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Information about:
Tobias Adrian

Personal Details | Affiliation | Works

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Other registered authors

Personal Details

First Name: Tobias
Middle Name:
Last Name: Adrian
Suffix:

RePEc Short-ID: pad61

Email:
Homepage: http://nyfedeconomists.org/adrian/
Postal Address: 33 Liberty Street New York, NY 10045
Phone: (212) 720-1717

Affiliation

(in no particular order)

Research and Statistics Group
Federal Reserve Bank of New York
Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/research/
Email:
Phone:
Fax:
Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:rfrbnus (registered authors at this institution)

Works

Working papers

Tobias Adrian & Hyun Song Shin, 2008. "Financial intermediary leverage and value at risk," Staff Reports 338, Federal Reserve Bank of New York. [Downloadable!]
Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York. [Downloadable!]
Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports 340, Federal Reserve Bank of New York. [Downloadable!]
Tobias Adrian & Hyun Song Shin, 2008. "Financial intermediaries, financial stability, and monetary policy," Staff Reports 346, Federal Reserve Bank of New York. [Downloadable!]
Tobias Adrian & Hyun Song Shin, 2008. "Liquidity and financial cycles," BIS Working Papers 256, Bank for International Settlements. [Downloadable!]
Tobias Adrian & Hyun Song Shin, 2008. "Liquidity and leverage," Staff Reports 328, Federal Reserve Bank of New York. [Downloadable!]
Tobias Adrian & Mark M. Westerfield, 2008. "Disagreement and learning in a dynamic contracting model," Staff Reports 269, Federal Reserve Bank of New York. [Downloadable!]
Tobias Adrian & Francesco Franzoni, 2008. "Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM," Staff Reports 193, Federal Reserve Bank of New York. [Downloadable!]
Other versions:
- Franzoni, Francesco & Adrian, Tobias, 2005. "Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM," Les Cahiers de Recherche 828, Groupe HEC. [Downloadable!]
Tobias Adrian & Joshua Rosenberg, 2006. "Stock returns and volatility: pricing the short-run and long-run components of market risk," Staff Reports 254, Federal Reserve Bank of New York. [Downloadable!]
Tobias Adrian, 2004. "Inference, arbitrage, and asset price volatility," Staff Reports 187, Federal Reserve Bank of New York. [Downloadable!]

Articles

Adrian, Tobias & Estrella, Arturo, 2008. "Monetary tightening cycles and the predictability of economic activity," Economics Letters, Elsevier, vol. 99(2), pages 260-264, May. [Downloadable!] (restricted)
Tobias Adrian & Hyun Song Shin, 2008. "Liquidity, monetary policy, and financial cycles," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Jan. [Downloadable!]
Tobias Adrian, 2007. "Measuring risk in the hedge fund sector," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Mar. [Downloadable!]
Tobias Adrian & Michael J. Fleming, 2005. "What financing data reveal about dealer leverage," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Mar. [Downloadable!]
Adrian, Tobias & Gros, Daniel, 2004. "The degree of openness and the cost of fixing exchange rate," Economics Letters, Elsevier, vol. 83(1), pages 141-146, April. [Downloadable!] (restricted)
Adrian, Tobias & Gros, Daniel, 1999. "A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(2), pages 129-46, April. [Downloadable!] (restricted)

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ACC: Accounting & Auditing (1) 2008-09-05
NEP-BAN: Banking (1) 2008-09-05
NEP-BEC: Business Economics (1) 2008-09-05
NEP-CBA: Central Banking (1) 2008-11-04
NEP-DGE: Dynamic General Equilibrium (1) 2006-12-16
NEP-ETS: Econometric Time Series (1) 2006-08-05
NEP-FIN: Finance (2) 2004-08-09 2006-05-06
NEP-FMK: Financial Markets (3) 2006-05-06 2006-08-05 2008-09-05 Author is listed
NEP-IFN: International Finance (1) 2008-07-30
NEP-MAC: Macroeconomics (3) 2008-06-27 2008-07-30 2008-11-04 Author is listed
NEP-MON: Monetary Economics (1) 2008-11-04
NEP-RMG: Risk Management (3) 2006-08-05 2008-09-05 2008-11-04 Author is listed

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This page was last updated on 2008-12-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.