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The cost of capital of the financial sector
Adrian, Tobias; Friedman, Evan; Muir, Tyler - 2015
Persistent link: https://www.econbiz.de/10011440918
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Financial Intermediaries and the Cross-Section of Asset Returns
ADRIAN, TOBIAS; ETULA, ERKKO; MUIR, TYLER - In: Journal of Finance 69 (2014) 6, pp. 2557-2596
type="main" <title type="main">ABSTRACT</title> <p>Financial intermediaries trade frequently in many markets using sophisticated models. Their marginal value of wealth should therefore provide a more informative stochastic discount factor (SDF) than that of a representative consumer. Guided by theory, we use shocks to the...</p>
Persistent link: https://www.econbiz.de/10011147910
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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