S
Study
Academic Library
Search
Shelves
Open access
My library
Review
Tobias Adrian · Study
Home
/
Author
Tobias Adrian
67 works
· latest 2024
· 6 institutions
cluster: provisional
ORCID 0000-0001-9379-9592
Works
60 shown
Nonstandard Errors
The Journal of Finance
·
2024
·
94 authors
·
Open access
111
citations
The Term Structure of Growth-at-Risk
American Economic Journal Macroeconomics
·
2022
·
4 authors
127
citations
A Quantitative Microfounded Model for the Integrated Policy Framework
IMF Working Paper
·
2021
·
5 authors
·
Open access
30
citations
The Rise of Digital Money
Annual Review of Financial Economics
·
2021
·
2 authors
·
review
·
Open access
144
citations
A Quantitative Model for the Integrated Policy Framework
IMF Working Paper
·
2020
·
5 authors
·
Open access
33
citations
Forecasting Macroeconomic Risks
International Journal of Forecasting
·
2020
·
4 authors
·
Open access
82
citations
A Quantitative Model for the Integrated Policy Framework
IMF Working Paper
·
2020
·
4 authors
·
Open access
70
citations
The Rise of Digital Money
Fintech Notes
·
2019
·
2 authors
·
Open access
234
citations
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
The Journal of Finance
·
2019
·
3 authors
151
citations
Vulnerable Growth
American Economic Review
·
2019
·
3 authors
779
citations
Risk‐taking channel of monetary policy
Financial Management
·
2018
·
3 authors
·
Open access
61
citations
Shadow Banking and Market-Based Finance
Departmental Paper
·
2018
·
2 authors
62
citations
Advancing the Frontiers of Monetary Policy
International Monetary Fund eBooks
·
2018
·
1 author
·
book
41
citations
The Term Structure of Growth-at-Risk
IMF Working Paper
·
2018
·
4 authors
·
Open access
91
citations
Market Liquidity After the Financial Crisis
Annual Review of Financial Economics
·
2017
·
4 authors
·
review
·
Open access
152
citations
Dealer balance sheets and bond liquidity provision
Journal of Monetary Economics
·
2017
·
3 authors
130
citations
Financial vulnerability and monetary policy
Econstor (Econstor)
·
2016
·
2 authors
·
report
·
Open access
31
citations
Decomposing real and nominal yield curves
Journal of Monetary Economics
·
2016
·
4 authors
·
Open access
167
citations
CoVaR
American Economic Review
·
2016
·
2 authors
2,395
citations
Financial Stability Monitoring
Annual Review of Financial Economics
·
2015
·
3 authors
·
review
106
citations
Regression-based estimation of dynamic asset pricing models
Journal of Financial Economics
·
2015
·
3 authors
·
Open access
91
citations
Financial Intermediaries and the Cross‐Section of Asset Returns
The Journal of Finance
·
2014
·
3 authors
·
Open access
847
citations
Monetary Policy, Financial Conditions, and Financial Stability
SSRN Electronic Journal
·
2014
·
2 authors
·
preprint
·
Open access
188
citations
Procyclical Leverage and Value-at-Risk
Review of Financial Studies
·
2013
·
2 authors
581
citations
shadow banking: a review of the literature
The New Palgrave Dictionary of Economics
·
2013
·
2 authors
·
other
·
Open access
130
citations
Pricing the term structure with linear regressions
Journal of Financial Economics
·
2013
·
2 authors
·
Open access
703
citations
Procyclical Leverage and Value-at-Risk
National Bureau of Economic Research
·
2013
·
2 authors
·
report
·
Open access
71
citations
Liquidity Policies and Systemic Risk
Journal of Financial Intermediation
·
2013
·
2 authors
·
Open access
83
citations
Financial Stability Monitoring
FEDS Notes
·
2013
·
3 authors
·
Open access
48
citations
Repo and Securities Lending
National Bureau of Economic Research
·
2012
·
4 authors
·
report
·
Open access
90
citations
Shadow Banking Regulation
Annual Review of Financial Economics
·
2012
·
2 authors
·
review
·
Open access
165
citations
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9
National Bureau of Economic Research
·
2012
·
3 authors
·
report
·
Open access
98
citations
Intermediary Leverage Cycles and Financial Stability
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
169
citations
Intermediary Leverage Cycles and Financial Stability
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
91
citations
Shadow Banking Regulation
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
67
citations
Shadow Banking: A Review of the Literature
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
56
citations
CoVaR
National Bureau of Economic Research
·
2011
·
2 authors
·
report
·
Open access
546
citations
Financial Intermediary Balance Sheet Management
Annual Review of Financial Economics
·
2011
·
2 authors
·
review
97
citations
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009
NBER Macroeconomics Annual
·
2011
·
3 authors
·
Open access
310
citations
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009
Annual Review of Economics
·
2010
·
2 authors
·
review
348
citations
Macro Risk Premium and Intermediary Balance Sheet Quantities
IMF Economic Review
·
2010
·
3 authors
126
citations
Financial Intermediaries and Monetary Economics
Handbook of monetary economics
·
2010
·
2 authors
·
chapter
·
Open access
616
citations
Shadow Banking
SSRN Electronic Journal
·
2010
·
4 authors
·
preprint
·
Open access
207
citations
Financial Intermediation, Asset Prices and Macroeconomic Dynamics
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
114
citations
Shadow Banking
SSRN Electronic Journal
·
2010
·
4 authors
·
preprint
·
Open access
102
citations
Monetary Cycles, Financial Cycles and the Business Cycle
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
92
citations
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007-09
SSRN Electronic Journal
·
2010
·
2 authors
·
preprint
·
Open access
86
citations
The Federal Reserve’s Commercial Paper Funding Facility
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
61
citations
Money, Liquidity, and Monetary Policy
American Economic Review
·
2009
·
2 authors
·
Open access
646
citations
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM
Journal of Empirical Finance
·
2009
·
2 authors
167
citations
The Shadow Banking System: Implications for Financial Regulation
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
161
citations
Risk Appetite and Exchange Rates
SSRN Electronic Journal
·
2009
·
3 authors
·
preprint
·
Open access
114
citations
The shadow banking system: implications for fi nancial regulation
RePEc: Research Papers in Economics
·
2009
·
2 authors
83
citations
Prices and Quantities in the Monetary Policy Transmission Mechanism
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
77
citations
The Term Structure of Inflation Expectations
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
69
citations
The Federal Reserve's Primary Dealer Credit Facility
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
55
citations
Liquidity and leverage
Journal of Financial Intermediation
·
2008
·
2 authors
·
Open access
2,557
citations
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
The Journal of Finance
·
2008
·
2 authors
·
Open access
473
citations
Financial Intermediaries, Financial Stability, and Monetary Policy
SSRN Electronic Journal
·
2008
·
2 authors
·
preprint
·
Open access
217
citations
Liquidity, Monetary Policy, and Financial Cycles
·
2008
·
2 authors
·
Open access
141
citations