Do time deposits prevent bank runs?
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Hellwig, Martin, 1994. "Liquidity provision, banking, and the allocation of interest rate risk," European Economic Review, Elsevier, vol. 38(7), pages 1363-1389, August.
- Diamond, Douglas W, 1997.
"Liquidity, Banks, and Markets,"
Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 928-956, October.
- Douglas W. Diamond, "undated". "Liquidity, Banks and Markets," CRSP working papers 326, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- von Thadden, Ernst-Ludwig, 1999.
"Liquidity creation through banks and markets: Multiple insurance and limited market access,"
European Economic Review, Elsevier, vol. 43(4-6), pages 991-1006, April.
- Ernst-Ludwig VON THADDEN, 1998. "Liquidity Creation through Banks and Markets : Multiple Insurance and Limited Market Access," Cahiers de Recherches Economiques du Département d'économie 9820, Université de Lausanne, Faculté des HEC, Département d’économie.
- Temzelides, Theodosios, 1997.
"Evolution, coordination, and banking panics,"
Journal of Monetary Economics, Elsevier, vol. 40(1), pages 163-183, September.
- Ted Temzelides, 1995. "Evolution, coordination, and banking panics," Working Papers 95-27, Federal Reserve Bank of Philadelphia.
- Ted Temzelides, 1995. "Evolution, Coordination, and Banking Panics," Finance 9511002, University Library of Munich, Germany.
- Douglas W. Diamond & Philip H. Dybvig, 2000.
"Bank runs, deposit insurance, and liquidity,"
Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 24(Win), pages 14-23.
- Diamond, Douglas W & Dybvig, Philip H, 1983. "Bank Runs, Deposit Insurance, and Liquidity," Journal of Political Economy, University of Chicago Press, vol. 91(3), pages 401-419, June.
- Jacklin, Charles J & Bhattacharya, Sudipto, 1988. "Distinguishing Panics and Information-Based Bank Runs: Welfare and Policy Implications," Journal of Political Economy, University of Chicago Press, vol. 96(3), pages 568-592, June.
- Freixas, Xavier & Parigi, Bruno, 1998.
"Contagion and Efficiency in Gross and Net Interbank Payment Systems,"
Journal of Financial Intermediation, Elsevier, vol. 7(1), pages 3-31, January.
- Xavier Freixas & Bruno Parigi, 1996. "Contagion and efficiency in gross and net interbank payment systems," Economics Working Papers 176, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1996.
- Xavier Freixas & Bruno Parigi, 1998. "Contagion and efficiency in gross and net interbank payment systems," Proceedings 592, Federal Reserve Bank of Chicago.
- von Thadden, Ernst-Ludwig, 1998. "Intermediated versus Direct Investment: Optimal Liquidity Provision and Dynamic Incentive Compatibility," Journal of Financial Intermediation, Elsevier, vol. 7(2), pages 177-197, April.
- Alonso, Irasema, 1996. "On avoiding bank runs," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 73-87, February.
- Neil Wallace, 1996. "Narrow banking meets the Diamond-Dybvig model," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 20(Win), pages 3-13.
- Yehning Chen, 1999. "Banking Panics: The Role of the First-Come, First-Served Rule and Information Externalities," Journal of Political Economy, University of Chicago Press, vol. 107(5), pages 946-968, October.
- Qi, Jianping, 1994. "Bank Liquidity and Stability in an Overlapping Generations Model," The Review of Financial Studies, Society for Financial Studies, vol. 7(2), pages 389-417.
- Denise Hazlett, 1997. "Deposit insurance and regulation in a Diamond-Dybvig banking model with a risky technology (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(3), pages 453-470.
- Neil Wallace, 1988. "Another attempt to explain an illiquid banking system: the Diamond and Dybvig model with sequential service taken seriously," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 12(Fall), pages 3-16.
- Neil Wallace, 1990. "A banking model in which partial suspension is best," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 14(Fall), pages 11-23.
- Cooper, Russell & Ross, Thomas W., 1998. "Bank runs: Liquidity costs and investment distortions," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 27-38, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dwyer Jr., Gerald P. & Samartín, Margarita, 2009.
"Why do banks promise to pay par on demand?,"
Journal of Financial Stability, Elsevier, vol. 5(2), pages 147-169, June.
- Margarita SamartÃn & Gerald Dwyer, 2004. "Why do banks promise to pay par on demand?," 2004 Meeting Papers 372, Society for Economic Dynamics.
- Gerald P. Dwyer & Margarita Samartin, 2006. "Why do banks promise to pay par on demand?," FRB Atlanta Working Paper 2006-26, Federal Reserve Bank of Atlanta.
- Margarita Samartin & Gerald Dwyer, 2004. "Why do Banks Promise to Pay Par on Demand?," 2004 Meeting Papers 180c, Society for Economic Dynamics.
- von Thadden, Ernst-Ludwig, 1999.
"Liquidity creation through banks and markets: Multiple insurance and limited market access,"
European Economic Review, Elsevier, vol. 43(4-6), pages 991-1006, April.
- Ernst-Ludwig VON THADDEN, 1998. "Liquidity Creation through Banks and Markets : Multiple Insurance and Limited Market Access," Cahiers de Recherches Economiques du Département d'économie 9820, Université de Lausanne, Faculté des HEC, Département d’économie.
- von Thadden, Ernst-Ludwig, 2002.
"An incentive problem in the dynamic theory of banking,"
Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 271-292, September.
- Ernst-Ludwig VON THADDEN, 2000. "An Incentive Problem in the Dynamic Theory of Banking," FAME Research Paper Series rp25, International Center for Financial Asset Management and Engineering.
- Lazopoulos, Ioannis, 2013.
"Liquidity uncertainty and intermediation,"
Journal of Banking & Finance, Elsevier, vol. 37(2), pages 403-414.
- Ioannis Lazopoulos, 2010. "Optimal Intermediation Under Aggregate Consumption Uncertainty," School of Economics Discussion Papers 0710, School of Economics, University of Surrey.
- repec:cte:dbrepe:db040403 is not listed on IDEAS
- Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.
- Antoine Martin, 2006.
"Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(1), pages 197-211, May.
- Antoine Martin, 2001. "Liquidity provision vs. deposit insurance : preventing bank panics without moral hazard?," Research Working Paper RWP 01-05, Federal Reserve Bank of Kansas City.
- Alexander Zimper, 2013.
"Optimal Liquidity Provision Through a Demand Deposit Scheme: The Jacklin Critique Revisited,"
German Economic Review, Verein für Socialpolitik, vol. 14(1), pages 89-107, February.
- Zimper Alexander, 2013. "Optimal Liquidity Provision Through a Demand Deposit Scheme: The Jacklin Critique Revisited," German Economic Review, De Gruyter, vol. 14(1), pages 89-107, February.
- Neryvia Pillay Bell, 2020. "Monetary policy and inequality," Working Papers 208, Economic Research Southern Africa.
- Franklin Allen & Douglas Gale, 2003. "Financial Fragility, Liquidity and Asset Prices," Center for Financial Institutions Working Papers 01-37, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Ioannis Lazopoulos, 2005. "Cycles And Banking Crisis," Money Macro and Finance (MMF) Research Group Conference 2005 15, Money Macro and Finance Research Group.
- Loewy Michael B., 2003. "``To Furnish an Elastic Currency'': Banking, Aggregate Risk, and Welfare," The B.E. Journal of Macroeconomics, De Gruyter, vol. 3(1), pages 1-19, March.
- Loewy, Michael B., 1998. "Information-Based Bank Runs in a Monetary Economy," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 681-702, October.
- Zhang, Yu, 2017. "Asset price volatility and banks," Journal of Mathematical Economics, Elsevier, vol. 71(C), pages 96-103.
- Samartin, Margarita, 2003. "Should bank runs be prevented?," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 977-1000, May.
- Hasman, Augusto & Samartín, Margarita & van Bommel, Jos, 2014.
"Financial intermediation in an overlapping generations model with transaction costs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 111-125.
- Jos van Bommel & Augusto Hasman & Margarita Samartin, 2011. "Financial Intermediation in an Overlapping Generations Model with Transaction Costs," LSF Research Working Paper Series 11-8, Luxembourg School of Finance, University of Luxembourg.
- Hoerova, Marie, 2005. "Financial Deepening and Bank Runs," Working Papers 05-07, Cornell University, Center for Analytic Economics.
- Kučinskas, Simas, 2019. "Aggregate risk and efficiency of mutual funds," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 1-11.
- Ennis, Huberto M. & Keister, Todd, 2010. "Banking panics and policy responses," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 404-419, May.
- Gorton, Gary & Winton, Andrew, 2003.
"Financial intermediation,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 8, pages 431-552,
Elsevier.
- Gary Gorton & Andrew Winton, 2002. "Financial Intermediation," NBER Working Papers 8928, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Winton, 2002. "Financial Intermediation," Center for Financial Institutions Working Papers 02-28, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Goldstein, Itay & Razin, Assaf, 2015.
"Three Branches of Theories of Financial Crises,"
Foundations and Trends(R) in Finance, now publishers, vol. 10(2), pages 113-180, 30.
- Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
- Ettore Panetti, 2017.
"A Theory of Bank Illiquidity and Default with Hidden Trades,"
Review of Finance, European Finance Association, vol. 21(3), pages 1123-1157.
- Panetti, Ettore, 2011. "A Theory of Bank Illiquidity and Default with Hidden Trades," MPRA Paper 43799, University Library of Munich, Germany, revised May 2012.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:intfin:v:12:y:2002:i:1:p:19-31. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/intfin .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.