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Tail Risk: Part 3, The Return on Safe and Liquid Assets

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Listed:
  • Julian Kozlowski

Abstract

The liquidity of government bonds has been even more valuable since the Great Recession.

Suggested Citation

  • Julian Kozlowski, 2019. "Tail Risk: Part 3, The Return on Safe and Liquid Assets," Economic Synopses, Federal Reserve Bank of St. Louis, issue 20, August.
    • Handle: RePEc:fip:fedles:87645
    DOI: 10.20955/es.2019.20
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    References listed on IDEAS

    as
    1. Julian Kozlowski, 2019. "Tail Risk: Part 1, The Persistent Effects of the Great Recession," Economic Synopses, Federal Reserve Bank of St. Louis, issue 18, August.
    2. Julian Kozlowski, 2019. "Tail Risk: Part 2, The Missing Recovery After the Great Recession," Economic Synopses, Federal Reserve Bank of St. Louis, issue 19, August.
    3. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019. "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 253-283.
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    Cited by:

    1. Julian Kozlowski, 2020. "COVID-19: Scarring Body and Mind," Economic Synopses, Federal Reserve Bank of St. Louis, issue 43, December.

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