The supply and demand for safe assets

A-Tier
Journal: Journal of Monetary Economics
Year: 2022
Volume: 125
Issue: C
Pages: 132-147

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Safe assets are demanded as stores of value (to smooth consumption inter-temporally) and as collateral (to facilitate credit intra-temporally). Some are supplied publicly (government bonds) and some privately (asset-backed securities). Private assets are heterogeneous in quality, and information about their quality reduces their safety properties. We show that government bonds discourage both production of (crowding quantity out) and information about (crowding safety in) private assets. Hence, the optimal supply of government bonds need to take into account their dual roles and their impact on the quantity and informational content of private assets.

Technical Details

RePEc Handle
repec:eee:moneco:v:125:y:2022:i:c:p:132-147
Journal Field
Macro
Author Count
2
Added to Database
2026-01-26