Tobias Adrian
Names
first: |
Tobias |
last: |
Adrian |
Contact
Affiliations
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International Monetary Fund (IMF)
- website
- location: Washington, District of Columbia (United States)
Research profile
author of:
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Measuring risk in the hedge fund sector
by Tobias Adrian
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A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems.
by Adrian, Tobias & Gros, Daniel
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What financing data reveal about dealer leverage
by Tobias Adrian & Michael J. Fleming
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Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM
by Tobias Adrian & Francesco Franzoni
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The degree of openness and the cost of fixing exchange rate
by Adrian, Tobias & Gros, Daniel
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Liquidity, monetary policy, and financial cycles
by Tobias Adrian & Hyun Song Shin
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Disagreement and learning in a dynamic contracting model
by Tobias Adrian & Mark M. Westerfield
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Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM
by Franzoni, Francesco & Adrian, Tobias
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Inference, arbitrage, and asset price volatility
by Tobias Adrian
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Stock returns and volatility: pricing the short-run and long-run components of market risk
by Tobias Adrian & Joshua V. Rosenberg
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Monetary tightening cycles and the predictability of economic activity
by Adrian, Tobias & Estrella, Arturo
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Liquidity and leverage
by Tobias Adrian & Hyun Song Shin
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Liquidity and financial cycles
by Tobias Adrian & Hyun Song Shin
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Financial intermediary leverage and value at risk
by Tobias Adrian & Hyun Song Shin
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Pricing the term structure with linear regressions
by Tobias Adrian & Emanuel Moench
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CoVaR
by Tobias Adrian & Markus K. Brunnermeier
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Financial intermediaries, financial stability, and monetary policy
by Tobias Adrian & Hyun Song Shin
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Inference, arbitrage, and asset price volatility
by Adrian, Tobias
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Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
by TOBIAS ADRIAN & JOSHUA ROSENBERG
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The term structure of inflation expectations
by Tobias Adrian & Hao Wu
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Risk appetite and exchange Rates
by Tobias Adrian & Erkko Etula & Hyun Song Shin
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Money, liquidity, and monetary policy
by Tobias Adrian & Hyun Song Shin
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Money, Liquidity, and Monetary Policy
by Tobias Adrian & Hyun Song Shin
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Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM
by Francesco FRANZONI & Tobias ADRIAN
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The shadow banking system: implications for financial regulation
by Tobias Adrian & Hyun Song Shin
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The Federal Reserve's Primary Dealer Credit Facility
by Tobias Adrian & Christopher R. Burke & James J. McAndrews
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Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM
by Adrian, Tobias & Franzoni, Francesco
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Disagreement and Learning in a Dynamic Contracting Model
by Tobias Adrian & Mark M. Westerfield
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Monetary cycles, financial cycles, and the business cycle
by Tobias Adrian & Arturo Estrella & Hyun Song Shin
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The Federal Reserve's Commercial Paper Funding Facility
by Tobias Adrian & Karin Kimbrough & Dina Marchioni
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Financial intermediaries and monetary economics
by Tobias Adrian & Hyun Song Shin
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Prices and quantities in the monetary policy transmission mechanism
by Tobias Adrian & Hyun Song Shin
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Monetary tightening cycles and the predictability of economic activity
by Tobias Adrian & Arturo Estrella
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Financial intermediation, asset prices, and macroeconomic dynamics
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
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Prices and Quantities in the Monetary Policy Transmission Mechanism
by Tobias Adrian & Hyun Song Shin
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Macro risk premium and intermediary balance sheet quantities
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
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The changing nature of financial intermediation and the financial crisis of 2007-09
by Tobias Adrian & Hyun Song Shin
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Shadow banking
by Tobias Adrian & Adam B. Ashcraft & Hayley Boesky & Zoltan Pozsar
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Comment on "Two Monetary Tools: Interest Rates and Haircuts"
by Tobias Adrian & Erkko Etula
edited by
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Stock returns and volatility: pricing the long-run and short-run components of market risk
by Tobias Adrian & Joshua V. Rosenberg
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Liquidity and leverage
by Adrian, Tobias & Shin, Hyun Song
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Funding liquidity risk and the cross-section of stock returns
by Tobias Adrian & Erkko Etula
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Macro Risk Premium and Intermediary Balance Sheet Quantities
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
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Financial amplification of foreign exchange risk premia
by Tobias Adrian & Erkko Etula & Jan J. J. Groen
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Financial amplification of foreign exchange risk premia
by Adrian, Tobias & Etula, Erkko & Groen, Jan J. J.
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Hedge Fund Tail Risk
by Tobias Adrian & Markus K. Brunnermeier & Hoai-Luu Q. Nguyen
edited by
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Financial Intermediaries and Monetary Economics
by Adrian, Tobias & Song Shin, Hyun
edited by
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The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009
by Tobias Adrian & Hyun Song Shin
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The Federal Reserve’s Commercial Paper Funding Facility
by Tobias Adrian & Karin Kimbrough & Dina Marchioni
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Regression-based estimation of dynamic asset pricing models
by Tobias Adrian & Richard K. Crump & Emanuel Moench
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The shadow banking system: implications for fi nancial regulation
by Adrian, T. & Shin, H. S.
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Liquidity and financial contagion.
by Adrian, T. & Shin, H. S.
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Repo and Securities Lending
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
edited by
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Which financial frictions? Parsing the evidence from the financial crisis of 2007-09
by Tobias Adrian & Paolo Colla & Hyun Song Shin
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Financial intermediary balance sheet management
by Tobias Adrian & Hyun Song Shin
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CoVaR
by Tobias Adrian & Markus K. Brunnermeier
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Repo and securities lending
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
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Dodd-Frank one year on: implications for shadow banking
by Tobias Adrian
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Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009
by Tobias Adrian & Paolo Colla & Hyun Song Shin
edited by
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Shadow banking regulation
by Tobias Adrian & Adam B. Ashcraft
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Risk Appetite and Exchange Rates
by Hyun Song Shin & Erkko Etula & Tobias Adrian
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Broker-Dealer Leverage and the Cross-Section of Stock Returns
by Tyler Muir & Erkko Etula & Tobias Adrian
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Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9
by Tobias Adrian & Paolo Colla & Hyun Song Shin
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Financial Intermediation, Asset Prices, and Macroeconomic Dynamics
by Hyun Song Shin & Emanuel Moench & Tobias Adrian
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Disagreement and Learning in a Dynamic Contracting Model
by Mark Westerfield & Tobias Adrian
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Intermediary leverage cycles and financial stability
by Tobias Adrian & Nina Boyarchenko
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Financial stability monitoring
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang
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Financial Intermediary Balance Sheet Management
by Tobias Adrian & Hyun Song Shin
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Pricing the term structure with linear regressions
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
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Repo and Securities Lending
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
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Procyclical Leverage and Value-at-Risk
by Tobias Adrian & Hyun Song Shin
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Decomposing real and nominal yield curves
by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench
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Shadow banking: a review of the literature
by Tobias Adrian & Adam B. Ashcraft
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Financial stability monitoring
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang
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Intermediary balance sheets
by Tobias Adrian & Nina Boyarchenko
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Dynamic Leverage Asset Pricing
by Tobias Adrian & Emanuel Moench & Hyun Song Shin
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Shadow bank monitoring
by Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli
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Shadow Banking Regulation
by Tobias Adrian & Adam B. Ashcraft
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Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009
by Tobias Adrian & Paolo Colla & Hyun Song Shin
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Discussion of “An Integrated Framework for Multiple Financial Regulations”
by Tobias Adrian
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shadow banking: a review of the literature
by Tobias Adrian & Adam B. Ashcraft
edited by
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Liquidity policies and systemic risk
by Tobias Adrian & Nina Boyarchenko
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Financial stability policies for shadow banking
by Tobias Adrian
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Financial intermediaries, financial stability and monetary policy
by Tobias Adrian & Hyun Song Shin
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Shadow banking
by Tobias Adrian & Adam B. Ashcraft & Hayley Boesky & Zoltan Pozsar
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Monetary policy, financial conditions, and financial stability
by Tobias Adrian & J. Nellie Liang
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Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”
by Tobias Adrian
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Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds
by Tobias Adrian & Richard K. Crump & Erik Vogt
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Macroprudential policy: case study from a tabletop exercise
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate
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On the scale of financial intermediaries
by Tobias Adrian & Nina Boyarchenko & Hyun Song Shin
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News shocks, monetary policy, and foreign currency positions
by Bianca De Paoli & Hande Küçük
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The cost of capital of the financial sector
by Tobias Adrian & Evan Friedman & Tyler Muir
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Global price of risk and stabilization policies
by Tobias Adrian & Daniel Stackman & Erik Vogt
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Vulnerable growth
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
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Market liquidity after the financial crisis
by Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt
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Intraday market making with overnight inventory costs
by Tobias Adrian & Agostino Capponi & Michael J. Fleming & Erik Vogt & Hongzhong Zhang
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Dealer balance sheets and bond liquidity provision
by Tobias Adrian & Nina Boyarchenko & Or Shachar
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Financial vulnerability and monetary policy
by Tobias Adrian & Fernando M. Duarte
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Macroprudential policy: a case study from a tabletop exercise
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate
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Macroprudential Policy: Case Study from a Tabletop Exercise
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate
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S hadow Banking
by Tobias Adrian & Adam Ashcraft & Hayley Boesky & Zoltan Pozsar
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Regression-based estimation of dynamic asset pricing models
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
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Procyclical Leverage and Value-at-Risk
by Tobias Adrian & Hyun Song Shin
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Monetary Policy, Financial Conditions, and Financial Stability
by Adrian, Tobias & Liang, Nellie
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Regression Based Estimation of Dynamic Asset Pricing Models
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
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Procyclical leverage and value-at-risk
by Adrian, Tobias & Shin, Hyun Song
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Liquidity Policies and Systemic Risk
by Nina Boyarchenko & Tobias Adrian
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Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM
by Francesco Franzoni & Tobias Adrian
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The Cost of Capital of the Financial Sector
by Adrian, Tobias & Friedman, Evan & Muir, Tyler
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Vulnerable Growth
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
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Monetary Policy, Financial Conditions, and Financial Stability
by Tobias Adrian & Nellie Liang
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Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds
by Adrian, Tobias & Crump, Richard K. & Vogt, Erik
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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
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CoVaR
by Tobias Adrian & Markus K. Brunnermeier
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Financial Stability Monitoring
by Daniel Covitz & Nellie Liang & Tobias Adrian
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Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09
by Tobias Adrian & Paolo Colla & Hyun Song Shin
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Financial Stability Policies for Shadow Banking
by Adrian, Tobias
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Decomposing real and nominal yield curves
by Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui
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Intermediary Balance Sheets
by Nina Boyarchenko & Tobias Adrian
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Financial Intermediaries and the Cross-Section of Asset Returns
by TOBIAS ADRIAN & ERKKO ETULA & TYLER MUIR
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Financial Stability Monitoring
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang
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Dynamic Leverage Asset Pricing
by Adrian, Tobias & Moench, Emanuel & Shin, Hyun Song
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An index of Treasury Market liquidity: 1991-2017
by Tobias Adrian & Michael J. Fleming & Erik Vogt
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Dealer Balance Sheets and Bond Liquidity Provision
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or
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Risk Management and Regulation
by Adrian, Tobias
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Vulnerable Growth
by Nina Boyarchenko & Domenico Giannone & Tobias Adrian
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Dealer balance sheets and bond liquidity provision
by Adrian, Tobias & Boyarchenko, Nina & Shachar, Or
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Financial Vulnerability and Monetary Policy
by Fernando Duarte & Tobias Adrian
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Intraday Market Making with Overnight Inventory Costs
by Adrian, Tobias & Capponi, Agostino & Vogt, Erik & Zhang, Hongzhong
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Liquidity Policies and Systemic Risk
by Adrian, Tobias & Boyarchenko, Nina
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Market Liquidity after the Financial Crisis
by Adrian, Tobias & Fleming, Michael J. & Shachar, Or & Vogt, Erik
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Monetary policy and financial conditions: a cross-country study
by Tobias Adrian & Fernando M. Duarte & Federico Grinberg & Tommaso Mancini-Griffoli
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Monetary Policy and Financial Conditions: A Cross-Country Study
by Adrian, Tobias & Duarte, Fernando & Grinberg, Federico & Mancini-Griffoli, Tommaso
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Risk-Taking Channel of Monetary Policy
by Adrian, Tobias & Estrella, Arturo & Shin, Hyun Song
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Shadow banking
by Tobias Adrian & Adam Ashcraft & Hayley Boeski & Zoltan Pozsar
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The Term Structure of Growth-at-Risk
by Adrian, Tobias & Grinberg, Federico & Liang, Nellie & Malik, Sheherya
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Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
by TOBIAS ADRIAN & RICHARD K. CRUMP & ERIK VOGT
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Monetary Policy, Financial Conditions, and Financial Stability
by Tobias Adrian & Nellie Liang
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Shadow banking and market-based finance
by Tobias ADRIAN & Bradley JONES
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A Leverage-Based Measure of Financial Stability
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander
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Liquidity policies and systemic risk
by Adrian, Tobias & Boyarchenko, Nina
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A Review of Shadow Banking
by Adrian, Tobias & Ashcraft, Adam & Breuer, Peter & Cetorelli, Nicola
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Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis
by Adrian, Tobias & Kiff, John & Shin, Hyun Song
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Vulnerable Growth
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
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Global Price of Risk and Stabilization Policies
by Tobias Adrian & Daniel Stackman & Erik Vogt
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Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis
by Tobias Adrian & John Kiff & Hyun Song Shin
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Market Liquidity After the Financial Crisis
by Erik Vogt & Michael Fleming & Or Shachar & Tobias Adrian
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Financial Vulnerability and Monetary Policy
by Adrian, Tobias & Duarte, Fernando
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Global Price of Risk and Stabilization Policies
by Adrian, Tobias & Stackman, Daniel & Vogt, Erik
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A Leverage-Based Measure of Financial Stability
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander
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Risk‐taking channel of monetary policy
by Tobias Adrian & Arturo Estrella & Hyun Song Shin
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Multimodality in Macro-Financial Dynamics
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
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Do Treasury Term Premia Rise around Monetary Tightenings?
by Tobias Adrian & Richard K. Crump & Emanuel Moench
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The Recent Bond Market Selloff in Historical Perspective
by Tobias Adrian & Michael J. Fleming
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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
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Intermediary Leverage Cycles and Financial Stability
by Tobias Adrian & Nina Boyarchenko
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Liquidity Risk, Liquidity Management, and Liquidity Policies
by Tobias Adrian & João A. C. Santos
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Liquidity Policies and Systemic Risk
by Tobias Adrian & Nina Boyarchenko
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Treasury Term Premia: 1961-Present
by Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench
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Introduction to a Series on Market Liquidity
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg
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Has U.S. Treasury Market Liquidity Deteriorated?
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt
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What's Driving Dealer Balance Sheet Stagnation?
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt
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Discounting the Long-Run
by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu
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Introduction to a Series on Market Liquidity: Part 2
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg
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Has Liquidity Risk in the Treasury and Equity Markets Increased?
by Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt
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Has Liquidity Risk in the Corporate Bond Market Increased?
by Tobias Adrian & Michael J. Fleming & Or Shachar & Daniel Stackman & Erik Vogt
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Changes in the Returns to Market Making
by Tobias Adrian & Michael J. Fleming & Or Shachar & Daniel Stackman & Erik Vogt
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Redemption Risk of Bond Mutual Funds and Dealer Positioning
by Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt
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Continuing the Conversation on Liquidity
by Tobias Adrian & Michael J. Fleming & Ernst Schaumburg
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Corporate Bond Market Liquidity Redux: More Price-Based Evidence
by Tobias Adrian & Michael J. Fleming & Erik Vogt & Zachary Wojtowicz
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Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity?
by Tobias Adrian & Michael J. Fleming & Erik Vogt & Zachary Wojtowicz
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Forecasting Interest Rates over the Long Run
by Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu
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Dealer Balance Sheets and Corporate Bond Liquidity Provision
by Tobias Adrian & Nina Boyarchenko & Or Shachar
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Market Liquidity after the Financial Crisis
by Tobias Adrian & Michael J. Fleming & Or Shachar
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Vulnerable Growth
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
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Forecasting Macroeconomic Risks
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone
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NKV: A New Keynesian Model with Vulnerability
by Tobias Adrian & Fernando Duarte & Nellie Liang & Pawel Zabczyk
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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
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Risk Management and Regulation
by Mr. Tobias Adrian
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The Non-U.S. Bank Demand for U.S. Dollar Assets
by Adrian, Tobias & Xie, Peichu
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Forecasting Macroeconomic Risks
by Adams, Patrick & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
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Shadow Banking and Market-Based Finance
by Bradley Jones & Mr. Tobias Adrian
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A Monitoring Framework for Global Financial Stability
by Mr. Tobias Adrian & Nellie Liang & Mr. Fabio M. Natalucci & Mr. Dong He
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Monetary and Macroprudential Policy with Endogenous Risk
by Adrian, Tobias & Duarte, Fernando & Liang, Nellie & Zabczyk, Pawel
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A Leverage-Based Measure of Financial Instability
by Tobias Adrian & Karol Jan Borowiecki & Alexander Tepper
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Central Banks and Digital Currencies
by Tobias Adrian & Michael Junho Lee & Tommaso Mancini-Griffoli & Antoine Martin
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A Quantitative Model for the Integrated Policy Framework
by Adrian, Tobias & Erceg, Christopher J. & Lindé, Jesper & Zabczyk, Pawel & Zhou, Jianping
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The Rise of Digital Money
by Tobias Adrian & Tommaso Mancini-Griffoli
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MULTIMODALITY IN MACROFINANCIAL DYNAMICS
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
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Non-Standard Errors
by 342 authorsAlbert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobias Adrian & Yacine Ait-Sahalia & Olivier Akmansoy & Jamie T. Alcock & Vitali Alexeev & Arash Aloosh & Livia Amato & Diego Amaya & James J. Angel & Alejandro T. Avetikian & Amadeus Bach & Edwin Baidoo & Gaetan Bakalli & Li Bao & Andrea Barbon & Oksana Bashchenko & Parampreet C. Bindra & Geir H. Bjønnes & Jeffrey R. Black & Bernard S. Black & Dimitar Bogoev & Santiago Bohorquez Correa & Oleg Bondarenko & Charles S. Bos & Ciril Bosch-Rosa & Elie Bouri & Christian Brownlees & Anna Calamia & Viet Nga Cao & Gunther Capelle-Blancard & Laura M. Capera Romero & Massimiliano Caporin & Allen Carrion & Tolga Caskurlu & Bidisha Chakrabarty & Jian Chen & Mikhail Chernov & William Cheung & Ludwig B. Chincarini & Tarun Chordia & Sheung Chi Chow & Benjamin Clapham & Jean-Edouard Colliard & Carole Comerton-Forde & Edward Curran & Thong Dao & Wale Dare & Ryan J. Davies & Riccardo De Blasis & Gianluca F. De Nard & Fany Declerck & Oleg Deev & Hans Degryse & Solomon Y. Deku & Christophe Desagre & Mathijs A. van Dijk & Chukwuma Dim & Thomas Dimpfl & Yun Jiang Dong & Philip A. Drummond & Tom Dudda & Teodor Duevski & Ariadna Dumitrescu & Teodor Dyakov & Anne Haubo Dyhrberg & Michal Dzielinski & Asli Eksi & Izidin El Kalak & Saskia ter Ellen & Nicolas Eugster & Martin D. D. Evans & Michael Farrell & Ester Felez-Vinas & Gerardo Ferrara & El Mehdi Ferrouhi & Andrea Flori & Jonathan T. Fluharty & Sean D. V. Foley & Kingsley Y. L. Fong & Thierry Foucault & Tatiana Franus & Francesco Franzoni & Bart Frijns & Michael Frömmel & Servanna M. Fu & Sascha C. Füllbrunn & Baoqing Gan & Ge Gao & Thomas P. Gehrig & Roland Gemayel & Dirk Gerritsen & Javier Gil-Bazo & Dudley Gilder & Lawrence R. Glosten & Thomas Gomez & Arseny Gorbenko & Joachim Grammig & Vincent Grégoire & Ufuk Güçbilmez & Björn Hagströmer & Julien Hambuckers & Erik Hapnes & Jeffrey H. Harris & Lawrence Harris & Simon Hartmann & Jean-Baptiste Hasse & Nikolaus Hautsch & Xue-Zhong (Tony) He & Davidson Heath & Simon Hediger & Terrence Hendershott & Ann Marie Hibbert & Erik Hjalmarsson & Seth Hoelscher & Peter Hoffmann & Craig W. Holden & Alex R. Horenstein & Wenqian Huang & Da Huang & Christophe Hurlin & Konrad Ilczuk & Alexey Ivashchenko & Subramanian R. Iyer & Hossein Jahanshahloo & Naji P. Jalkh & Charles M. Jones & Simon Jurkatis & Petri Jylhä & Andreas T. Kaeck & Gabriel Kaiser & Arzé Karam & Egle Karmaziene & Bernhard Kassner & Markku Kaustia & Ekaterina Kazak & Fearghal Kearney & Vincent van Kervel & Saad A. Khan & Marta K. Khomyn & Tony Klein & Olga Klein & Alexander Klos & Michael Koetter & Aleksey Kolokolov & Robert A. Korajczyk & Roman Kozhan & Jan P. Krahnen & Paul Kuhle & Amy Kwan & Quentin Lajaunie & F. Y. Eric C. Lam & Marie Lambert & Hugues Langlois & Jens Lausen & Tobias Lauter & Markus Leippold & Vladimir Levin & Yijie Li & Hui Li & Chee Yoong Liew & Thomas Lindner & Oliver Linton & Jiacheng Liu & Anqi Liu & Guillermo Llorente & Matthijs Lof & Ariel Lohr & Francis Longstaff & Alejandro Lopez-Lira & Shawn Mankad & Nicola Mano & Alexis Marchal & Charles Martineau & Francesco Mazzola & Debrah Meloso & Michael G. Mi & Roxana Mihet & Vijay Mohan & Sophie Moinas & David Moore & Liangyi Mu & Dmitriy Muravyev & Dermot Murphy & Gabor Neszveda & Christian Neumeier & Ulf Nielsson & Mahendrarajah Nimalendran & Sven Nolte & Lars L. Norden & Peter W. O'Neill & Khaled Obaid & Bernt A. Ødegaard & Per Östberg & Emiliano Pagnotta & Marcus Painter & Stefan Palan & Imon J. Palit & Andreas Park & Roberto Pascual & Paolo Pasquariello & Lubos Pastor & Vinay Patel & Andrew J. Patton & Neil D. Pearson & Loriana Pelizzon & Michele Pelli & Matthias Pelster & Christophe Pérignon & Cameron Pfiffer & Richard Philip & Tomás Plíhal & Puneet Prakash & Oliver-Alexander Press & Tina Prodromou & Marcel Prokopczuk & Talis Putnins & Ya Qian & Gaurav Raizada & David Rakowski & Angelo Ranaldo & Luca Regis & Stefan Reitz & Thomas Renault & Rex W. Renjie & Roberto Reno & Steven J. Riddiough & Kalle Rinne & Paul J. Rintamäki & Ryan Riordan & Thomas Rittmannsberger & Iñaki Rodríguez Longarela & Dominik Roesch & Lavinia Rognone & Brian Roseman & Ioanid Rosu & Saurabh Roy & Nicolas Rudolf & Stephen R. Rush & Khaladdin Rzayev & Aleksandra A. Rzeznik & Anthony Sanford & Harikumar Sankaran & Asani Sarkar & Lucio Sarno & Olivier Scaillet & Stefan Scharnowski & Klaus R. Schenk-Hoppé & Andrea Schertler & Michael Schneider & Florian Schroeder & Norman Schürhoff & Philipp Schuster & Marco A. Schwarz & Mark S. Seasholes & Norman J. Seeger & Or Shachar & Andriy Shkilko & Jessica Shui & Mario Sikic & Giorgia Simion & Lee A. Smales & Paul Söderlind & Elvira Sojli & Konstantin Sokolov & Jantje Sönksen & Laima Spokeviciute & Denitsa Stefanova & Marti G. Subrahmanyam & Barnabas Szaszi & Oleksandr Talavera & Yuehua Tang & Nick Taylor & Wing Wah Tham & Erik Theissen & Julian Thimme & Ian Tonks & Hai Tran & Luca Trapin & Anders B. Trolle & M. Andreea Vaduva & Giorgio Valente & Robert A. Van Ness & Aurelio Vasquez & Thanos Verousis & Patrick Verwijmeren & Anders Vilhelmsson & Grigory Vilkov & Vladimir Vladimirov & Sebastian Vogel & Stefan Voigt & Wolf Wagner & Thomas Walther & Patrick Weiss & Michel van der Wel & Ingrid M. Werner & Joakim Westerholm & Christian Westheide & Hans C. Wika & Evert Wipplinger & Michael Wolf & Christian C. P. Wolff & Leonard Wolk & Wing-Keung Wong & Jan Wrampelmeyer & Zhen-Xing Wu & Shuo Xia & Dacheng Xiu & Ke Xu & Caihong Xu & Pradeep K. Yadav & José Yagüe & Cheng Yan & Antti Yang & Woongsun Yoo & Wenjia Yu & Yihe Yu & Shihao Yu & Bart Z. Yueshen & Darya Yuferova & Marcin Zamojski & Abalfazl Zareei & Stefan M. Zeisberger & Lu Zhang & S. Sarah Zhang & Xiaoyu Zhang & Lu Zhao & Zhuo Zhong & Zeyang (Ivy) Zhou & Chen Zhou & Xingyu S. Zhu & Marius Zoican & Remco Zwinkels
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Managing Monetary Tradeoffs in Vulnerable Open Economies
by Adrian, Tobias & Erceg, Christopher J. & Kolasa, Marcin & Lindé, Jesper & Zabczyk, Pawel
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Non-Standard Errors
by 342 authorsAlbert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & Tobias Adrian & Yacine Ait-Sahalia & Olivier Akmansoy & Jamie T. Alcock & Vitali Alexeev & Arash Aloosh & Livia Amato & Diego Amaya & James J. Angel & Alejandro T. Avetikian & Amadeus Bach & Edwin Baidoo & Gaetan Bakalli & Li Bao & Andrea Barbon & Oksana Bashchenko & Parampreet C. Bindra & Geir H. BjÃnnes & Jeffrey R. Black & Bernard S. Black & Dimitar Bogoev & Santiago Bohorquez Correa & Oleg Bondarenko & Charles S. Bos & Ciril Bosch-Rosa & Elie Bouri & Christian Brownlees & Anna Calamia & Viet Nga Cao & Gunther Capelle-Blancard & Laura M. Capera Romero & Massimiliano Caporin & Allen Carrion & Tolga Caskurlu & Bidisha Chakrabarty & Jian Chen & Mikhail Chernov & William Cheung & Ludwig B. Chincarini & Tarun Chordia & Sheung Chi Chow & Benjamin Clapham & Jean-Edouard Colliard & Carole Comerton-Forde & Edward Curran & Thong Dao & Wale Dare & Ryan J. Davies & Riccardo De Blasis & Gianluca F. De Nard & Fany Declerck & Oleg Deev & Hans Degryse & Solomon Y. Deku & Christophe Desagre & Mathijs A. van Dijk & Chukwuma Dim & Thomas Dimpfl & Yun Jiang Dong & Philip A. Drummond & Tom Dudda & Teodor Duevski & Ariadna Dumitrescu & Teodor Dyakov & Anne Haubo Dyhrberg & MichaÅ‚ DzieliÅ„ski & Asli Eksi & Izidin El Kalak & Saskia ter Ellen & Nicolas Eugster & Martin D. D. Evans & Michael Farrell & Ester Felez-Vinas & Gerardo Ferrara & El Mehdi Ferrouhi & Andrea Flori & Jonathan T. Fluharty & Sean D. V. Foley & Kingsley Y. L. Fong & Thierry Foucault & Tatiana Franus & Francesco Franzoni & Bart Frijns & Michael FrÃmmel & Servanna M. Fu & Sascha C. Füllbrunn & Baoqing Gan & Ge Gao & Thomas P. Gehrig & Roland Gemayel & Dirk Gerritsen & Javier Gil-Bazo & Dudley Gilder & Lawrence R. Glosten & Thomas Gomez & Arseny Gorbenko & Joachim Grammig & Vincent GrÃgoire & Ufuk GüÃbilmez & BjÃrn HagstrÃmer & Julien Hambuckers & Erik Hapnes & Jeffrey H. Harris & Lawrence Harris & Simon Hartmann & Jean-Baptiste Hasse & Nikolaus Hautsch & Xue-Zhong (Tony) He & Davidson Heath & Simon Hediger & Terrence Hendershott & Ann Marie Hibbert & Erik Hjalmarsson & Seth Hoelscher & Peter Hoffmann & Craig W. Holden & Alex R. Horenstein & Wenqian Huang & Da Huang & Christophe Hurlin & Konrad Ilczuk & Alexey Ivashchenko & Subramanian R. Iyer & Hossein Jahanshahloo & Naji P. Jalkh & Charles M. Jones & Simon Jurkatis & Petri Jylhà & Andreas T. Kaeck & Gabriel Kaiser & Arzà Karam & Egle Karmaziene & Bernhard Kassner & Markku Kaustia & Ekaterina Kazak & Fearghal Kearney & Vincent van Kervel & Saad A. Khan & Marta K. Khomyn & Tony Klein & Olga Klein & Alexander Klos & Michael Koetter & Aleksey Kolokolov & Robert A. Korajczyk & Roman Kozhan & Jan P. Krahnen & Paul Kuhle & Amy Kwan & Quentin Lajaunie & F. Y. Eric C. Lam & Marie Lambert & Hugues Langlois & Jens Lausen & Tobias Lauter & Markus Leippold & Vladimir Levin & Yijie Li & Hui Li & Chee Yoong Liew & Thomas Lindner & Oliver Linton & Jiacheng Liu & Anqi Liu & Guillermo Llorente & Matthijs Lof & Ariel Lohr & Francis Longstaff & Alejandro Lopez-Lira & Shawn Mankad & Nicola Mano & Alexis Marchal & Charles Martineau & Francesco Mazzola & Debrah Meloso & Michael G. Mi & Roxana Mihet & Vijay Mohan & Sophie Moinas & David Moore & Liangyi Mu & Dmitriy Muravyev & Dermot Murphy & Gabor Neszveda & Christian Neumeier & Ulf Nielsson & Mahendrarajah Nimalendran & Sven Nolte & Lars L. Norden & Peter W. O'Neill & Khaled Obaid & Bernt A. Ãdegaard & Per Östberg & Emiliano Pagnotta & Marcus Painter & Stefan Palan & Imon J. Palit & Andreas Park & Roberto Pascual & Paolo Pasquariello & Lubos Pastor & Vinay Patel & Andrew J. Patton & Neil D. Pearson & Loriana Pelizzon & Michele Pelli & Matthias Pelster & Christophe PÃrignon & Cameron Pfiffer & Richard Philip & Tomáš PlÃhal & Puneet Prakash & Oliver-Alexander Press & Tina Prodromou & Marcel Prokopczuk & Talis Putnins & Ya Qian & Gaurav Raizada & David Rakowski & Angelo Ranaldo & Luca Regis & Stefan Reitz & Thomas Renault & Rex W. Renjie & Roberto Reno & Steven J. Riddiough & Kalle Rinne & Paul J. RintamÃki & Ryan Riordan & Thomas Rittmannsberger & IÃaki RodrÃguez Longarela & Dominik Roesch & Lavinia Rognone & Brian Roseman & Ioanid Rosu & Saurabh Roy & Nicolas Rudolf & Stephen R. Rush & Khaladdin Rzayev & Aleksandra A. Rzeźnik & Anthony Sanford & Harikumar Sankaran & Asani Sarkar & Lucio Sarno & Olivier Scaillet & Stefan Scharnowski & Klaus R. Schenk-Hoppà & Andrea Schertler & Michael Schneider & Florian Schroeder & Norman Schürhoff & Philipp Schuster & Marco A. Schwarz & Mark S. Seasholes & Norman J. Seeger & Or Shachar & Andriy Shkilko & Jessica Shui & Mario Sikic & Giorgia Simion & Lee A. Smales & Paul SÃderlind & Elvira Sojli & Konstantin Sokolov & Jantje SÃnksen & Laima Spokeviciute & Denitsa Stefanova & Marti G. Subrahmanyam & Barnabas Szaszi & Oleksandr Talavera & Yuehua Tang & Nick Taylor & Wing Wah Tham & Erik Theissen & Julian Thimme & Ian Tonks & Hai Tran & Luca Trapin & Anders B. Trolle & M. Andreea Vaduva & Giorgio Valente & Robert A. Van Ness & Aurelio Vasquez & Thanos Verousis & Patrick Verwijmeren & Anders Vilhelmsson & Grigory Vilkov & Vladimir Vladimirov & Sebastian Vogel & Stefan Voigt & Wolf Wagner & Thomas Walther & Patrick Weiss & Michel van der Wel & Ingrid M. Werner & Joakim Westerholm & Christian Westheide & Hans C. Wika & Evert Wipplinger & Michael Wolf & Christian C. P. Wolff & Leonard Wolk & Wing-Keung Wong & Jan Wrampelmeyer & Zhen-Xing Wu & Shuo Xia & Dacheng Xiu & Ke Xu & Caihong Xu & Pradeep K. Yadav & Josà Yagüe & Cheng Yan & Antti Yang & Woongsun Yoo & Wenjia Yu & Yihe Yu & Shihao Yu & Bart Z. Yueshen & Darya Yuferova & Marcin Zamojski & Abalfazl Zareei & Stefan M. Zeisberger & Lu Zhang & S. Sarah Zhang & Xiaoyu Zhang & Lu Zhao & Zhuo Zhong & Zeyang (Ivy) Zhou & Chen Zhou & Xingyu S. Zhu & Marius Zoican & Remco Zwinkels
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Intraday market making with overnight inventory costs
by Adrian, Tobias & Capponi, Agostino & Fleming, Michael & Vogt, Erik & Zhang, Hongzhong
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Multimodality in Macro-Financial Dynamics
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
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Forecasting macroeconomic risks
by Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
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Non-Standard Errors
by 104 authorsAlbert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Díaz & Menachem Abudy & Tobias Adrian & Yacine Ait-Sahalia & Olivier Akmansoy & Jamie Alcock & Vitali Alexeev & Arash Aloosh & Livia Amato & Diego Amaya & James Angel & Alejandro Avetikian & Amadeus Bach & Edwin Baidoo & Gaetan Bakalli & Bao Li & Andrea Barbon & Oksana Bashchenko & Parampreet Bindra & Geir Bjønnes & Jeffrey Black & Bernard Black & Dimitar Bogoev & Santiago Bohorquez Correa & Oleg Bondarenko & Charles Bos & Ciril Bosch-Rosa & Elie Bouri & Christian Brownlees & Anna Calamia & Nga Cao & Laura Capera Romero & Massimiliano Caporin & Allen Carrion & Tolga Caskurlu & Bidisha Chakrabarty & Jian Chen & Mikhail Chernov & William Cheung & Ludwig Chincarini & Tarun Chordia & Sheung Chow & Benjamin Clapham & Jean-Edouard Colliard & Carole Comerton-Forde & Edward Curran & Thong Dao & Wale Dare & Ryan Davies & Riccardo de Blasis & Gianluca de Nard & Fany Declerck & Oleg Deev & Hans Degryse & Solomon Deku & Christophe Desagre & Mathijs van Dijk & Chukwuma Dim & Thomas Dimpfl & Yun Dong & Philip Drummond & Tom Dudda & Teodor Duevski & Ariadna Dumitrescu & Teodor Dyakov & Anne Dyhrberg & Michał Dzieliński & Asli Eksi & Izidin El Kalak & Saskia ter Ellen & Nicolas Eugster & Martin Evans & Michael Farrell & Ester Felez-Vinas & Gerardo Ferrara & El Ferrouhi & Andrea Flori & Jonathan Fluharty & Sean Foley & Kingsley Fong & Thierry Foucault & Tatiana Franus & Francesco Franzoni & Bart Frijns & Michael Frömmel & Servanna Fu & Sascha Füllbrunn & Baoqing Gan & Ge Gao & Thomas Gehrig & Roland Gemayel & Dirk Gerritsen & Javier Gil-Bazo & Dudley Gilder & Lawrence Glosten
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Non-Standard Errors
by 104 authorsAlbert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Díaz & Menachem Abudy & Tobias Adrian & Yacine Ait-Sahalia & Olivier Akmansoy & Jamie Alcock & Vitali Alexeev & Arash Aloosh & Livia Amato & Diego Amaya & James Angel & Alejandro Avetikian & Amadeus Bach & Edwin Baidoo & Gaetan Bakalli & Bao Li & Andrea Barbon & Oksana Bashchenko & Parampreet Bindra & Geir Bjønnes & Jeffrey Black & Bernard Black & Dimitar Bogoev & Santiago Bohorquez Correa & Oleg Bondarenko & Charles Bos & Ciril Bosch-Rosa & Elie Bouri & Christian Brownlees & Anna Calamia & Nga Cao & Laura Capera Romero & Massimiliano Caporin & Allen Carrion & Tolga Caskurlu & Bidisha Chakrabarty & Jian Chen & Mikhail Chernov & William Cheung & Ludwig Chincarini & Tarun Chordia & Sheung Chow & Benjamin Clapham & Jean-Edouard Colliard & Carole Comerton-Forde & Edward Curran & Thong Dao & Wale Dare & Ryan Davies & Riccardo de Blasis & Gianluca de Nard & Fany Declerck & Oleg Deev & Hans Degryse & Solomon Deku & Christophe Desagre & Mathijs van Dijk & Chukwuma Dim & Thomas Dimpfl & Yun Dong & Philip Drummond & Tom Dudda & Teodor Duevski & Ariadna Dumitrescu & Teodor Dyakov & Anne Dyhrberg & Michał Dzieliński & Asli Eksi & Izidin El Kalak & Saskia ter Ellen & Nicolas Eugster & Martin Evans & Michael Farrell & Ester Felez-Vinas & Gerardo Ferrara & El Ferrouhi & Andrea Flori & Jonathan Fluharty & Sean Foley & Kingsley Fong & Thierry Foucault & Tatiana Franus & Francesco Franzoni & Bart Frijns & Michael Frömmel & Servanna Fu & Sascha Füllbrunn & Baoqing Gan & Ge Gao & Thomas Gehrig & Roland Gemayel & Dirk Gerritsen & Javier Gil-Bazo & Dudley Gilder & Lawrence Glosten
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A Leverage-Based Measure of Financial Stability
by Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander
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Stress Testing at the IMF
by Mr. James Morsink & Mr. Tobias Adrian & Miss Liliana B. Schumacher
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A Medium-Scale DSGE Model for the Integrated Policy Framework
by Mr. Francis Vitek & Vitor Gaspar & Mr. Tobias Adrian
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Managing Macrofinancial Risk
by Mr. Francis Vitek & Mr. Tobias Adrian
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"Low for Long" and Risk-Taking
by Mr. Tobias Adrian
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Monetary and Macroprudential Policy with Endogenous Risk
by Mr. Tobias Adrian & Nellie Liang & Pawel Zabczyk & Fernando Duarte
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The Non-U.S. Bank Demand for U.S. Dollar Assets
by Mr. Tobias Adrian & Peichu Xie
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The Term Structure of Growth-at-Risk
by Sheheryar Malik & Mr. Tobias Adrian & Federico Grinberg & Nellie Liang