Appendix To 'Public Liquidity and Financial Crises'

30 Pages Posted: 27 Mar 2019 Last revised: 10 Jul 2020

See all articles by Wenhao Li

Wenhao Li

University of Southern California - Marshall School of Business

Date Written: December 28, 2019

Abstract

This is the Appendix of the paper "Public Liquidity and Financial Crises", https://ssrn.com/abstract=3175101.

In this appendix, I show the numerical methods for solving the general equilibrium model that features infrequent financial crises and the private holding of public liquidity. Additional model properties and quantitative results are also provided.


JEL Classification: E44, E51, G11, G28

Suggested Citation

Li, Wenhao, Appendix To 'Public Liquidity and Financial Crises' (December 28, 2019). Available at SSRN: https://ssrn.com/abstract=3347232 or http://dx.doi.org/10.2139/ssrn.3347232

Wenhao Li (Contact Author)

University of Southern California - Marshall School of Business ( email )

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HOME PAGE: http://www.wenhao-li.com

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