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Safe Asset Carry Trade
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-snapshot
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.jfineco.2007.08.002openalex-snapshot
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value☆
inferredcites →https://doi.org/10.1016/j.jfineco.2011.03.016openalex-snapshot
Securitized banking and the run on repo
inferredcites →https://doi.org/10.1016/j.jfineco.2015.08.012openalex-snapshot
The Impact of Treasury Supply on Financial Sector Lending and Stability
inferredcites →https://doi.org/10.1016/j.jfineco.2017.06.010openalex-snapshot
Systemic risk in clearing houses: Evidence from the European repo market
inferredcites →https://doi.org/10.1016/j.jfineco.2019.11.007openalex-snapshot
Private money creation with safe assets and term premia
inferredcites →https://doi.org/10.1016/j.jfineco.2020.02.006openalex-snapshot
The importance of being special: Repo markets during the crisis
inferredcites →https://doi.org/10.1016/j.jfineco.2020.04.009openalex-snapshot
The scarcity effect of QE on repo rates: Evidence from the euro area
inferredcites →https://doi.org/10.1016/j.jfineco.2021.04.016openalex-snapshot
Regulatory effects on short-term interest rates
inferredcites →https://doi.org/10.1016/j.jinteco.2018.01.001openalex-snapshot
The U.S. Treasury Premium
inferredcites →https://doi.org/10.1016/s0304-405x(00)00077-5openalex-snapshot
The term structure of very short-term rates: New evidence for the expectations hypothesis
inferredcites →https://doi.org/10.1016/s0304-405x(02)00077-6openalex-snapshot
Liquidity risk and specialness
inferredcites →https://doi.org/10.1016/s0304-405x(02)00207-6openalex-snapshot
The bond/old-bond spread
inferredcites →https://doi.org/10.1017/s0022109018000790openalex-snapshot
The Scarcity Value of Treasury Collateral: Repo-Market Effects of Security-Specific Supply and Demand Factors
inferredcites →https://doi.org/10.1080/01621459.1949.10483290openalex-snapshot
Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms
inferredcites →https://doi.org/10.1080/01621459.1979.10482531openalex-snapshot
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/386528openalex-snapshot
The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices
inferredcites →https://doi.org/10.1086/666526openalex-snapshot
The Aggregate Demand for Treasury Debt
inferredcites →https://doi.org/10.1090/s0002-9947-1943-0012401-3openalex-snapshot
Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
inferredcites →https://doi.org/10.1093/biomet/75.2.335openalex-snapshot
Testing for a Unit Root in Time Series Regression
inferredcites →https://doi.org/10.1093/qje/qjr054openalex-snapshot
Monetary Policy as Financial Stability Regulation
inferredcites →https://doi.org/10.1093/qje/qjw028openalex-snapshot
The Liquidity Premium of Near-Money Assets*
inferredcites →https://doi.org/10.1093/rfs/hhq108openalex-snapshot
Collateral Values by Asset Class: Evidence from Primary Securities Dealers
inferredcites →https://doi.org/10.1093/rfs/hhr068openalex-snapshot
Common Risk Factors in Currency Markets
inferredcites →https://doi.org/10.1093/rfs/hht133openalex-snapshot
Bond Supply and Excess Bond Returns
inferredcites →https://doi.org/10.1093/rfs/hhu083openalex-snapshot
Money Creation and the Shadow Banking System
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05080.xopenalex-snapshot
Financial Intermediaries and Liquidity Creation
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02692.xopenalex-snapshot
Special Repo Rates
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02750.xopenalex-snapshot
Special Repo Rates: An Empirical Analysis
inferredcites →https://doi.org/10.1111/jofi.12205openalex-snapshot
Repo Runs: Evidence from the Tri‐Party Repo Market
inferredcites →https://doi.org/10.1111/jofi.12540openalex-snapshot
The Macroeconomics of Shadow Banking
inferredcites →https://doi.org/10.1111/jofi.12620openalex-snapshot
Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.1111/jofi.12997openalex-snapshot
The Private Production of Safe Assets
inferredcites →https://doi.org/10.1111/jofi.13003openalex-snapshot
Foreign Safe Asset Demand and the Dollar Exchange Rate
inferredcites →https://doi.org/10.1146/annurev-economics-033017-125810openalex-snapshot
The History and Economics of Safe Assets
inferredcites →https://doi.org/10.1257/aer.20160216openalex-snapshot
A Model of Safe Asset Determination
inferredcites →https://doi.org/10.1257/aer.99.2.584openalex-snapshot
Global Imbalances and Financial Fragility
inferredcites →https://doi.org/10.1257/aer.p20161108openalex-snapshot
Safe Asset Scarcity and Aggregate Demand
inferredcites →https://doi.org/10.1257/jep.31.3.29openalex-snapshot
The Safe Assets Shortage Conundrum
inferredcites →https://doi.org/10.2139/ssrn.3723356openalex-snapshot
Systemic Risk in Clearing Houses: Evidence from the European Repo Market
inferredcites →https://doi.org/10.2307/1912775openalex-snapshot
Large Sample Properties of Generalized Method of Moments Estimators
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.4728118openalex-extracted
Safe Assets and Safety: An Essay in Bibliography
inferred← citeshttps://doi.org/10.1016/j.jfineco.2021.04.016openalex-snapshot
Regulatory effects on short-term interest rates
inferred← citeshttps://doi.org/10.1016/j.jfineco.2023.103738openalex-snapshot
Monetary policy transmission in segmented markets
inferred← citeshttps://doi.org/10.2139/ssrn.3397082openalex-snapshot
Regulatory Effects on Short-Term Interest Rates
inferred← citeshttps://doi.org/10.2139/ssrn.4083127openalex-snapshot
Margin Procyclicality and the Collateral Cycle
inferred← citeshttps://doi.org/10.2139/ssrn.6778485openalex-snapshot
Fiat Currency and Cryptocurrency: Two Sides of the Same Coin?
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