Tobias Adrian : Citation Profile

International Monetary Fund (IMF)

40

H index

73

i10 index

7625

Citations

RESEARCH PRODUCTION:

52

Articles

157

Papers

6

Chapters

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 293
   Journals where Tobias Adrian has often published
   Relations with other researchers
   Recent citing documents: 451.    Total self citations: 91 (1.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pad61
   Updated: 2025-12-20    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Giannone, Domenico (8)

Boyarchenko, Nina (7)

Zabczyk, Pawel (6)

Caporin, Massimiliano (4)

Frijns, Bart (4)

Degryse, Hans (4)

Abudy, Menachem (4)

Davies, Ryan (4)

Bos, Charles (4)

Dumitrescu, Ariadna (4)

Menkveld, Albert (4)

Ait-Sahalia, Yacine (4)

Gehrig, Thomas (4)

Alexeev, Vitali (4)

Ferrara, Gerardo (4)

Deev, Oleg (4)

Gerritsen, Dirk (4)

Johannesson, Magnus (4)

Füllbrunn, Sascha (4)

Dimpfl, Thomas (4)

Bjønnes, Geir (4)

Brownlees, Christian (4)

Chernov, Mikhail (4)

Bohorquez Correa, Santiago (4)

Deku, Solomon (4)

CAPELLE-BLANCARD, Gunther (4)

Colliard, Jean-Edouard (4)

Dreber, Anna (4)

Holzmeister, Felix (4)

Frömmel, Michael (4)

FERROUHI, EL MEHDI (4)

Gil-Bazo, Javier (3)

Fleming, Michael (3)

Aloosh, Arash (3)

Erceg, Christopher (3)

Chow, Nikolai Sheung-Chi (3)

Lindé, Jesper (3)

Capera Romero, Laura (3)

Eugster, Nicolas (3)

Duarte, Fernando (3)

Lof, Matthijs (2)

Mihet, Roxana (2)

Huang, Wenqian (2)

Xiu, Dacheng (2)

Lajaunie, Quentin (2)

Renault, Thomas (2)

Wilhelmsson, Anders (2)

Liew, Chee (2)

Foucault, Thierry (2)

Heath, Davidson (2)

Taylor, Nick (2)

Ødegaard, Bernt (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Prokopczuk, Marcel (2)

Söderlind, Paul (2)

Rakowski, David (2)

Theissen, Erik (2)

Ranaldo, Angelo (2)

Sojli, Elvira (2)

Schenk-Hoppé, Klaus (2)

van Kervel, Vincent (2)

Hurlin, Christophe (2)

Patton, Andrew (2)

Hjalmarsson, Erik (2)

Sarno, Lucio (2)

Jurkatis, Simon (2)

Harris, Jeffrey (2)

Reitz, Stefan (2)

Wong, Wing-Keung (2)

Schwarz, Marco (2)

Patel, Vinay (2)

Borowiecki, Karol (2)

Palan, Stefan (2)

Bouri, Elie (2)

Moinas, Sophie (2)

Rinne, Kalle (2)

Vitek, Francis (2)

Roy, Saurabh (2)

Walther, Thomas (2)

Tonks, Ian (2)

Voigt, Stefan (2)

Korajczyk, Robert (2)

Scaillet, Olivier (2)

Pastor, Lubos (2)

Hautsch, Nikolaus (2)

Wolff, Christian (2)

Gorbenko, Arseny (2)

He, Xuezhong (Tony) (2)

Verousis, Thanos (2)

Jalkh, Naji (2)

Lopez-Lira, Alejandro (2)

Vogel, Sebastian (2)

Park, Andreas (2)

Schuerhoff, Norman (2)

Vilkov, Grigory (2)

Zhang, S. Sarah (2)

Regis, Luca (2)

Kearney, Fearghal (2)

Horenstein, Alex (2)

Shachar, Or (2)

Xia, Shuo (2)

Kassner, Bernhard (2)

Zhou, Chen (2)

Smales, Lee (2)

Roy, Saurabh (2)

Pasquariello, Paolo (2)

LINTON, OLIVER (2)

Nielsson, Ulf (2)

Stefanova, Denitsa (2)

Talavera, Oleksandr (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 (76)

Shin, Hyun Song (58)

Gambacorta, Leonardo (55)

Boyarchenko, Nina (53)

Schularick, Moritz (52)

Napoletano, Mauro (45)

Schrimpf, Andreas (41)

Farmer, J. (41)

BORIO, Claudio (40)

Laeven, Luc (35)

Pelizzon, Loriana (34)

Cites to:

Shin, Hyun Song (83)

Brunnermeier, Markus (59)

Pedersen, Lasse (38)

Bernanke, Ben (37)

KRISHNAMURTHY, ARVIND (35)

Boyarchenko, Nina (33)

Gertler, Mark (32)

Ashcraft, Adam (29)

Campbell, John (29)

Shleifer, Andrei (29)

Stein, Jeremy (27)

Main data

Where Tobias Adrian has published?

Journals with more than one article published# docs
Annual Review of Financial Economics5
Current Issues in Economics and Finance4
Journal of Financial Intermediation4
Journal of Finance3
American Economic Review3
Financial Stability Review3
Economic Policy Review3
International Journal of Central Banking2
Journal of Monetary Economics2
The Review of Financial Studies2
Economics Letters2
IMF Economic Review2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York60
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
2010 Meeting Papers / Society for Economic Dynamics2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2
2017 Meeting Papers / Society for Economic Dynamics2
Discussion Papers on Economics / University of Southern Denmark, Department of Economics2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Tobias Adrian (2025 and 2024)

YearTitle of citing document
2024Who lends to the Indian state?. (2024). Thomas, Susan ; Shah, Ajay ; Singh, Manish K ; Vardhan, Harsh ; Chitgupi, Aneesha. In: Working Papers. RePEc:anf:wpaper:34.

Full description at Econpapers || Download paper

2025Growt-at-risk in Costa Rica: an Open and Small Economy Perspective. (2025). Ching-Vindas, David ; Segura-Rodriguez, Carlos. In: Documentos de Trabajo. RePEc:apk:doctra:2501.

Full description at Econpapers || Download paper

2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Macroscopic Market Making. (2025). Jin, Shijia ; Nam, Kihun ; Guo, Ivan. In: Papers. RePEc:arx:papers:2307.14129.

Full description at Econpapers || Download paper

2024A time-varying finance-led model for U.S. business cycles. (2024). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

Full description at Econpapers || Download paper

2025Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

Full description at Econpapers || Download paper

2024Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos. (2024). Zhang, YI ; Jos'e E. Figueroa-L'opez, ; Ch, Jonathan ; Yu, Chuyi. In: Papers. RePEc:arx:papers:2405.11444.

Full description at Econpapers || Download paper

2024MIDAS-QR with 2-Dimensional Structure. (2024). Szendrei, Tibor ; Schaffer, Mark ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2406.15157.

Full description at Econpapers || Download paper

2024NeuralBeta: Estimating Beta Using Deep Learning. (2024). Liu, Yuxin ; Lin, Jimin ; Gopal, Achintya. In: Papers. RePEc:arx:papers:2408.01387.

Full description at Econpapers || Download paper

2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

Full description at Econpapers || Download paper

2024From rotational to scalar invariance: Enhancing identifiability in score-driven factor models. (2024). Dzuverovic, Emilija ; Corsi, Fulvio ; Buccheri, Giuseppe. In: Papers. RePEc:arx:papers:2412.01367.

Full description at Econpapers || Download paper

2024Understanding the Excess Bond Premium. (2024). Yuan, Jun ; Hull, John ; Cheng, Ing-Haw ; Martineau, Charles ; Strela, Vasily ; Nozawa, Yoshio ; Wu, Yuntao ; Benson, Kevin. In: Papers. RePEc:arx:papers:2412.04063.

Full description at Econpapers || Download paper

2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

Full description at Econpapers || Download paper

2025Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2501.15793.

Full description at Econpapers || Download paper

2025Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260.

Full description at Econpapers || Download paper

2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

Full description at Econpapers || Download paper

2025Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

Full description at Econpapers || Download paper

2025Scenario Synthesis and Macroeconomic Risk. (2025). Giannone, Domenico ; Luciani, Matteo ; Adrian, Tobias ; West, Mike. In: Papers. RePEc:arx:papers:2505.05193.

Full description at Econpapers || Download paper

2025Whos at Risk? Effects of Inflation on Unemployment Risk. (2025). Ahn, Hie Joo ; Nguyen, Lam. In: Papers. RePEc:arx:papers:2505.05757.

Full description at Econpapers || Download paper

2025The bias of IID resampled backtests for rolling-window mean-variance portfolios. (2025). Paskaramoorthy, Andrew ; van Zyl, Terence ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2505.06383.

Full description at Econpapers || Download paper

2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

Full description at Econpapers || Download paper

2025How Big Data Dilutes Cognitive Resources, Interferes with Rational Decision-making and Affects Wealth Distribution ?. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2508.20435.

Full description at Econpapers || Download paper

2025Heterogeneous Agents in the Data Economy. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2509.09656.

Full description at Econpapers || Download paper

2025Macroeconomic Forecasting and Machine Learning. (2025). Giannone, Domenico ; Ghigliazza, Raffaele M ; Fan, Ting-Han ; Chi, Ta-Chung. In: Papers. RePEc:arx:papers:2510.11008.

Full description at Econpapers || Download paper

2025Words Matter: Forecasting Economic Downside Risks with Corporate Textual Data. (2025). Isler, Cansu. In: Papers. RePEc:arx:papers:2511.04935.

Full description at Econpapers || Download paper

2025Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2511.08602.

Full description at Econpapers || Download paper

2025Modeling and Stabilizing Financial Systemic Risk Using Optimal Control Theory. (2025). Wu, Jiacheng. In: Papers. RePEc:arx:papers:2511.11909.

Full description at Econpapers || Download paper

2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

Full description at Econpapers || Download paper

2025CBDC Stress Test in a Dual-Currency Setting. (2025). Dumitrescu, Catalin. In: Papers. RePEc:arx:papers:2511.13384.

Full description at Econpapers || Download paper

2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

Full description at Econpapers || Download paper

2025Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication.. (2025). Fernndez-Fuertes, Rubn. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25257.

Full description at Econpapers || Download paper

2025Financial Institution Index, Banking Stability, and Human Development Index Nexus in Emerging Market Countries. (2025). Atiyatna, Dirta Pratama ; Shodrokova, Xenaneira ; Putra, Apriansyah ; Hidayat, Ariodillah ; Tjandrakirana, Rina ; Yulianita, Anna. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:3:p:22-45.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada. (2024). Feunou, Bruno ; Tarshi, Zabi. In: Discussion Papers. RePEc:bca:bocadp:24-09.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Macroeconomic Drivers of Brazils Yield Curve. (2025). Gaglianone, Wagner ; Araujo, Gustavo ; Machado, Jos Valentim. In: Working Papers Series. RePEc:bcb:wpaper:629.

Full description at Econpapers || Download paper

2024The transmission of monetary policy to credit supply in the euro area. (2024). Paz, Peter ; Garcia-Posada, Miguel. In: Working Papers. RePEc:bde:wpaper:2430.

Full description at Econpapers || Download paper

2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024FraNK: fragmentation in the NK model. (2024). Nispi Landi, Valerio ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1475_24.

Full description at Econpapers || Download paper

2024Collateral, output growth, mortgage spread volatility and subsidies in Colombia. (2024). López, Martha ; Gmez, Eduardo Sarmiento ; Lpez, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1287.

Full description at Econpapers || Download paper

2024Impact of Monetary Policy Rate on Conventional and Islamic Banking. (2024). Badar, Munib. In: International Journal of Economics. RePEc:bdu:ijecon:v:9:y:2024:i:1:p:1-20:id:2275.

Full description at Econpapers || Download paper

2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

Full description at Econpapers || Download paper

2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

Full description at Econpapers || Download paper

2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds. (2024). Mouabbi, Sarah ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:948.

Full description at Econpapers || Download paper

2024Coordinating the Message: Media Coverage of Fed News and Market Reactions. (2024). Istrefi, Klodiana ; Sagna, Baeatrice ; Herbert, Sylvaerie. In: Working papers. RePEc:bfr:banfra:983.

Full description at Econpapers || Download paper

2025Basel III joint regulatory constraints: interactions and implications for the financing of the economy. (2025). CLERC, Laurent ; Lecarpentier, Sandrine ; Pouvelle, Cyril. In: Working papers. RePEc:bfr:banfra:988.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Retail investors in private credit. (2025). Aldasoro, Iaki ; Doerr, Sebastian ; Todorov, Karamfil. In: BIS Bulletins. RePEc:bis:bisblt:106.

Full description at Econpapers || Download paper

2025Keeping the momentum: how finance can continue to support growth in EMEs. (2025). Wooldridge, Philip ; Kohlscheen, Emanuel ; Goel, Tirupam ; Dong, Yingwei. In: BIS Papers chapters. RePEc:bis:bisbpc:157-01.

Full description at Econpapers || Download paper

2025The heterogeneous impact of monetary policy announcements on firms financial outcomes. (2025). Of, Central Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:157-21.

Full description at Econpapers || Download paper

2025Corporate debt structure and heterogeneous monetary policy transmission. (2025). Alder, Marie ; Coimbra, Nuno ; Szczerbowicz, Urszula. In: IFC Bulletins chapters. RePEc:bis:bisifc:65-15.

Full description at Econpapers || Download paper

2024Global Bank Lending and Exchange Rates. (2024). Schrimpf, Andreas ; Schmeling, Maik ; Becker, Jonas. In: BIS Working Papers. RePEc:bis:biswps:1161.

Full description at Econpapers || Download paper

2024DeFi leverage. (2024). Huang, Wenqian ; Heimbach, Lioba. In: BIS Working Papers. RePEc:bis:biswps:1171.

Full description at Econpapers || Download paper

2024The asymmetric and persistent effects of Fed policy on global bond yields. (2024). Moench, Emanuel ; Gelos, R. Gaston ; Adrian, Tobias ; Lamersdorf, Nora. In: BIS Working Papers. RePEc:bis:biswps:1195.

Full description at Econpapers || Download paper

2024New spare tires: local currency credit as a global shock absorber. (2024). Hardy, Bryan ; Burger, John ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:1199.

Full description at Econpapers || Download paper

2025Fragile wholesale deposits, liquidity risk, and banks maturity transformation. (2025). Müller, Carola ; Sarmiento, Miguel ; Busch, Matias Ossandon ; Pinzon-Puerto, Freddy ; Mller, Carola. In: BIS Working Papers. RePEc:bis:biswps:1263.

Full description at Econpapers || Download paper

2025Banks regulatory risk tolerance. (2025). Juselius, Mikael ; Marques, Aurea Ponte ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:1287.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

Full description at Econpapers || Download paper

2024Capital inflows to emerging countries and their sensitivity to the global financial cycle. (2024). Corneli, Flavia ; buono, ines ; di Stefano, Enrica. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:17-34.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025The global financial cycle and capital flows: Taking stock. (2025). Scheubel, Beatrice ; Stracca, Livio ; Tille, Cdric. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:39:y:2025:i:3:p:779-805.

Full description at Econpapers || Download paper

2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

Full description at Econpapers || Download paper

2024The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114.

Full description at Econpapers || Download paper

2024Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728.

Full description at Econpapers || Download paper

2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

Full description at Econpapers || Download paper

2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

Full description at Econpapers || Download paper

2025QT versus QE: who is in when the central bank is out?. (2025). Kontoghiorghes, Alex ; Kaminska, Iryna ; Ray, Walker. In: Bank of England working papers. RePEc:boe:boeewp:1108.

Full description at Econpapers || Download paper

2025Investors as a liquidity backstop in corporate bond markets. (2025). Foucault, Thierry ; Comerton-Forde, Carole ; Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:1126.

Full description at Econpapers || Download paper

2025Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03.

Full description at Econpapers || Download paper

2024Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach. (2024). Kaihatsu, Sohei ; Kasai, Yoshiyasu ; Yamamoto, Hiroki ; Hirata, Atsuki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e21.

Full description at Econpapers || Download paper

2025Financial Constraints and the Micro Origins of Aggregate Equity Shocks in Capital Markets. (2025). König, Tobias ; Knig, Tobias. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_675.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025A Survey-Based Shifting-Endpoint Dynamic Term Structure Model of Interest Rates: Working Paper 2025-03. (2025). McGrane, Michael. In: Working Papers. RePEc:cbo:wpaper:60888.

Full description at Econpapers || Download paper

2024What’s so Inconvenient About TIPS?. (2024). Lee, Sukjoon ; Herrenbrueck, Lucas ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364.

Full description at Econpapers || Download paper

2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

Full description at Econpapers || Download paper

2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

Full description at Econpapers || Download paper

2024Design of a CBDC in a Highly Dollarized Emerging Market Economy: The Case of Cambodia. (2024). Hay, Chanthol ; Ueda, Kenichi. In: CARF F-Series. RePEc:cfi:fseres:cf579.

Full description at Econpapers || Download paper

2025Maturity mismatches and the transmission of term premium shocks through bank lending. (2025). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2025-01ua.

Full description at Econpapers || Download paper

2025Shadow Banking and Regulation: A Quantitative Assessment. (2025). Moran, Kevin ; Meh, Csaire. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-22.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149438.

Full description at Econpapers || Download paper

2025Is growth at risk from natural disasters ? Evidence from quantile local projections. (2025). Daher, Nabil. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-9.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Using structural models to understand macroeconomic tail risks. (2024). Papadopoulou, Niki ; Ortega, Eva ; Mavromatis, Kostas(Konstantinos) ; Kolb, Benedikt ; Gatt, William ; Brázdik, František ; Ajevskis, Viktors ; de Lorenzo, Ivan ; Garcia, Pablo ; Brzdik, Frantiek ; Montes-Galdn, Carlos ; Lima, Diana. In: Occasional Paper Series. RePEc:ecb:ecbops:2024357.

Full description at Econpapers || Download paper

2025Report on monetary policy tools, strategy and communication. (2025). Suda, Jacek ; Skotida, Ifigeneia ; Notarpietro, Alessandro ; Meyler, Aidan ; Mazelis, Falk ; Mavromatis, Kostas(Konstantinos) ; Lozej, Matija ; Lieberknecht, Philipp ; Krustev, Georgi ; Kamps, Christophe ; Heikkinen, Joni ; Grimaud, Alex ; Gnocato, Nicolò ; Ferrero, Giuseppe ; Ehrmann, Michael ; Coenen, Günter ; Burlon, Lorenzo ; Buss, Ginters ; Bussiere, Matthieu ; Benatti, Nicola ; Bernardini, Marco ; Basten, Christoph ; Argiri, Eleni ; Altavilla, Carlo ; Offermans, Christian ; Hagenhoff, Tim ; Italianer, Jip ; Bussire, Matthieu ; Wacks, Johannes ; Rannenberg, Ansgar ; Kilponen, Juha ; Jose, Gallegos Dago ; Bonfim, Diana ; Strauss, Tal ; Tischer, Johannes ; Lnnemann, Patrick ; Ferrando, Annalisa ; Aguilar, Pablo ; Grasso, Adriana ; Hempell, Hannah S ; Paloviita, Maritta ; Greco, Antonio ; de Souza, Toms Carrera ; Gomes, Sandra ; Westermann, Thomas ; Reichenbachas, Tomas ; Kienzler, Daniel ; Jrgensen, Kasper ; Bobeica, Elena ; de Jonghe, Olivier Georg ; Tosato, Andrea Giorgio ; Hernndez, Catalina Martnez ; Vitorino, Rita Fernandes ; Vladu, Andreea Liliana ; Goy, Gavin ; Hammermann, Felix ; Fonseca, Lus ; Papadopoulou, Niki ; Gori, Sofia ; Brand, Claus ; da Costa, Jos Cardoso ; Holm-Hadulla, Fdric ; Wintr, Ladislav ; Rttger, Joost ; Kerssenfischer, Mark ; Jalasjoki, Pirkka ; Baumann, Ursel ; Ungarelli, Flavia ; Covarrubias, Matias ; van der Ghote, Alejandro ; Marx, Magali ; Elfsbacka-Schmller, Michaela ; Saporito, Elisa ; Ilieva, Boryana ; Haavio, Markus ; Irastorza, Katti ; Papoutsi, Melina ; Goodhead, Robert ; Bitter, Lea ; Carboni, Giacomo ; Zimic, Sreko ; Scheer, Alexander ; Kedan, Danielle ; Bates, Colm ; de Almeida, Ins Fernandes ; Vrhelyi, Georges ; Martnez-Martin, Jaime ; Dupraz, Stphane ; Guilhem, Arthur Saint ; Kostka, Thomas ; Gross, Johannes ; Chahad, Mohammed ; Patriek, Matic ; Gonzles, Beatriz ; Auer, Simone ; Cantelmo, Alessandro ; Zutis, Klavs ; Scheithauer, Jan ; Kase, Hanno ; Bartocci, Anna ; Grazzini, Caterina Forti ; Thaler, Dominik ; Luikmel, Peeter ; Velasco, Sofia ; Momtsia, Angeliki ; Diaz, Rubn Dominguez ; Rigato, Rodolfo Dinis ; Lisack, Nomie ; Ciccarelli, Matteo ; Cinquin, Julian-Baptiste ; Penalver, Adrian ; Hoerova, Marie ; Akkaya, Yildiz ; Budnik, Katarzyna ; Zlobins, Andrejs ; Schrder, Maximilian ; Karadi, Peter ; Barkhausen, David ; Glckler, Gabriel ; Stevens, Arnoud ; Lemke, Wolfgang ; Ventula-Veghazy, Alexia ; Deskar-Krbi, Milan ; McGregor, Thomas ; Bottero, Margherita ; Lhuissier, Stphane ; Penciu, Alexandru ; Helmus, Casper ; Adalid, Ramn ; Broeders, Dirk ; Gallegos, Jos-Elas ; Dupin, Elise ; Schumacher, Julian ; Kaminskas, Rokas ; Bakowska, Katarzyna ; Speck, Christian ; Lechtaler, Wolfgang ; Nakov, Anton ; de Santis, Roberto A ; Nguyen, Benot ; Bletzinger, Tilman ; Istrefi, Klodiana ; Vetlov, Igor ; Pintari, Martin ; Kortelainen, Mika ; Barrau, Galo Nuo ; Boucinha, Miguel ; Casalis, Andr ; Hennigan, Cian ; Schupp, Fabian ; Consolo, Agostino ; Gilbert, Niels ; Avgousti, Aris ; Carrier, Alexandre ; Schwaab, Bernd ; Nikolov, Kalin ; Gti, Laura ; Gerke, Rafael ; Volk, Matjaz ; Pool, Sebastiaan ; Kornprobst, Antoine ; Motto, Roberto ; Bonomolo, Paolo ; Imbierowicz, Bjrn ; Ebener, Luca ; Linzert, Tobias ; Kapadia, Sujit ; Pareja, Ana Arencibia ; di Casola, Paola ; Scalone, Valerio ; Kwapil, Claudia ; Obstbaum, Meri ; Gareis, Johannes ; Ristiniemi, Annukka ; Tristani, Oreste ; von Landesberger, Julian ; Priftis, Romanos ; Kockerols, Thore ; Vlassopoulos, Thomas ; Bninghausen, Benjamin ; Sammarini, Anita ; Strukat, Martin ; Lund-Thomsen, Frederik ; Christoffel, Kai ; Angelini, Elena ; Dobrew, Michael ; Lang, Jan Hannes ; Kunzmann, Vanessa ; Odendahl, Florens ; Georgarakos, Dimitris ; Ruhkamp, Stefan ; Niessner, Birgit ; von Thadden, Leopold ; Quint, Dominic ; Klaver, Inge ; Boeckx, Jef ; Pilla, Edoardo ; Szablewksa, Marta ; Malacrino, Davide ; Allayioti, Anastasia ; Ferrari, Alessandro ; Kocharkov, Georgi. In: Occasional Paper Series. RePEc:ecb:ecbops:2025372.

Full description at Econpapers || Download paper

2024Granular shocks to corporate leverage and the macroeconomic transmission of monetary policy. (2024). Holm-Hadulla, Federic ; Thurwachter, Claire. In: Working Paper Series. RePEc:ecb:ecbwps:20242891.

Full description at Econpapers || Download paper

2024Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Works by Tobias Adrian:

YearTitleTypeCited
2016CoVaR In: American Economic Review.
[Full Text][Citation analysis]		article319
2008CoVaR.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 319		paper
2011CoVaR.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 319		paper
2019Vulnerable Growth In: American Economic Review.
[Full Text][Citation analysis]		article184
2016Vulnerable Growth.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2018Vulnerable Growth.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2016Vulnerable growth.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2009Money, Liquidity, and Monetary Policy In: American Economic Review.
[Full Text][Citation analysis]		article307
2009Money, liquidity, and monetary policy.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 307		paper
2022The Term Structure of Growth-at-Risk In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article141
2018The Term Structure of Growth-at-Risk.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2018The Term Structure of Growth-at-Risk.(2018) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2020NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article4
2022The Great Carbon Arbitrage In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper3
2022The Great Carbon Arbitrage.(2022) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2018Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article21
2021The Rise of Digital Money In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article28
2011Financial Intermediary Balance Sheet Management In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article67
2011Financial intermediary balance sheet management.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2012Shadow Banking Regulation In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article76
2012Shadow banking regulation.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2015Financial Stability Monitoring In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article60
2013Financial stability monitoring.(2013) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2014Financial Stability Monitoring.(2014) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2013Financial stability monitoring.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2010The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009 In: Annual Review of Economics.
[Full Text][Citation analysis]		article178
2008Liquidity and financial contagion. In: Financial Stability Review.
[Full Text][Citation analysis]		article67
2009The shadow banking system: implications for fi nancial regulation In: Financial Stability Review.
[Full Text][Citation analysis]		article83
2009The shadow banking system: implications for financial regulation.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
2018Shadow banking and market-based finance In: Financial Stability Review.
[Full Text][Citation analysis]		article18
2018Shadow Banking and Market-Based Finance.(2018) In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2008Liquidity and financial cycles In: BIS Working Papers.
[Full Text][Citation analysis]		paper163
2019Risk‐taking channel of monetary policy In: Financial Management.
[Full Text][Citation analysis]		article20
2018Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2008Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk In: Journal of Finance.
[Full Text][Citation analysis]		article188
2006Stock returns and volatility: pricing the short-run and long-run components of market risk.(2006) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2014Financial Intermediaries and the Cross-Section of Asset Returns In: Journal of Finance.
[Full Text][Citation analysis]		article289
2019Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds In: Journal of Finance.
[Full Text][Citation analysis]		article54
2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2015Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2012S hadow Banking In: Revue d'économie financière.
[Full Text][Citation analysis]		article103
2013Shadow banking.(2013) In: Economic Policy Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		article
2010Shadow banking.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2012Shadow banking.(2012) In: Revue d'Économie Financière.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		article
2008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper90
2005Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM.(2005) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2009Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM.(2009) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		article
2008Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2005Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM.(2005) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2015Financial Stability Policies for Shadow Banking In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2014Financial stability policies for shadow banking.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		article
2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2015The Cost of Capital of the Financial Sector In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
2015The cost of capital of the financial sector.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2016Monetary Policy, Financial Conditions, and Financial Stability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper170
2014Monetary policy, financial conditions, and financial stability.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 170		paper
2018Monetary Policy, Financial Conditions, and Financial Stability.(2018) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 170		article
2014Monetary Policy, Financial Conditions, and Financial Stability.(2014) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 170		paper
2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper24
2013Dynamic Leverage Asset Pricing.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2017Intraday Market Making with Overnight Inventory Costs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2020Intraday market making with overnight inventory costs.(2020) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2016Intraday market making with overnight inventory costs.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2017Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper80
2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		article
2016Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2017Liquidity Policies and Systemic Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper34
2018Liquidity policies and systemic risk.(2018) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2014Liquidity Policies and Systemic Risk.(2014) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2014Liquidity policies and systemic risk.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2014Liquidity Policies and Systemic Risk.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper78
2017Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2017Risk Management and Regulation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2018Risk Management and Regulation.(2018) In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2018A Leverage-Based Measure of Financial Stability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2022A leverage-based measure of financial stability.(2022) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2014A Leverage-Based Measure of Financial Instability.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2018A Leverage-Based Measure of Financial Stability.(2018) In: Discussion Papers on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021A Leverage-Based Measure of Financial Stability.(2021) In: Discussion Papers on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper42
2016Financial vulnerability and monetary policy.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper85
2019Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2018Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2018A Review of Shadow Banking In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2019Global Price of Risk and Stabilization Policies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2016Global price of risk and stabilization policies.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2019Global Price of Risk and Stabilization Policies.(2019) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2020Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper21
2020Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2020Forecasting Macroeconomic Risks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper40
2021Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2020Forecasting Macroeconomic Risks.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2020The Non-U.S. Bank Demand for U.S. Dollar Assets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2020The Non-U.S. Bank Demand for U.S. Dollar Assets.(2020) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020A Quantitative Model for the Integrated Policy Framework In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
2020A Quantitative Model for the Integrated Policy Framework.(2020) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2020Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper43
2019Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2004The degree of openness and the cost of fixing exchange rate In: Economics Letters.
[Full Text][Citation analysis]		article0
2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
[Full Text][Citation analysis]		article29
2009Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2011Financial amplification of foreign exchange risk premia In: European Economic Review.
[Full Text][Citation analysis]		article12
2010Financial amplification of foreign exchange risk premia.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
[Full Text][Citation analysis]		article418
2008Pricing the term structure with linear regressions.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 418		paper
2009Inference, arbitrage, and asset price volatility In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article4
2004Inference, arbitrage, and asset price volatility.(2004) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2010Liquidity and leverage In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article1281
2008Liquidity and leverage.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1281		paper
2010Financial Intermediaries and Monetary Economics In: Handbook of Monetary Economics.
[Full Text][Citation analysis]		chapter420
2009Financial intermediaries and monetary economics.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 420		paper
2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article108
2012Decomposing real and nominal yield curves.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 108		paper
2013Procyclical leverage and value-at-risk In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper390
2013Procyclical Leverage and Value-at-Risk.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 390		paper
2014Procyclical Leverage and Value-at-Risk.(2014) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 390		article
2015Macroprudential Policy: Case Study from a Tabletop Exercise In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper6
2017Macroprudential policy: a case study from a tabletop exercise.(2017) In: Economic Policy Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2015Macroprudential policy: case study from a tabletop exercise.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2025Scenario Synthesis and Macroeconomic Risk In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets In: FEDS Notes.
[Full Text][Citation analysis]		paper15
2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets.(2013) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2005Stock returns and volatility: pricing the long-run and short-run components of market risk In: Proceedings.
[Full Text][Citation analysis]		article2
2008Financial intermediaries, financial stability and monetary policy In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]		article71
2008Financial intermediaries, financial stability, and monetary policy.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2005What financing data reveal about dealer leverage In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article20
2007Measuring risk in the hedge fund sector In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article28
2008Liquidity, monetary policy, and financial cycles In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article138
2009The Federal Reserves Primary Dealer Credit Facility In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article39
2011The Federal Reserve’s Commercial Paper Funding Facility In: Economic Policy Review.
[Full Text][Citation analysis]		article33
2010The Federal Reserves Commercial Paper Funding Facility.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper5
2013The Recent Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2013Intermediary Leverage Cycles and Financial Stability In: Liberty Street Economics.
[Full Text][Citation analysis]		paper206
2012Intermediary leverage cycles and financial stability.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 206		paper
2014Liquidity Risk, Liquidity Management, and Liquidity Policies In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2015Introduction to a Series on Market Liquidity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Has U.S. Treasury Market Liquidity Deteriorated? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2015Whats Driving Dealer Balance Sheet Stagnation? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2015Discounting the Long-Run In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Introduction to a Series on Market Liquidity: Part 2 In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Has Liquidity Risk in the Treasury and Equity Markets Increased? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2015Changes in the Returns to Market Making In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2016Continuing the Conversation on Liquidity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Corporate Bond Market Liquidity Redux: More Price-Based Evidence In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2016Did Third Avenues Liquidation Reduce Corporate Bond Market Liquidity? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2016Forecasting Interest Rates over the Long Run In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2017Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics.
[Full Text][Citation analysis]		paper35
2020What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper5
2021Central Banks and Digital Currencies In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022The Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2006Disagreement and learning in a dynamic contracting model In: Staff Reports.
[Full Text][Citation analysis]		paper27
2009Disagreement and Learning in a Dynamic Contracting Model.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2007Disagreement and Learning in a Dynamic Contracting Model.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2008Financial intermediary leverage and value at risk In: Staff Reports.
[Full Text][Citation analysis]		paper83
2009Risk appetite and exchange Rates In: Staff Reports.
[Full Text][Citation analysis]		paper26
2010Risk Appetite and Exchange Rates.(2010) In: 2010 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2009The term structure of inflation expectations In: Staff Reports.
[Full Text][Citation analysis]		paper33
2009Prices and quantities in the monetary policy transmission mechanism In: Staff Reports.
[Full Text][Citation analysis]		paper36
2009Prices and Quantities in the Monetary Policy Transmission Mechanism.(2009) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2010Monetary cycles, financial cycles, and the business cycle In: Staff Reports.
[Full Text][Citation analysis]		paper30
2010Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports.
[Full Text][Citation analysis]		paper65
2010Financial Intermediation, Asset Prices, and Macroeconomic Dynamics.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2010Macro risk premium and intermediary balance sheet quantities In: Staff Reports.
[Full Text][Citation analysis]		paper73
2010Macro Risk Premium and Intermediary Balance Sheet Quantities.(2010) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		article
2010The changing nature of financial intermediation and the financial crisis of 2007-09 In: Staff Reports.
[Full Text][Citation analysis]		paper124
2010Funding liquidity risk and the cross-section of stock returns In: Staff Reports.
[Full Text][Citation analysis]		paper0
2011Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 In: Staff Reports.
[Full Text][Citation analysis]		paper24
2011Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2012Repo and securities lending In: Staff Reports.
[Full Text][Citation analysis]		paper55
2013Repo and Securities Lending.(2013) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		chapter
2012Repo and Securities Lending.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2011Dodd-Frank one year on: implications for shadow banking In: Staff Reports.
[Full Text][Citation analysis]		paper2
2012Shadow banking: a review of the literature In: Staff Reports.
[Full Text][Citation analysis]		paper48
2012shadow banking: a review of the literature.(2012) In: The New Palgrave Dictionary of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		chapter
2012Discussion of “An Integrated Framework for Multiple Financial Regulations” In: Staff Reports.
[Full Text][Citation analysis]		paper0
2013Shadow bank monitoring In: Staff Reports.
[Full Text][Citation analysis]		paper8
2013Intermediary balance sheets In: Staff Reports.
[Full Text][Citation analysis]		paper18
2015Intermediary Balance Sheets.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2015Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” In: Staff Reports.
[Full Text][Citation analysis]		paper2
2015On the scale of financial intermediaries In: Staff Reports.
[Full Text][Citation analysis]		paper16
2015News shocks, monetary policy, and foreign currency positions In: Staff Reports.
[Full Text][Citation analysis]		paper1
2017The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data In: Staff Reports.
[Full Text][Citation analysis]		paper8
2022800,000 Years of Climate Risk In: Staff Reports.
[Full Text][Citation analysis]		paper0
2025U.S. Treasury Market Functioning from the GFC to the Pandemic In: Staff Reports.
[Full Text][Citation analysis]		paper0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2021Non-Standard Errors In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]		paper14
2021Non-Standard Errors.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
1999A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article6
In: .
[Full Text][Citation analysis]		paper4
2020Stress Testing at the IMF In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]		paper19
2020Low for Long and Risk-Taking In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]		paper3
2019A Monitoring Framework for Global Financial Stability In: IMF Staff Discussion Notes.
[Full Text][Citation analysis]		paper11
2020Managing Macrofinancial Risk In: IMF Working Papers.
[Full Text][Citation analysis]		paper3
2021A Quantitative Microfounded Model for the Integrated Policy Framework In: IMF Working Papers.
[Full Text][Citation analysis]		paper11
2022A Medium-Scale DSGE Model for the Integrated Policy Framework In: IMF Working Papers.
[Full Text][Citation analysis]		paper7
2022A Multi-Currency Exchange and Contracting Platform In: IMF Working Papers.
[Full Text][Citation analysis]		paper2
2011Comment on Two Monetary Tools: Interest Rates and Haircuts In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2011Hedge Fund Tail Risk In: NBER Chapters.
[Full Text][Citation analysis]		chapter6
2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 In: NBER Chapters.
[Full Text][Citation analysis]		chapter201
2013Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009.(2013) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		article
2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 In: NBER Working Papers.
[Full Text][Citation analysis]		paper122
2011Broker-Dealer Leverage and the Cross-Section of Stock Returns In: 2011 Meeting Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team