Found 4 results for your keywords: author="Adrian, Tobias"

Procyclical Leverage and Value-at-Risk

1
(Shin, Hyun Song) (Adrian, Tobias)

Financial Intermediaries and the Cross-Section of Asset Returns

1
(Adrian, Tobias.) (Etula, Erko. Muir Tyler)

Procyclical leverage and value-at-risk

1
(Shin, Hyun Song) (Adrian, Tobias)

Stock returns and volatility: pricing the short-run and long-run components of market risk

1
(Adrian, Tobias) (Rosenberg, Joshua)