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DP17472 Uncertainty Shocks, Capital Flows, and International Risk Spillovers 智库出版物
2022
作者:  Ozge Akinci Emekli;  Sebnem Kalemli-Ozcan;  Albert Queralto
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Financial frictions  Risk premia  Time-varying uncertainty  Intermediary asset pricing  Financial spillovers  Global financial cycle  
DP14437 The Non-U.S. Bank Demand for U.S. Dollar Assets 智库出版物
2020
作者:  Tobias Adrian;  Peichu Xie
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Exchange rate disconnect  Safe asset demand  Intermediary asset pricing  
DP14437 The Non-U.S. Bank Demand for U.S. Dollar Assets 智库出版物
2020
作者:  Tobias Adrian;  Peichu Xie
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Exchange rate disconnect  Safe asset demand  Intermediary asset pricing  
DP12282 A Macroeconomic Model with Financially Constrained Producers and Intermediaries 智库出版物
2017
作者:  Stijn Van Nieuwerburgh;  Tim Landvoigt;  Vadim Elenev
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Financial intermediation  Macroprudential policy  Credit spread  Intermediary-based asset pricing  
DP11466 Dynamic Leverage Asset Pricing 智库出版物
2016
作者:  Tobias Adrian;  Hyun Song Shin
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Leverage cycles  Intermediary asset pricing  Macro-finance  
DP11401 Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 智库出版物
2016
作者:  Tobias Adrian;  Richard K. Crump;  Erik Vogt
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Flight-to-safety  Risk-return tradeoff  Dynamic asset pricing  Volatility  Nonparametric estimation and inference  Intermediary asset pricing  Asset management