Publications By Author

Title: The Market Price of Risk and Macro-Financial Dynamics

Author: Adrian, Tobias ; Duarte, Fernando ; Iyer, Tara

Series: Working Paper No. 2023/199

Date: September 22, 2023

Subject: Asset prices Consumption Econometric analysis Estimation techniques Financial conditions index Financial sector policy and analysis National accounts Prices Structural vector autoregression

Title: Monetary and Macroprudential Policy with Endogenous Risk

Author: Adrian, Tobias ; Duarte, Fernando ; Nellie Liang ; Zabczyk, Pawel

Series: Working Paper No. 2020/236

Date: November 13, 2020

Subject: Economic sectors Financial crises