Tobias Adrian : Citation Profile

International Monetary Fund (IMF)

39

H index

71

i10 index

7184

Citations

RESEARCH PRODUCTION:

52

Articles

155

Papers

6

Chapters

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 312
   Journals where Tobias Adrian has often published
   Relations with other researchers
   Recent citing documents: 242.    Total self citations: 90 (1.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pad61
   Updated: 2025-03-08    RAS profile: 2024-12-06    
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Relations with other researchers

Works with:

Giannone, Domenico (7)

Boyarchenko, Nina (7)

Zabczyk, Pawel (6)

Abudy, Menachem (4)

Davies, Ryan (4)

Gehrig, Thomas (4)

Frijns, Bart (4)

Deku, Solomon (4)

Alexeev, Vitali (4)

Chernov, Mikhail (4)

Brownlees, Christian (4)

CAPELLE-BLANCARD, Gunther (4)

Colliard, Jean-Edouard (4)

Frömmel, Michael (4)

FERROUHI, EL MEHDI (4)

Bos, Charles (4)

Dimpfl, Thomas (4)

Degryse, Hans (4)

Dreber, Anna (4)

Menkveld, Albert (4)

Deev, Oleg (4)

Gerritsen, Dirk (4)

Bjønnes, Geir (4)

Chow, Nikolai Sheung-Chi (4)

Holzmeister, Felix (4)

Johannesson, Magnus (4)

Ait-Sahalia, Yacine (4)

Dumitrescu, Ariadna (4)

Füllbrunn, Sascha (4)

Caporin, Massimiliano (4)

Ferrara, Gerardo (4)

Bohorquez Correa, Santiago (4)

Lindé, Jesper (3)

Erceg, Christopher (3)

Duarte, Fernando (3)

Aloosh, Arash (3)

Eugster, Nicolas (3)

Pelizzon, Loriana (2)

Borowiecki, Karol (2)

Xiu, Dacheng (2)

Wong, Wing-Keung (2)

Hjalmarsson, Erik (2)

Gil-Bazo, Javier (2)

Xia, Shuo (2)

Lof, Matthijs (2)

Lopez-Lira, Alejandro (2)

Ranaldo, Angelo (2)

Hurlin, Christophe (2)

Foucault, Thierry (2)

Talavera, Oleksandr (2)

Schuerhoff, Norman (2)

Wolff, Christian (2)

Renault, Thomas (2)

Taylor, Nick (2)

Smales, Lee (2)

Vilkov, Grigory (2)

Pastor, Lubos (2)

Patton, Andrew (2)

LINTON, OLIVER (2)

Tonks, Ian (2)

Huang, Wenqian (2)

Kassner, Bernhard (2)

Nielsson, Ulf (2)

Gorbenko, Arseny (2)

He, Xuezhong (Tony) (2)

Park, Andreas (2)

Putnins, Talis (2)

Shachar, Or (2)

Schenk-Hoppé, Klaus (2)

Voigt, Stefan (2)

Palan, Stefan (2)

Prokopczuk, Marcel (2)

Zhou, Chen (2)

Regis, Luca (2)

Mihet, Roxana (2)

Hautsch, Nikolaus (2)

Harris, Jeffrey (2)

Zhang, S. Sarah (2)

Horenstein, Alex (2)

Heath, Davidson (2)

Fleming, Michael (2)

Sojli, Elvira (2)

Jalkh, Naji (2)

Moinas, Sophie (2)

Roy, Saurabh (2)

Kearney, Fearghal (2)

Vitek, Francis (2)

PASCUAL, ROBERTO (2)

Jurkatis, Simon (2)

Verousis, Thanos (2)

Roy, Saurabh (2)

Bouri, Elie (2)

Vogel, Sebastian (2)

Patel, Vinay (2)

Scaillet, Olivier (2)

Stefanova, Denitsa (2)

Walther, Thomas (2)

Wilhelmsson, Anders (2)

Rinne, Kalle (2)

Söderlind, Paul (2)

Lajaunie, Quentin (2)

van Kervel, Vincent (2)

Sarno, Lucio (2)

Rakowski, David (2)

Liew, Chee (2)

Reitz, Stefan (2)

Korajczyk, Robert (2)

Schwarz, Marco (2)

Ødegaard, Bernt (2)

Theissen, Erik (2)

Pasquariello, Paolo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tobias Adrian.

Is cited by:

Peydro, Jose-Luis (76)

Shin, Hyun Song (58)

Gambacorta, Leonardo (55)

Boyarchenko, Nina (52)

Schularick, Moritz (52)

Napoletano, Mauro (44)

Farmer, J. (40)

BORIO, Claudio (40)

Schrimpf, Andreas (36)

Laeven, Luc (35)

Pelizzon, Loriana (34)

Cites to:

Shin, Hyun Song (83)

Brunnermeier, Markus (58)

Pedersen, Lasse (38)

Bernanke, Ben (37)

KRISHNAMURTHY, ARVIND (35)

Gertler, Mark (32)

Boyarchenko, Nina (30)

Shleifer, Andrei (29)

Campbell, John (29)

Ashcraft, Adam (28)

Stein, Jeremy (27)

Main data

Production by document typechapterarticlepaper1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220102030Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220100200300Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202502505007501,000Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220k1k2k3kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 39Most cited documents123456789101112131415161718192021222324252627282930313233343536373839404105001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030204060h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Tobias Adrian has published?

Journals with more than one article published# docs
Annual Review of Financial Economics5
Journal of Financial Intermediation4
Current Issues in Economics and Finance4
Economic Policy Review3
Journal of Finance3
Financial Stability Review3
American Economic Review3
Journal of Financial Economics2
Economics Letters2
International Journal of Central Banking2
Journal of Monetary Economics2
IMF Economic Review2
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York59
Liberty Street Economics / Federal Reserve Bank of New York26
CEPR Discussion Papers / C.E.P.R. Discussion Papers25
IMF Working Papers / International Monetary Fund9
NBER Working Papers / National Bureau of Economic Research, Inc4
IMF Departmental Papers / Policy Papers / International Monetary Fund4
2010 Meeting Papers / Society for Economic Dynamics2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2
2017 Meeting Papers / Society for Economic Dynamics2
Discussion Papers on Economics / University of Southern Denmark, Department of Economics2

Recent works citing Tobias Adrian (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2024Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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2024Macroscopic Market Making. (2023). Nam, Kihun ; Jin, Shijia ; Guo, Ivan. In: Papers. RePEc:arx:papers:2307.14129.

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2024A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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2025Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2024From rotational to scalar invariance: Enhancing identifiability in score-driven factor models. (2024). Dzuverovic, Emilija ; Corsi, Fulvio ; Buccheri, Giuseppe. In: Papers. RePEc:arx:papers:2412.01367.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2501.15793.

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2025Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2024The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:24-03.

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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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2024Carbon taxes around the world: cooperation, strategic interactions, and spillovers. (2024). Landi, Valerio Nispi ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1445_24.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2024The green sin: how exchange rate volatility and financial openness affect green premia. (2024). Zaghini, Andrea ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1447_24.

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2024FraNK: fragmentation in the NK model. (2024). Landi, Valerio Nispi ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1475_24.

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2024Collateral Effects: The Role of FinTech in Small Business Lending. (2024). Vansteenberghe, Eric ; Tang, Huan ; Beaumont, Paul. In: Débats économiques et financiers. RePEc:bfr:decfin:42.

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2024Study of the Problem of Interoperability of the Bank of Russia’s Digital Currency. (2024). Shaidullin, Ansel ; Chapyshev, Ilia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:104-126.

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2024Design of a CBDC in a Highly Dollarized Emerging Market Economy: The Case of Cambodia. (2024). Hay, Chanthol ; Ueda, Kenichi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:19:y:2024:i:2:p:272-290.

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2024Financial risk under the shock of global warming: Evidence from China. (2024). Hao, YU ; Li, Lianqing ; Gao, Zhiyuan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:335-351.

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2024Growth at risk from climate change. (2024). Kiley, Michael. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1134-1151.

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2024.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Chen, Hui ; Kogan, Leonid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114.

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2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

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2025QT versus QE: who is in when the central bank is out?. (2025). Kontoghiorghes, Alex ; Kaminska, Iryna ; Ray, Walker. In: Bank of England working papers. RePEc:boe:boeewp:1108.

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2024Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach. (2024). Kaihatsu, Sohei ; Kasai, Yoshiyasu ; Yamamoto, Hiroki ; Hirata, Atsuki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e21.

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2024Mortgage switching through the turning of the interest rate cycle. (2024). Singh, Anuj Pratap ; Scott, David. In: Financial Stability Notes. RePEc:cbi:fsnote:2/fs/24.

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2024What’s so Inconvenient About TIPS?. (2024). Herrenbrueck, Lucas ; Lee, Sukjoon ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364.

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2024Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Bougheas, Spiros ; Nelson, Douglas R ; Kirman, Alan P ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2025Maturity mismatches and the transmission of term premium shocks through bank lending. (2025). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2025-01ua.

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2024Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality. (2024). Quiceno, Nancy ; Gomez, Fabio ; Castro-Iragorri, Carlos. In: Documentos de Trabajo. RePEc:col:000092:021048.

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2025Is growth at risk from natural disasters ? Evidence from quantile local projections. (2025). Daher, Nabil. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-9.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2025When banks hold back: credit and liquidity provision. (2025). Schumacher, Julian ; Rostagno, Massimo ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20253009.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2025The taming of the skew: asymmetric inflation risk and monetary policy. (2025). Melosi, Leonardo ; Petrella, Ivan ; de Polis, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20253028.

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2024Does labor composition impact the transmission of monetary policy to output?. (2024). Tantri, Prasanna ; Mannil, Nithin ; Bujunoori, Raja Reddy. In: Journal of Development Economics. RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001979.

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2024Should macroprudential policy be countercyclical?. (2024). Liu, Keqing ; Igarashi, Yoske. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001719.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2024The external financial spillovers of CBDCs. (2024). Landi, Valerio Nispi ; Moro, Alessandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002075.

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2024The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099.

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2024The empirical performance of the financial accelerator since 2008. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001192.

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2024Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001672.

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2024Stabilizing leverage, financial technology innovation, and commercial bank risks: Evidence from China. (2024). Yu, Jingjing. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300411x.

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2024The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Pop, Adrian ; Levy-Rueff, Guy ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

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2024The impact of central bank digital currency on macroeconomic dynamics: A DSGE analysis. (2024). Liu, Jianjian ; Xiao, Zumian ; Feng, Chao ; Xiang, Lijin. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002876.

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2024The interactive impact of green supporting factors on bank credit creation: An agent-based stock-flow consistent approach. (2024). Guo, Kun ; Xing, Xiaoyun ; Deng, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001171.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Bicchal, Motilal ; Mundra, Sruti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

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2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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2024A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578.

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2024Assessing time-varying risk in China’s GDP growth. (2024). Ye, Shiqi ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei ; Jiao, Shoukun. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024Conventional monetary interventions through the credit channel and the rise of non-bank institutions. (2024). Rivolta, Giulia ; Cafiso, Gianluca. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000894.

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2024Banking supervision with loopholes. (2024). Xu, Tong ; Wei, Jianxing. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002702.

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2024The real effect of shadow banking regulation: Evidence from China. (2024). Jiang, BO. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000924.

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2024Retail fund flows and performance: Insights from supervisory data. (2024). Hodula, Martin ; Bajzik, Josef ; Szabo, Milan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic. (2024). Zhao, Ruoyun ; Armanious, Amir. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000255.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930.

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2024Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552.

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2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Barunk, Jozef. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005052.

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2024Flight to safety, intermediation frictions, and US Treasury floating rate note prices. (2024). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301245x.

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2024Exacerbation or suppression? Digital transformation and shadow banking activities of non-financial firms. (2024). Yao, Chen ; Zhao, Xiaoqing. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013193.

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2024Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988.

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More than 100 citations found, this list is not complete...

Works by Tobias Adrian:

Year  ↓Title  ↓Type  ↓Cited  ↓
2016CoVaR In: American Economic Review.
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2008CoVaR.(2008) In: Staff Reports.
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2011CoVaR.(2011) In: NBER Working Papers.
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2019Vulnerable Growth In: American Economic Review.
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2016Vulnerable Growth.(2016) In: CEPR Discussion Papers.
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2018Vulnerable Growth.(2018) In: Liberty Street Economics.
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2016Vulnerable growth.(2016) In: Staff Reports.
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2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
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2009Money, Liquidity, and Monetary Policy In: American Economic Review.
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2009Money, liquidity, and monetary policy.(2009) In: Staff Reports.
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2022The Term Structure of Growth-at-Risk In: American Economic Journal: Macroeconomics.
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2018The Term Structure of Growth-at-Risk.(2018) In: CEPR Discussion Papers.
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2018The Term Structure of Growth-at-Risk.(2018) In: IMF Working Papers.
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2020NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings.
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2022The Great Carbon Arbitrage.(2022) In: IMF Working Papers.
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2018Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis In: Annual Review of Financial Economics.
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2021The Rise of Digital Money In: Annual Review of Financial Economics.
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2011Financial Intermediary Balance Sheet Management In: Annual Review of Financial Economics.
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2011Financial intermediary balance sheet management.(2011) In: Staff Reports.
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2012Shadow Banking Regulation In: Annual Review of Financial Economics.
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2012Shadow banking regulation.(2012) In: Staff Reports.
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2015Financial Stability Monitoring In: Annual Review of Financial Economics.
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2013Financial stability monitoring.(2013) In: Finance and Economics Discussion Series.
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2014Financial Stability Monitoring.(2014) In: FEDS Notes.
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2013Financial stability monitoring.(2013) In: Staff Reports.
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2010The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 In: Annual Review of Economics.
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2008Liquidity and financial contagion. In: Financial Stability Review.
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2009The shadow banking system: implications for fi nancial regulation In: Financial Stability Review.
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2009The shadow banking system: implications for financial regulation.(2009) In: Staff Reports.
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2018Shadow banking and market-based finance In: Financial Stability Review.
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2018Shadow Banking and Market-Based Finance.(2018) In: IMF Departmental Papers / Policy Papers.
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2008Liquidity and financial cycles In: BIS Working Papers.
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2019Risk‐taking channel of monetary policy In: Financial Management.
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2018Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers.
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2008Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk In: Journal of Finance.
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2006Stock returns and volatility: pricing the short-run and long-run components of market risk.(2006) In: Staff Reports.
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2014Financial Intermediaries and the Cross-Section of Asset Returns In: Journal of Finance.
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2019Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds In: Journal of Finance.
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2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds.(2016) In: CEPR Discussion Papers.
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2015Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds.(2015) In: Staff Reports.
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2012S hadow Banking In: Revue d'économie financière.
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2013Shadow banking.(2013) In: Economic Policy Review.
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2010Shadow banking.(2010) In: Staff Reports.
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2012Shadow banking.(2012) In: Revue d'Économie Financière.
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2008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM In: Swiss Finance Institute Research Paper Series.
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2005Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM.(2005) In: HEC Research Papers Series.
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2009Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM.(2009) In: Journal of Empirical Finance.
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2008Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM.(2008) In: Staff Reports.
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2005Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM.(2005) In: Working Papers.
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2015Financial Stability Policies for Shadow Banking In: CEPR Discussion Papers.
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2014Financial stability policies for shadow banking.(2014) In: Staff Reports.
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2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
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2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
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2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
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2015The Cost of Capital of the Financial Sector In: CEPR Discussion Papers.
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2015The cost of capital of the financial sector.(2015) In: Staff Reports.
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2016Monetary Policy, Financial Conditions, and Financial Stability In: CEPR Discussion Papers.
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2014Monetary policy, financial conditions, and financial stability.(2014) In: Staff Reports.
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2018Monetary Policy, Financial Conditions, and Financial Stability.(2018) In: International Journal of Central Banking.
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2014Monetary Policy, Financial Conditions, and Financial Stability.(2014) In: IMES Discussion Paper Series.
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2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
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2013Dynamic Leverage Asset Pricing.(2013) In: Staff Reports.
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2017Intraday Market Making with Overnight Inventory Costs In: CEPR Discussion Papers.
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2020Intraday market making with overnight inventory costs.(2020) In: Journal of Financial Markets.
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2016Intraday market making with overnight inventory costs.(2016) In: Staff Reports.
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2017Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers.
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2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
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2016Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports.
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2017Liquidity Policies and Systemic Risk In: CEPR Discussion Papers.
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2018Liquidity policies and systemic risk.(2018) In: Journal of Financial Intermediation.
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2014Liquidity Policies and Systemic Risk.(2014) In: Liberty Street Economics.
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2014Liquidity policies and systemic risk.(2014) In: Staff Reports.
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2014Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers.
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2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
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2017Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics.
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2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
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2017Risk Management and Regulation In: CEPR Discussion Papers.
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2018Risk Management and Regulation.(2018) In: IMF Departmental Papers / Policy Papers.
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2018A Leverage-Based Measure of Financial Stability In: CEPR Discussion Papers.
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2022A leverage-based measure of financial stability.(2022) In: Journal of Financial Intermediation.
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2014A Leverage-Based Measure of Financial Instability.(2014) In: Staff Reports.
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2018A Leverage-Based Measure of Financial Stability.(2018) In: Discussion Papers on Economics.
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2021A Leverage-Based Measure of Financial Stability.(2021) In: Discussion Papers on Economics.
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2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
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2016Financial vulnerability and monetary policy.(2016) In: Staff Reports.
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2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
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2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
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2019Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports.
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2018Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis In: CEPR Discussion Papers.
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2018A Review of Shadow Banking In: CEPR Discussion Papers.
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2019Global Price of Risk and Stabilization Policies In: CEPR Discussion Papers.
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2016Global price of risk and stabilization policies.(2016) In: Staff Reports.
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2019Global Price of Risk and Stabilization Policies.(2019) In: IMF Economic Review.
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2020Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers.
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2020Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers.
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2020Forecasting Macroeconomic Risks In: CEPR Discussion Papers.
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2021Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting.
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2020Forecasting Macroeconomic Risks.(2020) In: Staff Reports.
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2020The Non-U.S. Bank Demand for U.S. Dollar Assets In: CEPR Discussion Papers.
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2020The Non-U.S. Bank Demand for U.S. Dollar Assets.(2020) In: IMF Working Papers.
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2020A Quantitative Model for the Integrated Policy Framework In: CEPR Discussion Papers.
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2020A Quantitative Model for the Integrated Policy Framework.(2020) In: IMF Working Papers.
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2020Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers.
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2019Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports.
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2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review.
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2004The degree of openness and the cost of fixing exchange rate In: Economics Letters.
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2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
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2009Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports.
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2011Financial amplification of foreign exchange risk premia In: European Economic Review.
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2010Financial amplification of foreign exchange risk premia.(2010) In: Staff Reports.
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2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
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2008Pricing the term structure with linear regressions.(2008) In: Staff Reports.
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2009Inference, arbitrage, and asset price volatility In: Journal of Financial Intermediation.
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2004Inference, arbitrage, and asset price volatility.(2004) In: Staff Reports.
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2010Liquidity and leverage In: Journal of Financial Intermediation.
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2008Liquidity and leverage.(2008) In: Staff Reports.
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2010Financial Intermediaries and Monetary Economics In: Handbook of Monetary Economics.
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2009Financial intermediaries and monetary economics.(2009) In: Staff Reports.
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2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
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2015Decomposing real and nominal yield curves.(2015) In: Staff Reports.
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2013Procyclical leverage and value-at-risk In: LSE Research Online Documents on Economics.
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2013Procyclical Leverage and Value-at-Risk.(2013) In: NBER Working Papers.
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2014Procyclical Leverage and Value-at-Risk.(2014) In: The Review of Financial Studies.
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2015Macroprudential Policy: Case Study from a Tabletop Exercise In: Supervisory Research and Analysis Working Papers.
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2017Macroprudential policy: a case study from a tabletop exercise.(2017) In: Economic Policy Review.
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2015Macroprudential policy: case study from a tabletop exercise.(2015) In: Staff Reports.
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2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets In: FEDS Notes.
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2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets.(2013) In: Liberty Street Economics.
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2005Stock returns and volatility: pricing the long-run and short-run components of market risk In: Proceedings.
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2008Financial intermediaries, financial stability and monetary policy In: Proceedings - Economic Policy Symposium - Jackson Hole.
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2008Financial intermediaries, financial stability, and monetary policy.(2008) In: Staff Reports.
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2005What financing data reveal about dealer leverage In: Current Issues in Economics and Finance.
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2007Measuring risk in the hedge fund sector In: Current Issues in Economics and Finance.
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2008Liquidity, monetary policy, and financial cycles In: Current Issues in Economics and Finance.
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2009The Federal Reserves Primary Dealer Credit Facility In: Current Issues in Economics and Finance.
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2011The Federal Reserve’s Commercial Paper Funding Facility In: Economic Policy Review.
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2010The Federal Reserves Commercial Paper Funding Facility.(2010) In: Staff Reports.
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2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
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2013The Recent Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
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2013Intermediary Leverage Cycles and Financial Stability In: Liberty Street Economics.
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2012Intermediary leverage cycles and financial stability.(2012) In: Staff Reports.
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2014Liquidity Risk, Liquidity Management, and Liquidity Policies In: Liberty Street Economics.
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2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
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2015Introduction to a Series on Market Liquidity In: Liberty Street Economics.
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2015Has U.S. Treasury Market Liquidity Deteriorated? In: Liberty Street Economics.
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2015Whats Driving Dealer Balance Sheet Stagnation? In: Liberty Street Economics.
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2015Discounting the Long-Run In: Liberty Street Economics.
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2015Introduction to a Series on Market Liquidity: Part 2 In: Liberty Street Economics.
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2015Has Liquidity Risk in the Treasury and Equity Markets Increased? In: Liberty Street Economics.
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2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
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2015Changes in the Returns to Market Making In: Liberty Street Economics.
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2015Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics.
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2016Continuing the Conversation on Liquidity In: Liberty Street Economics.
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2016Corporate Bond Market Liquidity Redux: More Price-Based Evidence In: Liberty Street Economics.
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2016Did Third Avenues Liquidation Reduce Corporate Bond Market Liquidity? In: Liberty Street Economics.
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2016Forecasting Interest Rates over the Long Run In: Liberty Street Economics.
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2017Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics.
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2020What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics.
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2021Central Banks and Digital Currencies In: Liberty Street Economics.
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2022The Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
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2006Disagreement and learning in a dynamic contracting model In: Staff Reports.
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2009Disagreement and Learning in a Dynamic Contracting Model.(2009) In: The Review of Financial Studies.
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2007Disagreement and Learning in a Dynamic Contracting Model.(2007) In: 2007 Meeting Papers.
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2008Financial intermediary leverage and value at risk In: Staff Reports.
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2009Risk appetite and exchange Rates In: Staff Reports.
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2010Risk Appetite and Exchange Rates.(2010) In: 2010 Meeting Papers.
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2009The term structure of inflation expectations In: Staff Reports.
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2009Prices and quantities in the monetary policy transmission mechanism In: Staff Reports.
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2009Prices and Quantities in the Monetary Policy Transmission Mechanism.(2009) In: International Journal of Central Banking.
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2010Monetary cycles, financial cycles, and the business cycle In: Staff Reports.
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2010Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports.
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2010Financial Intermediation, Asset Prices, and Macroeconomic Dynamics.(2010) In: 2010 Meeting Papers.
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2010Macro risk premium and intermediary balance sheet quantities In: Staff Reports.
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2010Macro Risk Premium and Intermediary Balance Sheet Quantities.(2010) In: IMF Economic Review.
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2010The changing nature of financial intermediation and the financial crisis of 2007-09 In: Staff Reports.
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2010Funding liquidity risk and the cross-section of stock returns In: Staff Reports.
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2011Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 In: Staff Reports.
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2011Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09.(2011) In: Working Papers.
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2012Repo and securities lending In: Staff Reports.
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2013Repo and Securities Lending.(2013) In: NBER Chapters.
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2012Repo and Securities Lending.(2012) In: NBER Working Papers.
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2011Dodd-Frank one year on: implications for shadow banking In: Staff Reports.
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2012Shadow banking: a review of the literature In: Staff Reports.
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2012shadow banking: a review of the literature.(2012) In: The New Palgrave Dictionary of Economics.
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2012Discussion of “An Integrated Framework for Multiple Financial Regulations” In: Staff Reports.
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2013Shadow bank monitoring In: Staff Reports.
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2013Intermediary balance sheets In: Staff Reports.
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2015Intermediary Balance Sheets.(2015) In: 2015 Meeting Papers.
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2015Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” In: Staff Reports.
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2015On the scale of financial intermediaries In: Staff Reports.
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2015News shocks, monetary policy, and foreign currency positions In: Staff Reports.
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2017The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data In: Staff Reports.
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2022800,000 Years of Climate Risk In: Staff Reports.
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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2021Non-Standard Errors In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2021Non-Standard Errors.(2021) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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1999A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems. In: International Journal of Finance & Economics.
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2020Stress Testing at the IMF In: IMF Departmental Papers / Policy Papers.
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2020Low for Long and Risk-Taking In: IMF Departmental Papers / Policy Papers.
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2019A Monitoring Framework for Global Financial Stability In: IMF Staff Discussion Notes.
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2020Managing Macrofinancial Risk In: IMF Working Papers.
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2021A Quantitative Microfounded Model for the Integrated Policy Framework In: IMF Working Papers.
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2022A Medium-Scale DSGE Model for the Integrated Policy Framework In: IMF Working Papers.
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2022A Multi-Currency Exchange and Contracting Platform In: IMF Working Papers.
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2011Comment on Two Monetary Tools: Interest Rates and Haircuts In: NBER Chapters.
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2011Hedge Fund Tail Risk In: NBER Chapters.
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2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 In: NBER Chapters.
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2013Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009.(2013) In: NBER Macroeconomics Annual.
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2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 In: NBER Working Papers.
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2011Broker-Dealer Leverage and the Cross-Section of Stock Returns In: 2011 Meeting Papers.
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