Term Structure of Liquidity Premium
Published by
University of Southern California
Summary
working-paper
WENHAO LI
About
I am an Assistant Professor of Finance and Business Economics at USC Marshall School of Business. My research is at the intersection of macroeconomics and finance, aiming to answer broad, policy-relevant questions: How is U.S. government debt priced, and how does debt supply affect the financial sector and the real economy? What are the mechanisms of financial crises, and what roles do government and central bank interventions play? My research has been published at top Econ and Finance journals, including Journal of Political Economy, Review of Economic Studies, Review of Financial Studies, Journal of Financial Economics, American Economic Journal: Macroeconomics.
Work
University of Southern California
US
Education
Stanford University
United States of America
PhD
Publications
Inflation and Treasury Convenience
Published by
NBER
Summary
working-paper
Granular Treasury Demand with Arbitrageurs
Published by
NBER
Summary
working-paper
The Passthrough of Treasury Supply to Bank Deposit Funding
Published by
Journal of Financial Economics (Forthcoming)
Summary
journal-article
Public Liquidity and Financial Crises
Published by
American Economic Journal: Macroeconomics
Summary
journal-article
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment
Published by
Journal of Political Economy
Summary
journal-article
Firm Quality Dynamics and the Slippery Slope of Credit Intervention
Published by
Review of Economic Studies (Forthcoming)
Summary
journal-article
Deep Learning for Solving and Estimating Dynamic Macro-finance Models
Published by
Computational Economics
Summary
journal-article
Intermediary balance sheets and the treasury yield curve
Published by
Journal of Financial Economics
Summary
journal-article
The Demand for Money, Near-Money, and Treasury Bonds
Published by
The Review of Financial Studies
Summary
journal-article