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市政流动性的期权价值

The Option Value of Municipal Liquidity
American Economic Journal: Economic Policy · 2026 · Andrew Haughwout、Benjamin Hyman、Or Shachar

中文摘要

在危机时期,各州和地方政府被倚重实施宏观经济稳定政策并确保公共服务的提供。2020年4月,市政流动性工具(MLF)的推出为政策工具库增添了一项应急贷款工具,以一定成本保证了流动性。本文利用MLF贷款资格的人口门槛,采用断点回归设计,发现MLF有助于缓解流动性压力,并降低市场对市政借款人信用风险的感知。低评级发行人的收益率至少下降了26个基点。我们还提供了提示性证据,表明这些流动性效应转化为了就业增长。(JEL E58、H71、H72、H75、H77)

Abstract

States and localities are relied upon to implement macroeconomic stabilization policies and ensure service delivery in times of crisis. In April 2020, the introduction of the Municipal Liquidity Facility (MLF) added an emergency lending instrument to the policy arsenal, guaranteeing liquidity, but at a price. Using a regression discontinuity design that exploits MLF lending eligibility population cutoffs, we find that the MLF contributed to the easing of liquidity pressures and reduced perceived credit risk for municipal borrowers. Low-rated issuers experienced yield reductions of at least 26 bps. We also provide suggestive evidence that these liquidity effects translated into employment gains. (JEL E58, H71, H72, H75, H77)
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