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Review of Financial Studies Vol. 39 No. 5 2026

Fragility of Safe Asset Markets

Thomas M. Eisenbach1; Gregory Phelan2

1 Federal Reserve Bank of New York · 2 Williams College

Abstract

In March 2020, safe asset markets experienced surprising and unprecedented price crashes. We explain how strategic investor behavior can create such market fragility in a model with investors valuing safety, investors valuing liquidity, and constrained dealers. While safety investors and liquidity investors can form a symbiotic relationship with offsetting trades during times of stress, strategic interactions among liquidity investors harbor the potential for self-fulfilling fragility. When the market is fragile, standard flight-to-safety can have a destabilizing effect and trigger a “dash-for-cash” by liquidity investors. Well-designed policy interventions can reduce market fragility ex ante and restore orderly functioning ex post.

DOI
10.1093/rfs/hhaf064
Volume
39
Issue
5
Pages
1310-1361
Language
en
Sources
openalex crossref

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