A Model of the International Monetary System

214 citations recorded by the source corpus.

Citations in the corpus

Treasury inconvenience yields during the COVID-19 crisis (2020, unknown): “Schreger (2018), Fleckenstein and Longstaff (2018), Kacperczyk, Pérignon, and Vuillemey (2019), Jiang, Krishnamurthy, and Lustig (2019), and He and Song (2019), among others.”
Foreign Safe Asset Demand and the Dollar Exchange Rate (2018, unknown): “For example, as in the analysis of Farhi and Maggiori (2017), the U.S. Treasury may seek to earn monopoly rents on in its provision of convenience-yielding Treasury bonds.”
International Currencies and Capital Allocation (2020, unknown): “The literature has examined many asymmetries in order to generate pricing implications consistent with the observed cross-country variation in the failure of uncovered interest parity, as discussed in Lustig and Verdelhan (2007), Colacito and Croce (2011), Hassan (2013), and Farhi and Gabaix (2016).”