Capital Markets: Cross-Sectional Asset Pricing, Term Structure of Interest Rates, Financial Intermediation: Contract Theory, Security Broker and Dealers, Hedge Funds, Policy: Financial Stability, Monetary Policy
Tobias Adrian is a Research Officer in the Capital Markets Function of the Research Group at the Federal Reserve Bank of New York. His primary research interest is the interaction of financial institutions and asset pricing. He has recently worked on the relation between balance sheet constraints and asset prices, the hedging of tail risk, compensation for macroeconomic risk, and on the theory of optimal contracting. His policy related research focuses on financial stability and the interactions between monetary policy and financial markets. Tobias Adrian holds a Ph.D. in Economics from the Massachusetts Institute of Technology and a MSc in Econometrics and Mathematical Economics from the London School of Economics. He has taught courses in Finance at Princeton University and the National University of Seoul.
Tobias Adrian's CV 
| 
