Tobias Adrian - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Other author(s)
Abstract Full text	Discussion of "An Integrated Framework for Multiple Financial Regulations" New York Fed Staff reports [View] (Paper: 583, 30.11.2012)
Abstract Full text	Shadow Banking: A Review of the Literature New York Fed Staff reports [View] (Paper: 580, 30.11.2012)	Adam B. Ashcraft
Abstract Full text	Pricing TIPS and Treasuries with Linear Regressions New York Fed Staff reports [View] (Paper: 570, 30.11.2012)	Michael Abrahams Emanuel Moench Richard K. Crump
Abstract Full text	Intermediary Leverage Cycles and Financial Stability New York Fed Staff reports [View] (Paper: 567, 30.11.2012)	Nina Boyarchenko
Abstract Full text	Shadow Banking Regulation New York Fed Staff reports [View] (Paper: 559, 30.11.2012)	Adam B. Ashcraft
Abstract Full text	Dodd-Frank One Year On: Implications for Shadow Banking New York Fed Staff reports [View] (Paper: 533, 27.12.2011)
Abstract Full text	Financial Intermediary Balance Sheet Management New York Fed Staff reports [View] (Paper: 532, 27.12.2011)	Hyun Song Shin
Abstract Full text	Repo and Securities Lending New York Fed Staff reports [View] (Paper: 529, 27.12.2011)	Antoine Martin Brian Begalle Adam Copeland
Abstract Full text	Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09 New York Fed Staff reports [View] (Paper: 528, 23.12.2011)	Hyun Song Shin Paolo Colla
Abstract Full text	Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models New York Fed Staff reports [View] (Paper: 493, 07.05.2011)	Emanuel Moench Richard K. Crump
Abstract Full text	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	Erkko Etula
Abstract Full text	Financial Amplification of Foreign Exchange Risk Premia New York Fed Staff reports [View] (Paper: 461, 26.07.2010) JEL: F31, G01, G15, G17	Jan J. J. Groen Erkko Etula
Abstract Full text	Shadow Banking New York Fed Staff reports [View] (Paper: 458, 09.07.2010) JEL: G01, G20, G28	Zoltan Pozsar Hayley Boesky Adam B. Ashcraft
Abstract Full text	The Changing Nature of Financial Intermediationand the Financial Crisis of 2007-09 New York Fed Staff reports [View] (Paper: 439, 11.03.2010)	Hyun Song Shin
Abstract Full text	Macro Risk Premium and Intermediary Balance Sheet Quantities New York Fed Staff reports [View] (Paper: 428, 26.01.2010)	Emanuel Moench Hyun Song Shin
Abstract Full text	Monetary Cycles, Financial Cycles, and the Business Cycle New York Fed Staff reports [View] (Paper: 421, 06.01.2010) JEL: E44, E50, E52, G18	Arturo Estrella Hyun Song Shin
Abstract Full text	The Federal Reserve’s Commercial Paper Funding Facility New York Fed Staff reports [View] (Paper: 423, 06.01.2010) JEL: E44, E58, G18	Karin Kimbrough Dina Marchioni
Abstract Full text	Financial Intermediation, Asset Prices, and Macroeconomic Dynamics New York Fed Staff reports [View] (Paper: 422, 06.01.2010) JEL: G10, G12	Emanuel Moench Hyun Song Shin
Abstract Full text	Commentary: Prices and Quantities in the Monetary Policy Transmission Mechanism IJCB International Journal of Central Banking [View] (Paper: 09q4a7, 01.12.2009)	Hyun Song Shin
Abstract Full text	Financial Intermediaries and Monetary Economics New York Fed Staff reports [View] (Paper: 398, 16.10.2009) JEL: E00, E02, G28	Hyun Song Shin
Abstract Full text	Monetary Tightening Cycles and the Predictabilityof Economic Activity New York Fed Staff reports [View] (Paper: 397, 06.10.2009) JEL: E44, E52, G17	Arturo Estrella
Abstract Full text	Prices and Quantities in the Monetary Policy Transmission Mechanism New York Fed Staff reports [View] (Paper: 396, 05.10.2009) JEL: E02, E52, E59	Hyun Song Shin
Abstract Full text	The Federal Reserve's Primary Dealer Credit Facility New York Fed Current issues [View] (Paper: ci15-04, 03.09.2009)	James J. McAndrews Christopher R. Burke
Abstract Full text	The Shadow Banking System: Implications for Financial Regulation New York Fed Staff reports [View] (Paper: 382, 29.07.2009) JEL: G18, G28, K20	Hyun Song Shin
Abstract Full text	The Term Structure of Inflation Expectations New York Fed Staff reports [View] (Paper: 362, 03.02.2009) JEL: G10, G12	Hao Wu
Abstract Full text	Global Liquidity and Exchange Rates New York Fed Staff reports [View] (Paper: 361, 29.01.2009) JEL: F30, F31, G12, G24	Erkko Etula Hyun Song Shin
Abstract Full text	Money, Liquidity, and Monetary Policy New York Fed Staff reports [View] (Paper: 360, 16.01.2009) JEL: E50, G24	Hyun Song Shin
Abstract Full text	Liquidity and Leverage New York Fed Staff reports [View] (Paper: 328, 07.11.2008) JEL: E32, E44, G10, G20	Hyun Song Shin
Abstract Full text	CoVaR New York Fed Staff reports [View] (Paper: 348, 07.11.2008) JEL: G10, G18, G20	Markus K. Brunnermeier
Abstract Full text	Financial Intermediaries, Financial Stability,and Monetary Policy New York Fed Staff reports [View] (Paper: 346, 07.11.2008) JEL: E50, G20	Hyun Song Shin
Abstract Full text	Financial Intermediary Leverage and Value-at-Risk New York Fed Staff reports [View] (Paper: 338, 07.11.2008) JEL: D02, G20, G32	Hyun Song Shin
Abstract Full text	Pricing the Term Structure with Linear Regressions New York Fed Staff reports [View] (Paper: 340, 07.11.2008) JEL: G10, G12	Emanuel Moench
Abstract Full text	Liquidity and financial cycles Bank for International Settlements Working papers [View] (Paper: 256, 17.07.2008) JEL: E50, G21, G24	Hyun Song Shin
Abstract Full text	Liquidity, Monetary Policy, and Financial Cycles New York Fed Current issues [View] (Paper: ci14-01, 04.02.2008) JEL: E50, G00, G21	Hyun Song Shin
Abstract Full text	Measuring Risk in the Hedge Fund Sector New York Fed Current issues [View] (Paper: ci13-03, 02.05.2007) JEL: G0, G1, G2, G3
Abstract Full text	Disagreement and Learning in a Dynamic Contracting Model New York Fed Staff reports [View] (Paper: 269, 04.12.2006) JEL: D0, D8, G0	Mark M. Westerfield
Abstract Full text	Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk New York Fed Staff reports [View] (Paper: 254, 01.08.2006) JEL: G10, G12	Joshua V. Rosenberg
Abstract Full text	What Financing Data Reveal about Dealer Leverage New York Fed Current issues [View] (Paper: ci11-03, 29.03.2005) JEL: E4, G1, G2	Michael J. Fleming
Abstract Full text	Learning about Beta: A New Look at CAPM Tests New York Fed Staff reports [View] (Paper: 193, 09.09.2004) JEL: C11, G12	Francesco Franzoni
Abstract Full text	Inference, Arbitrage, and Asset Price Volatility New York Fed Staff reports [View] (Paper: 187, 27.05.2004) JEL: G10, G12, G14

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004