Download This PaperAppendix To 'Public Liquidity and Financial Crises'
30 Pages Posted: 27 Mar 2019 Last revised: 10 Jul 2020
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: 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 )
701 Exposition Blvd
Los Angeles, CA California 90089
United States
HOME PAGE: http://www.wenhao-li.com
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