanism
International Journal of Central Banking, International Journal of Central Banking (2009)
by Tobias Adrian & Hyun Song Shin
(ReDIF-article, ijc:ijcjou:y:2009:q:4:a:7) - Monetary Policy, Financial Conditions, and Financial Stability
International Journal of Central Banking, International Journal of Central Banking (2018)
by Tobias Adrian & Nellie Liang
(ReDIF-article, ijc:ijcjou:y:2018:q:0:a:3) - A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems
International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1999)
by Adrian, Tobias & Gros, Daniel
(ReDIF-article, ijf:ijfiec:v:4:y:1999:i:2:p:129-46) - Monetary Policy, Financial Conditions, and Financial Stability
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2014)
by Tobias Adrian & Nellie Liang
(ReDIF-paper, ime:imedps:14-e-13) - Unknown item RePEc:imf:imfdep:2021/023 (paper)
- Shadow Banking and Market-Based Finance
IMF Departmental Papers / Policy Papers, International Monetary Fund (2018)
by Mr. Tobias Adrian & Bradley Jones
(ReDIF-paper, imf:imfdps:2018/013) - Risk Management and Regulation
IMF Departmental Papers / Policy Papers, International Monetary Fund (2018)
by Mr. Tobias Adrian
(ReDIF-paper, imf:imfdps:2018/014) - Unknown item RePEc:imf:imfdps:2020/001 (paper)
- "Low for Long" and Risk-Taking
IMF Departmental Papers / Policy Papers, International Monetary Fund (2020)
by Mr. Tobias Adrian
(ReDIF-paper, imf:imfdps:2020/015) - A Monitoring Framework for Global Financial Stability
IMF Staff Discussion Notes, International Monetary Fund (2019)
by Mr. Tobias Adrian & Mr. Dong He & Nellie Liang & Mr. Fabio M Natalucci
(ReDIF-paper, imf:imfsdn:2019/006) - The Term Structure of Growth-at-Risk
IMF Working Papers, International Monetary Fund (2018)
by Mr. Tobias Adrian & Federico Grinberg & Nellie Liang & Sheheryar Malik
(ReDIF-paper, imf:imfwpa:2018/180) - The Non-U.S. Bank Demand for U.S. Dollar Assets
IMF Working Papers, International Monetary Fund (2020)
by Mr. Tobias Adrian & Peichu Xie
(ReDIF-paper, imf:imfwpa:2020/101) - A Quantitative Model for the Integrated Policy Framework
IMF Working Papers, International Monetary Fund (2020)
by Mr. Tobias Adrian & Christopher J. Erceg & Jesper Lindé & Pawel Zabczyk & Ms. Jianping Zhou
(ReDIF-paper, imf:imfwpa:2020/122) - Managing Macrofinancial Risk
IMF Working Papers, International Monetary Fund (2020)
by Mr. Tobias Adrian & Mr. Francis Vitek
(ReDIF-paper, imf:imfwpa:2020/151) - Monetary and Macroprudential Policy with Endogenous Risk
IMF Working Papers, International Monetary Fund (2020)
by Mr. Tobias Adrian & Fernando Duarte & Nellie Liang & Pawel Zabczyk
(ReDIF-paper, imf:imfwpa:2020/236) - A Quantitative Microfounded Model for the Integrated Policy Framework
IMF Working Papers, International Monetary Fund (2021)
by Mr. Tobias Adrian & Christopher J. Erceg & Marcin Kolasa & Jesper Lindé & Pawel Zabczyk
(ReDIF-paper, imf:imfwpa:2021/292) - A Medium-Scale DSGE Model for the Integrated Policy Framework
IMF Working Papers, International Monetary Fund (2022)
by Mr. Tobias Adrian & Vitor Gaspar & Mr. Francis Vitek
(ReDIF-paper, imf:imfwpa:2022/015) - The Great Carbon Arbitrage
IMF Working Papers, International Monetary Fund (2022)
by Mr. Tobias Adrian & Mr. Patrick Bolton & Alissa M. Kleinnijenhuis
(ReDIF-paper, imf:imfwpa:2022/107) - A Multi-Currency Exchange and Contracting Platform
IMF Working Papers, International Monetary Fund (2022)
by Mr. Tobias Adrian & Federico Grinberg & Mr. Tommaso Mancini-Griffoli & Robert M. Townsend & Nicolas Zhang
(ReDIF-paper, imf:imfwpa:2022/217) - Non-Standard Errors
Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi
(ReDIF-paper, inn:wpaper:2021-31) - Comment on "Two Monetary Tools: Interest Rates and Haircuts"
NBER Chapters, National Bureau of Economic Research, Inc (2011)
by Tobias Adrian & Erkko Etula
(ReDIF-chapter, nbr:nberch:12040) - Hedge Fund Tail Risk
NBER Chapters, National Bureau of Economic Research, Inc (2011)
by Tobias Adrian & Markus K. Brunnermeier & Hoai-Luu Q. Nguyen
(ReDIF-chapter, nbr:nberch:12057) - Repo and Securities Lending
NBER Chapters, National Bureau of Economic Research, Inc (2013)
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
(ReDIF-chapter, nbr:nberch:12515) - Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009
NBER Chapters, National Bureau of Economic Research, Inc (2012)
by Tobias Adrian & Paolo Colla & Hyun Song Shin
(ReDIF-chapter, nbr:nberch:12741) - CoVaR
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Tobias Adrian & Markus K. Brunnermeier
(ReDIF-paper, nbr:nberwo:17454) - Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Tobias Adrian & Paolo Colla & Hyun Song Shin
(ReDIF-paper, nbr:nberwo:18335) - Repo and Securities Lending
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
(ReDIF-paper, nbr:nberwo:18549) - Procyclical Leverage and Value-at-Risk
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Tobias Adrian & Hyun Song Shin
(ReDIF-paper, nbr:nberwo:18943) - Disagreement and Learning in a Dynamic Contracting Model
The Review of Financial Studies, Society for Financial Studies (2009)
by Tobias Adrian & Mark M. Westerfield
(ReDIF-article, oup:rfinst:v:22:y:2009:i:10:p:3873-3906) - Procyclical Leverage and Value-at-Risk
The Review of Financial Studies, Society for Financial Studies (2014)
by Tobias Adrian & Hyun Song Shin
(ReDIF-article, oup:rfinst:v:27:y:2014:i:2:p:373-403.) - shadow banking: a review of the literature
The New Palgrave Dictionary of Economics, Palgrave Macmillan (2012)
by Tobias Adrian & Adam B. Ashcraft
(ReDIF-chapter, pal:dofeco:v:6:year:2012:doi:3890) - Macro Risk Premium and Intermediary Balance Sheet Quantities
IMF Economic Review, Palgrave Macmillan;International Monetary Fund (2010)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
(ReDIF-article, pal:imfecr:v:58:y:2010:i:1:p:179-207) - Global Price of Risk and Stabilization Policies
IMF Economic Review, Palgrave Macmillan;International Monetary Fund (2019)
by Tobias Adrian & Daniel Stackman & Erik Vogt
(ReDIF-article, pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00075-3) - Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09
Working Papers, Princeton University, Department of Economics, Econometric Research Program. (2011)
by Tobias Adrian & Paolo Colla & Hyun Song Shin
(ReDIF-paper, pri:metric:wp036_2012_adrian_colla_shin_which%20financial%20frictions.pdf) - Shadow banking
Revue d'Économie Financière, Programme National Persée (2012)
by Tobias Adrian & Adam Ashcraft & Hayley Boeski & Zoltan Pozsar
(ReDIF-article, prs:recofi:ecofi_0987-3368_2012_num_105_1_5969) - Disagreement and Learning in a Dynamic Contracting Model
2007 Meeting Papers, Society for Economic Dynamics (2007)
by Mark Westerfield & Tobias Adrian
(ReDIF-paper, red:sed007:270) - Financial Intermediation, Asset Prices, and Macroeconomic Dynamics
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Hyun Song Shin & Emanuel Moench & Tobias Adrian
(ReDIF-paper, red:sed010:297) - Risk Appetite and Exchange Rates
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Hyun Song Shin & Erkko Etula & Tobias Adrian
(ReDIF-paper, red:sed010:311) - Broker-Dealer Leverage and the Cross-Section of Stock Returns
2011 Meeting Papers, Society for Economic Dynamics (2011)
by Tyler Muir & Erkko Etula & Tobias Adrian
(ReDIF-paper, red:sed011:1448) - Liquidity Policies and Systemic Risk
2014 Meeting Papers, Society for Economic Dynamics (2014)
by Nina Boyarchenko & Tobias Adrian
(ReDIF-paper, red:sed014:720) - Intermediary Balance Sheets
2015 Meeting Papers, Society for Economic Dynamics (2015)
by Nina Boyarchenko & Tobias Adrian
(ReDIF-paper, red:sed015:239) - Vulnerable Growth
2017 Meeting Papers, Society for Economic Dynamics (2017)
by Nina Boyarchenko & Domenico Giannone & Tobias Adrian
(ReDIF-paper, red:sed017:1317) - Financial Vulnerability and Monetary Policy
2017 Meeting Papers, Society for Economic Dynamics (2017)
by Fernando Duarte & Tobias Adrian
(ReDIF-paper, red:sed017:391) - Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009
NBER Macroeconomics Annual, University of Chicago Press (2013)
by Tobias Adrian & Paolo Colla & Hyun Song Shin
(ReDIF-article, ucp:macann:doi:10.1086/669176) - Multimodality In Macrofinancial Dynamics
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2021)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-article, wly:iecrev:v:62:y:2021:i:2:p:861-886)