Tobias Adrian : Citation Profile

Are you Tobias Adrian?

International Monetary Fund (IMF)

38

H index

69

i10 index

7026

Citations

RESEARCH PRODUCTION:

50

Articles

155

Papers

6

Chapters

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 305
   Journals where Tobias Adrian has often published
   Relations with other researchers
   Recent citing documents: 387.    Total self citations: 90 (1.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pad61
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Giannone, Domenico (9)

Boyarchenko, Nina (9)

Zabczyk, Pawel (6)

Degryse, Hans (4)

Johannesson, Magnus (4)

Dreber, Anna (4)

Frömmel, Michael (4)

Caporin, Massimiliano (4)

Frijns, Bart (4)

Ait-Sahalia, Yacine (4)

Abudy, Menachem (4)

Chow, Nikolai Sheung-Chi (4)

Bjønnes, Geir (4)

Ferrara, Gerardo (4)

Brownlees, Christian (4)

Gehrig, Thomas (4)

Gerritsen, Dirk (4)

Duarte, Fernando (4)

Füllbrunn, Sascha (4)

Menkveld, Albert (4)

Colliard, Jean-Edouard (4)

FERROUHI, EL MEHDI (4)

Chernov, Mikhail (4)

Holzmeister, Felix (4)

Dimpfl, Thomas (4)

Dumitrescu, Ariadna (4)

Bohorquez Correa, Santiago (4)

Alexeev, Vitali (4)

Davies, Ryan (4)

Deku, Solomon (4)

Deev, Oleg (4)

CAPELLE-BLANCARD, Gunther (4)

Eugster, Nicolas (3)

Aloosh, Arash (3)

Erceg, Christopher (3)

Lindé, Jesper (3)

Hjalmarsson, Erik (2)

Ødegaard, Bernt (2)

Schenk-Hoppé, Klaus (2)

Shachar, Or (2)

Schwarz, Marco (2)

Lajaunie, Quentin (2)

Rakowski, David (2)

Nielsson, Ulf (2)

Lopez-Lira, Alejandro (2)

van Kervel, Vincent (2)

Hautsch, Nikolaus (2)

Foucault, Thierry (2)

Fleming, Michael (2)

Zhou, Chen (2)

Bos, Charles (2)

Patton, Andrew (2)

Voigt, Stefan (2)

Roy, Saurabh (2)

Sarno, Lucio (2)

Gil-Bazo, Javier (2)

Ranaldo, Angelo (2)

Xiu, Dacheng (2)

Pelizzon, Loriana (2)

Reitz, Stefan (2)

Taylor, Nick (2)

Lof, Matthijs (2)

Walther, Thomas (2)

Scaillet, Olivier (2)

Smales, Lee (2)

LINTON, OLIVER (2)

Kassner, Bernhard (2)

Jurkatis, Simon (2)

Mihet, Roxana (2)

Hurlin, Christophe (2)

Huang, Wenqian (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Xia, Shuo (2)

Moinas, Sophie (2)

Roy, Saurabh (2)

Sojli, Elvira (2)

Rinne, Kalle (2)

Tonks, Ian (2)

Park, Andreas (2)

Pasquariello, Paolo (2)

Wolff, Christian (2)

Heath, Davidson (2)

Jalkh, Naji (2)

Patel, Vinay (2)

Liew, Chee (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Söderlind, Paul (2)

Pastor, Lubos (2)

Zhang, S. Sarah (2)

Theissen, Erik (2)

Korajczyk, Robert (2)

Vilkov, Grigory (2)

Talavera, Oleksandr (2)

Wilhelmsson, Anders (2)

Verousis, Thanos (2)

Renault, Thomas (2)

Vitek, Francis (2)

Vogel, Sebastian (2)

Kearney, Fearghal (2)

Palan, Stefan (2)

He, Xuezhong (Tony) (2)

Borowiecki, Karol (2)

PASCUAL, ROBERTO (2)

Bouri, Elie (2)

Stefanova, Denitsa (2)

Putnins, Talis (2)

Horenstein, Alex (2)

Regis, Luca (2)

Harris, Jeffrey (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)

BORIO, Claudio (40)

Farmer, J. (40)

Schrimpf, Andreas (36)

Laeven, Luc (35)

Pelizzon, Loriana (33)

Cites to:

Shin, Hyun Song (86)

Brunnermeier, Markus (60)

Campbell, John (40)

Pedersen, Lasse (39)

KRISHNAMURTHY, ARVIND (37)

Bernanke, Ben (37)

Gertler, Mark (32)

Boyarchenko, Nina (31)

Shleifer, Andrei (29)

Moench, Emanuel (28)

Ashcraft, Adam (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
Economic Policy Review3
Financial Stability Review3
American Economic Review3
Economics Letters2
International Journal of Central Banking2
IMF Economic Review2
The Review of Financial Studies2
Journal of Monetary Economics2
Journal of Finance2
Journal of Financial 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
NBER Working Papers / National Bureau of Economic Research, Inc4
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 (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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2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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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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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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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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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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2023Quantitative easing in the US and financial cycles in emerging markets. (2023). Wesołowski, Grzegorz ; Kolasa, Marcin ; Wesoowski, Grzegorz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000374.

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2023Quantum monte carlo for economics: Stress testing and macroeconomic deep learning. (2023). Bromley, Thomas R ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000866.

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2023Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069.

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2024Should macroprudential policy be countercyclical?. (2024). Liu, Keqing ; Igarashi, Yoske. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001719.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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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
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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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[Full Text][Citation analysis]		paper120
2011Broker-Dealer Leverage and the Cross-Section of Stock Returns In: 2011 Meeting Papers.
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