Tobias Adrian : Citation Profile

Are you Tobias Adrian?

International Monetary Fund (IMF)

38

H index

69

i10 index

6924

Citations

RESEARCH PRODUCTION:

49

Articles

155

Papers

6

Chapters

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 301
   Journals where Tobias Adrian has often published
   Relations with other researchers
   Recent citing documents: 410.    Total self citations: 90 (1.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pad61
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Giannone, Domenico (9)

Boyarchenko, Nina (9)

Zabczyk, Pawel (6)

Füllbrunn, Sascha (4)

Bos, Charles (4)

Alexeev, Vitali (4)

Deku, Solomon (4)

Gerritsen, Dirk (4)

Chow, Nikolai Sheung-Chi (4)

Holzmeister, Felix (4)

FERROUHI, EL MEHDI (4)

Bohorquez Correa, Santiago (4)

CAPELLE-BLANCARD, Gunther (4)

Gehrig, Thomas (4)

Dreber, Anna (4)

Degryse, Hans (4)

Deev, Oleg (4)

Menkveld, Albert (4)

Ait-Sahalia, Yacine (4)

Brownlees, Christian (4)

Frömmel, Michael (4)

Johannesson, Magnus (4)

Caporin, Massimiliano (4)

Dumitrescu, Ariadna (4)

Ferrara, Gerardo (4)

Davies, Ryan (4)

Duarte, Fernando (4)

Bjønnes, Geir (4)

Dimpfl, Thomas (4)

Chernov, Mikhail (4)

Colliard, Jean-Edouard (4)

Frijns, Bart (4)

Abudy, Menachem (4)

Lindé, Jesper (3)

Erceg, Christopher (3)

Aloosh, Arash (3)

Eugster, Nicolas (3)

Sojli, Elvira (2)

Theissen, Erik (2)

Patton, Andrew (2)

Xiu, Dacheng (2)

Putnins, Talis (2)

Prokopczuk, Marcel (2)

Wong, Wing-Keung (2)

Liew, Chee (2)

Talavera, Oleksandr (2)

Walther, Thomas (2)

Horenstein, Alex (2)

Patel, Vinay (2)

Stefanova, Denitsa (2)

Bouri, Elie (2)

Rakowski, David (2)

Pelizzon, Loriana (2)

Palan, Stefan (2)

Reitz, Stefan (2)

Roy, Saurabh (2)

Wolff, Christian (2)

Vitek, Francis (2)

Hjalmarsson, Erik (2)

Lajaunie, Quentin (2)

Pastor, Lubos (2)

Fleming, Michael (2)

Korajczyk, Robert (2)

Renault, Thomas (2)

Gorbenko, Arseny (2)

Jurkatis, Simon (2)

Voigt, Stefan (2)

Kassner, Bernhard (2)

Shachar, Or (2)

Gil-Bazo, Javier (2)

Nielsson, Ulf (2)

Hurlin, Christophe (2)

Hautsch, Nikolaus (2)

Regis, Luca (2)

Taylor, Nick (2)

Ødegaard, Bernt (2)

Harris, Jeffrey (2)

Jalkh, Naji (2)

Vogel, Sebastian (2)

Zhou, Chen (2)

Park, Andreas (2)

Rinne, Kalle (2)

Tonks, Ian (2)

Ranaldo, Angelo (2)

Sarno, Lucio (2)

Foucault, Thierry (2)

Schuerhoff, Norman (2)

Verousis, Thanos (2)

Lopez-Lira, Alejandro (2)

Schwarz, Marco (2)

Söderlind, Paul (2)

Moinas, Sophie (2)

Huang, Wenqian (2)

Lof, Matthijs (2)

Scaillet, Olivier (2)

PASCUAL, ROBERTO (2)

Roy, Saurabh (2)

Zhang, S. Sarah (2)

Schenk-Hoppé, Klaus (2)

He, Xuezhong (Tony) (2)

Mihet, Roxana (2)

Vilkov, Grigory (2)

LINTON, OLIVER (2)

Xia, Shuo (2)

Smales, Lee (2)

Pasquariello, Paolo (2)

Wilhelmsson, Anders (2)

Heath, Davidson (2)

Borowiecki, Karol (2)

van Kervel, Vincent (2)

Kearney, Fearghal (2)

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

Is cited by:

Peydro, Jose-Luis (75)

Shin, Hyun Song (59)

Gambacorta, Leonardo (55)

Boyarchenko, Nina (52)

Schularick, Moritz (52)

Napoletano, Mauro (44)

Farmer, J. (40)

BORIO, Claudio (40)

Schrimpf, Andreas (36)

Laeven, Luc (35)

Pelizzon, Loriana (33)

Cites to:

Shin, Hyun Song (86)

Brunnermeier, Markus (60)

Campbell, John (46)

Pedersen, Lasse (39)

Bernanke, Ben (37)

KRISHNAMURTHY, ARVIND (37)

Gertler, Mark (32)

Boyarchenko, Nina (31)

Shleifer, Andrei (29)

Moench, Emanuel (28)

Stein, Jeremy (28)

Main data

Where Tobias Adrian has published?

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

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

Recent works citing Tobias Adrian (2024 and 2023)

YearTitle of citing document
2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2023SAME OLD SONG: ON THE MACROECONOMIC AND DISTRIBUTIONAL EFFECTS OF LEAVING A LOW INTEREST RATE ENVIRONMENT. (2023). Russo, Alberto ; Botta, Alberto ; Caverzasi, Eugenio. In: Working Papers. RePEc:anc:wpaper:481.

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2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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

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

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

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628.

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

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2024Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2023A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models. (2023). Coletti, Donald. In: Discussion Papers. RePEc:bca:bocadp:23-23.

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

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2023Intermediary Market Power and Capital Constraints. (2023). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:23-51.

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

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2023The external financial spillovers of CBDCs. (2023). Landi, Valerio Nispi ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1416_23.

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

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

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

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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023Ensayos de historia económica. Cien años del Banco de la República. (2023). Pienknagura, Samuel ; Ocampo-Gaviria, Jose Antonio ; Hernandez-Gamarra, Antonio ; Urrutia-Montoya, Miguel ; del Pilar, Maria ; Caballero, Carlos Eduardo. In: Books. RePEc:bdr:bdrlib:2023-isbn:9789586644730.

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

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2023Original sin redux: role of duration risk. (2023). Shin, Hyun Song ; Bruno, Valentina ; Bertaut, Carol. In: BIS Working Papers. RePEc:bis:biswps:1109.

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2023Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell. In: BIS Working Papers. RePEc:bis:biswps:1138.

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2023Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1140.

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2023Profitability, valuation and resilience of global banks - a tight link. (2023). Lewrick, Leonardo Ulf ; Caparusso, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:1144.

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2023Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145.

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

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

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

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

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2023The great margin call: The role of leverage in the 1929 Wall Street crash. (2023). Borowiecki, Karol ; Tepper, Alexander ; Dzieliski, Micha. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:3:p:807-826.

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2023Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95.

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

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2023The Value Premium and Time‐Varying Volatility. (2009). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:36:y:2009:i:9-10:p:1252-1272.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2024Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374.

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2023Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125.

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2023Climate policies, macroprudential regulation, and the welfare cost of business cycles. (2023). Diluiso, Francesca ; Carli, Marco ; Annicchiarico, Barbara. In: Bank of England working papers. RePEc:boe:boeewp:1036.

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2023.

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2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

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2023Semi-Structural Model with Household Debt for Israel. (2023). Cohen, Nimrod ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.03.

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

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2023Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366.

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

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2023The role of local promoters in helping microentrepreneurs engage in digital business training. The case of Expertienda. (2023). Romero, Mauricio ; Rojas, Ivan Medina ; Ortiz, Andres ; Uruea-Mejia, Juan Carlos ; Gutierrez, Luis H ; Rodriguez-Lesmes, Paul. In: Documentos de Trabajo. RePEc:col:000092:020902.

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

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2023The Global Transmission of U.S. Monetary Policy. (2022). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Working Papers. RePEc:crs:wpaper:2023-02.

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2023Theoretical Management Enterprise Model in Global Market. Profitability and Rentability. (2023). Voicu, Stefania Mariana. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:166-170.

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2023Long-term Investors, Demand Shifts, and Yields. (2023). Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:769.

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2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023The legal and institutional feasibility of an EU Climate and Energy Security Fund. (2023). Oleaga, Iigo Arruga ; Abraham, Laurent ; O'Connell, Marguerite. In: Occasional Paper Series. RePEc:ecb:ecbops:2023313.

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2023Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317.

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

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Optimal monetary policy with the risk-taking channel. (2023). Thaler, Dominik ; Abbate, Angela. In: Working Paper Series. RePEc:ecb:ecbwps:20232772.

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2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2023Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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

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2023Influence of Financial Leverage on Corporate Profitability: Does it Really Matter?. (2023). Daruwala, Zaheda. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-6.

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2023Chinas monetary policy surprises and corporate real investment. (2023). Zhang, Chengsi ; Tang, Huoqing ; Lu, Dong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001511.

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

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2023Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106.

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

Works by Tobias Adrian:

YearTitleTypeCited
2016CoVaR In: American Economic Review.
[Full Text][Citation analysis]		article318
2008CoVaR.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 318		paper
2011CoVaR.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 318		paper
2019Vulnerable Growth In: American Economic Review.
[Full Text][Citation analysis]		article183
2016Vulnerable Growth.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 183		paper
2018Vulnerable Growth.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 183		paper
2016Vulnerable growth.(2016) In: Staff Reports.
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2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
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2018Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis In: CEPR Discussion Papers.
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2015Macroprudential Policy: Case Study from a Tabletop Exercise In: Supervisory Research and Analysis Working Papers.
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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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2013Intermediary Leverage Cycles and Financial Stability In: Liberty Street Economics.
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2012Intermediary leverage cycles and financial stability.(2012) In: Staff Reports.
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2014Liquidity Risk, Liquidity Management, and Liquidity Policies In: Liberty Street Economics.
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2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
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2015Introduction to a Series on Market Liquidity In: Liberty Street Economics.
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2015Has U.S. Treasury Market Liquidity Deteriorated? In: Liberty Street Economics.
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2015Whats Driving Dealer Balance Sheet Stagnation? In: Liberty Street Economics.
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2015Discounting the Long-Run In: Liberty Street Economics.
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2015Introduction to a Series on Market Liquidity: Part 2 In: Liberty Street Economics.
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2015Has Liquidity Risk in the Treasury and Equity Markets Increased? In: Liberty Street Economics.
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2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
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2015Changes in the Returns to Market Making In: Liberty Street Economics.
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2015Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics.
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2016Continuing the Conversation on Liquidity In: Liberty Street Economics.
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2016Corporate Bond Market Liquidity Redux: More Price-Based Evidence In: Liberty Street Economics.
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2016Did Third Avenues Liquidation Reduce Corporate Bond Market Liquidity? In: Liberty Street Economics.
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2016Forecasting Interest Rates over the Long Run In: Liberty Street Economics.
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2020What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics.
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2006Stock returns and volatility: pricing the short-run and long-run components of market risk In: Staff Reports.
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2006Disagreement and learning in a dynamic contracting model In: Staff Reports.
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2009Disagreement and Learning in a Dynamic Contracting Model.(2009) In: The Review of Financial Studies.
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2007Disagreement and Learning in a Dynamic Contracting Model.(2007) In: 2007 Meeting Papers.
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2008Financial intermediary leverage and value at risk In: Staff Reports.
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2009Risk appetite and exchange Rates In: Staff Reports.
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2010Risk Appetite and Exchange Rates.(2010) In: 2010 Meeting Papers.
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2009The term structure of inflation expectations In: Staff Reports.
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2009Prices and quantities in the monetary policy transmission mechanism In: Staff Reports.
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2009Prices and Quantities in the Monetary Policy Transmission Mechanism.(2009) In: International Journal of Central Banking.
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2010Monetary cycles, financial cycles, and the business cycle In: Staff Reports.
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2010Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports.
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2010Financial Intermediation, Asset Prices, and Macroeconomic Dynamics.(2010) In: 2010 Meeting Papers.
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2010Macro risk premium and intermediary balance sheet quantities In: Staff Reports.
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2010Macro Risk Premium and Intermediary Balance Sheet Quantities.(2010) In: IMF Economic Review.
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2010The changing nature of financial intermediation and the financial crisis of 2007-09 In: Staff Reports.
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2010Funding liquidity risk and the cross-section of stock returns In: Staff Reports.
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2011Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 In: Staff Reports.
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2011Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09.(2011) In: Working Papers.
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2013Repo and Securities Lending.(2013) In: NBER Chapters.
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2012Repo and Securities Lending.(2012) In: NBER Working Papers.
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2011Dodd-Frank one year on: implications for shadow banking In: Staff Reports.
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2012Shadow banking: a review of the literature In: Staff Reports.
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2012shadow banking: a review of the literature.(2012) In: The New Palgrave Dictionary of Economics.
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2012Discussion of “An Integrated Framework for Multiple Financial Regulations” In: Staff Reports.
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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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2015News shocks, monetary policy, and foreign currency positions 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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2011Hedge Fund Tail Risk In: NBER Chapters.
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2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 In: NBER Chapters.
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2013Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009.(2013) In: NBER Macroeconomics Annual.
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