Working Papers

Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09
With Paolo Colla, and Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, Number 528, December 2011

CoVaR
With Markus K. Brunnermeier
Federal Reserve Bank of New York Staff Reports, Number 348, Revised September 2011
Received an Institute for Quantitative Investment Research (INQUIRE Europe) Research Grant for 2007/2008.

Pricing the Term Structure with Linear Regressions
With Emanuel Moench
Federal Reserve Bank of New York Staff Reports, Number 340, Revised August 2011

Procyclical Leverage and Value-at-Risk
With Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, Number 338, Revised March 2011

Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models
With Richard K. Crump and Emanuel Moench
Federal Reserve Bank of New York Staff Reports, Number 493, May 2011

Financial Intermediaries and the Cross-Section of Asset Returns
With Erkko Etula and Tyler Muir
Federal Reserve Bank of New York Staff Reports, Number 464, Revised April 2011

Shadow Banking
With Zoltan Pozsar, Adam Ashcraft, and Hayley Boesky
Federal Reserve Bank of New York Staff Reports, Number 458, July 2010

Financial Intermediation, Asset Prices, and Macroeconomic Dynamics
With Emanuel Moench and Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, Number 422, January 2010

Monetary Cycles, Financial Cycles, and the Business Cycle
With Arturo Estrella, and Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, Number 421, January 2010

The Term Structure of Inflation Expectations
With Hao Wu
Federal Reserve Bank of New York Staff Reports, Number 362, January 2009

Risk Appetite and Exchange Rates
With Erkko Etula and Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, Number 361, January 2009


Conferences

Inflation-Indexed Securities and Inflation Risk Management
February 10, 2009

Second Liquidity Conference
December 13, 2007

First Liquidity Conference
October 6-7, 2005

Tobias Adrian's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.