Tobias Adrian : Citation Profile

Are you Tobias Adrian?

International Monetary Fund (IMF)

38

H index

68

i10 index

6783

Citations

RESEARCH PRODUCTION:

52

Articles

155

Papers

6

Chapters

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 294
   Journals where Tobias Adrian has often published
   Relations with other researchers
   Recent citing documents: 525.    Total self citations: 90 (1.31 %)

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   Permalink: http://citec.repec.org/pad61
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Boyarchenko, Nina (11)

Giannone, Domenico (10)

Duarte, Fernando (6)

Zabczyk, Pawel (6)

Dumitrescu, Ariadna (4)

Chernov, Mikhail (4)

Ferrara, Gerardo (4)

Deev, Oleg (4)

Holzmeister, Felix (4)

Dimpfl, Thomas (4)

Colliard, Jean-Edouard (4)

FERROUHI, EL MEHDI (4)

Brownlees, Christian (4)

Caporin, Massimiliano (4)

CAPELLE-BLANCARD, Gunther (4)

Alexeev, Vitali (4)

Deku, Solomon (4)

Johannesson, Magnus (4)

Gehrig, Thomas (4)

Chow, Nikolai Sheung-Chi (4)

Frömmel, Michael (4)

Bohorquez Correa, Santiago (4)

Borowiecki, Karol (4)

Shin, Hyun Song (4)

Gerritsen, Dirk (4)

Abudy, Menachem (4)

Menkveld, Albert (4)

Ait-Sahalia, Yacine (4)

Dreber, Anna (4)

Erceg, Christopher (3)

Füllbrunn, Sascha (3)

Lindé, Jesper (3)

Xia, Shuo (2)

Rakowski, David (2)

Zhou, Chen (2)

Jurkatis, Simon (2)

Frijns, Bart (2)

LINTON, OLIVER (2)

Palan, Stefan (2)

Kassner, Bernhard (2)

Tonks, Ian (2)

Mihet, Roxana (2)

Park, Andreas (2)

Taylor, Nick (2)

Pelizzon, Loriana (2)

Rinne, Kalle (2)

Pastor, Lubos (2)

van Kervel, Vincent (2)

Reitz, Stefan (2)

Wolff, Christian (2)

Sarno, Lucio (2)

Lof, Matthijs (2)

Lajaunie, Quentin (2)

Ranaldo, Angelo (2)

Liew, Chee (2)

Sojli, Elvira (2)

Verousis, Thanos (2)

Putnins, Talis (2)

Vilkov, Grigory (2)

Nielsson, Ulf (2)

Hautsch, Nikolaus (2)

He, Xuezhong (Tony) (2)

Bos, Charles (2)

Foucault, Thierry (2)

Kiff, John (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Hurlin, Christophe (2)

PASCUAL, ROBERTO (2)

Gil-Bazo, Javier (2)

Jalkh, Naji (2)

Talavera, Oleksandr (2)

Pasquariello, Paolo (2)

Vogel, Sebastian (2)

Schenk-Hoppé, Klaus (2)

Wilhelmsson, Anders (2)

Schwarz, Marco (2)

Kearney, Fearghal (2)

Roy, Saurabh (2)

Stefanova, Denitsa (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Fleming, Michael (2)

Harris, Jeffrey (2)

Theissen, Erik (2)

Moinas, Sophie (2)

Ødegaard, Bernt (2)

Estrella, Arturo (2)

Patton, Andrew (2)

Smales, Lee (2)

Horenstein, Alex (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Heath, Davidson (2)

Wong, Wing-Keung (2)

Lopez-Lira, Alejandro (2)

Bouri, Elie (2)

Schuerhoff, Norman (2)

Scaillet, Olivier (2)

Hjalmarsson, Erik (2)

Regis, Luca (2)

Patel, Vinay (2)

Walther, Thomas (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 (71)

Shin, Hyun Song (59)

Gambacorta, Leonardo (55)

Schularick, Moritz (52)

Boyarchenko, Nina (52)

Napoletano, Mauro (43)

BORIO, Claudio (40)

Pelizzon, Loriana (34)

Laeven, Luc (34)

Farmer, J. (34)

Schrimpf, Andreas (32)

Cites to:

Shin, Hyun Song (83)

Brunnermeier, Markus (58)

Pedersen, Lasse (38)

Bernanke, Ben (37)

KRISHNAMURTHY, ARVIND (35)

Gertler, Mark (32)

Boyarchenko, Nina (30)

Campbell, John (29)

Ashcraft, Adam (28)

Stein, Jeremy (27)

Moench, Emanuel (26)

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

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
Discussion Papers on Economics / University of Southern Denmark, Department of Economics2
2010 Meeting Papers / Society for Economic Dynamics2
2017 Meeting Papers / Society for Economic Dynamics2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Tobias Adrian (2023 and 2022)

YearTitle of citing document
2022Determinants of Stock Market Volatility in Africa. (2022). Uhunmwangho, Monday. In: African Journal of Economic Review. RePEc:ags:afjecr:320586.

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2022Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182.

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2022Is 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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2022The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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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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2022Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600.

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2023Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910.

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2022Bayesian 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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2023Macroscopic Market Making. (2023). Nam, Kihun ; Jin, Shijia ; Guo, Ivan. In: Papers. RePEc:arx:papers:2307.14129.

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2022.

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2022Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24.

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2022Unregulated Lending, Mortgage Regulations and Monetary Policy. (2022). Peterson, Brian ; Emenogu, Ugochi. In: Staff Working Papers. RePEc:bca:bocawp:22-28.

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2022The Financial Origins of Non-fundamental Risk. (2022). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:22-4.

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2022Structural risk indicators for the Spanish banking sector. (2022). Melnychuk, Mariya ; Broto, Carmen. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:11:n:2.

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2022Structural risk indicators for the Spanish banking sector. (2022). Broto, Carmen ; Melnychuk, Mariya. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:autumn:n:2.

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2022Structural risk indicators for the Spanish banking sector. (2022). Melnychuk, Mariya ; Broto, Carmen. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2022:i:11:n:2.

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2022Asset Holdings, Information Aggregation in Secondary Markets and Credit Cycles. (2022). Basso, Henrique S. In: Working Papers. RePEc:bde:wpaper:2214.

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2022Firm liquidity and the transmission of monetary policy. (2022). Schiaffi, Stefano ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1378_22.

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2022An analysis of objective inflation expectations and inflation risk premia. (2022). Pericoli, Marcello ; Grasso, Adriana ; Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1380_22.

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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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2022The Currency Channel of the Global Bank Leverage Cycle. (2022). Pedrono, Justine. In: Working papers. RePEc:bfr:banfra:870.

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2022Monetary Policy, Inflation, and Crises: New Evidence from History and Administrative Data. (2022). Richter, Bjorn ; Peydro, Jose-Luis ; Kuvshinov, Dmitry ; Jimenez, Gabriel. In: Working Papers. RePEc:bge:wpaper:1378.

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2022Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67.

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2022Under pressure: market conditions and stress. (2022). Zhu, Sonya ; Hordahl, Peter ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209c.

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2022Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007.

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2022Effects of Banco de la Republicas communication on the yield curve. (2022). Parra-Polania, Julian A ; Ospina-Tejeiro, Juan J ; Melo, Luis Fernando . In: BIS Working Papers. RePEc:bis:biswps:1022.

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2022What drives repo haircuts? Evidence from the UK market. (2022). Pinter, Gabor ; Yuan, Kathy ; Todorov, Karamfil ; Julliard, Christian. In: BIS Working Papers. RePEc:bis:biswps:1027.

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2022Population aging and bank risk-taking. (2022). Kabaş, Gazi ; Doerr, Sebastian ; Ongena, Steven ; Kabas, Gazi. In: BIS Working Papers. RePEc:bis:biswps:1050.

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2022Macro-financial stability frameworks: experience and challenges. (2022). SHIM, ILHYOCK ; BORIO, Claudio ; Shin, Hyun Song. In: BIS Working Papers. RePEc:bis:biswps:1057.

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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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2022Comparison of Models for Growth-at-Risk Forecasting. (2022). Kipriyanov, Aleksei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:23-45.

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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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2022The finance?growth nexus enigma: Bringing in institutional context and the productiveness debate. (2022). Itaman, Richard E. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:504-527.

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2022Monetary policy or macroprudential policies: What can tame the cycles?. (2022). Vollmer, Uwe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1510-1538.

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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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2022How Do Financial Constraints Affect Product Pricing? Evidence from Weather and Life Insurance Premiums. (2022). Ge, Shan. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:449-503.

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2022Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921.

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2022Risk?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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2022Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect. (2022). Lee, Sang Seok ; Gürkaynak, Refet ; Karasoycan, Hatce Goke. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2375-2421.

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2022A Theory of Equivalent Expectation Measures for Contingent Claim Returns. (2022). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2853-2906.

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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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2022Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515.

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2022Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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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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2022Interest rate rules and inflation risks in a macro?finance model. (2022). Marsal, Ales ; Kaszab, Lorant ; Horvath, Roman. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:4:p:416-440.

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2022House price dynamics, optimal LTV limits and the liquidity trap. (2022). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea. In: Bank of England working papers. RePEc:boe:boeewp:0969.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972.

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2022What drives repo haircuts? Evidence from the UK market. (2022). Todorov, Karamfil ; Pinter, Gabor ; Yuan, Kathy ; Julliard, Christian. In: Bank of England working papers. RePEc:boe:boeewp:0985.

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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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2022What should the inflation target be? Views from 600 economists. (2022). Ristolainen, Kim ; Jokivuolle, Esa ; Ferrero, Andrea ; Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_007.

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2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

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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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2022Identifying and assessing systemic risks in Ireland: a review of the Central Bank’s toolkit. (2022). Killeen, Neill ; Wosser, Michael ; Hallissey, Niamh. In: Financial Stability Notes. RePEc:cbi:fsnote:16/fs/22.

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2022Bond Finance and the Leverage Ratio. (2022). Guender, Alfred V. In: Working Papers in Economics. RePEc:cbt:econwp:22/11.

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2022Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10062.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111.

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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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2022Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?. (2022). Juelsrud, Ragnar ; Jara, Alejandro ; Hodula, Martin ; Gric, Zuzana ; Gomez, Tomas ; Dinger, Valeriya ; Cao, Jin ; Terajima, Yaz ; Malovana, Simona ; Liaudinskas, Karolis. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:937.

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2022Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2022/4.

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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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2022Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922.

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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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2022Look who’s Talking: Individual Committee members’ impact on inflation expectations. (2022). Kwiatkowski, Andrzej ; Menzies, Craig ; Rambaccussing, Dooruj. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:305.

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2022The economic impact of the NPLcoverage expectations in the euro area. (2022). Volk, Matjaz ; Vagliano, Gianluca ; Lampe, Max ; Kusmierczyk, Piotr ; Gross, Johannes ; Dimitrov, Ivan ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2022297.

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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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2022Monetary policy, macroprudential policy and financial stability. (2022). Mendicino, Caterina ; Maddaloni, Angela ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222647.

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2022The shifts and the shocks: bank risk, leverage, and the macroeconomy. (2022). Zimmermann, Kaspar ; Richter, Bjorn ; Kuvshinov, Dmitry. In: Working Paper Series. RePEc:ecb:ecbwps:20222672.

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2022Latent fragility: conditioning banks joint probability of default on the financial cycle. (2022). Segoviano, Miguel ; Schuler, Yves S ; Hiebert, Paul ; Bochmann, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222698.

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2022Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum. (2022). Schmitz, Martin ; Carvalho, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20222734.

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2023Optimal 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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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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2022Lockdown and retail trading in the equity market. (2022). Chiah, Mardy ; Zhong, Angel ; Tian, Xiao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001428.

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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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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: CEPR Discussion Papers.
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2016Vulnerable growth.(2016) In: Staff Reports.
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2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
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2009Money, Liquidity, and Monetary Policy In: American Economic Review.
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2009Money, liquidity, and monetary policy.(2009) In: Staff Reports.
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2022The Term Structure of Growth-at-Risk In: American Economic Journal: Macroeconomics.
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2018The Term Structure of Growth-at-Risk.(2018) In: CEPR Discussion Papers.
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2018The Term Structure of Growth-at-Risk.(2018) In: IMF Working Papers.
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2020NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings.
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2022The Great Carbon Arbitrage.(2022) In: IMF Working Papers.
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2018Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis In: Annual Review of Financial Economics.
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2021The Rise of Digital Money In: Annual Review of Financial Economics.
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2011Financial Intermediary Balance Sheet Management In: Annual Review of Financial Economics.
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2011Financial intermediary balance sheet management.(2011) In: Staff Reports.
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2012Shadow Banking Regulation In: Annual Review of Financial Economics.
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2012Shadow banking regulation.(2012) In: Staff Reports.
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2015Financial Stability Monitoring In: Annual Review of Financial Economics.
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2013Financial stability monitoring.(2013) In: Finance and Economics Discussion Series.
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2014Financial Stability Monitoring.(2014) In: FEDS Notes.
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2013Financial stability monitoring.(2013) In: Staff Reports.
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2010The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 In: Annual Review of Economics.
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2008Liquidity and financial contagion. In: Financial Stability Review.
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2009The shadow banking system: implications for fi nancial regulation In: Financial Stability Review.
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2009The shadow banking system: implications for financial regulation.(2009) In: Staff Reports.
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2018Shadow banking and market-based finance In: Financial Stability Review.
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2018Shadow Banking and Market-Based Finance.(2018) In: IMF Departmental Papers / Policy Papers.
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2008Liquidity and financial cycles In: BIS Working Papers.
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2019Risk?taking channel of monetary policy In: Financial Management.
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2018Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers.
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2008Stock Returns and Volatility: Pricing the Short?Run and Long?Run Components of Market Risk In: Journal of Finance.
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2006Stock returns and volatility: pricing the short-run and long-run components of market risk.(2006) In: Staff Reports.
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2014Financial Intermediaries and the Cross-Section of Asset Returns In: Journal of Finance.
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2019Nonlinearity and Flight?to?Safety in the Risk?Return Trade?Off for Stocks and Bonds In: Journal of Finance.
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2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds.(2016) In: CEPR Discussion Papers.
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2015Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds.(2015) In: Staff Reports.
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2012S hadow Banking In: Revue d'économie financière.
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2013Shadow banking.(2013) In: Economic Policy Review.
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2010Shadow banking.(2010) In: Staff Reports.
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2012Shadow banking.(2012) In: Revue d'Économie Financière.
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2008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM In: Swiss Finance Institute Research Paper Series.
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2005Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM.(2005) In: HEC Research Papers Series.
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2009Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM.(2009) In: Journal of Empirical Finance.
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2008Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM.(2008) In: Staff Reports.
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2005Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM.(2005) In: Working Papers.
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2015Financial Stability Policies for Shadow Banking In: CEPR Discussion Papers.
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2014Financial stability policies for shadow banking.(2014) In: Staff Reports.
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2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
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2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
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2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
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2015The Cost of Capital of the Financial Sector In: CEPR Discussion Papers.
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2015The cost of capital of the financial sector.(2015) In: Staff Reports.
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2016Monetary Policy, Financial Conditions, and Financial Stability In: CEPR Discussion Papers.
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2014Monetary policy, financial conditions, and financial stability.(2014) In: Staff Reports.
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2018Monetary Policy, Financial Conditions, and Financial Stability.(2018) In: International Journal of Central Banking.
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2014Monetary Policy, Financial Conditions, and Financial Stability.(2014) In: IMES Discussion Paper Series.
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2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
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2013Dynamic Leverage Asset Pricing.(2013) In: Staff Reports.
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2017Intraday Market Making with Overnight Inventory Costs In: CEPR Discussion Papers.
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2020Intraday market making with overnight inventory costs.(2020) In: Journal of Financial Markets.
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2016Intraday market making with overnight inventory costs.(2016) In: Staff Reports.
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2017Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers.
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2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
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2016Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports.
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2017Liquidity Policies and Systemic Risk In: CEPR Discussion Papers.
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2018Liquidity policies and systemic risk.(2018) In: Journal of Financial Intermediation.
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2014Liquidity Policies and Systemic Risk.(2014) In: Liberty Street Economics.
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2014Liquidity policies and systemic risk.(2014) In: Staff Reports.
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2014Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers.
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2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
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2017Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics.
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2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
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2017Risk Management and Regulation In: CEPR Discussion Papers.
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2018Risk Management and Regulation.(2018) In: IMF Departmental Papers / Policy Papers.
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2018A Leverage-Based Measure of Financial Stability In: CEPR Discussion Papers.
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2022A leverage-based measure of financial stability.(2022) In: Journal of Financial Intermediation.
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2014A Leverage-Based Measure of Financial Instability.(2014) In: Staff Reports.
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2018A Leverage-Based Measure of Financial Stability.(2018) In: Discussion Papers on Economics.
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2021A Leverage-Based Measure of Financial Stability.(2021) In: Discussion Papers on Economics.
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2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
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2016Financial vulnerability and monetary policy.(2016) In: Staff Reports.
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2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
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2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
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2019Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports.
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2018Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis In: CEPR Discussion Papers.
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2018A Review of Shadow Banking In: CEPR Discussion Papers.
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2019Global Price of Risk and Stabilization Policies In: CEPR Discussion Papers.
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2016Global price of risk and stabilization policies.(2016) In: Staff Reports.
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2019Global Price of Risk and Stabilization Policies.(2019) In: IMF Economic Review.
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2020Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers.
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2020Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers.
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2020Forecasting Macroeconomic Risks In: CEPR Discussion Papers.
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2021Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting.
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2020Forecasting Macroeconomic Risks.(2020) In: Staff Reports.
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2020The Non-U.S. Bank Demand for U.S. Dollar Assets In: CEPR Discussion Papers.
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2020The Non-U.S. Bank Demand for U.S. Dollar Assets.(2020) In: IMF Working Papers.
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2020A Quantitative Model for the Integrated Policy Framework In: CEPR Discussion Papers.
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2020A Quantitative Model for the Integrated Policy Framework.(2020) In: IMF Working Papers.
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2020Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers.
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2019Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports.
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2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review.
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2004The degree of openness and the cost of fixing exchange rate In: Economics Letters.
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2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
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2009Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports.
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2011Financial amplification of foreign exchange risk premia In: European Economic Review.
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2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
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2008Pricing the term structure with linear regressions.(2008) In: Staff Reports.
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2009Inference, arbitrage, and asset price volatility In: Journal of Financial Intermediation.
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2004Inference, arbitrage, and asset price volatility.(2004) In: Staff Reports.
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2010Liquidity and leverage In: Journal of Financial Intermediation.
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2010Financial Intermediaries and Monetary Economics In: Handbook of Monetary Economics.
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2009Financial intermediaries and monetary economics.(2009) In: Staff Reports.
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2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
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2012Decomposing real and nominal yield curves.(2012) In: Staff Reports.
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2013Procyclical leverage and value-at-risk In: LSE Research Online Documents on Economics.
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2013Procyclical Leverage and Value-at-Risk.(2013) In: NBER Working Papers.
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2014Procyclical Leverage and Value-at-Risk.(2014) In: Review of Financial Studies.
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2015Macroprudential Policy: Case Study from a Tabletop Exercise In: Supervisory Research and Analysis Working Papers.
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2017Macroprudential policy: a case study from a tabletop exercise.(2017) In: Economic Policy Review.
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2015Macroprudential policy: case study from a tabletop exercise.(2015) In: Staff Reports.
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2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets In: FEDS Notes.
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2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets.(2013) In: Liberty Street Economics.
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2005Stock returns and volatility: pricing the long-run and short-run components of market risk In: Proceedings.
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2008Financial intermediaries, financial stability and monetary policy In: Proceedings - Economic Policy Symposium - Jackson Hole.
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2008Financial intermediaries, financial stability, and monetary policy.(2008) In: Staff Reports.
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2005What financing data reveal about dealer leverage In: Current Issues in Economics and Finance.
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2007Measuring risk in the hedge fund sector In: Current Issues in Economics and Finance.
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2008Liquidity, monetary policy, and financial cycles In: Current Issues in Economics and Finance.
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2009The Federal Reserves Primary Dealer Credit Facility In: Current Issues in Economics and Finance.
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2011The Federal Reserve’s Commercial Paper Funding Facility In: Economic Policy Review.
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2010The Federal Reserves Commercial Paper Funding Facility.(2010) In: Staff Reports.
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2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
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2013The Recent Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
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2013Intermediary Leverage Cycles and Financial Stability In: Liberty Street Economics.
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2012Intermediary leverage cycles and financial stability.(2012) In: Staff Reports.
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2014Liquidity Risk, Liquidity Management, and Liquidity Policies In: Liberty Street Economics.
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2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
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2015Introduction to a Series on Market Liquidity In: Liberty Street Economics.
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2015Has U.S. Treasury Market Liquidity Deteriorated? In: Liberty Street Economics.
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2015Whats Driving Dealer Balance Sheet Stagnation? In: Liberty Street Economics.
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2015Discounting the Long-Run In: Liberty Street Economics.
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2015Introduction to a Series on Market Liquidity: Part 2 In: Liberty Street Economics.
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2015Has Liquidity Risk in the Treasury and Equity Markets Increased? In: Liberty Street Economics.
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2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
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2015Changes in the Returns to Market Making In: Liberty Street Economics.
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2015Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics.
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2016Continuing the Conversation on Liquidity In: Liberty Street Economics.
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2016Corporate Bond Market Liquidity Redux: More Price-Based Evidence In: Liberty Street Economics.
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2016Did Third Avenues Liquidation Reduce Corporate Bond Market Liquidity? In: Liberty Street Economics.
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2016Forecasting Interest Rates over the Long Run In: Liberty Street Economics.
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2017Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics.
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2020What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics.
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2022The Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
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2006Disagreement and learning in a dynamic contracting model In: Staff Reports.
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2009Disagreement and Learning in a Dynamic Contracting Model.(2009) In: 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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2010Risk Appetite and Exchange Rates.(2010) In: 2010 Meeting Papers.
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2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 In: NBER Working Papers.
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