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Dealer Balance Sheets and Bond Liquidity Provision

Adrian, Tobias - 2017

Do regulations decrease dealer ability to intermediate trades? Using a unique data set of dealer-bond …

Persistent link: https://www.econbiz.de/10012966738

Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds

Adrian, Tobias - 2017

We document a highly significant, strongly nonlinear dependence of stock and bond returns on past equity market …

Persistent link: https://www.econbiz.de/10012971196

Comment on: "Dealer balance sheets and bond liquidity provision" by Adrian, Boyarchenko and Shachar

Di Maggio, Marco - In: Journal of monetary economics 89 (2017), pp. 110-112

Persistent link: https://www.econbiz.de/10011799202

Dealer Balance Sheet Capacity and Market Liquidity During the 2013 Selloff in Fixed Income Markets

Adrian, Tobias; Fleming, Michael J.; Goldberg, Jonathan E. - 2020

Persistent link: https://www.econbiz.de/10014090006

Repo and Securities Lending

Adrian, Tobias - 2011

We provide an overview of the data requirements necessary to monitor repurchase agreements (repos) and securities lending markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets, then argue...

Persistent link: https://www.econbiz.de/10013117229

Repo and Securities Lending

Adrian, Tobias - 2012

We provide an overview of the data required to monitor repo and securities lending markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets and argue that it is crucial to understand the...

Persistent link: https://www.econbiz.de/10013097773