Tobias Adrian

Institution: International Monetary Fund (IMF)

Primary Field: Finance (weighted toward more recent publications)

Homepage: Http://www.tobiasadrian.com

First Publication: 2004

Most Recent: 2022

RePEc ID: pad61 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.81	1.85	0.00	2.66	63%
Last 10 Years	6.73	4.31	3.87	0.00	14.90	94%
All Time	10.76	14.40	8.58	1.01	34.75	97%

Publication Statistics

Raw Publications 24

Coauthorship-Adjusted Count 20.50

Publications (24)

Year	Article	Journal	Tier	Authors
2022	The Term Structure of Growth-at-Risk	American Economic Journal: Macroeconomics	A	5
2022	A leverage-based measure of financial stability	Journal of Financial Intermediation	B	3
2021	Forecasting macroeconomic risks	International Journal of Forecasting	B	4
2021	Multimodality in Macrofinancial Dynamics	International Economic Review	B	3
2019	Vulnerable Growth	American Economic Review	S	3
2019	Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds	Journal of Finance	A	3
2018	Liquidity policies and systemic risk	Journal of Financial Intermediation	B	2
2018	Monetary Policy, Financial Conditions, and Financial Stability	International Journal of Central Banking	B	2
2017	Dealer balance sheets and bond liquidity provision	Journal of Monetary Economics	A	3
2016	CoVaR	American Economic Review	S	2
2016	Decomposing real and nominal yield curves	Journal of Monetary Economics	A	5
2015	Regression-based estimation of dynamic asset pricing models	Journal of Financial Economics	A	3
2014	Financial Intermediaries and the Cross-Section of Asset Returns	Journal of Finance	A	3
2014	Procyclical Leverage and Value-at-Risk	The Review of Financial Studies	A	2
2013	Pricing the term structure with linear regressions	Journal of Financial Economics	A	3
2011	Financial amplification of foreign exchange risk premia	European Economic Review	B	3
2010	Liquidity and leverage	Journal of Financial Intermediation	B	2
2009	Money, Liquidity, and Monetary Policy	American Economic Review	S	2
2009	Inference, arbitrage, and asset price volatility	Journal of Financial Intermediation	B	1
2009	Prices and Quantities in the Monetary Policy Transmission Mechanism	International Journal of Central Banking	B	2
2009	Disagreement and Learning in a Dynamic Contracting Model	The Review of Financial Studies	A	2
2008	Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk	Journal of Finance	A	2
2008	Monetary tightening cycles and the predictability of economic activity	Economics Letters	C	2
2004	The degree of openness and the cost of fixing exchange rate	Economics Letters	C	2