On avoiding 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
- Alonso, Irasema, 1993. "Truthful revelation in the Diamond and Dybvig banking environment," Economics Letters, Elsevier, vol. 41(3), pages 307-312.
- 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.
- Engineer, Merwan, 1989. "Bank runs and the suspension of deposit convertibility," Journal of Monetary Economics, Elsevier, vol. 24(3), pages 443-454, November.
- Chari, V V & Jagannathan, Ravi, 1988. " Banking Panics, Information, and Rational Expectations Equilibrium," Journal of Finance, American Finance Association, vol. 43(3), pages 749-761, July.
- 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.
- 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.
- Gorton, Gary, 1985. "Bank suspension of convertibility," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 177-193, March.
- Bryant, John, 1980. "A model of reserves, bank runs, and deposit insurance," Journal of Banking & Finance, Elsevier, vol. 4(4), pages 335-344, December.
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.- Huberto M. Ennis & Todd Keister, 2007.
"Commitment and equilibrium bank runs,"
Staff Reports
274, Federal Reserve Bank of New York.
- Todd Keister & Huberto M. Ennis, 2007. "Commitment and Equilibrium Bank Runs," 2007 Meeting Papers 509, Society for Economic Dynamics.
- Chatterji, Shurojit; Ghosal, Sayantan, 2010.
"Liquidity, moral hazard and bank crises,"
CAGE Online Working Paper Series
27, Competitive Advantage in the Global Economy (CAGE).
- Chatterji, S. & Ghosal, S., 2013. "Liquidity, moral hazard and bank crises," SIRE Discussion Papers 2013-85, Scottish Institute for Research in Economics (SIRE).
- S.Chatterji & S.Ghosal, 2013. "Liquidity, moral hazard and bank crises," Working Papers 2013_21, Business School - Economics, University of Glasgow.
- Chatterji, S. & Ghosal, S., 2008.
"Moral hazard, bank runs and contagion,"
Economic Research Papers
269785, University of Warwick - Department of Economics.
- Ghosal, Sayantan & Chatterji, Shurojit, 2008. "Moral hazard, bank runs and contagion," The Warwick Economics Research Paper Series (TWERPS) 836, University of Warwick, Department of Economics.
- Huberto M. Ennis & Todd Keister, 2009.
"Bank Runs and Institutions: The Perils of Intervention,"
American Economic Review, American Economic Association, vol. 99(4), pages 1588-1607, September.
- Huberto M. Ennis & Todd Keister, 2007. "Bank runs and institutions : the perils of intervention," Working Paper 07-02, Federal Reserve Bank of Richmond.
- Ennis, Huberto M. & Keister, Todd, 2010. "Banking panics and policy responses," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 404-419, May.
- 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.
- Zhiguo He & Asaf Manela, 2016.
"Information Acquisition in Rumor‐Based Bank Runs,"
Journal of Finance, American Finance Association, vol. 71(3), pages 1113-1158, June.
- Asaf Manela & Zhiguo He, 2012. "Information Acquisition in Rumor-Based Bank Runs," 2012 Meeting Papers 170, Society for Economic Dynamics.
- Zhiguo He & Asaf Manela, 2012. "Information Acquisition in Rumor Based Bank Runs," NBER Working Papers 18513, National Bureau of Economic Research, Inc.
- Loewy, Michael B., 1998. "Information-Based Bank Runs in a Monetary Economy," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 681-702, October.
- von Thadden, Ernst-Ludwig, 1997.
"The term-structure of investment and the banks' insurance function,"
European Economic Review, Elsevier, vol. 41(7), pages 1355-1374, July.
- Ernst-Ludwig VON THADDEN, 1996. "The Term-Structure of Investment and the Banks' Insurance Function," Cahiers de Recherches Economiques du Département d'économie 9606, Université de Lausanne, Faculté des HEC, Département d’économie.
- Jiahong Gao & Robert R. Reed, 2023. "Preventing bank panics: The role of the regulator's preferences," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(2), pages 387-422, May.
- 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, 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.
- 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.
- 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.
- 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.
- 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, 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.
- 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).
- Bougheas, Spiros, 1999. "Contagious bank runs," International Review of Economics & Finance, Elsevier, vol. 8(2), pages 131-146, June.
- 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.
- Keister, Todd & Mitkov, Yuliyan, 2023.
"Allocating losses: Bail-ins, bailouts and bank regulation,"
Journal of Economic Theory, Elsevier, vol. 210(C).
- Todd Keister & Yuliyan Mitkov, 2020. "Allocating Losses: Bail-ins, Bailouts and Bank Regulation," CRC TR 224 Discussion Paper Series crctr224_2020_091, University of Bonn and University of Mannheim, Germany.
- Todd Keister & Yuliyan Mitkov, 2020. "Allocating Losses: Bail-ins, Bailouts and Bank Regulation," ECONtribute Discussion Papers Series 049, University of Bonn and University of Cologne, Germany.
- Brunnermeier, Markus K. & Oehmke, Martin, 2013.
"Bubbles, Financial Crises, and Systemic Risk,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288,
Elsevier.
- Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
- de Bandt, Olivier & Hartmann, Philipp, 2000.
"Systemic Risk: A Survey,"
CEPR Discussion Papers
2634, C.E.P.R. Discussion Papers.
- De Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic risk: A survey," Working Paper Series 35, European Central Bank.
- Gu, Chao & Monnet, Cyril & Nosal, Ed & Wright, Randall, 2023.
"Diamond–Dybvig and beyond: On the instability of banking,"
European Economic Review, Elsevier, vol. 154(C).
- Chao Gu & Cyril Monnet & Ed Nosal & Randall Wright, 2023. "Diamond-Dybvig and Beyond: On the Instability of Banking," FRB Atlanta Working Paper 2023-02, Federal Reserve Bank of Atlanta.
- Jungu Yang, 2018. "The Banks' Swansong: Banking and the Financial Markets under Asymmetric Information," Working Papers 2018-16, Economic Research Institute, Bank of Korea.
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:moneco:v:37:y:1996:i:1:p:73-87. 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/505566 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.