Tobias Adrian

Covar

Year: 2011
Journal: American Economic Review
Authors: Tobias Adrian; Markus K. Brunnermeier

Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09

Year: 2012
Journal: No Journal Matched
Authors: Tobias Adrian; Paolo Colla; Hyun Song Shin

Repo and Securities Lending

Year: 2012
Journal: No Journal Matched
Authors: Tobias Adrian; Brian Begalle; Adam Copeland; Antoine Martin

Procyclical Leverage and Value-at-Risk

Year: 2013
Journal: Review of Financial Studies
Authors: Tobias Adrian; Hyun Song Shin

Financial Stability Policies for Shadow Banking

Year: 2015
Journal: No Journal Matched
Authors: Tobias Adrian

Regression Based Estimation of Dynamic Asset Pricing Models

Year: 2015
Journal: No Journal Matched
Authors: Tobias Adrian; Richard K. Crump; Emanuel Moench

The Cost of Capital of the Financial Sector

Year: 2015
Journal: No Journal Matched
Authors: Tobias Adrian; Evan Friedman; Tyler Muir

Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds

Year: 2016
Journal: No Journal Matched
Authors: Tobias Adrian; Richard K. Crump; Erik Vogt

Financial Vulnerability and Monetary Policy

Year: 2018
Journal: No Journal Matched
Authors: Tobias Adrian; Fernando Duarte

The Term Structure of Growth at Risk

Year: 2018
Journal: No Journal Matched
Authors: Tobias Adrian; Nellie Liang; Federico Grinberg; Sheherya Malik

Liquidity, Leverage and Regulation Ten Years After the Global Financial Crisis

Year: 2018
Journal: No Journal Matched
Authors: Tobias Adrian; John Kiff; Hyun Song Shin

A Review of Shadow Banking

Year: 2018
Journal: No Journal Matched
Authors: Tobias Adrian; Peter Breuer; Adam Ashcraft; Nicola Cetorelli

A Leverage-Based Measure of Financial Stability

Year: 2018
Journal: No Journal Matched
Authors: Tobias Adrian; Alexander Tepper; Karol Jan Borowiecki

Monetary Policy and Financial Conditions: A Cross-Country Study

Year: 2018
Journal: No Journal Matched
Authors: Tobias Adrian; Fernando Duarte; Federico Grinberg; Tommaso Mancinigriffoli

Risk-Taking Channel of Monetary Policy

Year: 2018
Journal: No Journal Matched
Authors: Tobias Adrian; Arturo Estrella; Hyun Song Shin

Global Price of Risk and Stabilization Policies

Year: 2019
Journal: IMF Economic Review
Authors: Tobias Adrian; Erik Vogt; Daniel Stackman

Monetary and Macroprudential Policy with Endogenous Risk

Year: 2020
Journal: No Journal Matched
Authors: Tobias Adrian; Fernando Duarte; Nellie Liang; Pawel Zabczyk

Multimodality in Macrofinancial Dynamics

Year: 2020
Journal: No Journal Matched
Authors: Nina Boyarchenko; Tobias Adrian; Domenico Giannone

A Quantitative Model for the Integrated Policy Framework

Year: 2020
Journal: No Journal Matched
Authors: Tobias Adrian; Christopher J. Erceg; Jesper Lind; Pawel Zabczyk; Jianping Zhou

The Non-US Bank Demand for US Dollar Assets

Year: 2020
Journal: No Journal Matched
Authors: Tobias Adrian; Peichu Xie

Forecasting Macroeconomic Risks

Year: 2020
Journal: No Journal Matched
Authors: Patrick Adams; Tobias Adrian; Nina Boyarchenko; Domenico Giannone

Managing Monetary Tradeoffs in Vulnerable Open Economies

Year: 2022
Journal: No Journal Matched
Authors: Tobias Adrian; Christopher J. Erceg; Jesper Lind; Marcin Kolasa; Pawel Zabczyk

The Great Carbon Arbitrage

Year: 2022
Journal: No Journal Matched
Authors: Tobias Adrian; Patrick Bolton; Alissa Kleinnijenhuis

The Market Price of Risk and Macrofinancial Dynamics

Year: 2023
Journal: No Journal Matched
Authors: Tobias Adrian; Fernando Duarte; Tara Iyer