The information sensitivity of debt in good and bad times
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jfineco.2019.01.002
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
- Jean-Charles Rochet & Xavier Vives, 2004.
"Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?,"
Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1116-1147, December.
- Rochet, Jean-Charles & Vives, Xavier, 2002. "Coordination failures and the lender of last resort: Was Bagehot right after all?," HWWA Discussion Papers 184, Hamburg Institute of International Economics (HWWA).
- Vives, Xavier & Rochet, Jean Charles, 2002. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," CEPR Discussion Papers 3233, C.E.P.R. Discussion Papers.
- Jean-Charles Rochet & Xavier Vives, 2002. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," FMG Discussion Papers dp408, Financial Markets Group.
- Rochet, Jean-Charles & Vives, Xavier, 2004. "Coordination Failures and the Lender of Last Resort : Was Bagehot Right After All?," IDEI Working Papers 294, Institut d'Économie Industrielle (IDEI), Toulouse.
- Rochet, Jean-Charles & Vives, Xavier, 2002. "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," Discussion Paper Series 26264, Hamburg Institute of International Economics.
- Rochet, Jean-Charles & Vives, Xavier, 2002. "Coordination failures and the lender of last resort: was Bagehot right after all?," LSE Research Online Documents on Economics 24928, London School of Economics and Political Science, LSE Library.
- Arellano, Manuel & Bover, Olympia, 1995.
"Another look at the instrumental variable estimation of error-components models,"
Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
- M Arellano & O Bover, 1990. "Another Look at the Instrumental Variable Estimation of Error-Components Models," CEP Discussion Papers dp0007, Centre for Economic Performance, LSE.
- Xavier Vives, 2014.
"Strategic Complementarity, Fragility, and Regulation,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(12), pages 3547-3592.
- Vives, Xavier, 2011. "Strategic complementarity, fragility, and regulation," IESE Research Papers D/928, IESE Business School.
- Xavier Vives, 2012. "Strategic Complementarity, Fragility, and Regulation," 2012 Meeting Papers 789, Society for Economic Dynamics.
- Vives, Xavier, 2011. "Strategic Complementarity, Fragility, and Regulation," CEPR Discussion Papers 8444, C.E.P.R. Discussion Papers.
- Xavier Vives, 2011. "Strategic Complementarity, Fragility, and Regulation," CESifo Working Paper Series 3507, CESifo.
- R. Glenn Hubbard, 1991. "Financial Markets and Financial Crises," NBER Books, National Bureau of Economic Research, Inc, number glen91-1.
- Armantier, Olivier & Ghysels, Eric & Sarkar, Asani & Shrader, Jeffrey, 2015.
"Discount window stigma during the 2007–2008 financial crisis,"
Journal of Financial Economics, Elsevier, vol. 118(2), pages 317-335.
- Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011. "Discount window stigma during the 2007-2008 financial crisis," Staff Reports 483, Federal Reserve Bank of New York.
- Daniel Covitz & Nellie Liang & Gustavo A. Suarez, 2013. "The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market," Journal of Finance, American Finance Association, vol. 68(3), pages 815-848, June.
- Rajkamal Iyer & Manju Puri, 2012.
"Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks,"
American Economic Review, American Economic Association, vol. 102(4), pages 1414-1445, June.
- Rajkamal Iyer & Manju Puri, 2008. "Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks," NBER Working Papers 14280, National Bureau of Economic Research, Inc.
- Rajkamal Iyer & Manju Puri, 2008. "Understanding bank runs: the importance of depositor-bank relationships and networks," Proceedings 1095, Federal Reserve Bank of Chicago.
- Iyer, Rajkamal & Peydró, José-Luis, 2011.
"Interbank contagion at work: Evidence from a natural experiment,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 24(4), pages 1337-1377.
- Rajkamal Iyer & José-Luis Peydró, 2011. "Interbank Contagion at Work: Evidence from a Natural Experiment," The Review of Financial Studies, Society for Financial Studies, vol. 24(4), pages 1337-1377.
- Iyer, Rajkamal & Peydró, José-Luis, 2010. "Interbank contagion at work: evidence from a natural experiment," Working Paper Series 1147, European Central Bank.
- Prati, Alessandro & Sbracia, Massimo, 2010.
"Uncertainty and currency crises: Evidence from survey data,"
Journal of Monetary Economics, Elsevier, vol. 57(6), pages 668-681, September.
- Prati, Alessandro & Sbracia, Massimo, 2010. "Uncertainty and Currency Crises: Evidence from Survey Data," MPRA Paper 21209, University Library of Munich, Germany.
- Emanuele Brancati & Marco Macchiavelli, 2020.
"Endogenous debt maturity and rollover risk,"
Financial Management, Financial Management Association International, vol. 49(1), pages 69-90, March.
- Emanuele Brancati & Marco Macchiavelli, 2016. "Endogenous Debt Maturity and Rollover Risk," Finance and Economics Discussion Series 2016-074, Board of Governors of the Federal Reserve System (U.S.).
- Tri Vi Dang & Gary Gorton & Bengt Holmström & Guillermo Ordoñez, 2017.
"Banks as Secret Keepers,"
American Economic Review, American Economic Association, vol. 107(4), pages 1005-1029, April.
- Tri Vi Dang & Gary Gorton & Bengt Holmström & Guillermo Ordonez, 2014. "Banks as Secret Keepers," NBER Working Papers 20255, National Bureau of Economic Research, Inc.
- Tri Vi Dang & Gary Gorton & Beng Holmstrom & Guillermo Ordonez, 2014. "Banks as Secret Keepers," PIER Working Paper Archive 14-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Calomiris, Charles W & Mason, Joseph R, 1997.
"Contagion and Bank Failures during the Great Depression: The June 1932 Chicago Banking Panic,"
American Economic Review, American Economic Association, vol. 87(5), pages 863-883, December.
- Charles W. Calomiris & Joseph R. Mason, 1994. "Contagion and Bank Failures During the Great Depression: The June 1932 Chicago Banking Panic," NBER Working Papers 4934, National Bureau of Economic Research, Inc.
- Charles W. Calomiris & Joseph R. Mason, 1995. "Contagion and bank failures during the Great Depression: the June 1932 Chicago banking panic," Proceedings 451, Federal Reserve Bank of Chicago.
- Morris, Stephen & Shin, Hyun Song, 2004.
"Coordination risk and the price of debt,"
European Economic Review, Elsevier, vol. 48(1), pages 133-153, February.
- Stephen Morris & Hyun Song Shin, 1999. "Coordination Risk and the Price of Debt," Cowles Foundation Discussion Papers 1241R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2002.
- Morris, Stephen & Shin, Hyun Song, 2001. "Coordination risk and the price of debt," LSE Research Online Documents on Economics 25046, London School of Economics and Political Science, LSE Library.
- Stephen Morris & Hyun Song Shin, 1999. "Coordination Risk and the Price of Debt," Cowles Foundation Discussion Papers 1241, Cowles Foundation for Research in Economics, Yale University.
- Hyun Song Shin & Stephen Morris, 2001. "Coordination Risk and the Price of Debt," FMG Discussion Papers dp373, Financial Markets Group.
- Charles W. Calomiris & Gary Gorton, 1991.
"The Origins of Banking Panics: Models, Facts, and Bank Regulation,"
NBER Chapters, in: Financial Markets and Financial Crises, pages 109-174,
National Bureau of Economic Research, Inc.
- Charles W. Calomiris & Gary Gorton, "undated". "The Origins of Banking Panics: Models, Facts, and Bank Regulation," Rodney L. White Center for Financial Research Working Papers 11-90, Wharton School Rodney L. White Center for Financial Research.
- Blundell, Richard & Bond, Stephen, 1998.
"Initial conditions and moment restrictions in dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 87(1), pages 115-143, August.
- R Blundell & Steven Bond, "undated". "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
- Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
- Richard Blundell & Stephen Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
- Christophe Pérignon & David Thesmar & Guillaume Vuillemey, 2018.
"Wholesale Funding Dry‐Ups,"
Journal of Finance, American Finance Association, vol. 73(2), pages 575-617, April.
- Perignon, Christophe & Thesmar, David & Vuillemey, Guillaume, 2017. "Wholesale Funding Dry-Ups," HEC Research Papers Series 1144, HEC Paris.
- Pérignon, Christophe & Thesmar, David & Vuillemey, Guillaume, 2017. "Wholesale funding dry-ups," ESRB Working Paper Series 49, European Systemic Risk Board.
- Gorton, Gary, 1988.
"Banking Panics and Business Cycles,"
Oxford Economic Papers, Oxford University Press, vol. 40(4), pages 751-781, December.
- Gary Gorton, 1986. "Banking panics and business cycles," Working Papers 86-9, Federal Reserve Bank of Philadelphia.
- Itay Goldstein & Ady Pauzner, 2005. "Demand–Deposit Contracts and the Probability of Bank Runs," Journal of Finance, American Finance Association, vol. 60(3), pages 1293-1327, June.
- Gorton, Gary, 1985. "Clearinghouses and the Origin of Central Banking in the United States," The Journal of Economic History, Cambridge University Press, vol. 45(2), pages 277-283, June.
- Lawrence Schmidt & Allan Timmermann & Russ Wermers, 2016.
"Runs on Money Market Mutual Funds,"
American Economic Review, American Economic Association, vol. 106(9), pages 2625-2657, September.
- Wermers, Russ, 2012. "Runs on money market mutual funds," CFR Working Papers 12-05, University of Cologne, Centre for Financial Research (CFR).
- Schmidt, Lawrence & Timmermann, Allan & Wermers, Russ, 2014. "Runs on money market mutual funds," CFR Working Papers 12-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Godfrey, L G, 1994. "Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 76(3), pages 550-559, August.
- Markus K. Brunnermeier, 2009. "Deciphering the Liquidity and Credit Crunch 2007-2008," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 77-100, Winter.
- Chen, Qi & Goldstein, Itay & Jiang, Wei, 2010. "Payoff complementarities and financial fragility: Evidence from mutual fund outflows," Journal of Financial Economics, Elsevier, vol. 97(2), pages 239-262, August.
- Schumacher, Liliana, 2000. "Bank runs and currency run in a system without a safety net: Argentina and the 'tequila' shock," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 257-277, August.
- Manuel Adelino & Antoinette Schoar & Felipe Severino, 2016. "Editor's Choice Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class," The Review of Financial Studies, Society for Financial Studies, vol. 29(7), pages 1635-1670.
- Bai, Jushan, 2010. "Common breaks in means and variances for panel data," Journal of Econometrics, Elsevier, vol. 157(1), pages 78-92, July.
- Cormac O Grada & Morgan Kelly, 2000.
"Market Contagion: Evidence from the Panics of 1854 and 1857,"
American Economic Review, American Economic Association, vol. 90(5), pages 1110-1124, December.
- Kelly, M. & O'Grada, C., 1999. "Market Contagion: Evidence from the Panics of 1854 and 1857," Papers 99/19, College Dublin, Department of Political Economy-.
- Cormac Ó Gráda & Morgan Kelly, 2000. "Market contagion : evidence from the panics of 1854 and 1857," Open Access publications 10197/459, School of Economics, University College Dublin.
- Adam Copeland & Antoine Martin & Michael Walker, 2014.
"Repo Runs: Evidence from the Tri-Party Repo Market,"
Journal of Finance, American Finance Association, vol. 69(6), pages 2343-2380, December.
- Adam Copeland & Antoine Martin & Michael Walker, 2011. "Repo runs: evidence from the tri-party repo market," Staff Reports 506, Federal Reserve Bank of New York.
- Gorton, Gary & Metrick, Andrew, 2012.
"Securitized banking and the run on repo,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 425-451.
- Gary Gorton & Andrew Metrick, 2010. "Securitized Banking and the Run on Repo," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Gary B. Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," NBER Working Papers 15223, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," Yale School of Management Working Papers amz2358, Yale School of Management, revised 01 Sep 2009.
- Saunders, Anthony & Wilson, Berry, 1996. "Contagious Bank Runs: Evidence from the 1929-1933 Period," Journal of Financial Intermediation, Elsevier, vol. 5(4), pages 409-423, October.
- Adrian, Tobias & Shin, Hyun Song, 2010.
"Liquidity and leverage,"
Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 418-437, July.
- Tobias Adrian & Hyun Song Shin, 2008. "Liquidity and leverage," Staff Reports 328, Federal Reserve Bank of New York.
- Iván Werning & George-Marios Angeletos, 2006.
"Crises and Prices: Information Aggregation, Multiplicity, and Volatility,"
American Economic Review, American Economic Association, vol. 96(5), pages 1720-1736, December.
- George-Marios Angeletos & Ivan Werning, 2004. "Crises and Prices: Information Aggregation, Multiplicity and Volatility," NBER Working Papers 11015, National Bureau of Economic Research, Inc.
- Ivan Werning & George-Marios Angeletos, 2005. "Crises and Prices: Information Aggregation, Multiplicity and Volatility," 2005 Meeting Papers 284, Society for Economic Dynamics.
- Iachan, Felipe S. & Nenov, Plamen T., 2015. "Information quality and crises in regime-change games," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 739-768.
- Nickell, Stephen J, 1981. "Biases in Dynamic Models with Fixed Effects," Econometrica, Econometric Society, vol. 49(6), pages 1417-1426, November.
- Charles W. Calomiris & Joseph R. Mason, 2003. "Fundamentals, Panics, and Bank Distress During the Depression," American Economic Review, American Economic Association, vol. 93(5), pages 1615-1647, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2024.
"Adverse Selection Dynamics in Privately Produced Safe Debt Markets,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 16(1), pages 441-468, January.
- Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2020. "Adverse Selection Dynamics in Privately-Produced Safe Debt Markets," Finance and Economics Discussion Series 2020-088, Board of Governors of the Federal Reserve System (U.S.).
- Nathan Foley-Fisher & Gary B. Gorton & Stéphane Verani, 2020. "Adverse Selection Dynamics in Privately-Produced Safe Debt Markets," NBER Working Papers 28016, National Bureau of Economic Research, Inc.
- Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024.
"Size Discount and Size Penalty: Trading Costs in Bond Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
- Gábor Pintér & Chaojun Wang & Junyuan Zou, 2021. "Size Discount and Size Penalty Trading Costs in Bond Markets," Discussion Papers 2114, Centre for Macroeconomics (CFM).
- Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022. "Size discount and size penalty: trading costs in bond markets," Bank of England working papers 970, Bank of England.
- Robert F. Bruner & Scott C. Miller, 2019. "The Great Crash of 1929: A Look Back After 90 Years," Journal of Applied Corporate Finance, Morgan Stanley, vol. 31(4), pages 43-58, December.
- David Cashin & Erin E. Syron Ferris & Elizabeth Klee, 2023. "Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Debt Limit Impasses," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1475-1506, September.
- Brancati, Emanuele, 2023.
"R&D plans, expectations, and uncertainty: Evidence from the COVID-19 shock in Italy,"
Structural Change and Economic Dynamics, Elsevier, vol. 67(C), pages 303-318.
- Brancati, Emanuele, 2021. "R&D Plans, Expectations, and Uncertainty: Evidence from the COVID-19 Shock in Italy," IZA Discussion Papers 14889, Institute of Labor Economics (IZA).
- Arnold, Grace E. & Rhodes, Meredith E., 2021. "Information sensitivity of corporate bonds: Evidence from the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 42(C).
- Asano, Koji, 2024.
"Managing financial expertise,"
International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 351-365.
- Asano, Koji, 2021. "Managing Financial Expertise," MPRA Paper 107665, University Library of Munich, Germany.
- Anderson, Haelim & Copeland, Adam, 2023.
"Information management in times of crisis,"
Journal of Monetary Economics, Elsevier, vol. 136(C), pages 35-49.
- Haelim Anderson & Adam Copeland, 2019. "Information Management in Times of Crisis," Staff Reports 907, Federal Reserve Bank of New York.
- Gang Bai & Chunhui Chen, 2023. "Managing Information Sensitivity: The Relationship between the Interbank Offered Rate and the Characteristics of Bank-Issued Wealth Management Products in China," Sustainability, MDPI, vol. 15(2), pages 1-19, January.
- Blanco, Iván & García, Sergio J., 2021. "Options trading and the cost of debt," Journal of Corporate Finance, Elsevier, vol. 69(C).
- David B. Cashin & Erin E. Syron Ferris & Elizabeth C. Klee, 2020. "Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Recent Debt Limit Impasses," Finance and Economics Discussion Series 2020-008, Board of Governors of the Federal Reserve System (U.S.).
- Kim Ristolainen, 2024.
"Narrative triggers of information sensitivity,"
Quantitative Finance, Taylor & Francis Journals, vol. 24(3-4), pages 499-520, April.
- Kim Ristolainen, 2022. "Narrative Triggers of Information Sensitivity," Discussion Papers 156, Aboa Centre for Economics.
- Edoardo Martino, 2022. "Getting bank governance right," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(3), pages 302-321, September.
- Brancati, Emanuele & Brancati, Raffaele, 2020. "Heterogeneous Shocks in the Covid-19 Pandemic: Panel Evidence from Italian Firms," GLO Discussion Paper Series 649, Global Labor Organization (GLO).
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.- Emanuele Brancati & Marco Macchiavelli, 2015. "The Role of Dispersed Information in Pricing Default: Evidence from the Great Recession," Finance and Economics Discussion Series 2015-79, Board of Governors of the Federal Reserve System (U.S.).
- Kristian Blickle & Markus K. Brunnermeier & Stephan Luck, 2022.
"Who Can Tell Which Banks Will Fail?,"
NBER Working Papers
29753, National Bureau of Economic Research, Inc.
- Kristian S. Blickle & Markus K. Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," Staff Reports 1005, Federal Reserve Bank of New York.
- Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," Working Papers 2022-28, Princeton University. Economics Department..
- Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2020. "Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931," Working Papers 275, Princeton University, Department of Economics, Center for Economic Policy Studies..
- 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.
- Rajkamal Iyer & José-Luis Peydró, 2011.
"Interbank Contagion at Work: Evidence from a Natural Experiment,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(4), pages 1337-1377.
- Iyer, Rajkamal & Peydró, José-Luis, 2011. "Interbank contagion at work: Evidence from a natural experiment," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 24(4), pages 1337-1377.
- Iyer, Rajkamal & Peydró, José-Luis, 2010. "Interbank contagion at work: evidence from a natural experiment," Working Paper Series 1147, European Central Bank.
- Committee, Nobel Prize, 2022. "Financial Intermediation and the Economy," Nobel Prize in Economics documents 2022-2, Nobel Prize Committee.
- Ahnert, Toni & Martinez-Miera, David, 2021.
"Bank Runs, Bank Competition and Opacity,"
VfS Annual Conference 2021 (Virtual Conference): Climate Economics
242348, Verein für Socialpolitik / German Economic Association.
- Martinez-Miera, David & Ahnert, Toni, 2021. "Bank Runs, Bank Competition and Opacity," CEPR Discussion Papers 16207, C.E.P.R. Discussion Papers.
- Toni Ahnert & David Martinez-Miera, 2021. "Bank Runs, Bank Competition and Opacity," Staff Working Papers 21-30, Bank of Canada.
- Lawrence Schmidt & Allan Timmermann & Russ Wermers, 2016.
"Runs on Money Market Mutual Funds,"
American Economic Review, American Economic Association, vol. 106(9), pages 2625-2657, September.
- Wermers, Russ, 2012. "Runs on money market mutual funds," CFR Working Papers 12-05, University of Cologne, Centre for Financial Research (CFR).
- Schmidt, Lawrence & Timmermann, Allan & Wermers, Russ, 2014. "Runs on money market mutual funds," CFR Working Papers 12-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Timmermann, Allan & Wermers, Russ, 2014. "Runs on Money Market Funds," CEPR Discussion Papers 9906, C.E.P.R. Discussion Papers.
- Xavier Vives, 2014.
"Strategic Complementarity, Fragility, and Regulation,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(12), pages 3547-3592.
- Vives, Xavier, 2011. "Strategic complementarity, fragility, and regulation," IESE Research Papers D/928, IESE Business School.
- Xavier Vives, 2012. "Strategic Complementarity, Fragility, and Regulation," 2012 Meeting Papers 789, Society for Economic Dynamics.
- Vives, Xavier, 2011. "Strategic Complementarity, Fragility, and Regulation," CEPR Discussion Papers 8444, C.E.P.R. Discussion Papers.
- Xavier Vives, 2011. "Strategic Complementarity, Fragility, and Regulation," CESifo Working Paper Series 3507, CESifo.
- Kiss, Hubert Janos & Rodriguez-Lara, Ismael & Rosa-García, Alfonso, 2014.
"Do social networks prevent or promote bank runs?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 101(C), pages 87-99.
- Hubert Janos Kiss & Ismael Rodriguez-Lara & Alfonso Rosa-Garcia, 2013. "Do Social Networks Prevent or Promote Bank Runs?," CERS-IE WORKING PAPERS 1344, Institute of Economics, Centre for Economic and Regional Studies.
- Sergio A. Correia & Stephan Luck & Emil Verner, 2024.
"Failing Banks,"
Staff Reports
1117, Federal Reserve Bank of New York.
- Sergio A. Correia & Stephan Luck & Emil Verner, 2024. "Failing Banks," NBER Working Papers 32907, National Bureau of Economic Research, Inc.
- Allen, Franklin & Carletti, Elena & Goldstein, Itay & Leonello, Agnese, 2018.
"Government guarantees and financial stability,"
Journal of Economic Theory, Elsevier, vol. 177(C), pages 518-557.
- Allen, Franklin & Carletti, Elena & Goldstein, Itay & Leonello, Agnese, 2015. "Government Guarantees and Financial Stability," CEPR Discussion Papers 10560, C.E.P.R. Discussion Papers.
- Carletti, Elena & Leonello, Agnese & Allen, Franklin & Goldstein, Itay, 2017. "Government guarantees and financial stability," Working Paper Series 2032, European Central Bank.
- Schroth, Enrique & Suarez, Gustavo A. & Taylor, Lucian A., 2014. "Dynamic debt runs and financial fragility: Evidence from the 2007 ABCP crisis," Journal of Financial Economics, Elsevier, vol. 112(2), pages 164-189.
- Gary B. Gorton, 2012. "Some Reflections on the Recent Financial Crisis," NBER Working Papers 18397, National Bureau of Economic Research, Inc.
- Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2016.
"Double bank runs and liquidity risk management,"
Journal of Financial Economics, Elsevier, vol. 122(1), pages 135-154.
- Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double bank runs and liquidity risk management," Economics Working Papers 1497, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
- Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2016. "Double bank runs and liquidity risk management," ESRB Working Paper Series 8, European Systemic Risk Board.
- Peydró, José-Luis & Sette, Enrico & Polo, Andrea & Ippolito, Filippo, 2015. "Double Bank Runs and Liquidity Risk Management," CEPR Discussion Papers 10948, C.E.P.R. Discussion Papers.
- Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double Bank Runs and Liquidity Risk Management," Working Papers 855, Barcelona School of Economics.
- Eisenbach, Thomas M., 2017.
"Rollover risk as market discipline: A two-sided inefficiency,"
Journal of Financial Economics, Elsevier, vol. 126(2), pages 252-269.
- Thomas M. Eisenbach, 2013. "Rollover risk as market discipline: a two-sided inefficiency," Staff Reports 597, Federal Reserve Bank of New York.
- Chakravarty, Surajeet & Fonseca, Miguel A. & Kaplan, Todd R., 2014.
"An experiment on the causes of bank run contagions,"
European Economic Review, Elsevier, vol. 72(C), pages 39-51.
- Surajeet Chakravarty & Miguel A. Fonseca & Todd Kaplan, 2012. "An Experiment on the Causes of Bank Run Contagions," Discussion Papers 1206, University of Exeter, Department of Economics.
- Martin Dufwenberg, 2014. "Banking on Experiments?," Working Papers 534, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Hubert J. Kiss & Ismael Rodriguez-Lara & Alfonso Rosa-Garcia, 2022.
"Experimental bank runs,"
Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 25, pages 347-361,
Edward Elgar Publishing.
- Hubert J. Kiss & Ismael Rodriguez-Lara & Alfonso Rosa-Garcia, 2021. "Experimental Bank Runs," ThE Papers 21/03, Department of Economic Theory and Economic History of the University of Granada..
More about this item
Keywords
Financial crisis; CDS spreads; Information sensitivity;All these keywords.
JEL classification:
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
Statistics
Access and download statisticsCorrections
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:jfinec:v:133:y:2019:i:1:p:99-112. 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/inca/505576 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.