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D-Index & Metrics

Economics and Finance

D-Index
42
Citations
12374
World Ranking
2022
National Ranking
1174

Overview

Tobias Adrian is affiliated with the International Monetary Fund in the United States. Their research spans primarily the fields of Economics, Econometrics, and Finance, with a total of 65 publications. Subfields of study include Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Management Science and Operations Research, and Strategy and Management.

Their work has focused on several main topics, including:

  • Monetary Policy and Economic Impact
  • Banking Stability, Regulation, Efficiency
  • Economic Theories and Models
  • Global Financial Crisis and Policies
  • Economic Theory and Policy
  • Italy: Economic History and Contemporary Issues
  • Blockchain Technology Applications and Security

Tobias Adrian has contributed extensively to research journals and working papers. Their frequent publication venues include:

  • IMF Working Paper
  • SSRN Electronic Journal
  • Annual Review of Financial Economics
  • Global Financial Stability Notes
  • Fintech Notes

Recent papers authored or coauthored by Tobias Adrian include:

  • The Rise of Digital Money, 2021, Annual Review of Financial Economics
  • The Term Structure of Growth-at-Risk, 2022, American Economic Journal Macroeconomics
  • A Quantitative Model for the Integrated Policy Framework, 2020, IMF Working Paper

Frequent collaborators in their research include:

  • Pawel Zabczyk
  • Christopher J. Erceg
  • Jesper Lindé
  • Domenico Giannone
  • Nellie Liang

In addition to journal articles, Tobias Adrian has published books through the International Monetary Fund. Titles include:

  • The Role of State-Contingent Debt Instruments in Sovereign Debt Restructurings, 2020
  • Stress Testing at the IMF, 2020
  • "Low for Long" and Risk-Taking, 2020

Best Publications

  • Financial Intermediaries and the Cross-Section of Asset Returns

    Tobias Adrian;Erkko Etula;Tyler Muir

  • Financial Intermediaries and Monetary Economics

    Tobias Adrian;Hyun Song Shin

  • Money, liquidity, and monetary policy

    Tobias Adrian;Hyun Song Shin

  • Pricing the term structure with linear regressions

    Tobias Adrian;Richard K. Crump;Emanuel Moench

  • The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009

    Tobias Adrian;Hyun Song Shin

  • Financial Intermediaries, Financial Stability and Monetary Policy *

    Tobias Adrian;Hyun Song Shin

  • Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9

    Tobias Adrian;Paolo Colla;Hyun Song Shin

  • Liquidity, monetary policy, and financial cycles

    Tobias Adrian;Hyun Song Shin

  • Intermediary Leverage Cycles and Financial Stability

    Tobias Adrian;Nina Boyarchenko

  • Monetary Policy, Financial Conditions, and Financial Stability

    Tobias Adrian;Nellie Liang

  • Financial stability monitoring

    Tobias Adrian;Daniel M. Covitz;J. Nellie Liang

  • The Rise of Digital Money

    Unknown

  • Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk

    Unknown

  • Liquidity and financial contagion

    Tobias Adrian;Hyun Song Shin

  • The Federal Reserve's Primary Dealer Credit Facility

    Tobias Adrian;Christopher R. Burke;James J. McAndrews

  • Decomposing real and nominal yield curves

    Michael Abrahams;Tobias Adrian;Richard K. Crump;Emanuel Moench

  • Shadow banking regulation

    Tobias Adrian;Adam Ashcraft

  • Financial intermediary balance sheet management

    Tobias Adrian;Hyun Song Shin

  • Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM

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  • Dealer Balance Sheets and Bond Liquidity Provision

    Tobias Adrian;Nina Boyarchenko;Or Shachar

  • Repo and Securities Lending

    Tobias Adrian;Brian Begalle;Adam Copeland;Antoine Martin

  • Financial intermediation, asset prices, and macroeconomic dynamics

    Hyun Song Shin;Emanuel Moench;Tobias Adrian

  • The Term Structure of Growth-at-Risk

    Tobias Adrian;Federico Grinberg;Nellie Liang;Sheheryar Malik

Frequent Co-Authors

Hyun Song Shin
Hyun Song Shin Bank of Korea
Domenico Giannone
Domenico Giannone International Monetary Fund
Arturo Estrella
Arturo Estrella Rensselaer Polytechnic Institute
Christopher J. Erceg
Christopher J. Erceg Federal Reserve System
Jesper Lindé
Jesper Lindé Swedish National Bank
James J. McAndrews
James J. McAndrews University of Pennsylvania
Markus K. Brunnermeier
Markus K. Brunnermeier Princeton University

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