Search Results

Discussion of “An Integrated Framework for Multiple Financial Regulations”,
Tobias Adrian, from Federal Reserve Bank of New York (2012)
Keywords: procyclicality; macroprudential policy; microprudential policy

Registered author: Tobias Adrian

A cross-border payments, exchange and contracting platform for the 21st century,
Tobias Adrian, from Bank for International Settlements (2023)

Employee motivation profile for job enrichment,
Adrian Tobias Teuber, in Journal of Applied Leadership and Management (2019)

Liquidity Policies and Systemic Risk,
Tobias Adrian and Nina Boyarchenko, from C.E.P.R. Discussion Papers (2017)
Keywords: Liquidity regulation; Systemic risk; Dsge; Financial intermediation

Liquidity Policies and Systemic Risk,
Nina Boyarchenko and Tobias Adrian, from Society for Economic Dynamics (2014)

Intermediary Balance Sheets,
Nina Boyarchenko and Tobias Adrian, from Society for Economic Dynamics (2015)

Liquidity policies and systemic risk,
Tobias Adrian and Nina Boyarchenko, in Journal of Financial Intermediation (2018)
Keywords: Liquidity regulation; Systemic risk; DSGE; Financial intermediation;

CoVaR,
Tobias Adrian and Markus Brunnermeier, from National Bureau of Economic Research, Inc (2011)

Comment on "Two Monetary Tools: Interest Rates and Haircuts",
Tobias Adrian and Erkko Etula, from National Bureau of Economic Research, Inc (2011)

Monetary tightening cycles and the predictability of economic activity,
Tobias Adrian and Arturo Estrella, in Economics Letters (2008)

Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM,
Francesco Franzoni and Tobias Adrian, from HEC Paris (2005)
Keywords: Capital Asset Pricing Model; CAPM; investments

The Non-U.S. Bank Demand for U.S. Dollar Assets,
Tobias Adrian and Peichu Xie, from International Monetary Fund (2020)
Keywords: WP; asset demand; asset share; nominal exchange rate; math display; Exchange Rate Disconnect; Safe Asset Demand; Intermediary Asset Pricing; U.S. dollar; Treasury premium; USD assets; USD asset demand; Exchange rates; Currencies; Exchange rate adjustments; Estimation techniques; Financial statements; Global;U.S. bank

Managing Macrofinancial Risk,
Tobias Adrian and Francis Vitek, from International Monetary Fund (2020)
Keywords: WP; math display; business cycle; markup shock; default rate relationship; risk premium; output gap; price level; stochastic process; capital stock; probability density function; gross domestic product; marginal revenue; bank credit; Mortgages; Production growth; Macroprudential policy; Short term interest rates; Housing prices; Monetary policy; Endogenous risk; Financial cycle; Growth at risk; Dynamic stochastic general equilibrium model; State dependent conditional heteroskedasticity; default shock; loan rate; maximization problem; rate determination; constant returns to scale; utility function

Monetary Policy, Financial Conditions, and Financial Stability,
Tobias Adrian and Nellie Liang, from Institute for Monetary and Economic Studies, Bank of Japan (2014)
Keywords: risk taking channel of monetary policy, monetary policy transmission, monetary policy rules, financial stability, financial conditions, macroprudential policy

Shadow Banking and Market-Based Finance,
Tobias Adrian and Bradley Jones, from International Monetary Fund (2018)
Keywords: DPPP;DP;finance;bank;loan; subprime mortgage; money market fund; due diligence; subprime auto-loan ABS; finance entity; private equity; finance market; NBCI activity; auto-loan ABS; home equity; shadow banking activity; shadow banking affiliate; Shadow banking; Credit; Loans; Financial sector stability; Commercial banks; Global; Europe

The degree of openness and the cost of fixing exchange rate,
Tobias Adrian and Daniel Gros, in Economics Letters (2004)

Disagreement and Learning in a Dynamic Contracting Model,
Tobias Adrian and Mark Westerfield, in The Review of Financial Studies (2009)

shadow banking: a review of the literature,
Tobias Adrian and Adam Ashcraft, from Palgrave Macmillan (2012)
Keywords: shadow banking, financial stability, financial intermediation, securitization, narrow banking, implicit guarantee, asset-backed commercial paper, tri-party repo, government-sponsored enterprise, credit derivatives, financial guarantees, money market mutual funds

Disagreement and Learning in a Dynamic Contracting Model,
Mark Westerfield and Tobias Adrian, from Society for Economic Dynamics (2007)

Financial Vulnerability and Monetary Policy,
Fernando Duarte and Tobias Adrian, from Society for Economic Dynamics (2017)

The Cost of Capital of the Financial Sector,
Tobias Adrian and Tyler Muir, from C.E.P.R. Discussion Papers (2015)
Keywords: Asset pricing; Cost of capital; Financial intermediation

Monetary Policy, Financial Conditions, and Financial Stability,
Tobias Adrian and Nellie Liang, from C.E.P.R. Discussion Papers (2016)
Keywords: Risk taking channel of monetary policy; Monetary policy transmission; Monetary policy rules; Financial stability; Financial conditions; Macroprudential policy; Leaning against the wind

Financial Vulnerability and Monetary Policy,
Tobias Adrian and Fernando Duarte, from C.E.P.R. Discussion Papers (2018)
Keywords: Monetary policy; Macro-finance; Financial stability

The Non-U.S. Bank Demand for U.S. Dollar Assets,
Tobias Adrian and Peichu Xie, from C.E.P.R. Discussion Papers (2020)
Keywords: Exchange rate disconnect; Safe asset demand; Intermediary asset pricing

Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM,
Tobias Adrian and Francesco Franzoni, in Journal of Empirical Finance (2009)
Keywords: Beta CAPM Kalman filter Anomalies Value premium

Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM,
Francesco Franzoni and Tobias Adrian, from HAL (2005)
Keywords: Asset Pricing,Bayesian Learning,CAPM Anomalies

Monetary Policy, Financial Conditions, and Financial Stability,
Tobias Adrian and Nellie Liang, in International Journal of Central Banking (2018)

A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems,
Tobias Adrian and Daniel Gros, in International Journal of Finance & Economics (1999)

CoVaR,
Tobias Adrian and Markus Brunnermeier, in American Economic Review (2016)

Shadow Banking Regulation,
Tobias Adrian and Adam Ashcraft, in Annual Review of Financial Economics (2012)
Keywords: regulatory arbitrage, financial intermediation, money markets, shadow banking, regulation

Shadow banking and market-based finance,
Tobias Adrian and Bradley Jones, in Financial Stability Review (2018)

Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk,
Tobias Adrian and Joshua Rosenberg, in Journal of Finance (2008)

Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM,
Francesco Franzoni and Tobias Adrian, from Swiss Finance Institute (2008)
Keywords: Asset Pricing, Bayesian Learning, CAPM Anomalies, Value Premium

What financing data reveal about dealer leverage,
Tobias Adrian and Michael Fleming, in Current Issues in Economics and Finance (2005)
Keywords: Risk; Interest rates; Government securities

Shadow banking: a review of the literature,
Tobias Adrian and Adam Ashcraft, from Federal Reserve Bank of New York (2012)
Keywords: Financial market regulatory reform; Financial risk management; Systemic risk; Intermediation (Finance); Financial institutions

Shadow banking regulation,
Tobias Adrian and Adam Ashcraft, from Federal Reserve Bank of New York (2012)
Keywords: Intermediation (Finance); Banks and banking - Regulations; Financial market regulatory reform; Credit

Disagreement and learning in a dynamic contracting model,
Tobias Adrian and Mark Westerfield, from Federal Reserve Bank of New York (2006)
Keywords: heterogeneous beliefs; learning; continuous time; principal-agent; hidden action; dynamic contracts

Pricing the term structure with linear regressions,
Tobias Adrian and Emanuel Moench, from Federal Reserve Bank of New York (2008)
Keywords: Rate of return; Bonds; Interest rates; Econometric models; Regression analysis

Monetary tightening cycles and the predictability of economic activity,
Tobias Adrian and Arturo Estrella, from Federal Reserve Bank of New York (2009)
Keywords: Unemployment; Interest rates; Business cycles; Monetary policy

CoVaR,
Tobias Adrian and Markus Brunnermeier, from Federal Reserve Bank of New York (2008)
Keywords: value at risk; systemic risk; risk spillovers; financial architecture

Liquidity policies and systemic risk,
Tobias Adrian and Nina Boyarchenko, from Federal Reserve Bank of New York (2014)
Keywords: liquidity regulations; systemic risk; DSGE; financial intermediation

Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM,
Tobias Adrian and Francesco Franzoni, from Federal Reserve Bank of New York (2008)
Keywords: Investments; capital asset pricing model

Stock returns and volatility: pricing the short-run and long-run components of market risk,
Tobias Adrian and Joshua Rosenberg, from Federal Reserve Bank of New York (2006)
Keywords: Stocks - Rate of return; Risk

Funding liquidity risk and the cross-section of stock returns,
Tobias Adrian and Erkko Etula, from Federal Reserve Bank of New York (2010)
Keywords: capital asset pricing model; Intermediation (Finance); Stocks - Rate of return; Assets (Accounting); Liquidity (Economics)

Financial vulnerability and monetary policy,
Tobias Adrian and Fernando Duarte, from Federal Reserve Bank of New York (2016)
Keywords: macro-finance; monetary policy; financial stability

The term structure of inflation expectations,
Tobias Adrian and Hao Wu, from Federal Reserve Bank of New York (2009)
Keywords: Inflation risk; Asset pricing; Financial markets; Stochastic analysis

Intermediary leverage cycles and financial stability,
Tobias Adrian and Nina Boyarchenko, from Federal Reserve Bank of New York (2012)
Keywords: financial stability; macro-finance; macroprudential; capital regulations; dynamic equilibrium models; asset pricing

Intermediary balance sheets,
Tobias Adrian and Nina Boyarchenko, from Federal Reserve Bank of New York (2013)
Keywords: heterogeneous agents; endogenous uncertainty; procyclical leverage

Stock returns and volatility: pricing the long-run and short-run components of market risk,
Tobias Adrian and Joshua Rosenberg, in Proceedings (2005)
Keywords: Stock market; Risk management

Liquidity Policies and Systemic Risk,
Tobias Adrian and Nina Boyarchenko, from Federal Reserve Bank of New York (2014)
Keywords: Liquidity regulation; systemic risk; liquidity coverage ratio

The Bond Market Selloff in Historical Perspective,
Tobias Adrian and Michael Fleming, from Federal Reserve Bank of New York (2022)
Keywords: bond market; term premia; Treasury security

The Recent Bond Market Selloff in Historical Perspective,
Tobias Adrian and Michael Fleming, from Federal Reserve Bank of New York (2013)
Keywords: bond markets; monetary policy; term premiums

Liquidity Risk, Liquidity Management, and Liquidity Policies,
Tobias Adrian and Joao Santos, from Federal Reserve Bank of New York (2014)
Keywords: liquidity coverage ratio; systemic risk; Liquidity regulation

Intermediary Leverage Cycles and Financial Stability,
Tobias Adrian and Nina Boyarchenko, from Federal Reserve Bank of New York (2013)
Keywords: macroprudential policy; leverage cycles; Capital regulation; systemic risk

State capture from below? The contradictory effects of decentralisation on public spending,
Sean Mueller, Adrian Vatter and Tobias Arnold, in Journal of Public Policy (2017)

Volunteering at the Workplace under Incomplete Information: Team Size Does Not Matter,
Tobias Werner, Adrian Hillenbrand and Fabian Winter, from Verein für Socialpolitik / German Economic Association (2020)

Willingness to volunteer among remote workers is insensitive to the team size,
Adrian Hillenbrand, Tobias Werner and Fabian Winter, from ZEW - Leibniz Centre for European Economic Research (2022)
Keywords: volunteering, "volunteer's dilemma", remote work, team size

The Great Carbon Arbitrage,
Tobias Adrian, Patrick Bolton and Alissa Kleinnijenhuis, from C.E.P.R. Discussion Papers (2022)

The Market Price of Risk and Macro-Financial Dynamics,
Tobias Adrian, Fernando Duarte and Tara Iyer, from C.E.P.R. Discussion Papers (2023)

A Medium-Scale DSGE Model for the Integrated Policy Framework,
Tobias Adrian, Vitor Gaspar and Francis Vitek, in International Journal of Central Banking (2024)

Shock or Design: What Drives Fiscal De/Centralization? A Comparative Analysis of Twenty-Nine OECD Countries, 1995–2017,
Tobias Arnold, Sean Mueller and Adrian Vatter, in Publius: The Journal of Federalism (2021)

Vulnerable Growth,
Tobias Adrian, Nina Boyarchenko and Domenico Giannone, in American Economic Review (2019)

Vulnerable Growth,
Tobias Adrian, Nina Boyarchenko and Domenico Giannone, from C.E.P.R. Discussion Papers (2016)

Dealer Balance Sheets and Bond Liquidity Provision,
Tobias Adrian, Nina Boyarchenko and Or Shachar, from C.E.P.R. Discussion Papers (2017)

Multimodality in Macro-Financial Dynamics,
Nina Boyarchenko, Tobias Adrian and Domenico Giannone, from C.E.P.R. Discussion Papers (2020)

Vulnerable Growth,
Nina Boyarchenko, Domenico Giannone and Tobias Adrian, from Society for Economic Dynamics (2017)

MULTIMODALITY IN MACROFINANCIAL DYNAMICS,
Tobias Adrian, Nina Boyarchenko and Domenico Giannone, in International Economic Review (2021)

Dealer balance sheets and bond liquidity provision,
Tobias Adrian, Nina Boyarchenko and Or Shachar, in Journal of Monetary Economics (2017)
Keywords: Bond liquidity; regulation; dealer constraints;

Procyclical Leverage and Value-at-Risk,
Tobias Adrian and Hyun Song Shin, from National Bureau of Economic Research, Inc (2013)

Financial intermediaries, financial stability and monetary policy,
Tobias Adrian and Hyun Song Shin, in Proceedings - Economic Policy Symposium - Jackson Hole (2008)

A Medium-Scale DSGE Model for the Integrated Policy Framework,
Tobias Adrian, Vitor Gaspar and Francis Vitek, from International Monetary Fund (2022)
Keywords: Monetary Policy; Foreign Exchange Intervention; Fiscal Policy; Macroprudential Policy; Capital Flow Management; Dynamic Stochastic General Equilibrium Model; Small Open Economy; Policy transmission mechanisms; price inflation; scenario assumption; policy rule parameter; policy rule response coefficient; Mortgages; Consumption; Foreign exchange intervention; Inflation; Capital flow management; Global; Africa

The Great Carbon Arbitrage,
Tobias Adrian, Patrick Bolton and Alissa Kleinnijenhuis, from International Monetary Fund (2022)
Keywords: Climate; Carbon; Environment; Climate Policy; Valuation of Environmental Effects; Financial Economics; carbon arbitrage; net benefit; financing policy; baseline estimate; investment cost; coal company; Non-renewable resources; Renewable energy; Climate finance; Arbitrage; Greenhouse gas emissions; Global; net gain; country cost; Africa; North America

Macro-Financial Stability in the COVID-19 Crisis: Some Reflections,
Tobias Adrian, Fabio Natalucci and Mahvash Qureshi, from International Monetary Fund (2022)
Keywords: COVID-19 pandemic crisis; monetary policy; financial stability; emerging markets; central bank asset; purchase program; monetary policy support; market liquidity; asset purchase; COVID-19; Inflation; Global financial crisis of 2008-2009; Capital flows; Financial sector stability; Global

The Market Price of Risk and Macro-Financial Dynamics,
Tobias Adrian, Fernando Duarte and Tara Iyer, from International Monetary Fund (2023)
Keywords: Macro-Finance; Financial Conditions Index; Monetary Policy; Asset Pricing; Market Price of Risk; Consumption Volatility; Causal Identification; bond risk premia; contractionary monetary policy shock; tightening of financial conditions; VFCI shock; Structural vector autoregression; Consumption; Asset prices; Estimation techniques; Global

A New Measure of Central Bank Independence,
Tobias Adrian, Ashraf Khan and Lev Menand, from International Monetary Fund (2024)
Keywords: Central bank independence; monetary policy; governance; transparency; C. IMF Central Bank Legislation Database; CBLD data coverage; CBLD search category; CEO independent; audit authorities; Central bank autonomy; Central bank legislation; Central bank mandate; Exchange rate arrangements; Price stabilization; Middle East and Central Asia

Financial amplification of foreign exchange risk premia,
Tobias Adrian, Erkko Etula and Jan Groen, in European Economic Review (2011)
Keywords: Foreign exchange risk premium Financial stability monitoring Financial intermediaries Asset pricing

Pricing the term structure with linear regressions,
Tobias Adrian, Richard Crump and Emanuel Moench, in Journal of Financial Economics (2013)
Keywords: Term structure of interest rates; Fama-MacBeth regressions; Dynamic asset pricing estimation; Empirical finance;

Regression-based estimation of dynamic asset pricing models,
Tobias Adrian, Richard Crump and Emanuel Moench, in Journal of Financial Economics (2015)
Keywords: Dynamic asset pricing; Fama-MacBeth regressions; Time-varying betas; Generalized method of moments; Minimum distance estimation; Reduced rank regression;

Procyclical Leverage and Value-at-Risk,
Tobias Adrian and Hyun Song Shin, in The Review of Financial Studies (2014)

Global Price of Risk and Stabilization Policies,
Tobias Adrian, Daniel Stackman and Erik Vogt, in IMF Economic Review (2019)

Broker-Dealer Leverage and the Cross-Section of Stock Returns,
Tyler Muir, Erkko Etula and Tobias Adrian, from Society for Economic Dynamics (2011)

Financial Intermediaries and Monetary Economics,
Tobias Adrian and Hyun Song Shin, from Elsevier (2010)
Keywords: Monetary Economics; Financial Intermediation; Risk Taking Channel; Bank Lending Channel

Regression Based Estimation of Dynamic Asset Pricing Models,
Emanuel Moench, Tobias Adrian and Richard Crump, from C.E.P.R. Discussion Papers (2015)
Keywords: Dynamic asset pricing; Fama-macbeth regressions; Gmm; Minimum distance estimation; Reduced rank regression; Time-varying betas

Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds,
Tobias Adrian, Richard Crump and Erik Vogt, from C.E.P.R. Discussion Papers (2016)
Keywords: Flight-to-safety; Risk-return tradeoff; Dynamic asset pricing; Volatility; Nonparametric estimation and inference; Intermediary asset pricing; Asset management

Dynamic Leverage Asset Pricing,
Tobias Adrian, , and Hyun Song Shin, from C.E.P.R. Discussion Papers (2016)
Keywords: Leverage cycles; Intermediary asset pricing; Macro-finance

A Leverage-Based Measure of Financial Stability,
Tobias Adrian, Alexander Tepper and Karol Borowiecki, from C.E.P.R. Discussion Papers (2018)
Keywords: Leverage; Financial crisis; Financial stability; Minimum market size for stability; Minmass; Stability ratio; Long-term capital management; Ltcm

Global Price of Risk and Stabilization Policies,
Tobias Adrian, Erik Vogt and Daniel Stackman, from C.E.P.R. Discussion Papers (2019)
Keywords: Financial stability; Monetary policy; Fiscal policy; Regulatory policy

Liquidity and leverage,
Tobias Adrian and Hyun Song Shin, in Journal of Financial Intermediation (2010)
Keywords: Financial market liquidity Financial cycles Financial interlmediary leverage

A leverage-based measure of financial stability,
Tobias Adrian, Karol Borowiecki and Alexander Tepper, in Journal of Financial Intermediation (2022)
Keywords: Leverage; Financial crisis; Financial stability; Minimum market size for stability; MinMaSS; Stability ratio; Long-Term Capital Management; LTCM;