Code and data files for "Re-use of collateral: Leverage, volatility, and welfare"

Johannes Brumm, Michael Grill, Felix Kubler and Karl Schmedders
Additional contact information
Johannes Brumm: Karlsruhe Institute of Technology
Michael Grill: European Central Bank

Computer Codes from Review of Economic Dynamics

Abstract: Code and data to replicate the results of the article.

Language: Mathematica; Matlab
Date: 2022
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https://red-files-public.s3.amazonaws.com/codes/20/20-480/readme.txt (text/plain)
https://red-files-public.s3.amazonaws.com/codes/20 ... Collateral_Codes.zip
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Related works:
Journal Article: Re-use of collateral: Leverage, volatility, and welfare (2023)
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