Benedikt Ballensiefen

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

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Scholarly Papers (1)

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Safe Asset Carry Trade

University of St.Gallen, School of Finance Research Paper No. 2019/09
Number of pages: 92 Posted: 25 Jul 2019 Last Revised: 25 Jan 2020
Benedikt Ballensiefen and Angelo Ranaldo
University of St. Gallen - School of Finance and University of St. Gallen
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Abstract:

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Safe Asset, Near-Money Asset, Repo, Carry Trade, Asset Pricing, Short-term Interest Rates, Convenience Premium