Does a currency union need a capital market union?

A-Tier
Journal: Journal of International Economics
Year: 2022
Volume: 139
Issue: C

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We compare risk sharing in response to demand and supply shocks in four types of currency unions: segmented markets; a money market union; a capital market union; and complete financial markets. We show that a money market union is efficient at sharing domestic demand shocks (deleveraging, fiscal consolidation), while a capital market union is necessary to share supply shocks (productivity and quality shocks). In a numerical exercise, we find that the welfare gain of moving from segmented markets to a money market union is of roughly similar magnitude to that of moving from a money market to a capital market union.

Technical Details

RePEc Handle
repec:eee:inecon:v:139:y:2022:i:c:s0022199622001076
Journal Field
International
Author Count
3
Added to Database
2026-01-25