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Optimal contingent bank liquidation under moral hazard

Author

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  • Charles W. Calomiris
  • Charles M. Kahn
  • Stefan Krasa

Abstract

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Suggested Citation

  • Charles W. Calomiris & Charles M. Kahn & Stefan Krasa, 1991. "Optimal contingent bank liquidation under moral hazard," Working Paper Series, Issues in Financial Regulation 91-13, Federal Reserve Bank of Chicago.
    • Handle: RePEc:fip:fedhfi:91-13
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    Cited by:

    1. 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.
    2. Charles W. Calomiris & Berry Wilson, 2004. "Bank Capital and Portfolio Management: The 1930s "Capital Crunch" and the Scramble to Shed Risk," The Journal of Business, University of Chicago Press, vol. 77(3), pages 421-456, July.
    3. 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.
    4. Stanley D. Longhofer, 1994. "Bankruptcy rules and debt contracting: on the relative efficiency of absolute priority, proportionate priority, and first-come, first-served rules," Working Papers (Old Series) 9415, Federal Reserve Bank of Cleveland.

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    Keywords

    Bank liquidity; Bank failures;

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