Details about Tobias Adrian

Access statistics for papers by Tobias Adrian.

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

Short-id: pad61

Working Papers

2008

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

2006

3. 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

2005

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

2004

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

Journal Articles

2008

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

2007

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

2005

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

2004

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

1999

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