Nothing Special   »   [go: up one dir, main page]

create a website
Sectoral Dynamics of Safe Assets in Advanced Economies. (2024). Kuvshinov, Dmitry ; Jauregui, Madalen Castells ; Vanasco, Victoria ; Richter, Bjorn.
In: Working Papers.
RePEc:bge:wpaper:1438.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 40

References cited by this document

Cocites: 25

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Acharya, Sushant, Keshav Dogra, and Sanjay R. Singh. 2021. The financial origins of non-fundamental risk. CEPR Discussion Paper 16793.

  2. Ahnert, Toni, and Enrico Perotti. 2021. Cheap but flighty: A theory of safety-seeking capital flows. Journal of Banking & Finance 131: 106211.

  3. Altinoglu, Levent. 2023. A theory of safe asset creation, systemic risk, and aggregate demand. FEDS Working Paper 2023–62.

  4. Benigno, Pierpaolo, and Salvatore Nisticò. 2017. Safe assets, liquidity, and monetary policy. American Economic Journal: Macroeconomics 9(2): 182–227.

  5. Bernanke, Ben S. 2005. The global saving glut and the US current account deficit. Speech No. 77, Board of Governors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now
  6. Bernanke, Ben S., Carol C. Bertaut, Laurie Demarco, and Steven B. Kamin. 2011. International capital flows and the return to safe assets in the United States, 2003–2007. FRB International Finance Discussion Paper 1014.
    Paper not yet in RePEc: Add citation now
  7. Brunnermeier, Markus K., Sebastian Merkel, and Yuliy Sannikov. 2021. A safe-asset perspective for an integrated policy framework. In The Asian Monetary Policy Forum: Insights for Central Banking, 302–332. World Scientific.
    Paper not yet in RePEc: Add citation now
  8. Caballero, Ricardo J., and Alp Simsek. 2020. A model of fickle capital flows and retrenchment. Journal of Political Economy 128(6): 2288–2328.

  9. Caballero, Ricardo J., and Emmanuel Farhi. 2018. The safety trap. Review of Economic Studies 85(1): 223–274.
    Paper not yet in RePEc: Add citation now
  10. Caballero, Ricardo J., Emmanuel Farhi, and Pierre-Olivier Gourinchas. 2016. Safe asset scarcity and aggregate demand. American Economic Review 106(5): 513–518.

  11. Caballero, Ricardo J., Emmanuel Farhi, and Pierre-Olivier Gourinchas. 2017. The safe assets shortage conundrum. Journal of Economic Perspectives 31(3): 29–46.

  12. Castells Jauregui, Madalen. 2023. Private safe-asset supply and financial instability. Working paper.
    Paper not yet in RePEc: Add citation now
  13. Dang, Tri Vi, Gary Gorton, Bengt Holmström, and Guillermo Ordonez. 2017. Banks as secret keepers.

  14. Darmouni, Olivier, and Melina Papoutsi. 2022. The rise of bond financing in Europe. ECB Working Paper 2663.
    Paper not yet in RePEc: Add citation now
  15. Del Negro, Marco, Domenico Giannone, Marc P. Giannoni, and Andrea Tambalotti. 2019. Global trends in interest rates. Journal of International Economics 118: 248–262.

  16. Diamond, William. 2020. Safety transformation and the structure of the financial system. Journal of Finance 75(6): 2973–3012.

  17. Diebold, Lukas, and Björn Richter. 2021. When two become one: foreign capital and household credit expansion. Working paper.
    Paper not yet in RePEc: Add citation now
  18. Gennaioli, Nicola, Andrei Shleifer, and Robert W. Vishny. 2013. A model of shadow banking. Journal of Finance 68(4): 1331–1363.

  19. Gorton, Gary, and Guillermo Ordoñez. 2022. The supply and demand for safe assets. Journal of Monetary Economics 125: 132–147.

  20. Gorton, Gary, Stefan Lewellen, and Andrew Metrick. 2012. The safe-asset share. American Economic Review: Papers & Proceedings 102(3): 101–06.

  21. Gourinchas, Pierre-Olivier, and Olivier Jeanne. 2012. Global safe assets. BIS Working paper 399.
    Paper not yet in RePEc: Add citation now
  22. Guren, Adam M., Alisdair McKay, Emi Nakamura, and Jón Steinsson. 2020. Housing wealth effects: The long view. Review of Economic Studies 88(2): 669–707.

  23. Hanson, Samuel G., Andrei Shleifer, Jeremy C. Stein, and Robert W. Vishny. 2015. Banks as patient fixed-income investors. Journal of Financial Economics 117(3): 449–469.

  24. Jordà, Òscar. 2005. Estimation and inference of impulse responses by local projections. American Economic Review 95(1): 161–182.

  25. Kacperczyk, Marcin, Christophe Perignon, and Guillaume Vuillemey. 2021. The private production of safe assets. Journal of Finance 76(2): 495–535.

  26. Krishnamurthy, Arvind, and Annette Vissing-Jorgensen. 2012. The aggregate demand for treasury debt. Journal of Political Economy 120(2): 233–267.

  27. Krishnamurthy, Arvind, and Annette Vissing-Jorgensen. 2015. The impact of treasury supply on financial sector lending and stability. Journal of Financial Economics 118(3): 571–600.

  28. Lane, Philip R., and Gian Maria Milesi-Ferretti. 2018. The external wealth of nations revisited: International financial integration in the aftermath of the Global Financial Crisis. IMF Economic Review 66(1): 189–222.

  29. Maggiori, Matteo. 2017. Financial intermediation, international risk sharing, and reserve currencies. American Economic Review 107(10): 3038–3071.

  30. Mian, Atif, Amir Sufi, and Emil Verner. 2017. Household debt and business cycles worldwide. Quarterly Journal of Economics 132(4): 1755–1817.

  31. Mian, Atif, and Amir Sufi. 2009. The consequences of mortgage credit expansion: Evidence from the U.S. mortgage default crisis. Quarterly Journal of Economics 124(4): 1449–1496.

  32. Minoiu, Camelia, Andres Schneider, and Min Wei. 2023. Why does the yield curve predict GDP growth? The role of banks. Finance and Economics Discussion Series 2023-049. Washington: Board of Governors of the Federal Reserve System. . Moreira, Alan, and Alexi Savov. 2017. The macroeconomics of shadow banking. Journal of Finance 72(6): 2381–2432.
    Paper not yet in RePEc: Add citation now
  33. Mota, Lira. 2023. The corporate supply of (quasi) safe assets. Working Paper. Available at SSRN 3732444.
    Paper not yet in RePEc: Add citation now
  34. Müller, Karsten, and Emil Verner. 2023. Credit allocation and macroeconomic fluctuations. Review of Economic Studies rdad112.

  35. Nagel, Stefan. 2016. The liquidity premium of near-money assets. Quarterly Journal of Economics 131(4): 1927–1971.

  36. Nakamura, Emi, and Jón Steinsson. 2014. Fiscal stimulus in a monetary union: evidence from US regions. American Economic Review 104(3): 753–92.

  37. Nenova, Tsvetelina. 2023. Global or regional safe assets: evidence from bond substitution patterns. Working paper.
    Paper not yet in RePEc: Add citation now
  38. Segura, Anatoli, and Alonso Villacorta. 2023. The paradox of safe asset creation. Journal of Economic Theory 210: 105640.

  39. Stein, Jeremy C. 2012. Monetary policy as financial stability regulation. Quarterly Journal of Economics 127(1): 57–95.

  40. Tabova, Alexandra M, and Francis E. Warnock. 2021. Foreign investors and US Treasuries. NBER Working Paper 29313.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Sectoral dynamics of safe assets in advanced economies. (2024). Kuvshinov, Dmitry ; Jauregui, Madalen Castells ; Vanasco, Victoria ; Richter, Bjoern.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1884.

    Full description at Econpapers || Download paper

  2. Sectoral Dynamics of Safe Assets in Advanced Economies. (2024). Kuvshinov, Dmitry ; Jauregui, Madalen Castells ; Vanasco, Victoria ; Richter, Bjorn.
    In: Working Papers.
    RePEc:bge:wpaper:1438.

    Full description at Econpapers || Download paper

  3. Financial Stability: Frontier Risks, a New Normal, and Policy Challenges. (2023). Haubrich, Joseph G.
    In: Economic Commentary.
    RePEc:fip:fedcec:96590.

    Full description at Econpapers || Download paper

  4. Real interest rates, bank borrowing, and fragility. (2022). Ahnert, Toni ; Konig, Philipp Johann ; Anand, Kartik.
    In: Discussion Papers.
    RePEc:zbw:bubdps:482022.

    Full description at Econpapers || Download paper

  5. Managing Monetary Policy Normalization. (2022). Benigno, Gianluca.
    In: Staff Reports.
    RePEc:fip:fednsr:94241.

    Full description at Econpapers || Download paper

  6. Managing Monetary Policy Normalization. (2022). Benigno, Gianluca.
    In: Staff Reports.
    RePEc:fip:fednsr:94162.

    Full description at Econpapers || Download paper

  7. Natural resources’ impact on capital flow and conflict relationship in Africa: A novel insight from GMM and quantile regression. (2022). Sini, Snow ; Abdul-Rahim, A S ; Chin, Lee ; Sulaiman, Chindo ; Said, Rusmawati.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002392.

    Full description at Econpapers || Download paper

  8. Real interest rates, bank borrowing, and fragility. (2022). Ahnert, Toni ; Konig, Philipp Johann ; Anand, Kartik.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222755.

    Full description at Econpapers || Download paper

  9. From exit to control: The structural power of finance under asset manager capitalism. (2021). Braun, Benjamin.
    In: SocArXiv.
    RePEc:osf:socarx:4uesc.

    Full description at Econpapers || Download paper

  10. Interest, Reserves, and Prices. (2021). Benigno, Gianluca.
    In: Staff Reports.
    RePEc:fip:fednsr:92400.

    Full description at Econpapers || Download paper

  11. Optimal monetary–fiscal policy in the euro area liquidity crisis. (2021). Filiani, Pasquale.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000653.

    Full description at Econpapers || Download paper

  12. Safe Assets, Credit Provision and Debt Management. (2020). Chiesa, Gabriella.
    In: Open Economies Review.
    RePEc:kap:openec:v:31:y:2020:i:3:d:10.1007_s11079-019-09542-w.

    Full description at Econpapers || Download paper

  13. Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Lubello, Federico ; Santoro, Emiliano.
    In: EMF Research Papers.
    RePEc:wrk:wrkemf:26.

    Full description at Econpapers || Download paper

  14. The collateral channel of open market operations. (2019). Koulischer, Francois ; Cassola, Nuno.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:41:y:2019:i:c:p:73-90.

    Full description at Econpapers || Download paper

  15. Bank assets, liquidity and credit cycles. (2019). Petrella, Ivan ; Lubello, Federico ; Santoro, Emiliano.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:105:y:2019:i:c:p:265-282.

    Full description at Econpapers || Download paper

  16. Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Santoro, Emiliano ; Lubello, Federico .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13831.

    Full description at Econpapers || Download paper

  17. Interest Rate Spreads and Forward Guidance. (2018). Kaufmann, Christoph ; Bredemeier, Christian ; Schabert, Andreas.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:491.

    Full description at Econpapers || Download paper

  18. Large-scale bond purchases in a currency union with segmentation in the market for government debt. (2018). Tischbirek, Andreas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:95:y:2018:i:c:p:37-69.

    Full description at Econpapers || Download paper

  19. Chained financial frictions and credit cycles. (2018). Santoro, Emiliano ; Petrella, Ivan ; Lubello, Federico.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp116.

    Full description at Econpapers || Download paper

  20. Non-Neutrality of Open Market Operations. (2017). Nisticò, Salvatore ; Benigno, Pierpaolo ; Nistico, Salvatore.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:574.

    Full description at Econpapers || Download paper

  21. Interest Rate Spreads and Forward Guidance. (2017). Schabert, Andreas ; Kaufmann, Christoph ; Bredemeier, Christian.
    In: Working Paper Series in Economics.
    RePEc:kls:series:0096.

    Full description at Econpapers || Download paper

  22. Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis. (2017). Wen, Yi ; Dong, Feng.
    In: Working Papers.
    RePEc:fip:fedlwp:2017-025.

    Full description at Econpapers || Download paper

  23. Liquidity, Government Bonds and Sovereign Debt Crises. (2015). Molteni, Francesco.
    In: Working Papers.
    RePEc:cii:cepidt:2015-32.

    Full description at Econpapers || Download paper

  24. International Liquidity Rents. (). Eden, Maya.
    In: Review of Economic Dynamics.
    RePEc:red:issued:18-198.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-26 09:39:06 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.