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Optimal intermediated investment in a liquidity-driven cycle
Jenny X. Li
, Jia Pan
Mathematics
Center for Computational Mathematics and Applications (CCMA)
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Keyphrases
Asset Portfolio
50%
Banking Industry
50%
Credit Supply
50%
Diamond
50%
Diamond-Dybvig Model
50%
Financial Intermediaries
100%
General Equilibrium Model
50%
Infinite Horizon
50%
Liquidity
100%
Shock
50%
United States
50%
Economics, Econometrics and Finance
Equilibrium Model
100%
General Equilibrium
100%
Industry
100%
Supply of Credit
100%