Debt Dynamics with Fixed Issuance Costs

Published: 13 July 2022| Version 1 | DOI: 10.17632/jcrg6zdtx8.1
Contributor:
Robert Goldstein

Description

Matlab replication code for the paper, "Debt Dynamics with Fixed Issuance Costs,'' by Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein, and Chao Ying. Online Appendix by Julien Hugonnier

Files

Steps to reproduce

The Maltab script main_prg.m generates the model results, it saves them in two .mat files, creates the figures in the paper, and saves the figures in the subdirectory "Figures". The code also gives the option to create the figures using previously saved results. The user can control what portions of the code to run using the three switches defined in the "USER'S CHOICES" section of main_prg.m: - compute_Matlab_functions_sw - compute_candidate_MPE_region_sw - compute_other_results_sw Admissible choices for these switches are given in the comments to the "USER'S CHOICES" section of main_prg.m.

Institutions

Saint Mary's University of Minnesota Twin Cities Library

Categories

Corporate Finance

Licence