Tobias Adrian

Tobias Adrian

Senior Vice President and Function Head
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-1717
Fax (212) 720-1582
tobias.adrian@ny.frb.org

Working Papers

Monetary Policy, Financial Conditions, and Financial Stability
With Nellie Liang
Federal Reserve Bank of New York Staff Reports, Number 690, September 2014

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, Revised June 2014

Liquidity Policies and Systemic Risk
With Nina Boyarchenko
Federal Reserve Bank of New York Staff Reports, Number 661, December 2013

Intermediary Balance Sheets
With Nina Boyarchenko
Federal Reserve Bank of New York Staff Reports, Number 651, November 2013

Leverage Asset Pricing
With Emanuel Moench and Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, Number 625, August 2013

Intermediary Leverage Cycles and Financial Stability
With Nina Boyarchenko
Federal Reserve Bank of New York Staff Reports, Number 567, Revised October 2012

Pricing TIPS and Treasuries with Linear Regressions
With Michael Abrahams, Richard K. Crump, and Emanuel Moench
Federal Reserve Bank of New York Staff Reports, Number 570, September 2012

CoVaR
With Markus K. Brunnermeier
Federal Reserve Bank of New York Staff Reports, Number 348, Revised September 2011

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

Tobias Adrian's CVPDFThe 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.