NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Tobias Adrian

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

May 2013Repo and Securities Lending
with Brian Begalle, Adam Copeland, Antoine Martin
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
April 2013Procyclical Leverage and Value-at-Risk
with Hyun Song Shin: w18943
November 2012Repo and Securities Lending
with Brian Begalle, Adam Copeland, Antoine Martin: w18549
August 2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9
with Paolo Colla, Hyun Song Shin: w18335
June 2012Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009
with Paolo Colla, Hyun Song Shin
in NBER Macroeconomics Annual 2012, Volume 27, Daron Acemoglu, Jonathan Parker, and Michael Woodford, editors
November 2011Hedge Fund Tail Risk
with Markus K. Brunnermeier, Hoai-Luu Q. Nguyen
in Quantifying Systemic Risk, Joseph G. Haubrich and Andrew W. Lo, editors
October 2011CoVaR
with Markus K. Brunnermeier: w17454
May 2011Comment on "Two Monetary Tools: Interest Rates and Haircuts"
with Erkko Etula
in NBER Macroeconomics Annual 2010, Volume 25, Daron Acemoglu and Michael Woodford, editors

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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