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Financial stability polices for shadow banking
Adrian, Tobias - 2015
Persistent link: https://www.econbiz.de/10010509472
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Risk management and regulation
Adrian, Tobias - In: Journal of risk 20 (2017/2018) 1, pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
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Risk management and regulation
Adrian, Tobias - 2017
Persistent link: https://www.econbiz.de/10011817262
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Macro-financial stability in the COVID-19 crisis : some reflections
Adrian, Tobias; Natalucci, Fabio M.; Qureshi, Mahvash Saeed - In: Annual review of financial economics 15 (2023), pp. 29-54
Persistent link: https://www.econbiz.de/10014425423
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COVAR
Adrian, Tobias; Brunnermeier, Markus Konrad - 2011
Persistent link: https://www.econbiz.de/10009349185
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Repo and securities lending
Adrian, Tobias; Begalle, Brian; Copeland, Adam; Martin, … - 2012
Persistent link: https://www.econbiz.de/10009679636
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Regression based estimation of dynamic asset pricing models
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - 2015
Persistent link: https://www.econbiz.de/10010509481
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Procyclical leverage and value-at-risk
Adrian, Tobias; Shin, Hyun Song - 2013
Persistent link: https://www.econbiz.de/10009737670
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CoVaR
Adrian, Tobias; Brunnermeier, Markus Konrad - In: The American economic review 106 (2016) 7, pp. 1705-1741
Persistent link: https://www.econbiz.de/10011538588
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Dynamic leverage asset pricing
Adrian, Tobias; Mönch, Emanuel; Shin, Hyun Song - 2016
Persistent link: https://www.econbiz.de/10011544472