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Details about Tobias Adrian

E-mail:
Homepage:http://nyfedeconomists.org/adrian/
Phone:(212) 720-1717
Postal address:33 Liberty Street New York, NY 10045
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Tobias Adrian.

Last updated 2008-07-05. Update your information in the RePEc Author Service.

Short-id: pad61


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Working Papers

2008

  1. Disagreement and learning in a dynamic contracting model
    Staff Reports, Federal Reserve Bank of New York Downloads
  2. Liquidity and leverage
    Staff Reports, Federal Reserve Bank of New York Downloads

2006

  1. Stock returns and volatility: pricing the short-run and long-run components of market risk
    Staff Reports, Federal Reserve Bank of New York Downloads View citations

2005

  1. Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM
    Les Cahiers de Recherche, Groupe HEC Downloads View citations

2004

  1. Inference, arbitrage, and asset price volatility
    Staff Reports, Federal Reserve Bank of New York Downloads
  2. Learning about beta: a new look at CAPM tests
    Staff Reports, Federal Reserve Bank of New York Downloads View citations

Journal Articles

2008

  1. Liquidity, monetary policy, and financial cycles
    Current Issues in Economics and Finance, 2008, (Jan) Downloads View citations
  2. Monetary tightening cycles and the predictability of economic activity
    Economics Letters, 2008, 99, (2), 260-264 Downloads

2007

  1. Measuring risk in the hedge fund sector
    Current Issues in Economics and Finance, 2007, (Mar) Downloads View citations

2005

  1. What financing data reveal about dealer leverage
    Current Issues in Economics and Finance, 2005, (Mar) Downloads View citations

2004

  1. The degree of openness and the cost of fixing exchange rate
    Economics Letters, 2004, 83, (1), 141-146 Downloads

1999

  1. A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems
    International Journal of Finance & Economics, 1999, 4, (2), 129-46 Downloads
 
 
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