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Adrian, Tobias's
Scholarly Papers
Click on the title of any column to sort the table by that
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Aggregate Statistics |
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Total
Downloads
22,251 |
Total
Citations
1,049 |
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1.
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Shadow Banking
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Pozsar, Zoltan
Federal Reserve Banks - Federal Reserve Bank of New York Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York Boesky, Haley
Bank of America Merrill Lynch
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Posted:
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16 Jul 10
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Last Revised:
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20 Jul 10
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2,234
(2,390)
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30
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Pozsar, Zoltan
Federal Reserve Banks - Federal Reserve Bank of New York Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York Boesky, Haley
Bank of America Merrill Lynch
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909
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30
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shadow banking, financial intermediation
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Pozsar, Zoltan
Federal Reserve Banks - Federal Reserve Bank of New York Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York Boesky, Haley
Bank of America Merrill Lynch
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1,325
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30
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shadow banking, financial intermediation
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2.
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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| Posted: |
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04 Jun 08
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Last Revised:
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11 Nov 10
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2,207
(2,429)
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200
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financial market liquidity, financial cycles, financial intermediary leverage
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3.
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Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM
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Adrian, Tobias
Federal Reserve Bank of New York Franzoni, Francesco A.
University of Lugano
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Posted:
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09 Apr 03
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Last Revised:
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23 Nov 08
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2,113
(2,620)
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19
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Adrian, Tobias
Federal Reserve Bank of New York Franzoni, Francesco A.
University of Lugano
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360
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19
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Asset Pricing, Bayesian Learning, CAPM Anomalies, Value Premium
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Adrian, Tobias
Federal Reserve Bank of New York Franzoni, Francesco A.
University of Lugano
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| Posted: |
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09 Apr 03
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Last Revised:
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14 Oct 08
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1,753
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19
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Asset Pricing, Bayesian Learning, CAPM Anomalies
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4.
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CoVaR
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Versions (2)
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Adrian, Tobias
Federal Reserve Bank of New York Brunnermeier, Markus K.
Princeton University - Department of Economics
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Posted:
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19 Sep 08
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Last Revised:
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18 Oct 11
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1,594
(4,222)
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103
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Adrian, Tobias
Federal Reserve Bank of New York Brunnermeier, Markus K.
Princeton University - Department of Economics
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36
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99
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Adrian, Tobias
Federal Reserve Bank of New York Brunnermeier, Markus K.
Princeton University - Department of Economics
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| Posted: |
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19 Sep 08
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Last Revised:
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09 Nov 10
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1,558
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103
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value at risk, systemic risk, adverse feedback loop, endogenous risk, risk
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5.
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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1,563
(4,395)
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86
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monetary policy, financial intermediation, financial cycles
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6.
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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1,557
(4,426)
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14
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financial architecture, regulatory reform
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7.
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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1,117
(7,822)
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66
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credit crisis, monetary policy
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8.
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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945
(10,268)
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57
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monetary policy, financial stability, financial intermediation, security brokers and dealers, commercial banks
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9.
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Adrian, Tobias
Federal Reserve Bank of New York Rosenberg, Joshua V.
Federal Reserve Bank of New York
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864
(11,800)
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55
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asset pricing, stochastic volatility, cross section of returns
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10.
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Adrian, Tobias
Federal Reserve Bank of New York
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624
(19,101)
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9
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hedge funds, systemic risk, LTCM crisis
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11.
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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| Posted: |
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23 Mar 10
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Last Revised:
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10 Nov 10
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576
(21,491)
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21
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Financial Crisis, Financial Intermediation, Intermediation Chains, Procyclicality, Liquidity Facilities, Monetary Policy
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12.
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Adrian, Tobias
Federal Reserve Bank of New York Estrella, Arturo
Rensselaer Polytechnic Institute Shin, Hyun Song
Princeton University - Department of Economics
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576
(21,308)
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3
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monetary policy, financial intermediation
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13.
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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551
(22,590)
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49
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Financial cycle, financial intermediation, leverage, liquidity
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14.
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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| Posted: |
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20 Oct 09
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Last Revised:
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10 Nov 10
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529
(23,953)
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60
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financial intermediation, monetary policy, risk-taking channel
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15.
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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| Posted: |
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31 Jul 08
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Last Revised:
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31 Mar 11
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507
(25,440)
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44
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security brokers and dealers, contracting in financial institutions
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16.
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Muir, Tyler
Northwestern University - Kellogg School of Management - Department of Finance Adrian, Tobias
Federal Reserve Bank of New York Etula, Erkko
affiliation not provided to SSRN
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| Posted: |
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23 Mar 11
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Last Revised:
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28 Mar 12
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428
(31,589)
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9
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cross sectional asset pricing, financial intermediation
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17.
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Disagreement and Learning in a Dynamic Contracting Model
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Versions (3)
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Adrian, Tobias
Federal Reserve Bank of New York Westerfield, Mark M.
University of Washington
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Posted:
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06 Nov 05
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Last Revised:
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29 Jul 10
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423
(32,074)
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11
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Adrian, Tobias
Federal Reserve Bank of New York Westerfield, Mark M.
University of Washington
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0
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D03, D86
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Adrian, Tobias
Federal Reserve Bank of New York Westerfield, Mark M.
University of Washington
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36
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11
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Dynamic Contracts, Heterogeneous Beliefs, Learning, Disagreement Risk, Principal-Agent, Continuous Time
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Adrian, Tobias
Federal Reserve Bank of New York Westerfield, Mark M.
University of Washington
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| Posted: |
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06 Nov 05
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Last Revised:
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22 May 08
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387
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11
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Dynamic Contracts, Heterogeneous Beliefs, Learning, Disagreement Risk, Principal-Agent, Continuous Time
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18.
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Shadow Banking Regulation
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Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York
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Posted:
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20 Apr 12
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Last Revised:
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10 Nov 12
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407
(33,669)
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5
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Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York
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0
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Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York
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407
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5
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shadow banking, financial regulation
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19.
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Adrian, Tobias
Federal Reserve Bank of New York Fleming, Michael J.
Federal Reserve Bank of New York
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274
(54,043)
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16
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leverage, primary dealers, risk taking, volatility, treasury market
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20.
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Adrian, Tobias
Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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273
(54,267)
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17
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return predictability, financial intermediation, macroeconomic dynamics, macroprudential policy
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21.
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Adrian, Tobias
Federal Reserve Bank of New York
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259
(57,524)
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shadow banking, regulation
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22.
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Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York
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250
(59,871)
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1
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shadow banking, financial stability, financial intermediation
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23.
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Adrian, Tobias
Federal Reserve Bank of New York Burke, Christopher R.
affiliation not provided to SSRN McAndrews, James
Federal Reserve Bank of New York
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238
(63,089)
|
11
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Primary Dealer Credit Facility, primary dealers, financial stability, monetary policy, Federal Reserve, triparty repo
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24.
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Adrian, Tobias
Federal Reserve Bank of New York Etula, Erkko
affiliation not provided to SSRN Shin, Hyun Song
Princeton University - Department of Economics
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| Posted: |
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05 Feb 09
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Last Revised:
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10 Nov 10
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218
(69,522)
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16
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asset pricing, financial intermediaries, exchange rates
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25.
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Adrian, Tobias
Federal Reserve Bank of New York Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York
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| Posted: |
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22 Mar 09
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Last Revised:
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07 May 13
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215
(70,223)
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9
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term structure of interest rates, Fama-MacBeth regressions, dynamic asset pricing model estimation
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26.
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Adrian, Tobias
Federal Reserve Bank of New York Wu, Hao Z.
Princeton University
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208
(72,647)
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9
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affine term structure models, inflation expectations, stochastic volatility, asset pricing, monetary policy
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27.
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Adrian, Tobias
Federal Reserve Bank of New York Kimbrough, Karin J.
Federal Reserve Bank of New York Marchioni, Dina
Federal Reserve Banks - Federal Reserve Bank of New York
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| Posted: |
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07 Jan 10
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Last Revised:
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24 May 10
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167
(89,700)
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18
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Federal Reserve, lender of last resort
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28.
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Adrian, Tobias
Federal Reserve Bank of New York
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| Posted: |
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13 Jul 04
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Last Revised:
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10 Jun 10
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160
(93,337)
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3
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asset pricing, learning, asymmetric information, limits to arbitrage
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29.
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Intermediary Leverage Cycles and Financial Stability
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Adrian, Tobias
Federal Reserve Bank of New York Boyarchenko, Nina
Federal Reserve Bank of New York
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Posted:
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15 Aug 12
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Last Revised:
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21 Aug 12
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155
(96,080)
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6
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Adrian, Tobias
Federal Reserve Bank of New York Boyarchenko, Nina
Federal Reserve Bank of New York
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112
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6
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Systemic risk, macroprudential policy, DSGE, amplification, capital regulation, financial intermediation
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Adrian, Tobias
Federal Reserve Bank of New York Boyarchenko, Nina
Federal Reserve Bank of New York
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43
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6
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systemic risk, macroprudential policy, DSGE, amplification, capital regulation, financial intermediation
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30.
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Adrian, Tobias
Federal Reserve Bank of New York Etula, Erkko
affiliation not provided to SSRN
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141
(104,351)
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1
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cross-sectional asset pricing, funding liquidity risk, ICAPM
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31.
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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| Posted: |
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07 Oct 09
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Last Revised:
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10 Nov 10
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131
(111,021)
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5
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monetary policy, liquidity facilities
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32.
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Repo and Securities Lending
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Show Abstracts |
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Adrian, Tobias
Federal Reserve Bank of New York Begalle, Brian J.
Federal Reserve Bank of New York Copeland, Adam M.
Federal Reserve Bank of New York Martin, Antoine
Federal Reserve Bank of New York - Research and Statistics
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Posted:
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24 Dec 11
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Last Revised:
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20 Nov 12
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123
(116,950)
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5
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Adrian, Tobias
Federal Reserve Bank of New York Begalle, Brian J.
Federal Reserve Bank of New York Copeland, Adam M.
Federal Reserve Bank of New York Martin, Antoine
Federal Reserve Bank of New York - Research and Statistics
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1
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5
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Adrian, Tobias
Federal Reserve Bank of New York Begalle, Brian J.
Federal Reserve Bank of New York Copeland, Adam M.
Federal Reserve Bank of New York Martin, Antoine
Federal Reserve Bank of New York - Research and Statistics
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122
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5
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systemic risk, repo
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33.
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Financial Intermediary Balance Sheet Management
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Show Abstracts |
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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Posted:
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04 Jan 12
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Last Revised:
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10 Jan 12
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114
(124,175)
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4
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
affiliation not provided to SSRN
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0
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Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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114
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4
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Capital, debt, leverage, procyclicality
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34.
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Macro Risk Premium and Intermediary Balance Sheet Quantities
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Adrian, Tobias
Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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Posted:
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03 Feb 10
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Last Revised:
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31 Jan 11
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99
(137,448)
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13
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Adrian, Tobias
Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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25
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13
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Adrian, Tobias
Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
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74
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13
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monetary policy, financial intermediation, capital markets
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35.
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Pricing TIPS and Treasuries with Linear Regressions
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Show Abstracts |
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Abrahams, Michael G.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Adrian, Tobias
Federal Reserve Bank of New York Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York
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Posted:
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03 Sep 12
|
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Last Revised:
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07 May 13
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97
(139,360)
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Abrahams, Michael G.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Adrian, Tobias
Federal Reserve Bank of New York Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York
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| Posted: |
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22 Sep 12
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Last Revised:
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07 May 13
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36
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TIPS, inflation expectations, affine term structure models
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Abrahams, Michael G.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Adrian, Tobias
Federal Reserve Bank of New York Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York
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| Posted: |
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03 Sep 12
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Last Revised:
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07 May 13
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61
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TIPS, affine term structure models, inflation expectations
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36.
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Estrella, Arturo
Rensselaer Polytechnic Institute Adrian, Tobias
Federal Reserve Bank of New York
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82
(155,516)
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8
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monetary policy, interest rates, term structure, discriminant analysis
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37.
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Adrian, Tobias
Federal Reserve Bank of New York Crump, Richard K.
Federal Reserve Banks - Federal Reserve Bank of New York Moench, Emanuel
Federal Reserve Bank of New York
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| Posted: |
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12 May 11
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Last Revised:
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18 Jun 13
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68
(175,158)
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dynamic asset pricing, Fama-MacBeth regression, financial econometrics, GMM, minimum distance estimation, reduced rank regression
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38.
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Financial Stability Monitoring
|
Show Abstracts |
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|
Adrian, Tobias
Federal Reserve Bank of New York Covitz, Daniel M.
Federal Reserve Board - Division of Research & Statistics Liang, Nellie
Federal Reserve Board
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Posted:
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02 Mar 13
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Last Revised:
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10 May 13
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67
(176,571)
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Adrian, Tobias
Federal Reserve Bank of New York Covitz, Daniel M.
Federal Reserve Board - Division of Research & Statistics Liang, Nellie
Federal Reserve Board
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33
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Stability, monitoring, vulnerabilities
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Adrian, Tobias
Federal Reserve Bank of New York Covitz, Daniel M.
Federal Reserve Board - Division of Research & Statistics Liang, Nellie
Federal Reserve Board
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34
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financial stability, systemic risk
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39.
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Adrian, Tobias
Federal Reserve Bank of New York Etula, Erkko
affiliation not provided to SSRN Groen, Jan J. J.
Federal Reserve Bank of New York
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42
(217,881)
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| |
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foreign exchange risk premium, systemic risk monitoring, financial intermediation, asset pricing
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40.
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Adrian, Tobias
Federal Reserve Bank of New York
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25
(260,621)
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|
|
| |
|
| |
macroprudential policy, microprudential policy, procyclicality
|
|
|
41.
|
|
|
Adrian, Tobias
Federal Reserve Bank of New York Kimbrough, Karin J.
Federal Reserve Bank of New York Marchioni, Dina
Federal Reserve Banks - Federal Reserve Bank of New York
|
|
22
(270,710)
|
18
|
|
| |
|
| |
|
|
|
42.
|
|
|
Adrian, Tobias
Federal Reserve Bank of New York Colla, Paolo
Bocconi University - Department of Finance Shin, Hyun Song
Princeton University - Department of Economics
|
|
7
(322,506)
|
4
|
|
| |
|
| |
|
|
|
43.
|
|
|
Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
|
|
1
(346,610)
|
44
|
|
| |
|
| |
|
|
|
44.
|
|
|
Adrian, Tobias
Federal Reserve Bank of New York Colla, Paolo
Bocconi University - Department of Finance Shin, Hyun Song
Princeton University - Department of Economics
|
| Posted: |
|
24 Dec 11
|
|
Last Revised:
|
|
04 Oct 12
|
|
|
|
|
| |
|
| |
financial intermediation, credit supply
|
|
|
45.
|
|
|
Adrian, Tobias
Federal Reserve Bank of New York Shin, Hyun Song
Princeton University - Department of Economics
|
|
|
|
|
| |
|
| |
|
|
|
46.
|
|
|
Adrian, Tobias
Federal Reserve Bank of New York Kimbrough, Karin J.
Federal Reserve Bank of New York Marchioni, Dina
Federal Reserve Banks - Federal Reserve Bank of New York
|
|
|
|
|
| |
|
| |
Monetary policy, liquidity backstop, money markets
|
|
