NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Tobias Adrian

MCM
IMF
700 19th Street
Washington DC 20431

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

May 2013Repo and Securities Lending
with Brian Begalle, Adam Copeland, Antoine Martin
in Risk Topography: Systemic Risk and Macro Modeling, Markus Brunnermeier and Arvind Krishnamurthy, editors
April 2013Procyclical Leverage and Value-at-Risk
with Hyun Song Shin: w18943

Published: Tobias Adrian & Hyun Song Shin, 2014. "Procyclical Leverage and Value-at-Risk," Review of Financial Studies, Society for Financial Studies, vol. 27(2), pages 373-403. citation courtesy of

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

Published: Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July. citation courtesy of

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
 
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