Tobias Adrian

Names

first:	Tobias
last:	Adrian

Contact

email:
homepage:	http://sites.google.com/site/tobiasadrian

Affiliations

International Monetary Fund (IMF)
- website
- location: Washington, District of Columbia (United States)

Research profile

author of:

Measuring risk in the hedge fund sector
by Tobias Adrian
A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems.
by Adrian, Tobias & Gros, Daniel
What financing data reveal about dealer leverage
by Tobias Adrian & Michael J. Fleming
Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM
by Tobias Adrian & Francesco Franzoni
The degree of openness and the cost of fixing exchange rate
by Adrian, Tobias & Gros, Daniel
Liquidity, monetary policy, and financial cycles
by Tobias Adrian & Hyun Song Shin
Disagreement and learning in a dynamic contracting model
by Tobias Adrian & Mark M. Westerfield
Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM
by Franzoni, Francesco & Adrian, Tobias
Inference, arbitrage, and asset price volatility
by Tobias Adrian
Stock returns and volatility: pricing the short-run and long-run components of market risk
by Tobias Adrian & Joshua V. Rosenberg
Monetary tightening cycles and the predictability of economic activity
by Adrian, Tobias & Estrella, Arturo
Liquidity and leverage
by Tobias Adrian & Hyun Song Shin
Liquidity and financial cycles
by Tobias Adrian & Hyun Song Shin
Financial intermediary leverage and value at risk
by Tobias Adrian & Hyun Song Shin
Pricing the term structure with linear regressions
by Tobias Adrian & Emanuel Moench
CoVaR
by Tobias Adrian & Markus K. Brunnermeier
Financial intermediaries, financial stability, and monetary policy
by Tobias Adrian & Hyun Song Shin
Inference, arbitrage, and asset price volatility
by Adrian, Tobias
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
by TOBIAS ADRIAN & JOSHUA ROSENBERG
The term structure of inflation expectations
by Tobias Adrian & Hao Wu
Risk appetite and exchange Rates
by Tobias Adrian & Erkko Etula & Hyun Song Shin
Money, liquidity, and monetary policy
by Tobias Adrian & Hyun Song Shin
Money, Liquidity, and Monetary Policy
by Tobias Adrian & Hyun Song Shin
Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM
by Francesco FRANZONI & Tobias ADRIAN
The shadow banking system: implications for financial regulation
by Tobias Adrian & Hyun Song Shin
The Federal Reserve's Primary Dealer Credit Facility
by Tobias Adrian & Christopher R. Burke & James J. McAndrews
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM
by Adrian, Tobias & Franzoni, Francesco
Disagreement and Learning in a Dynamic Contracting Model
by Tobias Adrian & Mark M. Westerfield
Monetary cycles, financial cycles, and the business cycle
by Tobias Adrian & Arturo Estrella & Hyun Song Shin
The Federal Reserve's Commercial Paper Funding Facility
by Tobias Adrian & Karin Kimbrough & Dina Marchioni
Financial intermediaries and monetary economics
by Tobias Adrian & Hyun Song Shin
Prices and quantities in the monetary policy transmission mechanism
by Tobias Adrian & Hyun Song Shin
Monetary tightening cycles and the predictability of economic activity
by Tobias Adrian & Arturo Estrella
Financial intermediation, asset prices, and macroeconomic dynamics
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
Prices and Quantities in the Monetary Policy Transmission Mechanism
by Tobias Adrian & Hyun Song Shin
Macro risk premium and intermediary balance sheet quantities
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
The changing nature of financial intermediation and the financial crisis of 2007-09
by Tobias Adrian & Hyun Song Shin
Shadow banking
by Tobias Adrian & Adam B. Ashcraft & Hayley Boesky & Zoltan Pozsar
Comment on "Two Monetary Tools: Interest Rates and Haircuts"
by Tobias Adrian & Erkko Etula
edited by
Stock returns and volatility: pricing the long-run and short-run components of market risk
by Tobias Adrian & Joshua V. Rosenberg
Liquidity and leverage
by Adrian, Tobias & Shin, Hyun Song
Funding liquidity risk and the cross-section of stock returns
by Tobias Adrian & Erkko Etula
Macro Risk Premium and Intermediary Balance Sheet Quantities
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
Financial amplification of foreign exchange risk premia
by Tobias Adrian & Erkko Etula & Jan J. J. Groen
Financial amplification of foreign exchange risk premia
by Adrian, Tobias & Etula, Erkko & Groen, Jan J. J.
Hedge Fund Tail Risk
by Tobias Adrian & Markus K. Brunnermeier & Hoai-Luu Q. Nguyen
edited by
Financial Intermediaries and Monetary Economics
by Adrian, Tobias & Song Shin, Hyun
edited by
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009
by Tobias Adrian & Hyun Song Shin
The Federal Reserve’s Commercial Paper Funding Facility
by Tobias Adrian & Karin Kimbrough & Dina Marchioni
Regression-based estimation of dynamic asset pricing models
by Tobias Adrian & Richard K. Crump & Emanuel Moench
The shadow banking system: implications for fi nancial regulation
by Adrian, T. & Shin, H. S.
Liquidity and financial contagion.
by Adrian, T. & Shin, H. S.
Repo and Securities Lending
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
edited by
Which financial frictions? Parsing the evidence from the financial crisis of 2007-09
by Tobias Adrian & Paolo Colla & Hyun Song Shin
Financial intermediary balance sheet management
by Tobias Adrian & Hyun Song Shin
CoVaR
by Tobias Adrian & Markus K. Brunnermeier
Repo and securities lending
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
Dodd-Frank one year on: implications for shadow banking
by Tobias Adrian
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009
by Tobias Adrian & Paolo Colla & Hyun Song Shin
edited by
Shadow banking regulation
by Tobias Adrian & Adam B. Ashcraft
Risk Appetite and Exchange Rates
by Hyun Song Shin & Erkko Etula & Tobias Adrian
Broker-Dealer Leverage and the Cross-Section of Stock Returns
by Tyler Muir & Erkko Etula & Tobias Adrian
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9
by Tobias Adrian & Paolo Colla & Hyun Song Shin
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics
by Hyun Song Shin & Emanuel Moench & Tobias Adrian
Disagreement and Learning in a Dynamic Contracting Model
by Mark Westerfield & Tobias Adrian
Intermediary leverage cycles and financial stability
by Tobias Adrian & Nina Boyarchenko
Financial stability monitoring
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang
Financial Intermediary Balance Sheet Management
by Tobias Adrian & Hyun Song Shin
Pricing the term structure with linear regressions
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
Repo and Securities Lending
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
Procyclical Leverage and Value-at-Risk
by Tobias Adrian & Hyun Song Shin
Decomposing real and nominal yield curves
by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench
Shadow banking: a review of the literature
by Tobias Adrian & Adam B. Ashcraft
Financial stability monitoring
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang
Intermediary balance sheets
by Tobias Adrian & Nina Boyarchenko
Dynamic Leverage Asset Pricing
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
Shadow bank monitoring
by Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli
Shadow Banking Regulation
by Tobias Adrian & Adam B. Ashcraft
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009
by Tobias Adrian & Paolo Colla & Hyun Song Shin
Discussion of “An Integrated Framework for Multiple Financial Regulations”
by Tobias Adrian
shadow banking: a review of the literature
by Tobias Adrian & Adam B. Ashcraft
edited by
Liquidity policies and systemic risk
by Tobias Adrian & Nina Boyarchenko
Financial stability policies for shadow banking
by Tobias Adrian
Financial intermediaries, financial stability and monetary policy
by Tobias Adrian & Hyun Song Shin
Shadow banking
by Tobias Adrian & Adam B. Ashcraft & Hayley Boesky & Zoltan Pozsar
Monetary policy, financial conditions, and financial stability
by Tobias Adrian & J. Nellie Liang
Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”
by Tobias Adrian
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds
by Tobias Adrian & Richard K. Crump & Erik Vogt
Macroprudential policy: case study from a tabletop exercise
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate
On the scale of financial intermediaries
by Tobias Adrian & Nina Boyarchenko & Hyun Song Shin
News shocks, monetary policy, and foreign currency positions
by Bianca De Paoli & Hande Küçük
The cost of capital of the financial sector
by Tobias Adrian & Evan Friedman & Tyler Muir
Global price of risk and stabilization policies
by Tobias Adrian & Daniel Stackman & Erik Vogt
Vulnerable growth
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
Market liquidity after the financial crisis
by Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt
Intraday market making with overnight inventory costs
by Tobias Adrian & Agostino Capponi & Michael J. Fleming & Erik Vogt & Hongzhong Zhang
Dealer balance sheets and bond liquidity provision
by Tobias Adrian & Nina Boyarchenko & Or Shachar
Financial vulnerability and monetary policy
by Tobias Adrian & Fernando M. Duarte
Macroprudential policy: a case study from a tabletop exercise
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate
Macroprudential Policy: Case Study from a Tabletop Exercise
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate
S hadow Banking
by Tobias Adrian & Adam Ashcraft & Hayley Boesky & Zoltan Pozsar
Regression-based estimation of dynamic asset pricing models
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
Procyclical Leverage and Value-at-Risk
by Tobias Adrian & Hyun Song Shin
Monetary Policy, Financial Conditions, and Financial Stability
by Adrian, Tobias & Liang, Nellie
Regression Based Estimation of Dynamic Asset Pricing Models
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
Procyclical leverage and value-at-risk
by Adrian, Tobias & Shin, Hyun Song
Liquidity Policies and Systemic Risk
by Nina Boyarchenko & Tobias Adrian
Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM
by Francesco Franzoni & Tobias Adrian
The Cost of Capital of the Financial Sector
by Adrian, Tobias & Friedman, Evan & Muir, Tyler
Vulnerable Growth
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
Monetary Policy, Financial Conditions, and Financial Stability
by Tobias Adrian & Nellie Liang
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds
by Adrian, Tobias & Crump, Richard K. & Vogt, Erik
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets
by Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu
CoVaR
by Tobias Adrian & Markus K. Brunnermeier
Financial Stability Monitoring
by Daniel Covitz & Nellie Liang & Tobias Adrian
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09
by Tobias Adrian & Paolo Colla & Hyun Song Shin
Financial Stability Policies for Shadow Banking
by Adrian, Tobias
Decomposing real and nominal yield curves
by Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui
Intermediary Balance Sheets
by Nina Boyarchenko & Tobias Adrian
Financial Intermediaries and the Cross-Section of Asset Returns
by TOBIAS ADRIAN & ERKKO ETULA & TYLER MUIR
Financial Stability Monitoring
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang
Dynamic Leverage Asset Pricing
by Adrian, Tobias & Moench, Emanuel & Shin, Hyun Song
An index of Treasury Market liquidity: 1991-2017
by Tobias Adrian & Michael J. Fleming & Erik Vogt
Dealer Balance Sheets and Bond Liquidity Provision
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or
Risk Management and Regulation
by Adrian, Tobias
Vulnerable Growth
by Nina Boyarchenko & Domenico Giannone & Tobias Adrian
Dealer balance sheets and bond liquidity provision
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or
Financial Vulnerability and Monetary Policy
by Fernando Duarte & Tobias Adrian
Intraday Market Making with Overnight Inventory Costs
by Adrian, Tobias & Capponi, Agostino & Vogt, Erik & Zhang, Hongzhong
Liquidity Policies and Systemic Risk
by Adrian, Tobias & Boyarchenko, Nina
Market Liquidity after the Financial Crisis
by Adrian, Tobias & Fleming, Michael J. & Shachar, Or & Vogt, Erik
Monetary policy and financial conditions: a cross-country study
by Tobias Adrian & Fernando M. Duarte & Federico Grinberg & Tommaso Mancini-Griffoli
Monetary Policy and Financial Conditions: A Cross-Country Study
by Adrian, Tobias & Duarte, Fernando & Grinberg, Federico & Mancini-Griffoli, Tommaso
Risk-Taking Channel of Monetary Policy
by Adrian, Tobias & Estrella, Arturo & Shin, Hyun Song
Shadow banking
by Tobias Adrian & Adam Ashcraft & Hayley Boeski & Zoltan Pozsar
The Term Structure of Growth-at-Risk
by Adrian, Tobias & Grinberg, Federico & Liang, Nellie & Malik, Sheherya
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
by TOBIAS ADRIAN & RICHARD K. CRUMP & ERIK VOGT
Monetary Policy, Financial Conditions, and Financial Stability
by Tobias Adrian & Nellie Liang
Shadow banking and market-based finance
by Tobias ADRIAN & Bradley JONES
A Leverage-Based Measure of Financial Stability
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander
Liquidity policies and systemic risk
by Adrian, Tobias & Boyarchenko, Nina
A Review of Shadow Banking
by Adrian, Tobias & Ashcraft, Adam & Breuer, Peter & Cetorelli, Nicola
Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis
by Adrian, Tobias & Kiff, John & Shin, Hyun Song
Vulnerable Growth
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
Global Price of Risk and Stabilization Policies
by Tobias Adrian & Daniel Stackman & Erik Vogt
Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis
by Tobias Adrian & John Kiff & Hyun Song Shin
Market Liquidity After the Financial Crisis
by Erik Vogt & Michael Fleming & Or Shachar & Tobias Adrian
Financial Vulnerability and Monetary Policy
by Adrian, Tobias & Duarte, Fernando
Global Price of Risk and Stabilization Policies
by Adrian, Tobias & Stackman, Daniel & Vogt, Erik
A Leverage-Based Measure of Financial Stability
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander
Risk‐taking channel of monetary policy
by Tobias Adrian & Arturo Estrella & Hyun Song Shin
Multimodality in Macro-Financial Dynamics
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
Do Treasury Term Premia Rise around Monetary Tightenings?
by Tobias Adrian & Richard K. Crump & Emanuel Moench
The Recent Bond Market Selloff in Historical Perspective
by Tobias Adrian & Michael J. Fleming
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets
by Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu
Intermediary Leverage Cycles and Financial Stability
by Tobias Adrian & Nina Boyarchenko
Liquidity Risk, Liquidity Management, and Liquidity Policies
by Tobias Adrian & João A. C. Santos
Liquidity Policies and Systemic Risk
by Tobias Adrian & Nina Boyarchenko
Treasury Term Premia: 1961-Present
by Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench
Introduction to a Series on Market Liquidity
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg
Has U.S. Treasury Market Liquidity Deteriorated?
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt
What's Driving Dealer Balance Sheet Stagnation?
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt
Discounting the Long-Run
by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu
Introduction to a Series on Market Liquidity: Part 2
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg
Has Liquidity Risk in the Treasury and Equity Markets Increased?
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt
Has Liquidity Risk in the Corporate Bond Market Increased?
by Tobias Adrian & Michael J. Fleming & Or Shachar & Daniel Stackman & Erik Vogt
Changes in the Returns to Market Making
by Tobias Adrian & Michael J. Fleming & Or Shachar & Daniel Stackman & Erik Vogt
Redemption Risk of Bond Mutual Funds and Dealer Positioning
by Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt
Continuing the Conversation on Liquidity
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg
Corporate Bond Market Liquidity Redux: More Price-Based Evidence
by Tobias Adrian & Michael J. Fleming & Erik Vogt & Zachary Wojtowicz
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity?
by Tobias Adrian & Michael J. Fleming & Erik Vogt & Zachary Wojtowicz
Forecasting Interest Rates over the Long Run
by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu
Dealer Balance Sheets and Corporate Bond Liquidity Provision
by Tobias Adrian & Nina Boyarchenko & Or Shachar
Market Liquidity after the Financial Crisis
by Tobias Adrian & Michael J. Fleming & Or Shachar
Vulnerable Growth
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
Forecasting Macroeconomic Risks
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone
NKV: A New Keynesian Model with Vulnerability
by Tobias Adrian & Fernando Duarte & Nellie Liang & Pawel Zabczyk
What Do Financial Conditions Tell Us about Risks to GDP Growth?
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone & J. Nellie Liang & Eric Qian
Risk Management and Regulation
by Mr. Tobias Adrian
The Non-U.S. Bank Demand for U.S. Dollar Assets
by Adrian, Tobias & Xie, Peichu
Forecasting Macroeconomic Risks
by Adams, Patrick & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
Shadow Banking and Market-Based Finance
by Bradley Jones & Mr. Tobias Adrian
A Monitoring Framework for Global Financial Stability
by Mr. Tobias Adrian & Nellie Liang & Mr. Fabio M. Natalucci & Mr. Dong He
Monetary and Macroprudential Policy with Endogenous Risk
by Adrian, Tobias & Duarte, Fernando & Liang, Nellie & Zabczyk, Pawel
A Leverage-Based Measure of Financial Instability
by Tobias Adrian & Karol Jan Borowiecki & Alexander Tepper
Central Banks and Digital Currencies
by Tobias Adrian & Michael Junho Lee & Tommaso Mancini-Griffoli & Antoine Martin
A Quantitative Model for the Integrated Policy Framework
by Adrian, Tobias & Erceg, Christopher J. & Lindé, Jesper & Zabczyk, Pawel & Zhou, Jianping
The Rise of Digital Money
by Tobias Adrian & Tommaso Mancini-Griffoli
MULTIMODALITY IN MACROFINANCIAL DYNAMICS
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
Non-Standard Errors
by 342 authors
Managing Monetary Tradeoffs in Vulnerable Open Economies
by Adrian, Tobias & Erceg, Christopher J. & Kolasa, Marcin & Lindé, Jesper & Zabczyk, Pawel
Non-Standard Errors
by 342 authors
Intraday market making with overnight inventory costs
by Adrian, Tobias & Capponi, Agostino & Fleming, Michael & Vogt, Erik & Zhang, Hongzhong
Multimodality in Macro-Financial Dynamics
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
Forecasting macroeconomic risks
by Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
Non-Standard Errors
by 104 authors
Non-Standard Errors
by 104 authors
A Leverage-Based Measure of Financial Stability
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander
Stress Testing at the IMF
by Mr. James Morsink & Mr. Tobias Adrian & Miss Liliana B. Schumacher
A Medium-Scale DSGE Model for the Integrated Policy Framework
by Mr. Francis Vitek & Vitor Gaspar & Mr. Tobias Adrian
Managing Macrofinancial Risk
by Mr. Francis Vitek & Mr. Tobias Adrian
"Low for Long" and Risk-Taking
by Mr. Tobias Adrian
Monetary and Macroprudential Policy with Endogenous Risk
by Mr. Tobias Adrian & Nellie Liang & Pawel Zabczyk & Fernando Duarte
The Non-U.S. Bank Demand for U.S. Dollar Assets
by Mr. Tobias Adrian & Peichu Xie
The Term Structure of Growth-at-Risk
by Sheheryar Malik & Mr. Tobias Adrian & Federico Grinberg & Nellie Liang
The Bond Market Selloff in Historical Perspective
by Tobias Adrian & Michael J. Fleming
800,000 Years of Climate Risk
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao

Permanent link: http://authors.repec.org/pro/pad61/