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Tobias Adrian

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First Name:Tobias
Middle Name:
Last Name:Adrian
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RePEc Short-ID:pad61
http://sites.google.com/site/tobiasadrian
Washington, District of Columbia (United States)
http://www.imf.org/

: (202) 623-7000
(202) 623-4661
700 19th Street, N.W., Washington DC 20431
RePEc:edi:imfffus (more details at EDIRC)
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  1. Adrian, Tobias & Duarte, Fernando M., 2016. "Financial vulnerability and monetary policy," Staff Reports 804, Federal Reserve Bank of New York, revised 01 Mar 2017.
  2. Adrian, Tobias & Fleming, Michael J. & Shachar, Or & Vogt, Erik, 2016. "Market liquidity after the financial crisis," Staff Reports 796, Federal Reserve Bank of New York, revised 01 Jun 2017.
  3. Adrian, Tobias & Capponi, Agostino & Vogt, Erik & Zhang, Hongzhong, 2016. "Intraday market making with overnight inventory costs," Staff Reports 799, Federal Reserve Bank of New York.
  4. Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2016. "Dealer balance sheets and bond liquidity provision," Staff Reports 803, Federal Reserve Bank of New York, revised 01 Mar 2017.
  5. Adrian, Tobias & Stackman, Daniel & Vogt, Erik, 2016. "Global price of risk and stabilization policies," Staff Reports 786, Federal Reserve Bank of New York.
  6. Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016. "Vulnerable growth," Staff Reports 794, Federal Reserve Bank of New York.
  7. Adrian, Tobias & Friedman, Evan & Muir, Tyler, 2015. "The cost of capital of the financial sector," Staff Reports 755, Federal Reserve Bank of New York.
  8. Adrian, Tobias, 2015. "Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”," Staff Reports 722, Federal Reserve Bank of New York.
  9. Adrian, Tobias & de Fontnouvelle, Patrick & Yang, Emily & Zlate, Andrei, 2015. "Macroprudential policy: case study from a tabletop exercise," Staff Reports 742, Federal Reserve Bank of New York, revised 01 Dec 2015.
  10. Adrian, Tobias & Boyarchenko, Nina & Shin, Hyun Song, 2015. "On the scale of financial intermediaries," Staff Reports 743, Federal Reserve Bank of New York, revised 01 Dec 2016.
  11. Adrian, Tobias & Crump, Richard K. & Vogt, Erik, 2015. "Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds," Staff Reports 723, Federal Reserve Bank of New York, revised 01 Jun 2017.
  12. Adrian, Tobias & Liang, J. Nellie, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York, revised 01 Dec 2016.
  13. Adrian, Tobias, 2014. "Financial stability policies for shadow banking," Staff Reports 664, Federal Reserve Bank of New York.
  14. Adrian, Tobias & Boyarchenko, Nina, 2014. "Liquidity policies and systemic risk," Staff Reports 661, Federal Reserve Bank of New York.
  15. Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli, 2013. "Shadow bank monitoring," Staff Reports 638, Federal Reserve Bank of New York.
  16. Tobias Adrian & Hyun Song Shin, 2013. "Procyclical Leverage and Value-at-Risk," NBER Working Papers 18943, National Bureau of Economic Research, Inc.
  17. Tobias Adrian & Michael J. Fleming & Jonathan E. Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu, 2013. "Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets," FEDS Notes 2013-10-16, Board of Governors of the Federal Reserve System (U.S.).
  18. Adrian, Tobias & Covitz, Daniel M. & Liang, J. Nellie, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York, revised 01 Jun 2014.
  19. Adrian, Tobias & Boyarchenko, Nina, 2013. "Intermediary balance sheets," Staff Reports 651, Federal Reserve Bank of New York.
  20. Adrian, Tobias & Moench, Emanuel & Shin, Hyun Song, 2013. "Dynamic leverage asset pricing," Staff Reports 625, Federal Reserve Bank of New York, revised 01 Dec 2014.
  21. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow banking: a review of the literature," Staff Reports 580, Federal Reserve Bank of New York.
  22. Tobias Adrian, 2012. "Discussion of “An Integrated Framework for Multiple Financial Regulations”," Staff Reports 583, Federal Reserve Bank of New York.
  23. Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2012. "Repo and securities lending," Staff Reports 529, Federal Reserve Bank of New York.
    • Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2013. "Repo and Securities Lending," NBER Chapters,in: Risk Topography: Systemic Risk and Macro Modeling, pages 131-148 National Bureau of Economic Research, Inc.
  24. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow banking regulation," Staff Reports 559, Federal Reserve Bank of New York.
  25. Adrian, Tobias & Boyarchenko, Nina, 2012. "Intermediary leverage cycles and financial stability," Staff Reports 567, Federal Reserve Bank of New York, revised 01 Feb 2015.
  26. Tobias Adrian & Paolo Colla & Hyun Song Shin, 2012. "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9," NBER Working Papers 18335, National Bureau of Economic Research, Inc.
  27. Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2012. "Decomposing real and nominal yield curves," Staff Reports 570, Federal Reserve Bank of New York, revised 01 Feb 2015.
  28. Tobias Adrian & Hyun Song Shin, 2011. "Financial intermediary balance sheet management," Staff Reports 532, Federal Reserve Bank of New York.
  29. Tobias Adrian, 2011. "Dodd-Frank one year on: implications for shadow banking," Staff Reports 533, Federal Reserve Bank of New York.
  30. Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2011. "Regression-based estimation of dynamic asset pricing models," Staff Reports 493, Federal Reserve Bank of New York, revised 01 Dec 2014.
  31. Tyler Muir & Erkko Etula & Tobias Adrian, 2011. "Broker-Dealer Leverage and the Cross-Section of Stock Returns," 2011 Meeting Papers 1448, Society for Economic Dynamics.
  32. Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011. "Which financial frictions? Parsing the evidence from the financial crisis of 2007-09," Staff Reports 528, Federal Reserve Bank of New York.
  33. Tobias Adrian & Karin Kimbrough & Dina Marchioni, 2010. "The Federal Reserve's Commercial Paper Funding Facility," Staff Reports 423, Federal Reserve Bank of New York.
  34. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Financial intermediation, asset prices, and macroeconomic dynamics," Staff Reports 422, Federal Reserve Bank of New York.
  35. Tobias Adrian & Erkko Etula & Jan J. J. Groen, 2010. "Financial amplification of foreign exchange risk premia," Staff Reports 461, Federal Reserve Bank of New York.
  36. Zoltan Pozsar & Tobias Adrian & Adam B. Ashcraft & Hayley Boesky, 2010. "Shadow banking," Staff Reports 458, Federal Reserve Bank of New York.
  37. Tobias Adrian & Hyun Song Shin, 2010. "The changing nature of financial intermediation and the financial crisis of 2007-09," Staff Reports 439, Federal Reserve Bank of New York.
  38. Tobias Adrian & Erkko Etula, 2010. "Funding liquidity risk and the cross-section of stock returns," Staff Reports 464, Federal Reserve Bank of New York.
  39. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro risk premium and intermediary balance sheet quantities," Staff Reports 428, Federal Reserve Bank of New York.
  40. Tobias Adrian & Arturo Estrella & Hyun Song Shin, 2010. "Monetary cycles, financial cycles, and the business cycle," Staff Reports 421, Federal Reserve Bank of New York.
  41. Arturo Estrella & Tobias Adrian, 2009. "Monetary tightening cycles and the predictability of economic activity," Staff Reports 397, Federal Reserve Bank of New York.
  42. Tobias Adrian & Hyun Song Shin, 2009. "Money, liquidity, and monetary policy," Staff Reports 360, Federal Reserve Bank of New York.
  43. Tobias Adrian & Hyun Song Shin, 2009. "Prices and quantities in the monetary policy transmission mechanism," Staff Reports 396, Federal Reserve Bank of New York.
  44. Tobias Adrian & Hyun Song Shin, 2009. "The shadow banking system: implications for financial regulation," Staff Reports 382, Federal Reserve Bank of New York.
  45. Tobias Adrian & Hao Wu, 2009. "The term structure of inflation expectations," Staff Reports 362, Federal Reserve Bank of New York.
  46. Adrian, Tobias & Etula, Erkko & Shin, Hyun Song, 2009. "Risk appetite and exchange Rates," Staff Reports 361, Federal Reserve Bank of New York, revised 10 Dec 2015.
  47. Tobias Adrian & Hyun Song Shin, 2009. "Financial intermediaries and monetary economics," Staff Reports 398, Federal Reserve Bank of New York.
  48. Tobias Adrian & Hyun Song Shin, 2008. "Financial intermediaries, financial stability, and monetary policy," Staff Reports 346, Federal Reserve Bank of New York.
  49. Tobias Adrian & Mark M. Westerfield, 2008. "Disagreement and learning in a dynamic contracting model," Staff Reports 269, Federal Reserve Bank of New York.
  50. Tobias Adrian & Hyun Song Shin, 2008. "Liquidity and financial cycles," BIS Working Papers 256, Bank for International Settlements.
  51. Tobias Adrian & Hyun Song Shin, 2008. "Liquidity and leverage," Staff Reports 328, Federal Reserve Bank of New York.
  52. Tobias Adrian & Francesco Franzoni, 2008. "Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM," Staff Reports 193, Federal Reserve Bank of New York.
  53. Tobias Adrian & Emanuel Moench, 2008. "Pricing the term structure with linear regressions," Staff Reports 340, Federal Reserve Bank of New York.
  54. Adrian, Tobias & Brunnermeier, Markus K., 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York, revised 01 Sep 2014.
    • Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
    • Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
  55. Tobias Adrian & Hyun Song Shin, 2008. "Financial intermediary leverage and value at risk," Staff Reports 338, Federal Reserve Bank of New York.
  56. Tobias Adrian & Joshua V. Rosenberg, 2006. "Stock returns and volatility: pricing the short-run and long-run components of market risk," Staff Reports 254, Federal Reserve Bank of New York.
  57. Tobias Adrian, 2004. "Inference, arbitrage, and asset price volatility," Staff Reports 187, Federal Reserve Bank of New York.
  1. Adrian, Tobias & de Fontnouvelle, Patrick & Yang, Emily & Zlate, Andrei, 2017. "Macroprudential policy: a case study from a tabletop exercise," Economic Policy Review, Federal Reserve Bank of New York, issue 23-1, pages 1-30.
  2. Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui, 2016. "Decomposing real and nominal yield curves," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 182-200.
  3. Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
    • Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
    • Adrian, Tobias & Brunnermeier, Markus K., 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York, revised 01 Sep 2014.
  4. Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015. "Regression-based estimation of dynamic asset pricing models," Journal of Financial Economics, Elsevier, vol. 118(2), pages 211-244.
  5. Daniel Covitz & Nellie Liang & Tobias Adrian, 2015. "Financial Stability Monitoring," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
  6. Tobias Adrian & Erkko Etula & Tyler Muir, 2014. "Financial Intermediaries and the Cross-Section of Asset Returns," Journal of Finance, American Finance Association, vol. 69(6), pages 2557-2596, December.
  7. 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.
  8. Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2013. "Pricing the term structure with linear regressions," Journal of Financial Economics, Elsevier, vol. 110(1), pages 110-138.
  9. Tobias Adrian & Paolo Colla & Hyun Song Shin, 2013. "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009," NBER Macroeconomics Annual, University of Chicago Press, vol. 27(1), pages 159-214.
  10. Pozsar, Zoltan & Adrian, Tobias & Ashcraft, Adam B. & Boesky, Hayley, 2013. "Shadow banking," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 1-16.
    • Zoltan Pozsar & Tobias Adrian & Adam B. Ashcraft & Hayley Boesky, 2010. "Shadow banking," Staff Reports 458, Federal Reserve Bank of New York.
  11. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow Banking Regulation," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 99-140, October.
  12. Adrian, Tobias & Etula, Erkko & Groen, Jan J.J., 2011. "Financial amplification of foreign exchange risk premia," European Economic Review, Elsevier, vol. 55(3), pages 354-370, April.
  13. Tobias Adrian & Karin Kimbrough & Dina Marchioni, 2011. "The Federal Reserve’s Commercial Paper Funding Facility," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 25-39.
  14. Tobias Adrian & Hyun Song Shin, 2011. "Financial Intermediary Balance Sheet Management," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 289-307, December.
  15. Tobias Adrian & Hyun Song Shin, 2010. "The Changing Nature of Financial Intermediation and the Financial Crisis of 2007–2009," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 603-618, 09.
  16. Adrian, Tobias & Shin, Hyun Song, 2010. "Liquidity and leverage," Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 418-437, July.
  17. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro Risk Premium and Intermediary Balance Sheet Quantities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 58(1), pages 179-207, August.
  18. Adrian, Tobias & Franzoni, Francesco, 2009. "Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 537-556, September.
  19. Tobias Adrian & Hyun Song Shin, 2009. "Prices and Quantities in the Monetary Policy Transmission Mechanism," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 131-142, December.
  20. Tobias Adrian & Christopher R. Burke & James J. McAndrews, 2009. "The Federal Reserve's Primary Dealer Credit Facility," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 15(Aug).
  21. Adrian, T. & Shin, H S., 2009. "The shadow banking system: implications for fi nancial regulation," Financial Stability Review, Banque de France, issue 13, pages 1-10, September.
  22. Tobias Adrian & Hyun Song Shin, 2009. "Money, Liquidity, and Monetary Policy," American Economic Review, American Economic Association, vol. 99(2), pages 600-605, May.
  23. Tobias Adrian & Mark M. Westerfield, 2009. "Disagreement and Learning in a Dynamic Contracting Model," Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 3873-3906, October.
  24. Adrian, Tobias, 2009. "Inference, arbitrage, and asset price volatility," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 49-64, January.
  25. Adrian, Tobias & Estrella, Arturo, 2008. "Monetary tightening cycles and the predictability of economic activity," Economics Letters, Elsevier, vol. 99(2), pages 260-264, May.
  26. Tobias Adrian & Hyun Song Shin, 2008. "Liquidity, monetary policy, and financial cycles," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 14(Jan).
  27. Tobias Adrian & Joshua Rosenberg, 2008. "Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk," Journal of Finance, American Finance Association, vol. 63(6), pages 2997-3030, December.
  28. Shin, Hyun Song & Adrian, Tobias, 2008. "Financial intermediaries, financial stability and monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 287-334.
  29. Adrian, T. & Shin, H S., 2008. "Liquidity and financial contagion," Financial Stability Review, Banque de France, issue 11, pages 1-7, February.
  30. Tobias Adrian, 2007. "Measuring risk in the hedge fund sector," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 13(Mar).
  31. Joshua V. Rosenberg & Tobias Adrian, 2005. "Stock returns and volatility: pricing the long-run and short-run components of market risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  32. Tobias Adrian & Michael J. Fleming, 2005. "What financing data reveal about dealer leverage," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 11(Mar).
  33. Adrian, Tobias & Gros, Daniel, 2004. "The degree of openness and the cost of fixing exchange rate," Economics Letters, Elsevier, vol. 83(1), pages 141-146, April.
  34. Adrian, Tobias & Gros, Daniel, 1999. "A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(2), pages 129-146, April.
  1. Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2013. "Repo and Securities Lending," NBER Chapters,in: Risk Topography: Systemic Risk and Macro Modeling, pages 131-148 National Bureau of Economic Research, Inc.
  2. Tobias Adrian & Adam B. Ashcraft, 2012. "shadow banking: a review of the literature," The New Palgrave Dictionary of Economics, Palgrave Macmillan.
  3. Tobias Adrian & Paolo Colla & Hyun Song Shin, 2012. "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009," NBER Chapters,in: NBER Macroeconomics Annual 2012, Volume 27, pages 159-214 National Bureau of Economic Research, Inc.
  4. Tobias Adrian & Erkko Etula, 2011. "Comment on "Two Monetary Tools: Interest Rates and Haircuts"," NBER Chapters,in: NBER Macroeconomics Annual 2010, Volume 25, pages 181-191 National Bureau of Economic Research, Inc.
  5. Tobias Adrian & Markus K. Brunnermeier & Hoai-Luu Q. Nguyen, 2011. "Hedge Fund Tail Risk," NBER Chapters,in: Quantifying Systemic Risk, pages 155-172 National Bureau of Economic Research, Inc.
  6. Adrian, Tobias & Song Shin, Hyun, 2010. "Financial Intermediaries and Monetary Economics," Handbook of Monetary Economics,in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 12, pages 601-650 Elsevier.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 64 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (40) 2008-09-05 2009-08-30 2010-01-30 2010-01-30 2010-01-30 2010-02-27 2010-04-17 2010-07-24 2010-08-14 2010-08-14 2011-05-30 2011-10-15 2012-01-25 2012-02-01 2012-02-01 2012-03-21 2012-05-15 2012-09-09 2012-09-30 2012-11-17 2012-12-06 2013-01-07 2013-03-23 2013-04-13 2013-05-05 2013-09-13 2013-10-18 2013-11-14 2014-03-22 2014-03-22 2014-10-03 2015-01-19 2015-02-28 2015-03-05 2015-08-01 2015-10-10 2015-10-10 2016-07-23 2016-10-23 2017-07-09. Author is listed
  2. NEP-MAC: Macroeconomics (25) 2008-06-27 2008-07-30 2008-11-04 2009-01-31 2009-03-22 2009-10-31 2009-10-31 2009-10-31 2010-01-30 2010-01-30 2010-02-27 2012-09-09 2013-09-13 2013-11-14 2014-03-22 2014-10-03 2015-01-19 2015-03-05 2015-10-10 2015-10-10 2016-07-23 2016-08-21 2016-10-09 2017-01-01 2017-07-09. Author is listed
  3. NEP-CBA: Central Banking (23) 2008-11-04 2009-01-31 2009-03-22 2009-03-22 2009-10-31 2009-10-31 2009-10-31 2010-01-30 2010-01-30 2010-01-30 2010-02-27 2010-04-17 2010-07-24 2010-08-14 2011-10-15 2012-05-15 2013-03-23 2014-10-03 2015-01-19 2015-03-05 2015-10-10 2016-07-23 2017-01-01. Author is listed
  4. NEP-MON: Monetary Economics (17) 2008-11-04 2009-01-31 2009-03-22 2009-10-31 2009-10-31 2009-10-31 2010-01-30 2010-01-30 2010-04-17 2012-09-09 2014-10-03 2015-01-19 2015-10-10 2015-12-28 2016-07-23 2017-01-01 2017-07-09. Author is listed
  5. NEP-RMG: Risk Management (11) 2006-08-05 2008-09-05 2008-11-04 2009-08-30 2011-10-15 2012-11-17 2013-03-23 2013-04-13 2015-02-28 2015-04-19 2016-08-21. Author is listed
  6. NEP-IFN: International Finance (10) 2009-03-22 2010-08-14 2012-09-09 2013-09-13 2015-10-10 2015-12-28 2016-01-18 2016-02-12 2016-08-21 2016-09-04. Author is listed
  7. NEP-BEC: Business Economics (9) 2008-09-05 2009-10-31 2010-01-30 2010-01-30 2010-02-27 2010-08-14 2010-08-14 2012-01-25 2012-02-01. Author is listed
  8. NEP-FMK: Financial Markets (9) 2006-05-06 2006-08-05 2008-09-05 2012-12-06 2014-03-22 2015-04-25 2016-09-04 2016-10-23 2017-01-01. Author is listed
  9. NEP-CFN: Corporate Finance (7) 2014-03-22 2014-03-22 2015-02-28 2016-01-18 2016-02-12 2016-10-23 2017-01-01. Author is listed
  10. NEP-DGE: Dynamic General Equilibrium (6) 2006-12-16 2012-09-30 2013-01-07 2013-11-14 2014-03-22 2015-08-01. Author is listed
  11. NEP-FOR: Forecasting (5) 2010-01-30 2010-01-30 2011-10-15 2015-12-28 2016-10-09. Author is listed
  12. NEP-MST: Market Microstructure (4) 2010-08-14 2016-10-23 2016-10-30 2017-01-01
  13. NEP-ECM: Econometrics (2) 2011-05-30 2015-03-05
  14. NEP-ETS: Econometric Time Series (2) 2006-08-05 2011-10-15
  15. NEP-FIN: Finance (2) 2004-08-09 2006-05-06
  16. NEP-MFD: Microfinance (2) 2015-03-05 2015-03-05
  17. NEP-OPM: Open Economy Macroeconomics (2) 2009-03-22 2015-12-28
  18. NEP-REG: Regulation (2) 2009-08-30 2010-01-30
  19. NEP-ACC: Accounting & Auditing (1) 2008-09-05
  20. NEP-FDG: Financial Development & Growth (1) 2017-01-01
  21. NEP-FLE: Financial Literacy & Education (1) 2017-07-09
  22. NEP-UPT: Utility Models & Prospect Theory (1) 2010-08-14
This author is among the top 5% authors according to these criteria:
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  9. Number of Citations
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  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
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  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
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  28. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  29. Number of Abstract Views in RePEc Services over the past 12 months
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  33. Euclidian citation score
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  36. Wu-Index

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