Tobias Adrian

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-9379-9592

International Monetary Fund

Publications

• Abundance from Abroad: Migrant Income and Long-Run Economic Development — American Economic Review 2026
• Vulnerable Growth — American Economic Review 2019
• Nonlinearity and Flight-to-Safety in the Risk-Return Trade-Off for Stocks and Bonds — The Journal of Finance 2019
• CoVaR — American Economic Review 2016
• Regression-based estimation of dynamic asset pricing models — Journal of Financial Economics 2015
• Financial Intermediaries and the Cross-Section of Asset Returns — The Journal of Finance 2014
• Procyclical Leverage and Value-at-Risk — The Review of Financial Studies 2014
• Pricing the term structure with linear regressions — Journal of Financial Economics 2013
• The term structure of inflation expectations — Journal of Financial Economics 2012
• Money, Liquidity, and Monetary Policy — American Economic Review 2009
• Disagreement and Learning in a Dynamic Contracting Model — The Review of Financial Studies 2009
• Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk — The Journal of Finance 2008