A computational approach to liquidity-constrained firms over an infinite horizon

DOI10.1016/S0165-1889(02)00155-0zbMATH Open1179.91255MaRDI QIDQ951452FDOQ951452

Authors: Masanori Ono 

Publication date: 24 October 2008

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Recommendations

• A Panel Analysis of Liquidity Constraints and Firm Investment
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zbMATH Keywords

economic fluctuationsbusiness investmentnumerical dynamic programming

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Title not available (Why is that?)
• Risk vs. profit potential:
• Algorithms for solving dynamic models with occasionally binding constraints
• Computational economics and economic theory: Substitutes or complements?
• Investment-Cash Flow Sensitivities are Useful: A Comment on Kaplan and Zingales

Cited In (3)

• To what extent are savings-cash flow sensitivities informative to test for capital market imperfections?
• Financial crisis and corporate liquidity: implications for emerging markets
• Optimal short-termism and liquidity management

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