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Financial Aspects of International Trade and Global Value Chains

Paper Session

Friday, Jan. 5, 2024 10:15 AM - 12:15 PM (CST)

Grand Hyatt, Lone Star Ballroom Salon F
Hosted By: American Economic Association
  • Chair: Kei-Mu Yi, University of Houston

Liquidity, Debt Denomination, and Currency Dominance

Antonio Coppola
,
Stanford University
Arvind Krishnamurthy
,
Stanford University
Chenzi Xu
,
Stanford University

Abstract

We provide a novel theory for US dollar dominance in global debt contracts that links corporate financing decisions to money market liquidity. Illiquid money markets entail search frictions for issuers that trade their revenue streams for the assets required to extinguish their debt. Equilibria with a single dominant currency emerge naturally from endogenous positive feedback cycles, seeded by the initial supply of short-term government debt. The debt denomination choices of liquidity demanders and liquidity suppliers are complementary, further reinforcing global currency dominance. We rationalize features of post-WWII dollar dominance and relate our theory to several historical experiences, such as the prominence of the Dutch florin in the 17th and 18th centuries, pound sterling in the pre-WWI era, and the ongoing debate about the potential rise of the Chinese renmenbi.

A Theory of Supply Chains: A Working Capital Approach

Se-Jik Kim
,
Seoul National University
Hyun Song Shin
,
Bank for International Settlements

Abstract

This paper presents a “time-to-build” theory of supply chains which implies a key role for the financing of working capital as a determinant of supply chain length. We apply our theory to offshoring and trade, where firms strike a balance between the productivity gain due to offshoring against the greater financial cost due to longer supply chains. In equilibrium, the ratio of trade to GDP, inventories and productivity are procyclical and closely track financial conditions.

Trade Uncertainty and U.S. Bank Lending

Ricardo Correa
,
Federal Reserve Board
Julian Di Giovanni
,
Federal Reserve Bank of New York
Linda Goldberg
,
Federal Reserve Bank of New York
Camelia Minoiu
,
Federal Reserve Bank of Atlanta

Abstract

When trade uncertainty directly affects credit supply it can amplify other contractionary impulses from a deterioration in the international trade environment. Exploiting heterogeneity in banks’ ex-ante exposure to trade uncertainty and loan-level data for U.S. banks, we show that an increase in trade uncertainty is associated with credit contractions that impact broad classes of borrowers and go beyond directly-affected firms. Exposed banks are more likely to curtail lending to firms that are internationally oriented, rely on trade finance, and participate in global value chains. The effects are stronger for banks with business models that support global trade and for constrained banks. Moreover, firms that borrow from exposed banks have worse real outcomes. Our results suggest that trade uncertainty can contribute to a fragmentation between banks and international trade, with negative effects for the real economy.

An 'Austrian' Model of Global Value Chains

Pol Antras
,
Harvard University

Abstract

I develop a stylized model of multi-stage production in which the time length of each stage is endogenously determined. Letting the production process mature for a longer period of time increases labor productivity, but it comes at the cost of higher working capital needs for firms. Under autarky, countries with lower interest rates feature longer production processes, higher labor productivity, and higher wages. In a free trade equilibrium, countries with lower interest rates specialize in relatively `time intensive' stages in global value chains (GVCs). Yet, if free trade brings about interest rate equalization, wages are also equalized and the pattern of trade is instead shaped by capital intensity and capital abundance, regardless of the time intensity of the various stages. Reductions in trade costs lead to patterns of specialization associated with higher amounts of vertical specialization in world trade. A worldwide decline in interest rates similarly fosters an increase in the share of GVC trade in world trade. The framework also sheds light on the role of trade credit and trade finance in shaping international specialization.

Discussant(s)
Ester Faia
,
Goethe University Frankfurt and CEPR
David Weinstein
,
Columbia University
Oleg Itskhoki
,
University of California-Los Angeles
Galina Hale
,
University of California-Santa Cruz
JEL Classifications
  • F4 - Macroeconomic Aspects of International Trade and Finance
  • G2 - Financial Institutions and Services