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Supplement Liquidity based modeling of asset price bubbles via random matching

Author

Listed:
  • Francesca Biagini
  • Andrea Mazzon
  • Thilo Meyer-Brandis
  • Katharina Oberpriller

Abstract

This is a supplement to the paper "Liquidity based modeling of asset price bubbles via random matching". The supplement is organized as follows. First, we prove Theorem 3.13 in [1] which provides the existence of the dynamical system D introduced in Definition 3.6 in [1]. Second, we show some properties of D which are summarized in Theorem 3.14 in [1]. In the following, we only state the basic setting and refer to [1] for definitions.

Suggested Citation

  • Francesca Biagini & Andrea Mazzon & Thilo Meyer-Brandis & Katharina Oberpriller, 2023. "Supplement Liquidity based modeling of asset price bubbles via random matching," Papers 2311.15793, arXiv.org.
    • Handle: RePEc:arx:papers:2311.15793
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    File URL: http://arxiv.org/pdf/2311.15793
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    References listed on IDEAS

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    1. Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2018. "Dynamic directed random matching," Journal of Economic Theory, Elsevier, vol. 174(C), pages 124-183.
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