Discussion paper DP20219 Scenario Synthesis and Macroeconomic Risk Tobias Adrian Domenico Giannone Matteo Luciani Mike West 9 May 2025 Monetary Economics and Fluctuations C11 C53 E23 E32
Discussion paper DP20125 US Treasury Market Functioning from the GFC to the Pandemic Tobias Adrian Michael J. Fleming Kleopatra Nikolaou 10 Apr 2025 Asset Pricing G12 G24 G28
Discussion paper DP17777 The Market Price of Risk and Macro-Financial Dynamics Tobias Adrian Fernando Duarte Tara Iyer 1 Jan 2023 Monetary Economics and Fluctuations E44 E52 G12
Discussion paper DP17654 The Great Carbon Arbitrage Tobias Adrian Patrick Bolton Alissa Kleinnijenhuis 7 Nov 2022 Banking and Corporate Finance
Discussion paper DP16972 Managing Monetary Tradeoffs in Vulnerable Open Economies Tobias Adrian Christopher J. Erceg Marcin Kolasa Jesper Lindé Pawel Zabczyk 30 Jan 2022 International Macroeconomics and Finance C54 E52 E58 F41
Discussion paper DP15088 Multimodality in Macro-Financial Dynamics Tobias Adrian Nina Boyarchenko Domenico Giannone 23 Jul 2020 Financial Economics
Discussion paper DP15065 A Quantitative Model for the Integrated Policy Framework Tobias Adrian Christopher J. Erceg Jesper Lindé Pawel Zabczyk Jianping Zhou 19 Jul 2020 International Macroeconomics and Finance C54 E52 E58 F41
Discussion paper DP14437 The Non-U.S. Bank Demand for U.S. Dollar Assets Tobias Adrian Peichu Xie 23 Feb 2020 Financial Economics F3 G1
Discussion paper DP14435 Monetary and Macroprudential Policy with Endogenous Risk Tobias Adrian Fernando Duarte Nellie Liang Pawel Zabczyk 23 Feb 2020 Monetary Economics and Fluctuations E52 E32 E44 G28
Discussion paper DP14436 Forecasting Macroeconomic Risks Patrick Adams Tobias Adrian Nina Boyarchenko Domenico Giannone 23 Feb 2020 Monetary Economics and Fluctuations
Discussion paper DP13435 Global Price of Risk and Stabilization Policies Tobias Adrian Daniel Stackman Erik Vogt 7 Jan 2019 Financial Economics G12 G17 G01
Discussion paper DP13363 A Review of Shadow Banking Tobias Adrian Adam Ashcraft Nicola Cetorelli 4 Dec 2018 Financial Economics