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Details about Tobias Adrian
Access statistics for papers by Tobias Adrian.
Last updated 2009-10-27. Update your information in the RePEc Author Service.
Short-id: pad61
Jump to Journal Articles
Working Papers
2009
- Global liquidity and exchange rates
Staff Reports, Federal Reserve Bank of New York View citations
- Money, liquidity, and monetary policy
Staff Reports, Federal Reserve Bank of New York View citations
See also Journal Article in American Economic Review (2009)
- The shadow banking system: implications for financial regulation
Staff Reports, Federal Reserve Bank of New York View citations
- The term structure of inflation expectations
Staff Reports, Federal Reserve Bank of New York View citations
2008
- CoVaR
Staff Reports, Federal Reserve Bank of New York
- Disagreement and learning in a dynamic contracting model
Staff Reports, Federal Reserve Bank of New York View citations
See also Journal Article in Review of Financial Studies (2009)
- Financial intermediaries, financial stability, and monetary policy
Staff Reports, Federal Reserve Bank of New York View citations
- Financial intermediary leverage and value at risk
Staff Reports, Federal Reserve Bank of New York View citations
- Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM
Staff Reports, Federal Reserve Bank of New York View citations
Also in Les Cahiers de Recherche, HEC Paris (2005) View citations Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations
See also Journal Article in Journal of Empirical Finance (2009)
- Liquidity and financial cycles
BIS Working Papers, Bank for International Settlements View citations
- Liquidity and leverage
Staff Reports, Federal Reserve Bank of New York View citations
- Pricing the term structure with linear regressions
Staff Reports, Federal Reserve Bank of New York View citations
2006
- Stock returns and volatility: pricing the short-run and long-run components of market risk
Staff Reports, Federal Reserve Bank of New York View citations
See also Journal Article in Journal of Finance (2008)
2004
- Inference, arbitrage, and asset price volatility
Staff Reports, Federal Reserve Bank of New York 
See also Journal Article in Journal of Financial Intermediation (2009)
Journal Articles
2009
- Disagreement and Learning in a Dynamic Contracting Model
Review of Financial Studies, 2009, 22, (10), 3873-3906 
See also Working Paper (2008)
- Inference, arbitrage, and asset price volatility
Journal of Financial Intermediation, 2009, 18, (1), 49-64 
See also Working Paper (2004)
- Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM
Journal of Empirical Finance, 2009, 16, (4), 537-556 
See also Working Paper (2008)
- Money, Liquidity, and Monetary Policy
American Economic Review, 2009, 99, (2), 600-605 
See also Working Paper (2009)
- The Federal Reserve's Primary Dealer Credit Facility
Current Issues in Economics and Finance, 2009, (Aug) View citations
2008
- Liquidity, monetary policy, and financial cycles
Current Issues in Economics and Finance, 2008, (Jan) View citations
- Monetary tightening cycles and the predictability of economic activity
Economics Letters, 2008, 99, (2), 260-264 View citations
- Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk
Journal of Finance, 2008, 63, (6), 2997-3030 View citations
See also Working Paper (2006)
2007
- Measuring risk in the hedge fund sector
Current Issues in Economics and Finance, 2007, (Mar) View citations
2005
- What financing data reveal about dealer leverage
Current Issues in Economics and Finance, 2005, (Mar) View citations
2004
- The degree of openness and the cost of fixing exchange rate
Economics Letters, 2004, 83, (1), 141-146
1999
- A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems
International Journal of Finance & Economics, 1999, 4, (2), 129-46
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