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Risk-free assets in financial markets

In: Sovereign risk: a world without risk-free assets?

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  • Alberto Giovannini

    (Unifortune)

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Suggested Citation

  • Alberto Giovannini, 2013. "Risk-free assets in financial markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 72, pages 73-78, Bank for International Settlements.
    • Handle: RePEc:bis:bisbpc:72-15
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    File URL: http://www.bis.org/publ/bppdf/bispap72m.pdf
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    References listed on IDEAS

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    1. Jeremy C. Stein, 2012. "Monetary Policy as Financial Stability Regulation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 127(1), pages 57-95.
    2. Michael J. Fleming, 2000. "The benchmark U.S. Treasury market: recent performance and possible alternatives," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 129-145.
    3. Stijn Claessens & Lev Ratnovski & Manmohan Singh, 2012. "Shadow Banking; Economics and Policy," IMF Staff Discussion Notes 12/12, International Monetary Fund.
    4. Peter G. Dunne & Michael J. Moore & Richard Portes, 2007. "Benchmark Status in Fixed‐Income Asset Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(9‐10), pages 1615-1634, November.
    5. Fama, Eugene F, 1975. "Short-Term Interest Rates as Predictors of Inflation," American Economic Review, American Economic Association, vol. 65(3), pages 269-282, June.
    6. Mr. Manmohan Singh, 2011. "Velocity of Pledged Collateral: Analysis and Implications," IMF Working Papers 2011/256, International Monetary Fund.
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    Cited by:

    1. Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(90), pages 175-219.
    2. Minsuk Kim, 2019. "Financial Development, Exchange Rate Fluctuations and Debt Dollarization: A Firm-Level Evidence," IMF Working Papers 2019/168, International Monetary Fund.

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