Tobias Adrian : Citation Profile


Are you Tobias Adrian?

International Monetary Fund (IMF)

28

H index

63

i10 index

3679

Citations

RESEARCH PRODUCTION:

47

Articles

128

Papers

6

Chapters

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 175
   Journals where Tobias Adrian has often published
   Relations with other researchers
   Recent citing documents: 350.    Total self citations: 73 (1.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pad61
   Updated: 2020-05-23    RAS profile: 2020-05-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Boyarchenko, Nina (16)

Fleming, Michael (16)

Vogt, Erik (14)

Shachar, Or (10)

Crump, Richard (9)

Shin, Hyun Song (8)

Giannone, Domenico (7)

Duarte, Fernando (5)

Moench, Emanuel (5)

Schaumburg, Ernst (3)

Zlate, Andrei (3)

Etula, Erkko (2)

Diamond, Peter (2)

Borowiecki, Karol (2)

Estrella, Arturo (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 (47)

Moreno Gutiérrez, José (36)

Shin, Hyun Song (34)

Agur, Itai (30)

BORIO, Claudio (29)

Peydro, Jose-Luis (28)

Semmler, Willi (28)

Taylor, Alan (24)

Demertzis, Maria (24)

Laeven, Luc (23)

Farmer, J. (21)

Cites to:

Shin, Hyun Song (101)

Brunnermeier, Markus (50)

Gertler, Mark (47)

Ashcraft, Adam (46)

Bernanke, Ben (45)

Campbell, John (39)

Pedersen, Lasse (35)

Moench, Emanuel (32)

Shleifer, Andrei (32)

Boyarchenko, Nina (31)

Zakrajšek, Egon (29)

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 Economics4
American Economic Review3
Financial Stability Review3
Journal of Financial Intermediation3
Journal of Finance3
Economic Policy Review3
Journal of Financial Economics2
Economics Letters2
International Journal of Central Banking2
Journal of Monetary Economics2
IMF Economic Review2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York57
Liberty Street Economics / Federal Reserve Bank of New York23
IMF Departmental Papers / Policy Papers / International Monetary Fund3
2017 Meeting Papers / Society for Economic Dynamics2
2010 Meeting Papers / Society for Economic Dynamics2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Tobias Adrian (2020 and 2019)


YearTitle of citing document
2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

Full description at Econpapers || Download paper

2019The Rise of Domestic Capital Markets for Corporate Financing: Lessons from East Asia. (2019). Schmukler, Sergio ; Cortina, Juan J ; Abraham, Facundo. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:154.

Full description at Econpapers || Download paper

2019Lending frictions and nominal rigidities: Implications for credit reallocation and TFP. (2019). Florián, David ; Francis, Johanna L ; Hoyle, David Florian. In: Working Papers. RePEc:apc:wpaper:142.

Full description at Econpapers || Download paper

2019Optimal Bookmaking. (2019). Zou, Bin ; Zhou, Zhou ; Lorig, Matthew. In: Papers. RePEc:arx:papers:1907.01056.

Full description at Econpapers || Download paper

2020Market Efficient Portfolios in a Systemic Economy. (2020). Weber, Stefan ; Capponi, Agostino ; Awiszus, Kerstin. In: Papers. RePEc:arx:papers:2003.10121.

Full description at Econpapers || Download paper

2019Dynamic Contracting for Innovation Under Ambiguity. (2019). Bhattacharjee, Swagata. In: Working Papers. RePEc:ash:wpaper:1022.

Full description at Econpapers || Download paper

2019Dynamic Contracting for Innovation Under Ambiguity. (2019). Bhattacharjee, Swagata. In: Working Papers. RePEc:ash:wpaper:15.

Full description at Econpapers || Download paper

2019The Risk-Taking Channel and Monetary Transmission Mechanisms in China. (2019). Zhang, Mei ; Guo, Rong ; Kang, LI. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1358-1367.

Full description at Econpapers || Download paper

2019Technological Progress and Monetary Policy: Managing the Fourth Industrial Revolution. (2019). Poloz, Stephen S. In: Discussion Papers. RePEc:bca:bocadp:19-11.

Full description at Econpapers || Download paper

2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

Full description at Econpapers || Download paper

2019Corporate Debt Composition and Business Cycles. (2019). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:19-5.

Full description at Econpapers || Download paper

2019Macroprudential Policy with Capital Buffers. (2019). Schroth, Josef. In: Staff Working Papers. RePEc:bca:bocawp:19-8.

Full description at Econpapers || Download paper

2018Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities. (2018). Duprey, Thibaut. In: Staff Analytical Notes. RePEc:bca:bocsan:18-6.

Full description at Econpapers || Download paper

2019Is market liquidity less resilient after the financial crisis? Evidence for us treasuries. (2019). Lamas, Matías ; Broto, Carmen. In: Working Papers. RePEc:bde:wpaper:1917.

Full description at Econpapers || Download paper

2019An assessment of recent trends in market-based expected iflation in the euro area. (2019). Pericoli, Marcello. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_542_19.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Using credit variables to date business cycle and to estimate the probabilities of recession in real time. (2019). Liberati, Danilo ; Aprigliano, Valentina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1229_19.

Full description at Econpapers || Download paper

2019Risky bank guarantees. (2019). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Mikinen, Taneli . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1232_19.

Full description at Econpapers || Download paper

2020Demand for safety, risky loans: A model of securitization. (2020). Villacorta, Alonso ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1260_20.

Full description at Econpapers || Download paper

2020Capital inflows to emerging countries and their sensitivity to the global financial cycle. (2020). Corneli, Flavia ; buono, ines ; di Stefano, Enrica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1262_20.

Full description at Econpapers || Download paper

2020An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?. (2020). Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1271_20.

Full description at Econpapers || Download paper

2019The Real Effects of the Bank Lending Channel. (2019). Saurina, Jesús ; Peydro, Jose-Luis ; Mian, Atif ; Jimenez, Gabriel. In: Working Papers. RePEc:bge:wpaper:1099.

Full description at Econpapers || Download paper

2019Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07.

Full description at Econpapers || Download paper

2019The term structures of global yields. (2019). Monch, Emanuel. In: BIS Papers chapters. RePEc:bis:bisbpc:102-02.

Full description at Econpapers || Download paper

2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

Full description at Econpapers || Download paper

2019The zero lower bound, forward guidance and how markets respond to news. (2019). Rungcharoenkitkul, Phurichai ; Moessner, Richhild. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903h.

Full description at Econpapers || Download paper

2019Playing it safe: global systemically important banks after the crisis. (2019). Mathur, Aakriti ; Lewrick, Ulf ; Goel, Tirupam. In: BIS Quarterly Review. RePEc:bis:bisqtr:1909e.

Full description at Econpapers || Download paper

2018Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: BIS Working Papers. RePEc:bis:biswps:755.

Full description at Econpapers || Download paper

2019Over-the-counter market liquidity and securities lending. (2019). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: BIS Working Papers. RePEc:bis:biswps:768.

Full description at Econpapers || Download paper

2019Macroprudential policy with capital buffers. (2019). Schroth, Josef. In: BIS Working Papers. RePEc:bis:biswps:771.

Full description at Econpapers || Download paper

2019What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777.

Full description at Econpapers || Download paper

2019Monetary policy surprises and employment: evidence from matched bank-firm loan data on the bank lending-channel. (2019). Gonzalez, Rodrigo. In: BIS Working Papers. RePEc:bis:biswps:799.

Full description at Econpapers || Download paper

2019Bank intermediation activity in a low interest rate environment. (2019). Brei, Michael ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:807.

Full description at Econpapers || Download paper

2019Modelling yields at the lower bound through regime shifts. (2019). Tristani, Oreste ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:813.

Full description at Econpapers || Download paper

2019MANAGING RISK TAKING WITH INTEREST RATE POLICY AND MACROPRUDENTIAL REGULATIONS. (2019). Shukayev, Malik ; Cociuba, Simona ; Ueberfeldt, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1056-1081.

Full description at Econpapers || Download paper

2019Banks are not intermediaries of loanable funds — facts, theory and evidence. (2018). Kumhof, Michael ; Jakab, Zoltán. In: Bank of England working papers. RePEc:boe:boeewp:0761.

Full description at Econpapers || Download paper

2019Measuring financial cycle time. (2019). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: Bank of England working papers. RePEc:boe:boeewp:0776.

Full description at Econpapers || Download paper

2019Currency mispricing and dealer balance sheets. (2019). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Bank of England working papers. RePEc:boe:boeewp:0779.

Full description at Econpapers || Download paper

2019Regulatory effects on short-term interest rates. (2019). Ranaldo, Angelo ; Vasios, Michalis ; Schaffner, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0801.

Full description at Econpapers || Download paper

2019Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales. (2019). Silvestri, Laura ; Douglas, Graeme ; Baranova, Yuliya. In: Bank of England working papers. RePEc:boe:boeewp:0803.

Full description at Econpapers || Download paper

2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

Full description at Econpapers || Download paper

2019Resilience of trading networks: evidence from the sterling corporate bond market. (2019). Roberts-Sklar, Matt ; Silvestri, Laura ; Mallaburn, David. In: Bank of England working papers. RePEc:boe:boeewp:0813.

Full description at Econpapers || Download paper

2020No-arbitrage pricing of GDP-linked bonds. (2020). Yan, Wen ; Eguren Martin, Fernando ; Meldrum, Andrew ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0849.

Full description at Econpapers || Download paper

2020Impact of IFRS 9 on the cost of funding of banks in Europe. (2020). Ouenniche, Jamal ; Bock, Robert ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0851.

Full description at Econpapers || Download paper

2019What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_016.

Full description at Econpapers || Download paper

2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

Full description at Econpapers || Download paper

2019An Asset-Based Framework of Credit Creation (applied to the Global Financial Crisis). (2019). Didier, Sornette ; Becke, Von Der. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:9:y:2019:i:2:p:21:n:1.

Full description at Econpapers || Download paper

2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

Full description at Econpapers || Download paper

2019Securitisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/19.

Full description at Econpapers || Download paper

2019Monetary policy expectations and risk-taking among U.S. banks. (2019). Kelly, Robert ; Byrne, David. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/19.

Full description at Econpapers || Download paper

2019Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7772.

Full description at Econpapers || Download paper

2019What Does Peer-To-Peer Lending Evidence Say about the Risk-Taking Channel of Monetary Policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7792.

Full description at Econpapers || Download paper

2019Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2019). Yeromonahos, Mallory ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7959.

Full description at Econpapers || Download paper

2020Contagion of Fear. (2020). Richardson, Gary ; Mitchener, Kris James. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8172.

Full description at Econpapers || Download paper

2020Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178.

Full description at Econpapers || Download paper

2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

Full description at Econpapers || Download paper

2019The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters. (2019). Malovana, Simona ; Kolcunová, Dominika ; Kolcunova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2019/2.

Full description at Econpapers || Download paper

2019Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve. (2019). Bulir, Ales ; Vlcek, Jan. In: Working Papers. RePEc:cnb:wpaper:2019/3.

Full description at Econpapers || Download paper

2019Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place. (2019). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2019/5.

Full description at Econpapers || Download paper

2018Global financial cycles and risk premiums. (2018). Jorda, Oscar ; Ward, Felix ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12969.

Full description at Econpapers || Download paper

2019Risky Bank Guarantees. (2019). Sarno, Lucio ; Zinna, Gabriele ; Makinen, Taneli. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13709.

Full description at Econpapers || Download paper

2019Prudential Monetary Policy. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13832.

Full description at Econpapers || Download paper

2019Externalities and financial crisis - enough to cause collapse?. (2019). Zhang, Lei ; Miller, Marcus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13834.

Full description at Econpapers || Download paper

2019Global Dimensions of U.S. Monetary Policy. (2019). Obstfeld, Maurice. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13887.

Full description at Econpapers || Download paper

2019A Unified Approach to Measuring u*. (2019). Giannoni, Marc ; Crump, Richard ; Sahin, Aysegul ; Eusepi, Stefano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13939.

Full description at Econpapers || Download paper

2019Bank intermediation activity in a low interest rate environment. (2019). Gambacorta, Leonardo ; Brei, Michael ; BORIO, Claudio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13980.

Full description at Econpapers || Download paper

2019Financial Frictions and the Wealth Distribution. (2019). Fernandez-Villaverde, Jesus ; Nuo, Galo ; Hurtado, Samuel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14002.

Full description at Econpapers || Download paper

2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect. (2019). Lee, Sang Seok ; Gürkaynak, Refet ; Can, Gokce Karasoy ; Gurkaynak, Refet S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14017.

Full description at Econpapers || Download paper

2019The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r*. (2019). Taylor, Alan M ; Fuenzalida, Cristian ; Davis, Josh. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14201.

Full description at Econpapers || Download paper

2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14207.

Full description at Econpapers || Download paper

2019A Theory of Participation in OTC and Centralized Markets. (2019). Weill, Pierre-Olivier ; Uslu, Semih ; Dugast, Jerome. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14258.

Full description at Econpapers || Download paper

2020Demand for safety, risky loans: A model of securitization. (2020). Villacorta, Alonso ; Velez, Anatoli Segura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14313.

Full description at Econpapers || Download paper

2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

Full description at Econpapers || Download paper

2020Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404.

Full description at Econpapers || Download paper

2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

Full description at Econpapers || Download paper

2020Contagion of Fear. (2020). Mitchener, Kris James ; Richardson, Gary. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14510.

Full description at Econpapers || Download paper

2019Global financial interconnectedness: A non-linear assessment of the uncertainty channel. (2019). Ferrara, Laurent ; Candelon, Bertrand ; Joets, Marc. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_001.

Full description at Econpapers || Download paper

2019Credit and Fiscal Multipliers in China. (2019). Ratnovski, Lev ; Chen, Sophia ; Tsai, Pi-Han. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_005.

Full description at Econpapers || Download paper

2019Credit Supply: Are there negative spillovers from banks proprietary trading?. (2019). Kleimeier, Stefanie ; Kurz, Michael. In: DNB Working Papers. RePEc:dnb:dnbwpp:657.

Full description at Econpapers || Download paper

2020Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666.

Full description at Econpapers || Download paper

2019Determinants of banks liquidity : a French perspective on market and regulatory ratio interactions. (2019). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Lecarpentier, Sandrine. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-18.

Full description at Econpapers || Download paper

2019Liquidity contagion with a “first-in/first-out†seniority of claims. (2019). Molinari, Massimo ; Gobbi, Lucio ; Gaffeo, Edoardo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00991.

Full description at Econpapers || Download paper

2020Monetary policy and the yield curve. (2020). Smith, Julie K ; Gamber, Edward N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00018.

Full description at Econpapers || Download paper

2019Identifying horizon-based heterogeneity in the cross section of portfolio returns. (2019). Lundberg, Clark. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00123.

Full description at Econpapers || Download paper

2019Monetary policy, credit institutions and the bank lending channel in the euro area. (2019). Altavilla, Carlo ; Holton, Sarah ; Boucinha, Miguel ; Andreeva, Desislava C ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2019222.

Full description at Econpapers || Download paper

2019Overcapacities in banking: measurements, trends and determinants. (2019). Klaus, Benjamin ; Gardo, Sandor. In: Occasional Paper Series. RePEc:ecb:ecbops:2019236.

Full description at Econpapers || Download paper

2019A dynamic model of bank behaviour under multiple regulatory constraints. (2019). Salleo, Carmelo ; Daminato, Claudio ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20192233.

Full description at Econpapers || Download paper

2019Empowering central bank asset purchases: The role of financial policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Paper Series. RePEc:ecb:ecbwps:20192237.

Full description at Econpapers || Download paper

2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: Working Paper Series. RePEc:ecb:ecbwps:20192242.

Full description at Econpapers || Download paper

2019Targeting financial stability: macroprudential or monetary policy?. (2019). Kapadia, Sujit ; McLeay, Michael ; Giese, Julia ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192278.

Full description at Econpapers || Download paper

2019Negative interest rates, excess liquidity and retail deposits: banks’ reaction to unconventional monetary policy in the euro area. (2019). Eisenschmidt, Jens ; Demiralp, Selva ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20192283.

Full description at Econpapers || Download paper

2019Impact of higher capital buffers on banks’ lending and risk-taking: evidence from the euro area experiments. (2019). Varraso, Paolo ; Marques, Aurea Ponte ; Budrys, Ymantas ; Peeters, Jonas ; Cappelletti, Giuseppe. In: Working Paper Series. RePEc:ecb:ecbwps:20192292.

Full description at Econpapers || Download paper

2019Tracing the impact of the ECB’s asset purchase programme on the yield curve. (2019). Lemke, Wolfgang ; Eser, Fabian ; Vladu, Andreea Liliana ; Radde, Soren ; Nyholm, Ken. In: Working Paper Series. RePEc:ecb:ecbwps:20192293.

Full description at Econpapers || Download paper

2019Behind the scenes of the beauty contest: window dressing and the G-SIB framework. (2019). Wedow, Michael ; Parisi, Laura ; Mangiante, Giacomo ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20192298.

Full description at Econpapers || Download paper

2019Modelling yields at the lower bound through regime shifts. (2019). Hördahl, Peter ; Tristani, Oreste ; Hordahl, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20192320.

Full description at Econpapers || Download paper

2019Financial cycles, credit bubbles and stabilization policies. (2019). Corrado, Luisa ; Schuler, Tobias. In: Working Paper Series. RePEc:ecb:ecbwps:20192336.

Full description at Econpapers || Download paper

2020Banking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers. (2020). Altavilla, Carlo ; Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20202349.

Full description at Econpapers || Download paper

2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

Full description at Econpapers || Download paper

2020Monetary policy and regional inequality. (2020). Hauptmeier, Sebastian ; Nikalexi, Katerina ; Holm-Hadulla, Federic. In: Working Paper Series. RePEc:ecb:ecbwps:20202385.

Full description at Econpapers || Download paper

2020Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20202387.

Full description at Econpapers || Download paper

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

Works by Tobias Adrian:


YearTitleTypeCited
2016CoVaR In: American Economic Review.
[Full Text][Citation analysis]
article1
2011CoVaR.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019Vulnerable Growth In: American Economic Review.
[Full Text][Citation analysis]
article13
2016Vulnerable Growth.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2018Vulnerable Growth.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2009Money, Liquidity, and Monetary Policy In: American Economic Review.
[Full Text][Citation analysis]
article137
2020NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings.
[Full Text][Citation analysis]
article0
2018Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article2
2011Financial Intermediary Balance Sheet Management In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article24
2012Shadow Banking Regulation In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article24
2015Financial Stability Monitoring In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article19
2013Financial stability monitoring.(2013) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2014Financial Stability Monitoring.(2014) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2010The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 In: Annual Review of Economics.
[Full Text][Citation analysis]
article60
2008Liquidity and financial contagion. In: Financial Stability Review.
[Full Text][Citation analysis]
article31
2009The shadow banking system: implications for fi nancial regulation In: Financial Stability Review.
[Full Text][Citation analysis]
article25
2018Shadow banking and market-based finance In: Financial Stability Review.
[Full Text][Citation analysis]
article1
2018Shadow Banking and Market-Based Finance.(2018) In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Liquidity and financial cycles In: BIS Working Papers.
[Full Text][Citation analysis]
paper42
2019Risk‐taking channel of monetary policy In: Financial Management.
[Full Text][Citation analysis]
article3
2018Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2008Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk In: Journal of Finance.
[Full Text][Citation analysis]
article98
2014Financial Intermediaries and the Cross-Section of Asset Returns In: Journal of Finance.
[Full Text][Citation analysis]
article123
2019Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds In: Journal of Finance.
[Full Text][Citation analysis]
article2
2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012S hadow Banking In: Revue d'économie financière.
[Full Text][Citation analysis]
article22
2013Shadow banking.(2013) In: Economic Policy Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2012Shadow banking.(2012) In: Revue d'Économie Financière.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper48
2005Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM.(2005) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2009Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM.(2009) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
article
2005Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM.(2005) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 48
paper
2015Financial Stability Policies for Shadow Banking In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper17
2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2015The Cost of Capital of the Financial Sector In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2016Monetary Policy, Financial Conditions, and Financial Stability In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper42
2018Monetary Policy, Financial Conditions, and Financial Stability.(2018) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
article
2014Monetary Policy, Financial Conditions, and Financial Stability.(2014) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2017Intraday Market Making with Overnight Inventory Costs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper28
2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
article
2017Liquidity Policies and Systemic Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper6
2018Liquidity policies and systemic risk.(2018) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2014Liquidity Policies and Systemic Risk.(2014) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2014Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper11
2017Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2017Risk Management and Regulation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2018Risk Management and Regulation.(2018) In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018A Leverage-Based Measure of Financial Stability In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2018A Leverage-Based Measure of Financial Stability.(2018) In: Discussion Papers of Business and Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper10
2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper12
2018The Term Structure of Growth-at-Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2018The Term Structure of Growth-at-Risk.(2018) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2018Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2018A Review of Shadow Banking In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2019Global Price of Risk and Stabilization Policies In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2019Global Price of Risk and Stabilization Policies.(2019) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2004The degree of openness and the cost of fixing exchange rate In: Economics Letters.
[Full Text][Citation analysis]
article0
2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
[Full Text][Citation analysis]
article14
2011Financial amplification of foreign exchange risk premia In: European Economic Review.
[Full Text][Citation analysis]
article4
2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article178
2009Inference, arbitrage, and asset price volatility In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article2
2010Liquidity and leverage In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article739
2010Financial Intermediaries and Monetary Economics In: Handbook of Monetary Economics.
[Full Text][Citation analysis]
chapter117
2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article23
2013Procyclical leverage and value-at-risk In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper158
2014Procyclical Leverage and Value-at-Risk.(2014) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 158
article
2013Procyclical Leverage and Value-at-Risk.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 158
paper
2015Macroprudential Policy: Case Study from a Tabletop Exercise In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]
paper1
2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets In: FEDS Notes.
[Full Text][Citation analysis]
paper4
2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets.(2013) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005Stock returns and volatility: pricing the long-run and short-run components of market risk In: Proceedings.
[Full Text][Citation analysis]
article2
2008Financial intermediaries, financial stability and monetary policy In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]
article33
2005What financing data reveal about dealer leverage In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article17
2007Measuring risk in the hedge fund sector In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article19
2008Liquidity, monetary policy, and financial cycles In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article73
2009The Federal Reserves Primary Dealer Credit Facility In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article27
2017Macroprudential policy: a case study from a tabletop exercise In: Economic Policy Review.
[Full Text][Citation analysis]
article3
2011The Federal Reserve’s Commercial Paper Funding Facility In: Economic Policy Review.
[Full Text][Citation analysis]
article7
2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2013The Recent Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2013Intermediary Leverage Cycles and Financial Stability In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2014Liquidity Risk, Liquidity Management, and Liquidity Policies In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2015Introduction to a Series on Market Liquidity In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015Has U.S. Treasury Market Liquidity Deteriorated? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015Whats Driving Dealer Balance Sheet Stagnation? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015Discounting the Long-Run In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015Introduction to a Series on Market Liquidity: Part 2 In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015Has Liquidity Risk in the Treasury and Equity Markets Increased? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015Changes in the Returns to Market Making In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2015Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2016Continuing the Conversation on Liquidity In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2016Corporate Bond Market Liquidity Redux: More Price-Based Evidence In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2016Did Third Avenues Liquidation Reduce Corporate Bond Market Liquidity? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2016Forecasting Interest Rates over the Long Run In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2017Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2004Inference, arbitrage, and asset price volatility In: Staff Reports.
[Full Text][Citation analysis]
paper0
2008Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM In: Staff Reports.
[Full Text][Citation analysis]
paper3
2006Stock returns and volatility: pricing the short-run and long-run components of market risk In: Staff Reports.
[Full Text][Citation analysis]
paper47
2008Disagreement and learning in a dynamic contracting model In: Staff Reports.
[Full Text][Citation analysis]
paper2
2008Liquidity and leverage In: Staff Reports.
[Full Text][Citation analysis]
paper73
2008Financial intermediary leverage and value at risk In: Staff Reports.
[Full Text][Citation analysis]
paper58
2008Pricing the term structure with linear regressions In: Staff Reports.
[Full Text][Citation analysis]
paper10
2008Financial intermediaries, financial stability, and monetary policy In: Staff Reports.
[Full Text][Citation analysis]
paper47
2014CoVaR In: Staff Reports.
[Full Text][Citation analysis]
paper0
2009Money, liquidity, and monetary policy In: Staff Reports.
[Full Text][Citation analysis]
paper152
2015Risk appetite and exchange Rates In: Staff Reports.
[Full Text][Citation analysis]
paper1
2009The term structure of inflation expectations In: Staff Reports.
[Full Text][Citation analysis]
paper19
2009The shadow banking system: implications for financial regulation In: Staff Reports.
[Full Text][Citation analysis]
paper38
2009Prices and quantities in the monetary policy transmission mechanism In: Staff Reports.
[Full Text][Citation analysis]
paper20
2009Monetary tightening cycles and the predictability of economic activity In: Staff Reports.
[Full Text][Citation analysis]
paper1
2009Financial intermediaries and monetary economics In: Staff Reports.
[Full Text][Citation analysis]
paper22
2010Monetary cycles, financial cycles, and the business cycle In: Staff Reports.
[Full Text][Citation analysis]
paper17
2010Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports.
[Full Text][Citation analysis]
paper21
2010The Federal Reserves Commercial Paper Funding Facility In: Staff Reports.
[Full Text][Citation analysis]
paper20
2010Macro risk premium and intermediary balance sheet quantities In: Staff Reports.
[Full Text][Citation analysis]
paper39
2010The changing nature of financial intermediation and the financial crisis of 2007-09 In: Staff Reports.
[Full Text][Citation analysis]
paper76
2010Shadow banking In: Staff Reports.
[Full Text][Citation analysis]
paper84
2010Financial amplification of foreign exchange risk premia In: Staff Reports.
[Full Text][Citation analysis]
paper0
2010Funding liquidity risk and the cross-section of stock returns In: Staff Reports.
[Full Text][Citation analysis]
paper0
2014Regression-based estimation of dynamic asset pricing models In: Staff Reports.
[Full Text][Citation analysis]
paper0
2011Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 In: Staff Reports.
[Full Text][Citation analysis]
paper17
2013Repo and securities lending In: Staff Reports.
[Full Text][Citation analysis]
paper5
2011Financial intermediary balance sheet management In: Staff Reports.
[Full Text][Citation analysis]
paper24
2011Dodd-Frank one year on: implications for shadow banking In: Staff Reports.
[Full Text][Citation analysis]
paper0
2012Shadow banking regulation In: Staff Reports.
[Full Text][Citation analysis]
paper24
2015Intermediary leverage cycles and financial stability In: Staff Reports.
[Full Text][Citation analysis]
paper96
2015Decomposing real and nominal yield curves In: Staff Reports.
[Full Text][Citation analysis]
paper13
2012Shadow banking: a review of the literature In: Staff Reports.
[Full Text][Citation analysis]
paper18
2012Discussion of “An Integrated Framework for Multiple Financial Regulations” In: Staff Reports.
[Full Text][Citation analysis]
paper0
2014Financial stability monitoring In: Staff Reports.
[Full Text][Citation analysis]
paper4
2014Dynamic Leverage Asset Pricing In: Staff Reports.
[Full Text][Citation analysis]
paper7
2013Shadow bank monitoring In: Staff Reports.
[Full Text][Citation analysis]
paper2
2013Intermediary balance sheets In: Staff Reports.
[Full Text][Citation analysis]
paper6
2014Liquidity policies and systemic risk In: Staff Reports.
[Full Text][Citation analysis]
paper4
2014Financial stability policies for shadow banking In: Staff Reports.
[Full Text][Citation analysis]
paper4
2016Monetary policy, financial conditions, and financial stability In: Staff Reports.
[Full Text][Citation analysis]
paper21
2015Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” In: Staff Reports.
[Full Text][Citation analysis]
paper1
2016Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds In: Staff Reports.
[Full Text][Citation analysis]
paper10
2015Macroprudential policy: case study from a tabletop exercise In: Staff Reports.
[Full Text][Citation analysis]
paper2
2016On the scale of financial intermediaries In: Staff Reports.
[Full Text][Citation analysis]
paper6
2015News shocks, monetary policy, and foreign currency positions In: Staff Reports.
[Full Text][Citation analysis]
paper5
2015The cost of capital of the financial sector In: Staff Reports.
[Full Text][Citation analysis]
paper2
2016Global price of risk and stabilization policies In: Staff Reports.
[Full Text][Citation analysis]
paper2
2017Vulnerable growth In: Staff Reports.
[Full Text][Citation analysis]
paper7
2016Market liquidity after the financial crisis In: Staff Reports.
[Full Text][Citation analysis]
paper22
2016Intraday market making with overnight inventory costs In: Staff Reports.
[Full Text][Citation analysis]
paper1
2017Dealer balance sheets and bond liquidity provision In: Staff Reports.
[Full Text][Citation analysis]
paper28
2017Financial vulnerability and monetary policy In: Staff Reports.
[Full Text][Citation analysis]
paper9
2017An index of Treasury Market liquidity: 1991-2017 In: Staff Reports.
[Full Text][Citation analysis]
paper2
2020Forecasting Macroeconomic Risks In: Staff Reports.
[Full Text][Citation analysis]
article0
2019Monetary policy and financial conditions: a cross-country study In: Staff Reports.
[Full Text][Citation analysis]
paper0
2019Multimodality in Macro-Financial Dynamics In: Staff Reports.
[Full Text][Citation analysis]
paper0
2009Prices and Quantities in the Monetary Policy Transmission Mechanism In: International Journal of Central Banking.
[Full Text][Citation analysis]
article17
1999A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article4
2020Stress Testing at the IMF In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]
paper0
2019A Monitoring Framework for Global Financial Stability In: IMF Staff Discussion Notes.
[Full Text][Citation analysis]
paper0
2011Comment on Two Monetary Tools: Interest Rates and Haircuts In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2011Hedge Fund Tail Risk In: NBER Chapters.
[Full Text][Citation analysis]
chapter4
2013Repo and Securities Lending In: NBER Chapters.
[Full Text][Citation analysis]
chapter39
2012Repo and Securities Lending.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 In: NBER Chapters.
[Full Text][Citation analysis]
chapter107
2013Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009.(2013) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107
article
2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 In: NBER Working Papers.
[Full Text][Citation analysis]
paper81
2009Disagreement and Learning in a Dynamic Contracting Model In: Review of Financial Studies.
[Full Text][Citation analysis]
article22
2007Disagreement and Learning in a Dynamic Contracting Model.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2012shadow banking: a review of the literature In: The New Palgrave Dictionary of Economics.
[Full Text][Citation analysis]
chapter0
2010Macro Risk Premium and Intermediary Balance Sheet Quantities In: IMF Economic Review.
[Full Text][Citation analysis]
article41
2011Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09 In: Working Papers.
[Full Text][Citation analysis]
paper6
2010Financial Intermediation, Asset Prices, and Macroeconomic Dynamics In: 2010 Meeting Papers.
[Citation analysis]
paper6
2010Risk Appetite and Exchange Rates In: 2010 Meeting Papers.
[Full Text][Citation analysis]
paper12
2011Broker-Dealer Leverage and the Cross-Section of Stock Returns In: 2011 Meeting Papers.
[Full Text][Citation analysis]
paper0
2015Intermediary Balance Sheets In: 2015 Meeting Papers.
[Full Text][Citation analysis]
paper7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team