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Forecasting Interest Rates over the Long Run
Did Third Avenue’s Liquidation Reduce Corporate Bond Market Liquidity?
Further Analysis of Corporate Bond Market Liquidity
Corporate Bond Market Liquidity Redux: More Price-Based Evidence
Continuing the Conversation on Liquidity
Dealer Positioning and Expected Returns
Redemption Risk of Bond Mutual Funds and Dealer Positioning
Changes in the Returns to Market Making
Has Liquidity Risk in the Treasury and Equity Markets Increased?
Has Liquidity Risk in the Corporate Bond Market Increased?
Has U.S. Corporate Bond Market Liquidity Deteriorated?
Introduction to a Series on Market Liquidity: Part 2
Discounting the Long Run
What’s Driving Dealer Balance Sheet Stagnation?
Has U.S. Treasury Market Liquidity Deteriorated?
Introduction to a Series on Market Liquidity
Financial Stability Monitoring
Treasury Term Premia: 1961-Present
Liquidity Policies and Systemic Risk
Liquidity Risk, Liquidity Management, and Liquidity Policies
Intermediary Leverage Cycles and Financial Stability
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets
The Recent Bond Market Selloff in Historical Perspective
Do Treasury Term Premia Rise around Monetary Tightenings?
Just Released: Conference on Global Systemic Risk Explores Four Key Questions
CoVaR: A Measure of Systemic Risk
Tobias Adrian's CV The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.