Tobias Adrian : Citation Profile


Are you Tobias Adrian?

International Monetary Fund (IMF)

23

H index

40

i10 index

2490

Citations

RESEARCH PRODUCTION:

36

Articles

90

Papers

6

Chapters

RESEARCH ACTIVITY:

   18 years (1999 - 2017). See details.
   Cites by year: 138
   Journals where Tobias Adrian has often published
   Relations with other researchers
   Recent citing documents: 412.    Total self citations: 58 (2.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pad61
   Updated: 2018-09-15    RAS profile: 2018-01-10    
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Relations with other researchers


Works with:

Boyarchenko, Nina (13)

Shin, Hyun Song (9)

Moench, Emanuel (8)

Crump, Richard (8)

Vogt, Erik (6)

Shachar, Or (5)

Fleming, Michael (4)

Etula, Erkko (3)

Zlate, Andrei (3)

Giannone, Domenico (3)

Brunnermeier, Markus (2)

Duarte, Fernando (2)

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

Is cited by:

Gambacorta, Leonardo (35)

Moreno Gutiérrez, José (33)

Shin, Hyun Song (25)

He, Zhiguo (18)

BORIO, Claudio (17)

Laeven, Luc (16)

Nagel, Stefan (16)

Peydro, Jose-Luis (16)

Jorda, Oscar (16)

Brunnermeier, Markus (15)

Gallegati, Mauro (15)

Cites to:

Shin, Hyun Song (51)

Campbell, John (31)

Brunnermeier, Markus (27)

Gertler, Mark (25)

Bernanke, Ben (23)

Ashcraft, Adam (22)

Shiller, Robert (20)

Boyarchenko, Nina (18)

Pedersen, Lasse (18)

Shleifer, Andrei (17)

Stein, Jeremy (16)

Main data


Where Tobias Adrian has published?


Journals with more than one article published# docs
Current Issues in Economics and Finance4
Annual Review of Financial Economics3
Economic Policy Review3
American Economic Review2
Review of Financial Studies2
Economics Letters2
Journal of Financial Economics2
Journal of Monetary Economics2
Financial Stability Review2
Journal of Financial Intermediation2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York54
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

Recent works citing Tobias Adrian (2018 and 2017)


YearTitle of citing document
2017The TIPS Liquidity Premium. (2017). Andreasen, Martin M ; Riddell, Simon . In: CREATES Research Papers. RePEc:aah:create:2017-27.

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2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Wang, Weining ; Jun, AI. In: CREATES Research Papers. RePEc:aah:create:2017-34.

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2017The Empirical Implications of the Interest-Rate Lower Bound. (2017). Herbst, Edward ; Smith, Matthew E ; Lopez-Salido, David ; Gust, Christopher . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:7:p:1971-2006.

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2017Targeting Long Rates in a Model with Segmented Markets. (2017). Carlstrom, Charles T ; Paustian, Matthias ; Fuerst, Timothy S. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:205-42.

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2018Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises. (2018). Schmukler, Sergio ; Didier, Tatiana ; Cortina, Juan J. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:149.

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2018Bank Capital and Credit Supply in Ivory Coast: Evidence from an ARDLBounds Testing Approach. (2018). Seraphin, Prao Yao ; Eugne, Kamalan. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:99-106.

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2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; di Gangi, Domenico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1509.00607.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2018Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2018). Napoletano, Mauro ; Luu, Duc Thi ; Battiston, Stefano ; Barucca, Paolo. In: Papers. RePEc:arx:papers:1802.02127.

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2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2018When panic makes you blind: a chaotic route to systemic risk. (2018). Mazzarisi, Piero ; Marmi, Stefano ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1805.00785.

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2018Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Paulin, James ; Wooldridge, Michael ; Calinescu, Anisoara . In: Papers. RePEc:arx:papers:1805.08454.

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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Squartini, Tiziano ; Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido. In: Papers. RePEc:arx:papers:1806.06941.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2017Bank lending in uncertain times. (2017). Alessandri, Piergiorgio ; Bottero, Margherita . In: BCAM Working Papers. RePEc:bbk:bbkcam:1703.

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2018Assessing the Impact of Demand Shocks on the US Term Premium. (2018). Barnett, Russell ; Zmitrowicz, Konrad. In: Discussion Papers. RePEc:bca:bocadp:18-7.

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2017Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane. In: Staff Working Papers. RePEc:bca:bocawp:17-6.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:455.

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2017Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2017). Pierrard, Olivier ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp111.

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2018Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18.

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2017Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1102_17.

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2017The financial stability dark side of monetary policy. (2017). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1121_17.

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2017The real effects of relationship lending. (2017). Sette, Enrico ; Gambacorta, Leonardo ; Banerjee, Ryan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1133_17.

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2017International financial flows and the risk-taking channel. (2017). Natoli, Filippo ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1152_17.

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2018Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18.

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2017Economic Sectors and the Risk-taking Channel of Monetary Policy. (2017). López, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1029.

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2017Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, J ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621.

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2017Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652.

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2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel. (2018). Ferrara, Laurent ; Candelon, Bertrand ; Joets, M. In: Working papers. RePEc:bfr:banfra:661.

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2018A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, . In: Working papers. RePEc:bfr:banfra:668.

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2017Traditional and Shadow Banks during the Crisis. (2017). Chretien, E ; Lyonnet, V. In: Débats économiques et financiers. RePEc:bfr:decfin:27.

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2017Staying at zero with affine processes : an application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio. In: Rue de la Banque. RePEc:bfr:rueban:2017:52.

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2018Corporate debt structure and economic recoveries: a cross-country analysis. (2018). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: Rue de la Banque. RePEc:bfr:rueban:2018:63.

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2017Do Demand or Supply Factors Drive Bank Credit, in Good and Crisis Times?. (2017). Peydro, Jose-Luis ; Ongena, Steven ; Jimenez, Gabriel ; Saurina, Jesus. In: Working Papers. RePEc:bge:wpaper:966.

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2017Safety, Liquidity, and the Natural Rate of Interest. (2017). Giannone, Domenico ; Del Negro, Marco ; Tambalotti, Andrea ; Giannoni, Marc P. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316.

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2017Macroprudential frameworks, implementation and relationships with other policies. (2017). Reserve, South African. In: BIS Papers chapters. RePEc:bis:bisbpc:94-25.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Repo market functioning. (2017). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:59.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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2017Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?. (2017). Gambacorta, Leonardo ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:612.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:614.

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2017Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: BIS Working Papers. RePEc:bis:biswps:619.

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2017External financing and economic activity in the euro area - why are bank loans special?. (2017). Unger, Robert ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:622.

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2017The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data. (2017). Murcia, Andrés ; Gambacorta, Leonardo ; Pabon, Andres Murcia . In: BIS Working Papers. RePEc:bis:biswps:636.

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2017Macroprudential policy and bank risk. (2017). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener. In: BIS Working Papers. RePEc:bis:biswps:646.

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2017The real effects of relationship lending. (2017). Sette, Enrico ; Gambacorta, Leonardo ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:662.

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2017Bank capital allocation under multiple constraints. (2017). Lewrick, Ulf ; Tarashev, Agn Nikola ; Goel, Tirupam . In: BIS Working Papers. RePEc:bis:biswps:666.

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2018Determinants of bank profitability in emerging markets. (2018). Murcia, Andrés ; Kohlscheen, Emanuel ; Contreras, Juan ; Pabon, Andres Murcia . In: BIS Working Papers. RePEc:bis:biswps:686.

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2018Searching for yield abroad: risk-taking through foreign investment in U.S. bonds. (2018). Ammer, John ; Wroblewski, Caleb ; Tabova, Alexandra . In: BIS Working Papers. RePEc:bis:biswps:687.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2018An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Klingler, Sven ; Sundaresan, Suresh. In: BIS Working Papers. RePEc:bis:biswps:705.

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2018Monetary policy in the grip of a pincer movement. (2018). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:706.

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2018Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: BIS Working Papers. RePEc:bis:biswps:721.

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2017The Plight of Modern Markets: How Universal Banking Undermines Capital Markets. (2017). Sissoko, Carolyn. In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:1:p:53-104.

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2017The influence of monetary policy on bank profitability. (2017). Hofmann, Boris ; Gambacorta, Leonardo ; BORIO, Claudio. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:1:p:48-63.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew . In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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2017Monetary Policy and Macroprudential Policy: New Evidence from a World Panel of Countries. (2017). Apergis, Nicholas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:3:p:395-410.

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2017The Macroeconomic Effects of Shocks to Large Banks’ Capital. (2017). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:546-569.

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2017Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model. (2017). Viegi, Nicola ; Kavli, Haakon . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:3-27.

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2018The global financial cycle, bank capital flows and monetary policy. Evidence from Norway. (2018). Alstadheim, Ragna ; Blandhol, Christine. In: Working Paper. RePEc:bno:worpap:2018_02.

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2017An historical perspective on financial stability and monetary policy regimes: A case for caution in central banks current obsession with financial stability. (2017). Bordo, Michaeld . In: Working Paper. RePEc:bno:worpap:2018_05.

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2017A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance. (2017). LINTON, OLIVER ; Koerber, Lena ; Boneva, Lena. In: Bank of England working papers. RePEc:boe:boeewp:0640.

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2017The leverage ratio and liquidity in the gilt and repo markets. (2017). Elliott, David ; Bicu, Andreea ; Chen, Louisa. In: Bank of England working papers. RePEc:boe:boeewp:0690.

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2018Rethinking financial stability. (2018). HALDANE, ANDREW ; Aikman, David ; Kapadia, Sujit ; Hinterschweiger, Marc. In: Bank of England working papers. RePEc:boe:boeewp:0712.

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2018Concerted efforts? Monetary policy and macro-prudential tools. (2018). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea. In: Bank of England working papers. RePEc:boe:boeewp:0727.

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2017The risk-taking channel of monetary policy in the US : Evidence from corporate loan data. (2017). Mylonidis, Nikolaos ; HASAN, IFTEKHAR ; Delis, Manthos. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_018.

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2018Extreme events and optimal monetary policy. (2018). Ruge-Murcia, Francisco ; Kim, Jinill ; Jinill, Kim. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_004.

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2017WHAT IS THE IMPACT OF MONETARY POLICY ON SYSTEMIC RISK OF REPUBLIC OF MOLDOVAS BANKING SECTOR?. (2017). Lopotenco, Vadim. In: Contemporary Economy Journal. RePEc:brc:brccej:v:2:y:2017:i:1:p:157-163.

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2018Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2018). Demertzis, Maria ; Agur, Itai. In: Working Papers. RePEc:bre:wpaper:23907.

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2017What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies. (2017). Saborowski, Christian ; Nedeljkovic, Milan ; Ayala, Diana . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6376.

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2017Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560.

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2018The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6982.

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2018Financial Bubbles in Interbank Lending. (2018). Schuler, Tobias ; Corrado, Luisa. In: ifo Working Paper Series. RePEc:ces:ifowps:_260.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2017Nuevas estimaciones de la tasa real neutral de Chile. (2017). Fornero, Jorge ; Gatty, Andres ; Ceballos, Luis. In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:20:y:2017:i:3:p:120-143.

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2017Banking Leverage Procyclicality: a Theoretical Model Introducing Currency Diversification. (2017). Pedrono, Justine. In: Working Papers. RePEc:cii:cepidt:2017-06.

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2017Banks leverage Procyclicality: Does Currency Diversification Matter?. (2017). Pedrono, Justine ; Violon, Aurelien . In: Working Papers. RePEc:cii:cepidt:2017-09.

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2017Regulation and structural change in financial systems. (2017). Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11822.

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2017Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; D'Errico, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11919.

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2017Bank Capital Redux: Solvency, Liquidity, and Crisis. (2017). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Richter, Bjorn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11934.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11957.

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2017The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data. (2017). Murcia, Andrés ; Gambacorta, Leonardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12027.

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2017Macroprudential policy and bank risk. (2017). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12138.

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2017Asset encumbrance and bank risk: First evidence from public disclosures in Europe. (2017). Banal-Estanol, Albert ; Khametshin, Dmitry ; Benito, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12168.

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2018Banks’ leverage behaviour in a two-agent New Keynesian model.. (2018). Punzo, Chiara ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def063.

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2017Estimating the Term Premium From A Gaussian Dynamic Term Structure Model – The Case of Romania. (2017). Alupoaiei, Alexie ; Altr-Samuel, Adam ; Kubinschi, Matei. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:4:p:173-188.

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2018Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Bierbaumer, Daniel ; Velinov, Anton ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1722.

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2017Bank-based versus market-based financing: implications for systemic risk. (2017). Houben, Aerdt ; Bats, Joost. In: DNB Working Papers. RePEc:dnb:dnbwpp:577.

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2018Mortgage debt and shadow banks. (2018). Pool, Sebastiaan. In: DNB Working Papers. RePEc:dnb:dnbwpp:588.

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2018Politique monétaire et stabilité financière. (2018). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-13.

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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. (2018). Joëts, Marc ; Ferrara, Laurent ; Candelon, Bertrand ; Jots, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2018-2.

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2018Les interventions de crise de la FED et de la BCE diffèrent-elles ?. (2018). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-31.

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2017Monetary Policy and Bank Excessive Risk-Taking. (2017). Zaghdoudi, Taha ; Maktouf, Samir. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:157-173.

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2017The transmission channels of monetary, macro- and microprudential policies and their interrelations. (2017). Vergote, Olivier ; Schwarz, Claudia ; Rünstler, Gerhard ; Papadopoulou, Niki ; Beyer, Andreas ; Sousa, Joo ; Runstler, Gerhard ; Papsdorf, Patrick ; Nicoletti, Giulio . In: Occasional Paper Series. RePEc:ecb:ecbops:2017191.

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2017Developing macroprudential policy for alternative investment funds. (2017). Weistroffer, Christian ; Levels, Anouk ; de Sousa van Stralen, René ; Chaudron, Raymond ; Vivar, Luis Molestina ; Lambert, Claudia ; van der Veer, Koen . In: Occasional Paper Series. RePEc:ecb:ecbops:2017202.

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2017Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Toma ; lo Duca, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172012.

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2017The importance of being special: repo markets during the crisis. (2017). Corradin, Stefano ; Maddaloni, Angela . In: Working Paper Series. RePEc:ecb:ecbwps:20172065.

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2017Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Semmler, Willi ; Henry, Jerome ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172081.

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2017Dissecting long-term Bund yields in the run-up to the ECBs Public Sector Purchase Programme. (2017). Lemke, Wolfgang ; Werner, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20172106.

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2018Coordinating monetary and financial regulatory policies. (2018). Van Der Ghote, Alejandro . In: Working Paper Series. RePEc:ecb:ecbwps:20182155.

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

Works by Tobias Adrian:


YearTitleTypeCited
2016CoVaR In: American Economic Review.
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article1
2014CoVaR.(2014) In: Staff Reports.
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2011CoVaR.(2011) In: NBER Working Papers.
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2009Money, Liquidity, and Monetary Policy In: American Economic Review.
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article127
2009Money, liquidity, and monetary policy.(2009) In: Staff Reports.
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2011Financial Intermediary Balance Sheet Management In: Annual Review of Financial Economics.
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article20
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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article18
2012Shadow banking regulation.(2012) In: Staff Reports.
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2015Financial Stability Monitoring In: Annual Review of Financial Economics.
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article13
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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paper
2014Financial stability monitoring.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 13
paper
2010The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 In: Annual Review of Economics.
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article41
2012Intermediary Leverage Cycles and Financial Stability In: Working Papers.
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paper116
2015Intermediary leverage cycles and financial stability.(2015) In: Staff Reports.
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paper
2008Liquidity and financial contagion. In: Financial Stability Review.
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article29
2009The shadow banking system: implications for fi nancial regulation In: Financial Stability Review.
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article32
2009The shadow banking system: implications for financial regulation.(2009) In: Staff Reports.
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2008Liquidity and financial cycles In: BIS Working Papers.
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paper38
2008Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk In: Journal of Finance.
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article108
2006Stock returns and volatility: pricing the short-run and long-run components of market risk.(2006) In: Staff Reports.
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This paper has another version. Agregated cites: 108
paper
2014Financial Intermediaries and the Cross-Section of Asset Returns In: Journal of Finance.
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article80
2012S hadow Banking In: Revue d'économie financière.
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article93
2013Shadow banking.(2013) In: Economic Policy Review.
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2010Shadow banking.(2010) In: Staff Reports.
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paper
2008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM In: Swiss Finance Institute Research Paper Series.
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paper40
2005Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM.(2005) In: Les Cahiers de Recherche.
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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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This paper has another version. Agregated cites: 40
article
2008Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 40
paper
2005Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 40
paper
2015Financial Stability Policies for Shadow Banking In: CEPR Discussion Papers.
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paper3
2014Financial stability policies for shadow banking.(2014) In: Staff Reports.
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paper
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
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paper8
2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
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article
2014Regression-based estimation of dynamic asset pricing models.(2014) In: Staff Reports.
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paper
2015The Cost of Capital of the Financial Sector In: CEPR Discussion Papers.
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paper0
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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paper19
2016Monetary policy, financial conditions, and financial stability.(2016) In: Staff Reports.
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paper
2014Monetary Policy, Financial Conditions, and Financial Stability.(2014) In: IMES Discussion Paper Series.
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This paper has another version. Agregated cites: 19
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2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds In: CEPR Discussion Papers.
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paper6
2016Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds.(2016) In: Staff Reports.
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paper
2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
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paper6
2014Dynamic leverage asset pricing.(2014) In: Staff Reports.
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2016Vulnerable Growth In: CEPR Discussion Papers.
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paper5
2017Vulnerable growth.(2017) In: Staff Reports.
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2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
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paper
2017Intraday Market Making with Overnight Inventory Costs In: CEPR Discussion Papers.
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paper0
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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paper8
2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
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2017Dealer balance sheets and bond liquidity provision.(2017) In: Staff Reports.
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2017Liquidity Policies and Systemic Risk In: CEPR Discussion Papers.
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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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paper6
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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2004The degree of openness and the cost of fixing exchange rate In: Economics Letters.
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article0
2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
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article12
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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article3
2010Financial amplification of foreign exchange risk premia.(2010) In: Staff Reports.
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paper
2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
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article104
2008Pricing the term structure with linear regressions.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 104
paper
2009Inference, arbitrage, and asset price volatility In: Journal of Financial Intermediation.
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article1
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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article664
2008Liquidity and leverage.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 664
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2010Financial Intermediaries and Monetary Economics In: Handbook of Monetary Economics.
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chapter106
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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article10
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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paper99
2013Procyclical Leverage and Value-at-Risk.(2013) In: NBER Working Papers.
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paper
2014Procyclical Leverage and Value-at-Risk.(2014) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 99
article
2015Macroprudential Policy: Case Study from a Tabletop Exercise In: Risk and Policy Analysis Unit Working Paper.
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paper2
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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paper4
2005Stock returns and volatility: pricing the long-run and short-run components of market risk In: Proceedings.
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article2
2008Financial intermediaries, financial stability and monetary policy In: Proceedings - Economic Policy Symposium - Jackson Hole.
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article47
2008Financial intermediaries, financial stability, and monetary policy.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 47
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2005What financing data reveal about dealer leverage In: Current Issues in Economics and Finance.
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article17
2007Measuring risk in the hedge fund sector In: Current Issues in Economics and Finance.
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article18
2008Liquidity, monetary policy, and financial cycles In: Current Issues in Economics and Finance.
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article62
2009The Federal Reserves Primary Dealer Credit Facility In: Current Issues in Economics and Finance.
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article24
2011The Federal Reserve’s Commercial Paper Funding Facility In: Economic Policy Review.
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article23
2010The Federal Reserves Commercial Paper Funding Facility.(2010) In: Staff Reports.
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This paper has another version. Agregated cites: 23
paper
2008Disagreement and learning in a dynamic contracting model In: Staff Reports.
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paper19
2009Disagreement and Learning in a Dynamic Contracting Model.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 19
article
2007Disagreement and Learning in a Dynamic Contracting Model.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 19
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2008Financial intermediary leverage and value at risk In: Staff Reports.
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paper47
2015Risk appetite and exchange Rates In: Staff Reports.
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paper4
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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paper15
2009Prices and quantities in the monetary policy transmission mechanism In: Staff Reports.
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paper14
2009Prices and Quantities in the Monetary Policy Transmission Mechanism.(2009) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 14
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2010Monetary cycles, financial cycles, and the business cycle In: Staff Reports.
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paper13
2010Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports.
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paper20
2010Financial Intermediation, Asset Prices, and Macroeconomic Dynamics.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 20
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2010Macro risk premium and intermediary balance sheet quantities In: Staff Reports.
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paper41
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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paper58
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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paper15
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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paper27
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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This paper has another version. Agregated cites: 27
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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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paper16
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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2016On 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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2016Global price of risk and stabilization policies In: Staff Reports.
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2017Financial vulnerability and monetary policy In: Staff Reports.
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2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
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2017An index of Treasury Market liquidity: 1991-2017 In: Staff Reports.
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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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2011Comment on Two Monetary Tools: Interest Rates and Haircuts In: NBER Chapters.
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chapter0
2011Hedge Fund Tail Risk In: NBER Chapters.
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chapter3
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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