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The supply and demand for safe assets

Citations

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As found by EconAcademics.org, the blog aggregator for Economics research:
  1. The safe asset girdle on liquidity
    by SFF in policy economics on 2016-09-23 05:51:03

Citations

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Cited by:

  1. Ricardo J. Caballero & Emmanuel Farhi, 2013. "A Model of the Safe Asset Mechanism (SAM): Safety Traps and Economic Policy," Working Paper 70936, Harvard University OpenScholar.
  2. Han, Han, 2015. "Over-the-Counter Markets, Intermediation, and Monetary Policy," MPRA Paper 68709, University Library of Munich, Germany.
  3. Emmanuel Farhi & Matteo Maggiori, 2018. "A Model of the International Monetary System," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 295-355.
  4. Chemla, Gilles & Hennessy, Christopher, 2016. "Government as Borrower of First Resort," CEPR Discussion Papers 11362, C.E.P.R. Discussion Papers.
  5. Eric Monnet & Miklos Vari, 2023. "A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 915-944, June.
  6. Segura, Anatoli & Villacorta, Alonso, 2023. "The paradox of safe asset creation," Journal of Economic Theory, Elsevier, vol. 210(C).
  7. Sushant Acharya & Keshav Dogra, 2022. "The Side Effects of Safe Asset Creation," Journal of the European Economic Association, European Economic Association, vol. 20(2), pages 581-625.
  8. Muñoz, Manuel A. & Soons, Oscar, 2023. "Public money as a store of value, heterogeneous beliefs, and banks: implications of CBDC," Working Paper Series 2801, European Central Bank.
  9. Engler, Philipp & Große Steffen, Christoph, 2016. "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, vol. 87(C), pages 34-61.
  10. Robert J Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2022. "Safe Assets," The Economic Journal, Royal Economic Society, vol. 132(646), pages 2075-2100.
    • Robert J. Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2014. "Safe Assets," NBER Working Papers 20652, National Bureau of Economic Research, Inc.
    • Robert J. Barro, 2014. "Safe Assets," Working Papers 2014-28, Economic Research Institute, Bank of Korea.
    • Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017. "Safe Assets," CEPR Discussion Papers 12043, C.E.P.R. Discussion Papers.
    • Robert Barro & Jesus Fernandez-Villaverde & Oren Levintal & Andrew Mollerus, 2017. "Safe Assets," PIER Working Paper Archive 17-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 May 2017.
  11. Hart, Oliver & Zingales, Luigi, 2014. "Banks Are Where The Liquidity Is," CEPR Discussion Papers 10017, C.E.P.R. Discussion Papers.
  12. José Alves & Clarisse Wagner, 2024. "Leveraging interest-growth differentials: Hidden effects of government financial assets in the European Union," Working Papers REM 2024/0307, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  13. Wei Cui & Sören Radde, 2020. "Search-based Endogenous Asset Liquidity and the Macroeconomy [Why Don’t US Issuers Demand European Fees for IPOs?]," Journal of the European Economic Association, European Economic Association, vol. 18(5), pages 2221-2269.
  14. Eric Monnet & Miklos Vari, 2019. "Liquidity Ratios as Monetary Policy Tools: Some Historical Lessons for Macroprudential Policy," IMF Working Papers 2019/176, International Monetary Fund.
  15. Fleckenstein, Matthias & Longstaff, Francis A., 2020. "The US Treasury floating rate note puzzle: Is there a premium for mark-to-market stability?," Journal of Financial Economics, Elsevier, vol. 137(3), pages 637-658.
  16. Grobéty, Mathieu, 2018. "Government debt and growth: The role of liquidity," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 1-22.
  17. Ricardo J Caballero & Emmanuel Farhi, 2018. "The Safety Trap," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 223-274.
  18. Maya Eden & Benjamin S. Kay, 2019. "Safe Assets as Commodity Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1651-1689, September.
  19. Liu, Zehao & Sinclair, Andrew J., 2022. "Wealth, endogenous collateral quality, and financial crises," Journal of Economic Theory, Elsevier, vol. 204(C).
  20. Wei Cui & Sören Radde, 2014. "Search-Based Endogenous Illiquidity and the Macroeconomy," Discussion Papers of DIW Berlin 1367, DIW Berlin, German Institute for Economic Research.
  21. Bletzinger, Tilman & Greif, William & Schwaab, Bernd, 2023. "The safe asset potential of EU-issued bonds," Research Bulletin, European Central Bank, vol. 103.
  22. Rocheteau, Guillaume & Wright, Randall & Xiaolin Xiao, Sylvia, 2018. "Open market operations," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 114-128.
  23. Sebastian Infante & Kyungmin Kim & Anna Orlik & André F. Silva & Robert J. Tetlow, 2022. "The Macroeconomic Implications of CBDC: A Review of the Literature," Finance and Economics Discussion Series 2022-076, Board of Governors of the Federal Reserve System (U.S.).
  24. Gary B. Gorton, 2016. "The History and Economics of Safe Assets," NBER Working Papers 22210, National Bureau of Economic Research, Inc.
  25. Jochem, Axel & Lecomte, Ernest, 2024. "Risky sovereign bond holdings by commercial banks in the euro area: Do safe assets availability and differences in bank funding costs play a role?," Discussion Papers 35/2024, Deutsche Bundesbank.
  26. Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023. "Asset Safety versus Asset Liquidity," Journal of Political Economy, University of Chicago Press, vol. 131(5), pages 1172-1212.
  27. Golec, Pascal & Perotti, Enrico, 2017. "Safe assets: a review," Working Paper Series 2035, European Central Bank.
  28. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
  29. Dong, Feng & Liu, Jianfeng & Xu, Zhiwei & Zhao, Bo, 2021. "Flight to housing in China," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
  30. Madalen Castells Jauregui & Dmitry Kuvshinov & Bjoern Richter & Victoria Vanasco, 2024. "Sectoral dynamics of safe assets in advanced economies," Economics Working Papers 1884, Department of Economics and Business, Universitat Pompeu Fabra.
  31. A. Fatas & Mr. Atish R. Ghosh & Ugo Panizza & Mr. Andrea F Presbitero, 2019. "The Motives to Borrow," IMF Working Papers 2019/101, International Monetary Fund.
  32. Xiong, Qizhou, 2018. "The liquidity premium of safe assets: The role of government debt supply," IWH Discussion Papers 11/2017, Halle Institute for Economic Research (IWH), revised 2018.
  33. Feng Dong & Yi Wen, 2017. "Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis," Working Papers 2017-25, Federal Reserve Bank of St. Louis.
  34. Dániel Horváth & Róbert Szini, 2015. "The safety trap – the financial market and macroeconomic consequences of the scarcity of safe assets," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(1), pages 111-138.
  35. Chien, YiLi & Wen, Yi, 2022. "The determination of public debt under both aggregate and idiosyncratic uncertainty," Journal of Economic Theory, Elsevier, vol. 203(C).
  36. Lucas Herrenbrueck, Zijian Wang, 2023. "Interest Rates, Moneyness, and the Fisher Equation," Discussion Papers dp23-11, Department of Economics, Simon Fraser University.
  37. Matthias Fleckenstein & Francis A. Longstaff, 2018. "Floating Rate Money? The Stability Premium in Treasury Floating Rate Notes," NBER Working Papers 25216, National Bureau of Economic Research, Inc.
  38. Andrea Mazzocchetti & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2018. "Securitization and business cycle: an agent-based perspective," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1091-1121.
  39. Eric M. Leeper, 2015. "Fiscal Analysis is Darned Hard," CAEPR Working Papers 2015-021, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  40. Hiroshi Ugai, 2015. "Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan," UTokyo Price Project Working Paper Series 060, University of Tokyo, Graduate School of Economics, revised Dec 2015.
  41. Janse Kalin Anev, 2023. "Developing European Safe Assets," Intereconomics: Review of European Economic Policy, Sciendo, vol. 58(6), pages 315-319, December.
  42. Hiroshi Ugai, "undated". "Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan," Working Papers e102, Tokyo Center for Economic Research.
  43. Benigno, Pierpaolo & Robatto, Roberto, 2019. "Private money creation, liquidity crises, and government interventions," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 42-58.
  44. Thomas M. Eisenbach & Gregory Phelan, 2022. "Fragility of Safe Asset Markets," Staff Reports 1026, Federal Reserve Bank of New York.
  45. Chemla, Gilles & Hennessy, Christopher A., 2016. "Government as borrower of first resort," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 1-16.
  46. Madalen Castells Jauregui & Dmitry Kuvshinov & Björn Richter & Victoria Vanasco, 2024. "Sectoral Dynamics of Safe Assets in Advanced Economies," Working Papers 1438, Barcelona School of Economics.
  47. Thiago Revil T. Ferreira & Samer Shousha, 2021. "Supply of Sovereign Safe Assets and Global Interest Rates," International Finance Discussion Papers 1315, Board of Governors of the Federal Reserve System (U.S.).
  48. Luis Araujo & Bernardo Guimaraes & Diego Rodrigues, 2020. "Financial constraints and collateral crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 238-250, October.
  49. He, Ping & Liu, Zehao & Xie, Chengbo, 2023. "A fiscal theory of money and bank liquidity provision," Journal of Economic Theory, Elsevier, vol. 214(C).
  50. Patricia Gomez-Gonzalez & Gabriel Mathy, 2024. "The World's First Global Safe Asset: British Public Debt, 1718-1913," Fordham Economics Discussion Paper Series dp2024-01er:dp2024-01, Fordham University, Department of Economics.
  51. Rocheteau, Guillaume & Rodriguez-Lopez, Antonio, 2014. "Liquidity provision, interest rates, and unemployment," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 80-101.
  52. Ly-Dai, Hung, 2018. "Public Safe Assets Determination," MPRA Paper 90237, University Library of Munich, Germany, revised Oct 2018.
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