Tobias Adrian : Citation Profile


Are you Tobias Adrian?

International Monetary Fund (IMF)

31

H index

58

i10 index

4996

Citations

RESEARCH PRODUCTION:

50

Articles

147

Papers

6

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 227
   Journals where Tobias Adrian has often published
   Relations with other researchers
   Recent citing documents: 994.    Total self citations: 83 (1.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pad61
   Updated: 2022-05-21    RAS profile: 2022-03-08    
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Relations with other researchers


Works with:

Boyarchenko, Nina (18)

Giannone, Domenico (12)

Fleming, Michael (9)

Duarte, Fernando (8)

Vogt, Erik (7)

Shachar, Or (7)

Shin, Hyun Song (5)

FERROUHI, EL MEHDI (4)

Gehrig, Thomas (4)

Crump, Richard (4)

Caporin, Massimiliano (4)

Dumitrescu, Ariadna (4)

CAPELLE-BLANCARD, Gunther (4)

Alexeev, Vitali (4)

Holzmeister, Felix (4)

Deev, Oleg (4)

Abudy, Menachem (4)

Colliard, Jean-Edouard (4)

Dreber, Anna (4)

Ait-Sahalia, Yacine (4)

Johannesson, Magnus (4)

Bohorquez Correa, Santiago (4)

Menkveld, Albert (4)

Zabczyk, Pawel (4)

Dimpfl, Thomas (4)

Frömmel, Michael (3)

Borowiecki, Karol (3)

Pastor, Lubos (2)

Xia, Shuo (2)

Walther, Thomas (2)

Theissen, Erik (2)

Lopez-Lira, Alejandro (2)

Nielsson, Ulf (2)

Gerritsen, Dirk (2)

Kiff, John (2)

Bouri, Elie (2)

PASCUAL, ROBERTO (2)

Regis, Luca (2)

Moinas, Sophie (2)

Davies, Ryan (2)

Vilkov, Grigory (2)

Harris, Jeffrey (2)

Pasquariello, Paolo (2)

Gil-Bazo, Javier (2)

Rinne, Kalle (2)

Pelizzon, Loriana (2)

Patton, Andrew (2)

Smales, Lee (2)

Rakowski, David (2)

Jurkatis, Simon (2)

Wolff, Christian (2)

Zhou, Chen (2)

Wilhelmsson, Anders (2)

Estrella, Arturo (2)

Bos, Charles (2)

Schwarz, Marco (2)

Park, Andreas (2)

van Kervel, Vincent (2)

Liew, Chee (2)

Patel, Vinay (2)

Gorbenko, Arseny (2)

Schenk-Hoppé, Klaus (2)

Foucault, Thierry (2)

Ferrara, Gerardo (2)

Palan, Stefan (2)

Lajaunie, Quentin (2)

Hurlin, Christophe (2)

Lof, Matthijs (2)

Wong, Wing-Keung (2)

Xiu, Dacheng (2)

Horenstein, Alex (2)

Kassner, Bernhard (2)

Reitz, Stefan (2)

Putnins, Talis (2)

Verousis, Thanos (2)

Hautsch, Nikolaus (2)

Ranaldo, Angelo (2)

Sarno, Lucio (2)

Moench, Emanuel (2)

Frijns, Bart (2)

Stefanova, Denitsa (2)

Talavera, Oleksandr (2)

Scaillet, Olivier (2)

Jalkh, Naji (2)

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

Is cited by:

Moreno Gutiérrez, José (56)

Gambacorta, Leonardo (48)

Peydro, Jose-Luis (45)

Boyarchenko, Nina (42)

Shin, Hyun Song (35)

Pelizzon, Loriana (32)

BORIO, Claudio (30)

Laeven, Luc (29)

Agur, Itai (29)

Farmer, J. (27)

Schularick, Moritz (26)

Cites to:

Shin, Hyun Song (64)

Brunnermeier, Markus (38)

KRISHNAMURTHY, ARVIND (31)

Bernanke, Ben (31)

Gertler, Mark (30)

Boyarchenko, Nina (30)

Ashcraft, Adam (27)

Pedersen, Lasse (23)

Stein, Jeremy (23)

Campbell, John (22)

Fleming, Michael (21)

Main data


Where Tobias Adrian has published?


Journals with more than one article published# docs
Annual Review of Financial Economics5
Current Issues in Economics and Finance4
Journal of Financial Intermediation3
Economic Policy Review3
American Economic Review3
Financial Stability Review3
Journal of Finance3
Review of Financial Studies2
Journal of Financial Economics2
Journal of Monetary Economics2
Economics Letters2
IMF Economic Review2
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York58
Liberty Street Economics / Federal Reserve Bank of New York25
IMF Working Papers / International Monetary Fund5
IMF Departmental Papers / Policy Papers / International Monetary Fund4
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
Discussion Papers on Economics / University of Southern Denmark, Department of Economics2

Recent works citing Tobias Adrian (2022 and 2021)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2021The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01.

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2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

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2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

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2020Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934.

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2020How to prevent a new global financial crisis. (2020). Beker, Victor. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4309.

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2020Evaluación Económica de pérdidas por enfermedades en bovinos: métodos de valuación de perdida. (2020). Amaro, Ignacio Benito . In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4310.

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2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

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2020Banking sector and bank liquidity – key actors within financial crises?. (2020). Ciurel, Adriana Daniela ; DUN, Florin Alexandru ; Niescu, Dan Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:147-168.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2021A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021007.

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2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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2021.

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2021Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2021Optimal Bookmaking. (2019). Zou, Bin ; Zhou, Zhou ; Lorig, Matthew. In: Papers. RePEc:arx:papers:1907.01056.

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2020Robust Inference about Conditional Tail Features: A Panel Data Approach. (2019). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:1909.00294.

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2021Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299.

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2021Market Efficient Portfolios in a Systemic Economy. (2020). Weber, Stefan ; Capponi, Agostino ; Awiszus, Kerstin. In: Papers. RePEc:arx:papers:2003.10121.

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2020On bid and ask side-specific tick sizes. (2020). Rosenbaum, Mathieu ; Derchu, Joffrey ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2005.14126.

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2021Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

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2020Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model. (2020). Li, Bingqing ; Fu, Michael C ; Zhang, Tianqi ; Wu, Rongwen . In: Papers. RePEc:arx:papers:2006.15054.

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2020Is there a Golden Parachute in Sannikovs principal-agent problem?. (2020). Touzi, Nizar ; Possamai, Dylan. In: Papers. RePEc:arx:papers:2007.05529.

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2020Equity Tail Risk in the Treasury Bond Market. (2020). Rubin, Mirco ; Ruzzi, Dario. In: Papers. RePEc:arx:papers:2007.05933.

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2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

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2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706.

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2020CoVaR with volatility clustering, heavy tails and non-linear dependence. (2020). Rivieccio, Giorgia ; de Luca, Giovanni ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2009.10764.

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2021Conditional Systemic Risk Measures. (2020). Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:2010.11515.

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2021The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2021Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model. (2020). Jarrow, Robert A ; Zhu, Liao ; Wells, Martin T. In: Papers. RePEc:arx:papers:2011.04171.

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2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2021Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts. (2021). Yu, Chuyi ; Jos'e E. Figueroa-L'opez, ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2101.03086.

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2021Dynamic industry uncertainty networks and the business cycle. (2021). Baruník, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957.

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2021New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G. In: Papers. RePEc:arx:papers:2101.12306.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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

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2021Three little arbitrage theorems. (2021). Contreras, Mauricio ; Ortiz, Roberto . In: Papers. RePEc:arx:papers:2104.10187.

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2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

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2021Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498.

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2021The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410.

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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: Papers. RePEc:arx:papers:2110.03411.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2021Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2021). Woo, Jae-Kyung ; Peralta, Oscar. In: Papers. RePEc:arx:papers:2201.11122.

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

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2022Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695.

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2022Measurability of functionals and of ideal point forecasts. (2022). Fissler, Tobias ; Holzmann, Hajo. In: Papers. RePEc:arx:papers:2203.08635.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2020Impact of Global Low Interest Rates to the Capital Flows and Financial Vulnerability of Small Open Economies. (2020). Cheng, Xiangjuan ; Yang, Haizhen ; Wang, Qiao. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:449-468.

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2020Modelling Small Open Developing Economies in a Financialized World: A Stock-Flow Consistent Prototype Growth Model. (2020). Yilmaz, Sakir ; Godin, Antoine. In: Working Paper. RePEc:avg:wpaper:en10824.

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2020Carbon Policies and Climate Financial Regulation. (2020). Hege, Ulrich ; Cherbonnier, Frederic. In: Working Paper. RePEc:avg:wpaper:en11709.

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2021Systemic Risk in Chinas Financial Industry Due to the COVID-19 Pandemic. (2021). Huang, Ziyi ; Lan, Cheng. In: Asian Economics Letters. RePEc:ayb:jrnael:20.

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2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20154.

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2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21154.

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2020Canadian Financial Stress and Macroeconomic Conditions. (2020). Duprey, Thibaut. In: Discussion Papers. RePEc:bca:bocadp:20-4.

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2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2021Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?. (2021). Terajima, Yaz ; Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Gomez, Tomas ; Dinger, Valeriya ; Cao, Jin ; Liaudinskas, Karolis ; Juelsrud, Ragnar ; Jara, Alejandro. In: Staff Working Papers. RePEc:bca:bocawp:21-62.

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2020RegGae: a toolkit for macroprudential policy with DSGEs. (2020). Castro, Eduardo C. In: Working Papers Series. RePEc:bcb:wpaper:526.

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2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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2020Financial frictions and the wealth distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo. In: Working Papers. RePEc:bde:wpaper:2013.

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2021Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector. (2021). Gonzalez-Perez, Maria T. In: Working Papers. RePEc:bde:wpaper:2128.

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2020Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps. (2020). Galardo, Maddalena ; Bologna, Pierluigi ; Alessandri, Piergiorgio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_567_20.

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2020Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20.

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2021Learning from revisions: a tool for detecting potential errors in banks balance sheet statistical reporting. (2021). Piermattei, Stefano ; Marinelli, Giuseppe ; Cusano, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_611_21.

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2021The economics of non-bank financial intermediation: why do we need to fill the regulation gap?. (2021). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_625_21.

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2021Financial condition indices for emerging market economies: can Google help?. (2021). Ferriani, Fabrizio ; Gazzani, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_653_21.

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2021Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21.

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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.

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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.

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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.

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2020The time-varying risk of Italian GDP. (2020). Pacella, Claudia ; Delle Monache, Davide ; Busetti, Fabio ; Caivano, Michele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1288_20.

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2020Equity tail risk in the treasury bond market. (2020). Ruzzi, Dario ; Rubin, Mirco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1311_20.

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2021Revisiting the Case for a Fiscal Union: the Federal Fiscal Channel of Downside-Risk Sharing in the United States. (2021). Rossi, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1351_21.

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2020Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar-Argaez, Ana. In: Working Papers. RePEc:bdm:wpaper:2020-18.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2021The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura. In: Working Papers. RePEc:bdm:wpaper:2021-23.

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2020Effects of Banco de la Republica’s Communication on the Yield Curve. (2020). Parra-Polanía, Julián ; Ospina-Tejeiro, Juan ; Melo-Velandia, Luis ; Parra-Polania, Julian A. In: Borradores de Economia. RePEc:bdr:borrec:1137.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang. In: Working Papers. RePEc:bfi:wpaper:2020-79.

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2020U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Du, Wenxin ; Liao, Gordon. In: Working Papers. RePEc:bfi:wpaper:2020-89.

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2021Liquidity, Pledgeability, and the Nature of Lending. (2021). Hu, Yunzhi ; Diamond, Douglas W ; Rajan, Raghuram G. In: Working Papers. RePEc:bfi:wpaper:2021-09.

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2020Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:754.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: Working papers. RePEc:bfr:banfra:761.

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2020Climate-Related Scenarios for Financial Stability Assessment: an Application to France. (2020). Lisack, Noëmie ; Dees, Stephane ; CLERC, Laurent ; CAICEDO, Mateo ; Vernet, Lucas ; Svartzman, Romain ; Allen, Thomas ; Rabate, Marie ; Pegoraro, Fulvio ; Diot, Sebastien ; Devulder, Antoine ; de Gaye, Annabelle ; Chouard, Valerie ; Boissinot, Jean. In: Working papers. RePEc:bfr:banfra:774.

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2020Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements. (2020). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Cyril, Pouvelle ; Sandrine, Lecarpentier ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:782.

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2021A Prudential trade-off? Leakages and Interactions with Monetary Policy. (2021). Meunier, Baptiste ; Justine, Pedrono. In: Working papers. RePEc:bfr:banfra:805.

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2021Welfare-Based Optimal Macroprudential Policy with Shadow Banks. (2021). Stefan, Gebauer. In: Working papers. RePEc:bfr:banfra:817.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2022Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; DE BANDT, OLIVIER ; Scalone, Valerio ; Ichiue, Hibiki ; Durdu, Bora. In: Working papers. RePEc:bfr:banfra:864.

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2020Quantitative Easing, Investment, and Safe Assets: The Corporate-Bond Lending Channel. (2020). Peydro, Jose-Luis ; Matta, Rafael ; Wang, YE ; Giambona, Erasmo. In: Working Papers. RePEc:bge:wpaper:1179.

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2020Inflation at risk from Covid-19. (2020). Zampolli, Fabrizio ; Mehrotra, Aaron ; Banerjee, Ryan. In: BIS Bulletins. RePEc:bis:bisblt:28.

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2021Open-ended bond funds: systemic risks and policy implications. (2021). Lewrick, Ulf ; Claessens, Stijn. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112c.

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2020Inflation at risk in advanced and emerging economies. (2020). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan Niladri. In: BIS Working Papers. RePEc:bis:biswps:883.

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2020Low price-to-book ratios and bank dividend payout policies. (2020). Oliviero, Tommaso ; Gambacorta, Leonardo ; Song, Tommaso Hyun. In: BIS Working Papers. RePEc:bis:biswps:907.

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2020Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline. In: BIS Working Papers. RePEc:bis:biswps:908.

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2021Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918.

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2021Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

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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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2008CoVaR.(2008) In: Staff Reports.
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2011CoVaR.(2011) In: NBER Working Papers.
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2019Vulnerable Growth In: American Economic Review.
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2016Vulnerable growth.(2016) In: Staff Reports.
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2009Money, Liquidity, and Monetary Policy In: American Economic Review.
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2011Financial Intermediary Balance Sheet Management In: Annual Review of Financial Economics.
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2011Financial intermediary balance sheet management.(2011) In: Staff Reports.
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2012Shadow Banking Regulation In: Annual Review of Financial Economics.
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2012Shadow banking regulation.(2012) In: Staff Reports.
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2015Financial Stability Monitoring In: Annual Review of Financial Economics.
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2010The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 In: Annual Review of Economics.
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2008Liquidity and financial contagion. In: Financial Stability Review.
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2014Financial Intermediaries and the Cross-Section of Asset Returns In: Journal of Finance.
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2010Shadow banking.(2010) In: Staff Reports.
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2012Shadow banking.(2012) In: Revue d'Économie Financière.
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2005Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM.(2005) In: HEC Research Papers Series.
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2008Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM.(2008) In: Staff Reports.
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2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
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2014Liquidity Policies and Systemic Risk.(2014) In: Liberty Street Economics.
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2014Liquidity policies and systemic risk.(2014) In: Staff Reports.
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2014Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers.
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2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
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2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
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2017Risk Management and Regulation In: CEPR Discussion Papers.
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2018Risk Management and Regulation.(2018) In: IMF Departmental Papers / Policy Papers.
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2014A Leverage-Based Measure of Financial Instability.(2014) In: Staff Reports.
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2018A Leverage-Based Measure of Financial Stability.(2018) In: Discussion Papers on Economics.
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2021A Leverage-Based Measure of Financial Stability.(2021) In: Discussion Papers on Economics.
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2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
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2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
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2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
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2019Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports.
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2018The Term Structure of Growth-at-Risk In: CEPR Discussion Papers.
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2018The Term Structure of Growth-at-Risk.(2018) In: IMF Working Papers.
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2018Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis In: CEPR Discussion Papers.
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2018A Review of Shadow Banking In: CEPR Discussion Papers.
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2019Global Price of Risk and Stabilization Policies In: CEPR Discussion Papers.
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paper7
2016Global price of risk and stabilization policies.(2016) In: Staff Reports.
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2019Global Price of Risk and Stabilization Policies.(2019) In: IMF Economic Review.
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2020Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers.
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2020Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers.
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2020Forecasting Macroeconomic Risks In: CEPR Discussion Papers.
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2020Forecasting Macroeconomic Risks.(2020) In: Staff Reports.
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2020The Non-U.S. Bank Demand for U.S. Dollar Assets In: CEPR Discussion Papers.
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2020The Non-U.S. Bank Demand for U.S. Dollar Assets.(2020) In: IMF Working Papers.
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2020A Quantitative Model for the Integrated Policy Framework In: CEPR Discussion Papers.
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2020Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers.
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paper18
2019Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports.
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2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review.
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2004The degree of openness and the cost of fixing exchange rate In: Economics Letters.
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2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
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2009Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports.
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2011Financial amplification of foreign exchange risk premia In: European Economic Review.
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2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
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2014Procyclical Leverage and Value-at-Risk.(2014) In: Review of Financial Studies.
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2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets.(2013) In: Liberty Street Economics.
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2005Stock returns and volatility: pricing the long-run and short-run components of market risk In: Proceedings.
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2008Financial intermediaries, financial stability and monetary policy In: Proceedings - Economic Policy Symposium - Jackson Hole.
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2008Financial intermediaries, financial stability, and monetary policy.(2008) In: Staff Reports.
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2005What financing data reveal about dealer leverage In: Current Issues in Economics and Finance.
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2007Measuring risk in the hedge fund sector In: Current Issues in Economics and Finance.
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2008Liquidity, monetary policy, and financial cycles In: Current Issues in Economics and Finance.
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2009The Federal Reserves Primary Dealer Credit Facility In: Current Issues in Economics and Finance.
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2011The Federal Reserve’s Commercial Paper Funding Facility In: Economic Policy Review.
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2010The Federal Reserves Commercial Paper Funding Facility.(2010) In: Staff Reports.
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2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
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2013The Recent Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
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2013Intermediary Leverage Cycles and Financial Stability In: Liberty Street Economics.
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2014Liquidity Risk, Liquidity Management, and Liquidity Policies In: Liberty Street Economics.
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2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
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2015Introduction to a Series on Market Liquidity In: Liberty Street Economics.
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2015Has U.S. Treasury Market Liquidity Deteriorated? In: Liberty Street Economics.
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2015Whats Driving Dealer Balance Sheet Stagnation? In: Liberty Street Economics.
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2015Discounting the Long-Run In: Liberty Street Economics.
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2015Introduction to a Series on Market Liquidity: Part 2 In: Liberty Street Economics.
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2015Has Liquidity Risk in the Treasury and Equity Markets Increased? In: Liberty Street Economics.
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2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
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2015Changes in the Returns to Market Making In: Liberty Street Economics.
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2015Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics.
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2016Continuing the Conversation on Liquidity In: Liberty Street Economics.
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2016Corporate Bond Market Liquidity Redux: More Price-Based Evidence In: Liberty Street Economics.
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2016Did Third Avenues Liquidation Reduce Corporate Bond Market Liquidity? In: Liberty Street Economics.
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2016Forecasting Interest Rates over the Long Run In: Liberty Street Economics.
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2017Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics.
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2020What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics.
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2021Central Banks and Digital Currencies In: Liberty Street Economics.
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2009Disagreement and Learning in a Dynamic Contracting Model.(2009) In: Review of Financial Studies.
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2007Disagreement and Learning in a Dynamic Contracting Model.(2007) In: 2007 Meeting Papers.
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2012Repo and Securities Lending.(2012) In: NBER Working Papers.
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2011Dodd-Frank one year on: implications for shadow banking In: Staff Reports.
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