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

Working Papers

2009

1. Global liquidity and exchange rates
   Staff Reports, Federal Reserve Bank of New York View citations
2. Money, liquidity, and monetary policy
   Staff Reports, Federal Reserve Bank of New York View citations
   See also Journal Article in American Economic Review (2009)
3. The shadow banking system: implications for financial regulation
   Staff Reports, Federal Reserve Bank of New York View citations
4. The term structure of inflation expectations
   Staff Reports, Federal Reserve Bank of New York View citations

2008

5. CoVaR
   Staff Reports, Federal Reserve Bank of New York
6. 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)
7. Financial intermediaries, financial stability, and monetary policy
   Staff Reports, Federal Reserve Bank of New York View citations
8. Financial intermediary leverage and value at risk
   Staff Reports, Federal Reserve Bank of New York View citations
9. 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)
10. Liquidity and financial cycles
    BIS Working Papers, Bank for International Settlements View citations
11. Liquidity and leverage
    Staff Reports, Federal Reserve Bank of New York View citations
12. Pricing the term structure with linear regressions
    Staff Reports, Federal Reserve Bank of New York View citations

2006

13. 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

14. 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

1. Disagreement and Learning in a Dynamic Contracting Model
   Review of Financial Studies, 2009, 22, (10), 3873-3906
   See also Working Paper (2008)
2. Inference, arbitrage, and asset price volatility
   Journal of Financial Intermediation, 2009, 18, (1), 49-64
   See also Working Paper (2004)
3. 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)
4. Money, Liquidity, and Monetary Policy
   American Economic Review, 2009, 99, (2), 600-605
   See also Working Paper (2009)
5. The Federal Reserve's Primary Dealer Credit Facility
   Current Issues in Economics and Finance, 2009, (Aug) View citations

2008

6. Liquidity, monetary policy, and financial cycles
   Current Issues in Economics and Finance, 2008, (Jan) View citations
7. Monetary tightening cycles and the predictability of economic activity
   Economics Letters, 2008, 99, (2), 260-264 View citations
8. 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

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

2005

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

2004

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

1999

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