Interest rates and financial fragility

DOI10.1016/J.JEDC.2017.06.009zbMath1401.91541OpenAlexW2729961936MaRDI QIDQ1655699

Y. Aharonov

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2017.06.009

zbMATH Keywords

financial fragilityportfolio choicebank runsterm premiumexcess liquidity

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (2)

Allocating losses: bail-ins, bailouts and bank regulation ⋮ Increasing returns to scale and financial fragility

Cites Work

• Run theorems for low returns and large banks
• Implementing efficient allocations in a model of financial intermediation
• Optimal Diamond-Dybvig mechanism in large economies with aggregate uncertainty
• Bank Runs, Deposit Insurance, and Liquidity
• Bailouts and Financial Fragility

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