Tobias Adrian - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Other author(s)

Financial Vulnerability and Monetary Policy

New York Fed Staff reports [View] (Paper: 804, 24.12.2016)

JEL: E52, G10, G12

Dealer Balance Sheets and Bond Liquidity Provision

New York Fed Staff reports [View] (Paper: 803, 16.12.2016)

JEL: G12, G18, G21

Market Liquidity after the Financial Crisis

New York Fed Staff reports [View] (Paper: 796, 10.10.2016)

JEL: G12, G21, G28

Intraday Market Making with Overnight Inventory Costs

New York Fed Staff reports [View] (Paper: 799, 10.10.2016)

JEL: G01, G12, G17

Vulnerable Growth

New York Fed Staff reports [View] (Paper: 794, 29.09.2016)

JEL: C22, E17, E37

Global Price of Risk and Stabilization Policies

New York Fed Staff reports [View] (Paper: 786, 11.08.2016)

JEL: G01, G12, G17

The Cost of Capital of the Financial Sector

New York Fed Staff reports [View] (Paper: 755, 30.12.2015)

JEL: G12, G21, G24, G32

Risk Appetite and Exchange Rates

New York Fed Staff reports [View] (Paper: 750, 08.12.2015)

JEL: F30, F31, G12, G24

The Cyclicality of Leverage

New York Fed Staff reports [View] (Paper: 743, 03.10.2015)

JEL: E02, E32, G00, G28

Macroprudential Policy: Case Study from a Tabletop Exercise

New York Fed Staff reports [View] (Paper: 742, 01.10.2015)

JEL: E58, G01, G18

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

New York Fed Staff reports [View] (Paper: 723, 13.04.2015)

JEL: G01, G12, G17

Discussion of Systemic Risk and the Solvency-Liquidity Nexus of Banks

New York Fed Staff reports [View] (Paper: 722, 03.04.2015)

JEL: G01, G21, G28

Monetary Policy, Financial Conditions, and Financial Stability

New York Fed Staff reports [View] (Paper: 690, 03.09.2014)

JEL: E52, G01, G28

Financial Stability Monitoring

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2013-21, 17.04.2013)

Shadow Banking Regulation

New York Fed Staff reports [View] (Paper: 559, 30.11.2012)

Pricing TIPS and Treasuries with Linear Regressions

New York Fed Staff reports [View] (Paper: 570, 30.11.2012)

Discussion of "An Integrated Framework for Multiple Financial Regulations"

New York Fed Staff reports [View] (Paper: 583, 30.11.2012)

Intermediary Leverage Cycles and Financial Stability

New York Fed Staff reports [View] (Paper: 567, 30.11.2012)

Shadow Banking: A Review of the Literature

New York Fed Staff reports [View] (Paper: 580, 30.11.2012)

Repo and Securities Lending

New York Fed Staff reports [View] (Paper: 529, 27.12.2011)

Dodd-Frank One Year On: Implications for Shadow Banking

New York Fed Staff reports [View] (Paper: 533, 27.12.2011)

Financial Intermediary Balance Sheet Management

New York Fed Staff reports [View] (Paper: 532, 27.12.2011)

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

New York Fed Staff reports [View] (Paper: 528, 23.12.2011)

Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models

New York Fed Staff reports [View] (Paper: 493, 07.05.2011)

Funding Liquidity Risk and the Cross-Section of Stock Returns

New York Fed Staff reports [View] (Paper: 464, 02.08.2010)

JEL: G1, G12, G21

Financial Amplification of Foreign Exchange Risk Premia

New York Fed Staff reports [View] (Paper: 461, 26.07.2010)

JEL: F31, G01, G15, G17

Shadow Banking

New York Fed Staff reports [View] (Paper: 458, 09.07.2010)

JEL: G01, G20, G28

The Changing Nature of Financial Intermediationand the Financial Crisis of 2007-09

New York Fed Staff reports [View] (Paper: 439, 11.03.2010)

Macro Risk Premium and Intermediary Balance Sheet Quantities

New York Fed Staff reports [View] (Paper: 428, 26.01.2010)

The Federal Reserve┬┐s Commercial Paper Funding Facility

New York Fed Staff reports [View] (Paper: 423, 06.01.2010)

JEL: E44, E58, G18

Monetary Cycles, Financial Cycles, and the Business Cycle

New York Fed Staff reports [View] (Paper: 421, 06.01.2010)

JEL: E44, E50, E52, G18

Financial Intermediation, Asset Prices, and Macroeconomic Dynamics

New York Fed Staff reports [View] (Paper: 422, 06.01.2010)

JEL: G10, G12

Commentary: Prices and Quantities in the Monetary Policy Transmission Mechanism

IJCB International Journal of Central Banking [View] (Paper: 09q4a7, 01.12.2009)

Financial Intermediaries and Monetary Economics

New York Fed Staff reports [View] (Paper: 398, 16.10.2009)

JEL: E00, E02, G28

Monetary Tightening Cycles and the Predictabilityof Economic Activity

New York Fed Staff reports [View] (Paper: 397, 06.10.2009)

JEL: E44, E52, G17

Prices and Quantities in the Monetary Policy Transmission Mechanism

New York Fed Staff reports [View] (Paper: 396, 05.10.2009)

JEL: E02, E52, E59

The Federal Reserve's Primary Dealer Credit Facility

New York Fed Current issues [View] (Paper: ci15-04, 03.09.2009)

The Shadow Banking System: Implications for Financial Regulation

New York Fed Staff reports [View] (Paper: 382, 29.07.2009)

JEL: G18, G28, K20

The Term Structure of Inflation Expectations

New York Fed Staff reports [View] (Paper: 362, 03.02.2009)

JEL: G10, G12

Global Liquidity and Exchange Rates

New York Fed Staff reports [View] (Paper: 361, 29.01.2009)

JEL: F30, F31, G12, G24

Money, Liquidity, and Monetary Policy

New York Fed Staff reports [View] (Paper: 360, 16.01.2009)

JEL: E50, G24

Financial Intermediaries, Financial Stability,and Monetary Policy

New York Fed Staff reports [View] (Paper: 346, 07.11.2008)

JEL: E50, G20

Financial Intermediary Leverage and Value-at-Risk

New York Fed Staff reports [View] (Paper: 338, 07.11.2008)

JEL: D02, G20, G32

CoVaR

New York Fed Staff reports [View] (Paper: 348, 07.11.2008)

JEL: G10, G18, G20

Pricing the Term Structure with Linear Regressions

New York Fed Staff reports [View] (Paper: 340, 07.11.2008)

JEL: G10, G12

Liquidity and Leverage

New York Fed Staff reports [View] (Paper: 328, 07.11.2008)

JEL: E32, E44, G10, G20

Liquidity and financial cycles

Bank for International Settlements Working papers [View] (Paper: 256, 17.07.2008)

JEL: E50, G21, G24

Liquidity, Monetary Policy, and Financial Cycles

New York Fed Current issues [View] (Paper: ci14-01, 04.02.2008)

JEL: E50, G00, G21

Measuring Risk in the Hedge Fund Sector

New York Fed Current issues [View] (Paper: ci13-03, 02.05.2007)

JEL: G0, G1, G2, G3

Disagreement and Learning in a Dynamic Contracting Model

New York Fed Staff reports [View] (Paper: 269, 04.12.2006)

JEL: D0, D8, G0

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004