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Bailouts and Financial Fragility

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Publication:4610786
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DOI10.1093/restud/rdv044zbMath1405.91745OpenAlexW2172050511MaRDI QIDQ4610786

Todd Keister

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://www.sas.rutgers.edu/virtual/snde/wp/2014-01.pdf


zbMATH Keywords

moral hazardbank runsbailoutsfinancial regulation


Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)


Related Items (13)

Government guarantees and financial stability ⋮ Wealth management products, banking competition, and stability: evidence from China ⋮ The optimal bailout policy in an interbank network ⋮ Interest rates and financial fragility ⋮ Central bank digital currency: stability and information ⋮ Deposit insurance and the coexistence of commercial and shadow banks ⋮ Allocating losses: bail-ins, bailouts and bank regulation ⋮ Bank bailouts: moral hazard and commitment ⋮ Increasing returns to scale and financial fragility ⋮ Optimal liquidity policy with shadow banking ⋮ FINANCIAL SAFETY NETS ⋮ Optimal banking contracts and financial fragility ⋮ Deposit insurance and bank liquidation without commitment: can we sleep well?




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