Tobias Adrian
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Adrian |
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International Monetary Fund (IMF)
Research profile
author of:
- CoVaR (RePEc:aea:aecrev:v:106:y:2016:i:7:p:1705-41)
by Tobias Adrian & Markus K. Brunnermeier - Vulnerable Growth (RePEc:aea:aecrev:v:109:y:2019:i:4:p:1263-89)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - Money, Liquidity, and Monetary Policy (RePEc:aea:aecrev:v:99:y:2009:i:2:p:600-605)
by Tobias Adrian & Hyun Song Shin - The Term Structure of Growth-at-Risk (RePEc:aea:aejmac:v:14:y:2022:i:3:p:283-323)
by Tobias Adrian & Federico Grinberg & Nellie Liang & Sheheryar Malik & Jie Yu - NKV: A New Keynesian Model with Vulnerability (RePEc:aea:apandp:v:110:y:2020:p:470-76)
by Tobias Adrian & Fernando Duarte & Nellie Liang & Pawel Zabczyk - The Great Carbon Arbitrage (RePEc:amz:wpaper:2022-07)
by Kleinnijenhuis, Alissa & Adrian, Tobias & Bolton, Patrick - Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis (RePEc:anr:refeco:v:10:y:2018:p:1-24)
by Tobias Adrian & John Kiff & Hyun Song Shin - The Rise of Digital Money (RePEc:anr:refeco:v:13:y:2021:p:57-77)
by Tobias Adrian & Tommaso Mancini-Griffoli - Financial Intermediary Balance Sheet Management (RePEc:anr:refeco:v:3:y:2011:p:289-307)
by Tobias Adrian & Hyun Song Shin - Shadow Banking Regulation (RePEc:anr:refeco:v:4:y:2012:p:99-140)
by Tobias Adrian & Adam B. Ashcraft - Financial Stability Monitoring (RePEc:anr:refeco:v:7:y:2015:p:357-395)
by Daniel Covitz & Nellie Liang & Tobias Adrian - Market Liquidity After the Financial Crisis (RePEc:anr:refeco:v:9:y:2017:p:43-83)
by Erik Vogt & Michael Fleming & Or Shachar & Tobias Adrian - The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 (RePEc:anr:reveco:v:2:y:2010:p:603-618)
by Tobias Adrian & Hyun Song Shin - Liquidity and financial contagion (RePEc:bfr:fisrev:2008:11:1)
by Adrian, T. & Shin, H S. - The shadow banking system: implications for fi nancial regulation (RePEc:bfr:fisrev:2009:13:1)
by Adrian, T. & Shin, H S. - Shadow banking and market-based finance (RePEc:bfr:fisrev:2018:22:2)
by Tobias ADRIAN & Bradley JONES - Liquidity and financial cycles (RePEc:bis:biswps:256)
by Tobias Adrian & Hyun Song Shin - Risk‐taking channel of monetary policy (RePEc:bla:finmgt:v:48:y:2019:i:3:p:725-738)
by Tobias Adrian & Arturo Estrella & Hyun Song Shin - Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk (RePEc:bla:jfinan:v:63:y:2008:i:6:p:2997-3030)
by Tobias Adrian & Joshua Rosenberg - Financial Intermediaries and the Cross-Section of Asset Returns (RePEc:bla:jfinan:v:69:y:2014:i:6:p:2557-2596)
by Tobias Adrian & Erkko Etula & Tyler Muir - Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds (RePEc:bla:jfinan:v:74:y:2019:i:4:p:1931-1973)
by Tobias Adrian & Richard K. Crump & Erik Vogt - S hadow Banking (RePEc:cai:refaef:ecofi_105_0157)
by Tobias Adrian & Adam Ashcraft & Hayley Boesky & Zoltan Pozsar - Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM (RePEc:chf:rpseri:rp0836)
by Francesco FRANZONI & Tobias ADRIAN - Financial Stability Policies for Shadow Banking (RePEc:cpr:ceprdp:10435)
by Adrian, Tobias - Regression Based Estimation of Dynamic Asset Pricing Models (RePEc:cpr:ceprdp:10449)
by Moench, Emanuel & Adrian, Tobias & Crump, Richard K. - The Cost of Capital of the Financial Sector (RePEc:cpr:ceprdp:11031)
by Adrian, Tobias & Muir, Tyler - Monetary Policy, Financial Conditions, and Financial Stability (RePEc:cpr:ceprdp:11394)
by Adrian, Tobias & Liang, Nellie - Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds (RePEc:cpr:ceprdp:11401)
by Adrian, Tobias & Crump, Richard K. & Vogt, Erik - Dynamic Leverage Asset Pricing (RePEc:cpr:ceprdp:11466)
by Adrian, Tobias & , & Shin, Hyun Song - Vulnerable Growth (RePEc:cpr:ceprdp:11583)
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico - Intraday Market Making with Overnight Inventory Costs (RePEc:cpr:ceprdp:12245)
by Adrian, Tobias & Capponi, Agostino & Vogt, Erik & Zhang, Hongzhong - Dealer Balance Sheets and Bond Liquidity Provision (RePEc:cpr:ceprdp:12246)
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or - Liquidity Policies and Systemic Risk (RePEc:cpr:ceprdp:12247)
by Adrian, Tobias & Boyarchenko, Nina - Market Liquidity after the Financial Crisis (RePEc:cpr:ceprdp:12248)
by Adrian, Tobias & Fleming, Michael J. & Shachar, Or & Vogt, Erik - Risk Management and Regulation (RePEc:cpr:ceprdp:12422)
by Adrian, Tobias - A Leverage-Based Measure of Financial Stability (RePEc:cpr:ceprdp:12676)
by Adrian, Tobias & Tepper, Alexander & Borowiecki, Karol Jan - Risk-Taking Channel of Monetary Policy (RePEc:cpr:ceprdp:12677)
by Adrian, Tobias & Estrella, Arturo & Shin, Hyun Song - Financial Vulnerability and Monetary Policy (RePEc:cpr:ceprdp:12680)
by Adrian, Tobias & Duarte, Fernando - Monetary Policy and Financial Conditions: A Cross-Country Study (RePEc:cpr:ceprdp:12681)
by Adrian, Tobias & Duarte, Fernando & Grinberg, Federico & Mancini-Griffoli, Tommaso - The Term Structure of Growth-at-Risk (RePEc:cpr:ceprdp:13349)
by Adrian, Tobias & Liang, Nellie & Grinberg, Federico & Malik, Sheherya - Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis (RePEc:cpr:ceprdp:13350)
by Adrian, Tobias & Kiff, John & Shin, Hyun Song - A Review of Shadow Banking (RePEc:cpr:ceprdp:13363)
by Adrian, Tobias & Breuer, Peter & Ashcraft, Adam & Cetorelli, Nicola - Global Price of Risk and Stabilization Policies (RePEc:cpr:ceprdp:13435)
by Adrian, Tobias & Vogt, Erik & Stackman, Daniel - Monetary and Macroprudential Policy with Endogenous Risk (RePEc:cpr:ceprdp:14435)
by Adrian, Tobias & Duarte, Fernando & Liang, Nellie & Zabczyk, Pawel - Forecasting Macroeconomic Risks (RePEc:cpr:ceprdp:14436)
by Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico - The Non-U.S. Bank Demand for U.S. Dollar Assets (RePEc:cpr:ceprdp:14437)
by Adrian, Tobias & Xie, Peichu - A Quantitative Model for the Integrated Policy Framework (RePEc:cpr:ceprdp:15065)
by Linde, Jesper & Adrian, Tobias & Erceg, Christopher J. & Zabczyk, Pawel & Zhou, Jianping - Multimodality in Macro-Financial Dynamics (RePEc:cpr:ceprdp:15088)
by Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico - Managing Monetary Tradeoffs in Vulnerable Open Economies (RePEc:cpr:ceprdp:16972)
by Adrian, Tobias & Erceg, Christopher J. & Kolasa, Marcin & Lindé, Jesper & Zabczyk, Pawel - Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM (RePEc:ebg:heccah:0828)
by Franzoni, Francesco & Adrian, Tobias - The degree of openness and the cost of fixing exchange rate (RePEc:eee:ecolet:v:83:y:2004:i:1:p:141-146)
by Adrian, Tobias & Gros, Daniel - Monetary tightening cycles and the predictability of economic activity (RePEc:eee:ecolet:v:99:y:2008:i:2:p:260-264)
by Adrian, Tobias & Estrella, Arturo - Financial amplification of foreign exchange risk premia (RePEc:eee:eecrev:v:55:y:2011:i:3:p:354-370)
by Adrian, Tobias & Etula, Erkko & Groen, Jan J.J. - Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM (RePEc:eee:empfin:v:16:y:2009:i:4:p:537-556)
by Adrian, Tobias & Franzoni, Francesco - Intraday market making with overnight inventory costs (RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300331)
by Adrian, Tobias & Capponi, Agostino & Fleming, Michael & Vogt, Erik & Zhang, Hongzhong - Forecasting macroeconomic risks (RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191)
by Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico - Pricing the term structure with linear regressions (RePEc:eee:jfinec:v:110:y:2013:i:1:p:110-138)
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel - Regression-based estimation of dynamic asset pricing models (RePEc:eee:jfinec:v:118:y:2015:i:2:p:211-244)
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel - Inference, arbitrage, and asset price volatility (RePEc:eee:jfinin:v:18:y:2009:i:1:p:49-64)
by Adrian, Tobias - Liquidity and leverage (RePEc:eee:jfinin:v:19:y:2010:i:3:p:418-437)
by Adrian, Tobias & Shin, Hyun Song - Liquidity policies and systemic risk (RePEc:eee:jfinin:v:35:y:2018:i:pb:p:45-60)
by Adrian, Tobias & Boyarchenko, Nina - A leverage-based measure of financial stability (RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957321000085)
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander - Financial Intermediaries and Monetary Economics (RePEc:eee:monchp:3-12)
by Adrian, Tobias & Song Shin, Hyun - Decomposing real and nominal yield curves (RePEc:eee:moneco:v:84:y:2016:i:c:p:182-200)
by Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui - Dealer balance sheets and bond liquidity provision (RePEc:eee:moneco:v:89:y:2017:i:c:p:92-109)
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or - Procyclical leverage and value-at-risk (RePEc:ehl:lserod:60972)
by Adrian, Tobias & Shin, Hyun Song - Macroprudential Policy: Case Study from a Tabletop Exercise (RePEc:fip:fedbqu:rpa15-1)
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate - Financial stability monitoring (RePEc:fip:fedgfe:2013-21)
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang - Scenario Synthesis and Macroeconomic Risk (RePEc:fip:fedgfe:2025-36)
by Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West - Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets (RePEc:fip:fedgfn:2013-10-16)
by Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu - Financial Stability Monitoring (RePEc:fip:fedgfn:2014-08-04)
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang - Stock returns and volatility: pricing the long-run and short-run components of market risk (RePEc:fip:fedgpr:y:2005:x:33)
by Tobias Adrian & Joshua V. Rosenberg - Financial intermediaries, financial stability and monetary policy (RePEc:fip:fedkpr:00006)
by Tobias Adrian & Hyun Song Shin - What financing data reveal about dealer leverage (RePEc:fip:fednci:y:2005:i:mar:n:v.11no.3)
by Tobias Adrian & Michael J. Fleming - Measuring risk in the hedge fund sector (RePEc:fip:fednci:y:2007:i:mar:n:v.13no.3)
by Tobias Adrian - Liquidity, monetary policy, and financial cycles (RePEc:fip:fednci:y:2008:i:jan:n:v.14no.1)
by Tobias Adrian & Hyun Song Shin - The Federal Reserve's Primary Dealer Credit Facility (RePEc:fip:fednci:y:2009:i:aug:n:v.15no.4)
by Tobias Adrian & Christopher R. Burke & James J. McAndrews - Shadow banking (RePEc:fip:fednep:00001)
by Tobias Adrian & Adam B. Ashcraft & Hayley Boesky & Zoltan Pozsar - Macroprudential policy: a case study from a tabletop exercise (RePEc:fip:fednep:00038)
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate - The Federal Reserve’s Commercial Paper Funding Facility (RePEc:fip:fednep:y:2011:i:may:p:25-39:n:v.17no.1)
by Tobias Adrian & Karin Kimbrough & Dina Tavares Marchioni - Do Treasury Term Premia Rise around Monetary Tightenings? (RePEc:fip:fednls:86867)
by Tobias Adrian & Richard K. Crump & Emanuel Moench - The Recent Bond Market Selloff in Historical Perspective (RePEc:fip:fednls:86881)
by Tobias Adrian & Michael J. Fleming - Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets (RePEc:fip:fednls:86899)
by Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu - Intermediary Leverage Cycles and Financial Stability (RePEc:fip:fednls:86906)
by Tobias Adrian & Nina Boyarchenko - Liquidity Risk, Liquidity Management, and Liquidity Policies (RePEc:fip:fednls:86939)
by Tobias Adrian & João A. C. Santos - Liquidity Policies and Systemic Risk (RePEc:fip:fednls:86941)
by Tobias Adrian & Nina Boyarchenko - Treasury Term Premia: 1961-Present (RePEc:fip:fednls:86948)
by Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench - Introduction to a Series on Market Liquidity (RePEc:fip:fednls:87054)
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg - Has U.S. Treasury Market Liquidity Deteriorated? (RePEc:fip:fednls:87055)
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt - What's Driving Dealer Balance Sheet Stagnation? (RePEc:fip:fednls:87057)
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt - Discounting the Long-Run (RePEc:fip:fednls:87059)
by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu - Introduction to a Series on Market Liquidity: Part 2 (RePEc:fip:fednls:87066)
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg - Has Liquidity Risk in the Treasury and Equity Markets Increased? (RePEc:fip:fednls:87067)
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt - Has Liquidity Risk in the Corporate Bond Market Increased? (RePEc:fip:fednls:87068)
by Tobias Adrian & Michael J. Fleming & Or Shachar & Daniel Stackman & Erik Vogt - Changes in the Returns to Market Making (RePEc:fip:fednls:87069)
by Tobias Adrian & Michael J. Fleming & Or Shachar & Daniel Stackman & Erik Vogt - Redemption Risk of Bond Mutual Funds and Dealer Positioning (RePEc:fip:fednls:87070)
by Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt - Continuing the Conversation on Liquidity (RePEc:fip:fednls:87097)
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg - Corporate Bond Market Liquidity Redux: More Price-Based Evidence (RePEc:fip:fednls:87098)
by Tobias Adrian & Michael J. Fleming & Erik Vogt & Zachary Wojtowicz - Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? (RePEc:fip:fednls:87102)
by Tobias Adrian & Michael J. Fleming & Erik Vogt & Zachary Wojtowicz - Forecasting Interest Rates over the Long Run (RePEc:fip:fednls:87139)
by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu - Dealer Balance Sheets and Corporate Bond Liquidity Provision (RePEc:fip:fednls:87195)
by Tobias Adrian & Nina Boyarchenko & Or Shachar - Market Liquidity after the Financial Crisis (RePEc:fip:fednls:87200)
by Tobias Adrian & Michael J. Fleming & Or Shachar - Vulnerable Growth (RePEc:fip:fednls:87250)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - What Do Financial Conditions Tell Us about Risks to GDP Growth? (RePEc:fip:fednls:88027)
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone & J. Nellie Liang & Eric Qian - Central Banks and Digital Currencies (RePEc:fip:fednls:92802)
by Tobias Adrian & Michael Junho Lee & Tommaso Mancini-Griffoli & Antoine Martin - The Bond Market Selloff in Historical Perspective (RePEc:fip:fednls:94472)
by Tobias Adrian & Michael J. Fleming - Inference, arbitrage, and asset price volatility (RePEc:fip:fednsr:187)
by Tobias Adrian - Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM (RePEc:fip:fednsr:193)
by Tobias Adrian & Francesco Franzoni - Stock returns and volatility: pricing the short-run and long-run components of market risk (RePEc:fip:fednsr:254)
by Tobias Adrian & Joshua V. Rosenberg - Disagreement and learning in a dynamic contracting model (RePEc:fip:fednsr:269)
by Tobias Adrian & Mark M. Westerfield - Liquidity and leverage (RePEc:fip:fednsr:328)
by Tobias Adrian & Hyun Song Shin - Financial intermediary leverage and value at risk (RePEc:fip:fednsr:338)
by Tobias Adrian & Hyun Song Shin - Pricing the term structure with linear regressions (RePEc:fip:fednsr:340)
by Tobias Adrian & Emanuel Moench - Financial intermediaries, financial stability, and monetary policy (RePEc:fip:fednsr:346)
by Tobias Adrian & Hyun Song Shin - CoVaR (RePEc:fip:fednsr:348)
by Tobias Adrian & Markus K. Brunnermeier - Money, liquidity, and monetary policy (RePEc:fip:fednsr:360)
by Tobias Adrian & Hyun Song Shin - Risk appetite and exchange Rates (RePEc:fip:fednsr:361)
by Tobias Adrian & Erkko Etula & Hyun Song Shin - The term structure of inflation expectations (RePEc:fip:fednsr:362)
by Tobias Adrian & Hao Wu - The shadow banking system: implications for financial regulation (RePEc:fip:fednsr:382)
by Tobias Adrian & Hyun Song Shin - Prices and quantities in the monetary policy transmission mechanism (RePEc:fip:fednsr:396)
by Tobias Adrian & Hyun Song Shin - Monetary tightening cycles and the predictability of economic activity (RePEc:fip:fednsr:397)
by Tobias Adrian & Arturo Estrella - Financial intermediaries and monetary economics (RePEc:fip:fednsr:398)
by Tobias Adrian & Hyun Song Shin - Monetary cycles, financial cycles, and the business cycle (RePEc:fip:fednsr:421)
by Tobias Adrian & Arturo Estrella & Hyun Song Shin - Financial intermediation, asset prices, and macroeconomic dynamics (RePEc:fip:fednsr:422)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - The Federal Reserve's Commercial Paper Funding Facility (RePEc:fip:fednsr:423)
by Tobias Adrian & Karin Kimbrough & Dina Tavares Marchioni - Macro risk premium and intermediary balance sheet quantities (RePEc:fip:fednsr:428)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - The changing nature of financial intermediation and the financial crisis of 2007-09 (RePEc:fip:fednsr:439)
by Tobias Adrian & Hyun Song Shin - Shadow banking (RePEc:fip:fednsr:458)
by Tobias Adrian & Adam B. Ashcraft & Hayley Boesky & Zoltan Pozsar - Financial amplification of foreign exchange risk premia (RePEc:fip:fednsr:461)
by Tobias Adrian & Erkko Etula & Jan J. J. Groen - Funding liquidity risk and the cross-section of stock returns (RePEc:fip:fednsr:464)
by Tobias Adrian & Erkko Etula - Regression-based estimation of dynamic asset pricing models (RePEc:fip:fednsr:493)
by Tobias Adrian & Richard K. Crump & Emanuel Moench - Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 (RePEc:fip:fednsr:528)
by Tobias Adrian & Paolo Colla & Hyun Song Shin - Repo and securities lending (RePEc:fip:fednsr:529)
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin - Financial intermediary balance sheet management (RePEc:fip:fednsr:532)
by Tobias Adrian & Hyun Song Shin - Dodd-Frank one year on: implications for shadow banking (RePEc:fip:fednsr:533)
by Tobias Adrian - Shadow banking regulation (RePEc:fip:fednsr:559)
by Tobias Adrian & Adam B. Ashcraft - Intermediary leverage cycles and financial stability (RePEc:fip:fednsr:567)
by Tobias Adrian & Nina Boyarchenko - Decomposing real and nominal yield curves (RePEc:fip:fednsr:570)
by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench - Shadow banking: a review of the literature (RePEc:fip:fednsr:580)
by Tobias Adrian & Adam B. Ashcraft - Discussion of “An Integrated Framework for Multiple Financial Regulations” (RePEc:fip:fednsr:583)
by Tobias Adrian - Financial stability monitoring (RePEc:fip:fednsr:601)
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang - Dynamic Leverage Asset Pricing (RePEc:fip:fednsr:625)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - Shadow bank monitoring (RePEc:fip:fednsr:638)
by Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli - Intermediary balance sheets (RePEc:fip:fednsr:651)
by Tobias Adrian & Nina Boyarchenko - Liquidity policies and systemic risk (RePEc:fip:fednsr:661)
by Tobias Adrian & Nina Boyarchenko - Financial stability policies for shadow banking (RePEc:fip:fednsr:664)
by Tobias Adrian - A Leverage-Based Measure of Financial Instability (RePEc:fip:fednsr:688)
by Tobias Adrian & Karol Jan Borowiecki & Alexander Tepper - Monetary policy, financial conditions, and financial stability (RePEc:fip:fednsr:690)
by Tobias Adrian & J. Nellie Liang - Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” (RePEc:fip:fednsr:722)
by Tobias Adrian - Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds (RePEc:fip:fednsr:723)
by Tobias Adrian & Richard K. Crump & Erik Vogt - Macroprudential policy: case study from a tabletop exercise (RePEc:fip:fednsr:742)
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate - On the scale of financial intermediaries (RePEc:fip:fednsr:743)
by Tobias Adrian & Nina Boyarchenko & Hyun Song Shin - News shocks, monetary policy, and foreign currency positions (RePEc:fip:fednsr:750)
by Bianca De Paoli & Hande Küçük - The cost of capital of the financial sector (RePEc:fip:fednsr:755)
by Tobias Adrian & Evan Friedman & Tyler Muir - Global price of risk and stabilization policies (RePEc:fip:fednsr:786)
by Tobias Adrian & Daniel Stackman & Erik Vogt - Vulnerable growth (RePEc:fip:fednsr:794)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - Market liquidity after the financial crisis (RePEc:fip:fednsr:796)
by Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt - Intraday market making with overnight inventory costs (RePEc:fip:fednsr:799)
by Tobias Adrian & Agostino Capponi & Michael J. Fleming & Erik Vogt & Hongzhong Zhang - Dealer balance sheets and bond liquidity provision (RePEc:fip:fednsr:803)
by Tobias Adrian & Nina Boyarchenko & Or Shachar - Financial vulnerability and monetary policy (RePEc:fip:fednsr:804)
by Tobias Adrian & Fernando M. Duarte - The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data (RePEc:fip:fednsr:827)
by Tobias Adrian & Michael J. Fleming & Erik Vogt - Forecasting Macroeconomic Risks (RePEc:fip:fednsr:87480)
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone - Monetary policy and financial conditions: a cross-country study (RePEc:fip:fednsr:890)
by Tobias Adrian & Fernando M. Duarte & Federico Grinberg & Tommaso Mancini-Griffoli - Multimodality in Macro-Financial Dynamics (RePEc:fip:fednsr:903)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - 800,000 Years of Climate Risk (RePEc:fip:fednsr:94741)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao - U.S. Treasury Market Functioning from the GFC to the Pandemic (RePEc:fip:fednsr:99757)
by Tobias Adrian & Michael J. Fleming & Kleopatra Nikolaou - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Non-Standard Errors (RePEc:hal:cesptp:halshs-03500882)
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 - Non-Standard Errors (RePEc:hal:journl:halshs-03500882)
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 - Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM (RePEc:hal:wpaper:hal-00587579)
by Francesco Franzoni & Tobias Adrian - A Leverage-Based Measure of Financial Stability (RePEc:hhs:sdueko:2018_001)
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander - A Leverage-Based Measure of Financial Stability (RePEc:hhs:sdueko:2021_003)
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander - Prices and Quantities in the Monetary Policy Transmission Mechanism (RePEc:ijc:ijcjou:y:2009:q:4:a:7)
by Tobias Adrian & Hyun Song Shin - Monetary Policy, Financial Conditions, and Financial Stability (RePEc:ijc:ijcjou:y:2018:q:0:a:3)
by Tobias Adrian & Nellie Liang - A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems (RePEc:ijf:ijfiec:v:4:y:1999:i:2:p:129-46)
by Adrian, Tobias & Gros, Daniel - Monetary Policy, Financial Conditions, and Financial Stability (RePEc:ime:imedps:14-e-13)
by Tobias Adrian & Nellie Liang - Unknown item RePEc:imf:imfdep:2021/023 (paper)
- Shadow Banking and Market-Based Finance (RePEc:imf:imfdps:2018/013)
by Mr. Tobias Adrian & Bradley Jones - Risk Management and Regulation (RePEc:imf:imfdps:2018/014)
by Mr. Tobias Adrian - Unknown item RePEc:imf:imfdps:2020/001 (paper)
- "Low for Long" and Risk-Taking (RePEc:imf:imfdps:2020/015)
by Mr. Tobias Adrian - A Monitoring Framework for Global Financial Stability (RePEc:imf:imfsdn:2019/006)
by Mr. Tobias Adrian & Mr. Dong He & Nellie Liang & Mr. Fabio M Natalucci - The Term Structure of Growth-at-Risk (RePEc:imf:imfwpa:2018/180)
by Mr. Tobias Adrian & Federico Grinberg & Nellie Liang & Sheheryar Malik - The Non-U.S. Bank Demand for U.S. Dollar Assets (RePEc:imf:imfwpa:2020/101)
by Mr. Tobias Adrian & Peichu Xie - A Quantitative Model for the Integrated Policy Framework (RePEc:imf:imfwpa:2020/122)
by Mr. Tobias Adrian & Christopher J. Erceg & Jesper Lindé & Pawel Zabczyk & Ms. Jianping Zhou - Managing Macrofinancial Risk (RePEc:imf:imfwpa:2020/151)
by Mr. Tobias Adrian & Mr. Francis Vitek - Monetary and Macroprudential Policy with Endogenous Risk (RePEc:imf:imfwpa:2020/236)
by Mr. Tobias Adrian & Fernando Duarte & Nellie Liang & Pawel Zabczyk - A Quantitative Microfounded Model for the Integrated Policy Framework (RePEc:imf:imfwpa:2021/292)
by Mr. Tobias Adrian & Christopher J. Erceg & Marcin Kolasa & Jesper Lindé & Pawel Zabczyk - A Medium-Scale DSGE Model for the Integrated Policy Framework (RePEc:imf:imfwpa:2022/015)
by Mr. Tobias Adrian & Vitor Gaspar & Mr. Francis Vitek - The Great Carbon Arbitrage (RePEc:imf:imfwpa:2022/107)
by Mr. Tobias Adrian & Mr. Patrick Bolton & Alissa M. Kleinnijenhuis - A Multi-Currency Exchange and Contracting Platform (RePEc:imf:imfwpa:2022/217)
by Mr. Tobias Adrian & Federico Grinberg & Mr. Tommaso Mancini-Griffoli & Robert M. Townsend & Nicolas Zhang - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
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 - Comment on "Two Monetary Tools: Interest Rates and Haircuts" (RePEc:nbr:nberch:12040)
by Tobias Adrian & Erkko Etula - Hedge Fund Tail Risk (RePEc:nbr:nberch:12057)
by Tobias Adrian & Markus K. Brunnermeier & Hoai-Luu Q. Nguyen - Repo and Securities Lending (RePEc:nbr:nberch:12515)
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin - Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 (RePEc:nbr:nberch:12741)
by Tobias Adrian & Paolo Colla & Hyun Song Shin - CoVaR (RePEc:nbr:nberwo:17454)
by Tobias Adrian & Markus K. Brunnermeier - Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 (RePEc:nbr:nberwo:18335)
by Tobias Adrian & Paolo Colla & Hyun Song Shin - Repo and Securities Lending (RePEc:nbr:nberwo:18549)
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin - Procyclical Leverage and Value-at-Risk (RePEc:nbr:nberwo:18943)
by Tobias Adrian & Hyun Song Shin - Disagreement and Learning in a Dynamic Contracting Model (RePEc:oup:rfinst:v:22:y:2009:i:10:p:3873-3906)
by Tobias Adrian & Mark M. Westerfield - Procyclical Leverage and Value-at-Risk (RePEc:oup:rfinst:v:27:y:2014:i:2:p:373-403.)
by Tobias Adrian & Hyun Song Shin - shadow banking: a review of the literature (RePEc:pal:dofeco:v:6:year:2012:doi:3890)
by Tobias Adrian & Adam B. Ashcraft - Macro Risk Premium and Intermediary Balance Sheet Quantities (RePEc:pal:imfecr:v:58:y:2010:i:1:p:179-207)
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - Global Price of Risk and Stabilization Policies (RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00075-3)
by Tobias Adrian & Daniel Stackman & Erik Vogt - Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09 (RePEc:pri:metric:wp036_2012_adrian_colla_shin_which%20financial%20frictions.pdf)
by Tobias Adrian & Paolo Colla & Hyun Song Shin - Shadow banking (RePEc:prs:recofi:ecofi_0987-3368_2012_num_105_1_5969)
by Tobias Adrian & Adam Ashcraft & Hayley Boeski & Zoltan Pozsar - Disagreement and Learning in a Dynamic Contracting Model (RePEc:red:sed007:270)
by Mark Westerfield & Tobias Adrian - Financial Intermediation, Asset Prices, and Macroeconomic Dynamics (RePEc:red:sed010:297)
by Hyun Song Shin & Emanuel Moench & Tobias Adrian - Risk Appetite and Exchange Rates (RePEc:red:sed010:311)
by Hyun Song Shin & Erkko Etula & Tobias Adrian - Broker-Dealer Leverage and the Cross-Section of Stock Returns (RePEc:red:sed011:1448)
by Tyler Muir & Erkko Etula & Tobias Adrian - Liquidity Policies and Systemic Risk (RePEc:red:sed014:720)
by Nina Boyarchenko & Tobias Adrian - Intermediary Balance Sheets (RePEc:red:sed015:239)
by Nina Boyarchenko & Tobias Adrian - Vulnerable Growth (RePEc:red:sed017:1317)
by Nina Boyarchenko & Domenico Giannone & Tobias Adrian - Financial Vulnerability and Monetary Policy (RePEc:red:sed017:391)
by Fernando Duarte & Tobias Adrian - Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 (RePEc:ucp:macann:doi:10.1086/669176)
by Tobias Adrian & Paolo Colla & Hyun Song Shin - Multimodality In Macrofinancial Dynamics (RePEc:wly:iecrev:v:62:y:2021:i:2:p:861-886)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone