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 Nina Boyarchenko Tobias Adrian 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 Erik Vogt Daniel Stackman 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
Discussion paper DP13349 The Term Structure of Growth-at-Risk Tobias Adrian Nellie Liang Federico Grinberg 1 Dec 2018 Financial Economics
Discussion paper DP13350 Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis Tobias Adrian John Kiff Hyun Song Shin 1 Dec 2018 Financial Economics