Title
A Safe Asset Perspective for an Integrated Policy Framework
Author(s)
Markus K. Brunnermeier Markus Brunnermeier (Princeton University)
Sebastian Merkel Sebastian Merkel (Princeton University)
Yuliy Sannikov Yuliy Sannikov (Stanford University)
Abstract
Borrowing from Brunnermeier and Sannikov (2016, 2019) this policy paper sketches a policy framework for emerging market economies by mapping out the roles and interactions of monetary policy, macroprudential policies, foreign exchange interventions, and capital controls. Safe assets are central in a world in which financial frictions, distribution of risk, and risk premia are important elements. The paper also proposes a global safe asset for a more self-stabilizing global financial architecture.
Creation Date
2020-05
Section URL ID
Paper Number
2020-58
URL
https://scholar.princeton.edu/sites/default/files/markus/files/safeassetinternational.pdf
File Function
Jel
E52, F38
Keyword(s)
Safe asset, bubbles, international capital flows, capital controls, monetary policy, macroprudential policy, FX interventions
Suppress
false
Series
13