Working Papers

Financial Intermediation, Asset Prices, and Macroeconomic Dynamics
With Emanuel Moench and Hyun Song Shin
Federal Reserve Bank of New York Staff Report 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 Report 421, January 2010

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

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

CoVaR
With Markus K. Brunnermeier
Federal Reserve Bank of New York Staff Reports, 348, September 2008
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, 340, August 2008

Financial Intermediary Leverage and Value at Risk
With Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, 338, July 2008

Value-at-Risk and Market Liquidity
With Jim Mahoney and Jiang Wang


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.