IDEAS home Printed from https://ideas.repec.org/r/fip/fedmqr/y2000iwinp3-13nv.24no.1.html
   My bibliography  Save this item

Diamond and Dybvig's classic theory of financial intermediation : what's missing?

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. David Andolfatto & Ed Nosal, 2020. "Shadow Bank Runs," Working Papers 2020-012, Federal Reserve Bank of St. Louis.
  2. 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.
  3. Sim, Khai Zhi, 2024. "Bank bailouts: Moral hazard and commitment," Journal of Mathematical Economics, Elsevier, vol. 111(C).
  4. David Andolfatto & Ed Nosal, 2017. "Bank Panics and Scale Economies," Working Papers 2017-9, Federal Reserve Bank of St. Louis.
  5. LONZO LUBU, Gastonfils & KABWE OMOYI, Fanny, 2015. "Intermediation Financiere Et Croissance Economique En Republique Democratique Du Congo [Financial Intermediation And Economic Growth In Dr Congo]," MPRA Paper 61261, University Library of Munich, Germany.
  6. J. Daniel Aromí, 2013. "Pre-play Research in a Model of Bank Runs," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 59, pages 57-86, January-D.
  7. 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.
  8. Guido Cozzi & Paolo E. Giordani, "undated". "Uncertainty Averse Bank Runners," Working Papers 2008_03, Business School - Economics, University of Glasgow.
  9. Guilherme Carmona & Patrick Leoni, 2003. "Equilibrium non-panic bank failures," Nova SBE Working Paper Series wp424, Universidade Nova de Lisboa, Nova School of Business and Economics.
  10. David Andolfatto & Ed Nosal, 2018. "Bank runs without sequential service," Working Papers 2018-16, Federal Reserve Bank of St. Louis.
  11. Ennis, Huberto M. & Keister, Todd, 2009. "Run equilibria in the Green-Lin model of financial intermediation," Journal of Economic Theory, Elsevier, vol. 144(5), pages 1996-2020, September.
  12. Alfonso Rosa García & Hubert Janos Kiss & Ismael Rodríguez Lara, 2009. "Do social networks prevent bank runs?," Working Papers. Serie AD 2009-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  13. Todd Keister & Huberto M. Ennis, 2007. "Commitment and Equilibrium Bank Runs," 2007 Meeting Papers 509, Society for Economic Dynamics.
  14. Ennis, Huberto M. & Keister, Todd, 2010. "Banking panics and policy responses," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 404-419, May.
  15. Todd Keister, 2016. "Bailouts and Financial Fragility," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(2), pages 704-736.
  16. repec:zbw:bofitp:2005_013 is not listed on IDEAS
  17. Russell Cooper & Hubert Kempf, 2016. "Deposit insurance and bank liquidation without commitment: Can we sleep well?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 365-392, February.
  18. Huberto Ennis & Todd Keister, 2016. "Optimal banking contracts and financial fragility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 335-363, February.
  19. Green, Edward J. & Lin, Ping, 2003. "Implementing efficient allocations in a model of financial intermediation," Journal of Economic Theory, Elsevier, vol. 109(1), pages 1-23, March.
  20. Ting-Fang Chiang & E-Ching Wu & Min-Teh Yu, 2007. "Premium setting and bank behavior in a voluntary deposit insurance scheme," Review of Quantitative Finance and Accounting, Springer, vol. 29(2), pages 205-222, August.
  21. Huberto M. Ennis & Todd Keister, 2008. "Run equilibria in a model of financial intermediation," Staff Reports 312, Federal Reserve Bank of New York.
  22. Sherrill Shaffer, 2011. "Strategic risk aversion," Applied Financial Economics, Taylor & Francis Journals, vol. 21(13), pages 949-956.
  23. Proto, Eugenio, 2005. "Growth expectations and banking system fragility in developing economies," BOFIT Discussion Papers 13/2005, Bank of Finland, Institute for Economies in Transition.
  24. David Andolfatto, 2017. "Bank Panics with Scale Economies," 2017 Meeting Papers 265, Society for Economic Dynamics.
  25. Gao, Jiahong & Reed, Robert R., 2024. "Increasing returns to scale and financial fragility," Journal of Mathematical Economics, Elsevier, vol. 111(C).
  26. Routledge, Bryan & Zetlin-Jones, Ariel, 2022. "Currency stability using blockchain technology," Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
  27. Guilherme Carmona, 2004. "On the Existence of Equilibrium Bank Runs in a Diamond-Dybvig Environment," Finance 0404009, University Library of Munich, Germany.
  28. Gu, Chao, 2011. "Herding and bank runs," Journal of Economic Theory, Elsevier, vol. 146(1), pages 163-188, January.
  29. Kornert, Jan, 2003. "The Barings crises of 1890 and 1995: causes, courses, consequences and the danger of domino effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 187-209, July.
  30. Gao, Jiahong & Reed, Robert R., 2021. "Sunspot bank runs and fragility: The role of financial sector competition," European Economic Review, Elsevier, vol. 139(C).
  31. 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.
  32. Shakina, Ekaterina & Angerer, Martin, 2018. "Coordination and communication during bank runs," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 115-130.
  33. 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).
  34. repec:cte:dbrepe:db040403 is not listed on IDEAS
  35. Enrique L. Kawamura, 2000. "Banks with Peso-Dominated Deposits in Small Open Economies with Aggregate Liquidity Shocks," Working Papers 27, Universidad de San Andres, Departamento de Economia, revised Jun 2002.
  36. Kiss, Hubert János & Rodriguez-Lara, Ismael & Rosa-Garcia, Alfonso, 2022. "Who withdraws first? Line formation during bank runs," Journal of Banking & Finance, Elsevier, vol. 140(C).
  37. Mitkov, Yuliyan, 2020. "Inequality and financial fragility," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 233-248.
  38. Jefferson Bertolai & Ricardo Cavalcanti & Paulo Monteiro, 2014. "Run theorems for low returns and large banks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 223-252, October.
  39. Arifovic, Jasmina & Hua Jiang, Janet & Xu, Yiping, 2013. "Experimental evidence of bank runs as pure coordination failures," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2446-2465.
  40. Bruno Sultanum, 2016. "Nonparametric Estimation of the Diamond-Dybvig Banking Model," Economic Quarterly, Federal Reserve Bank of Richmond, issue Q4, pages 261-279.
  41. Semenova, M., 2011. "Bank Runs and Costly Information," Journal of the New Economic Association, New Economic Association, issue 10, pages 31-52.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.