Run theorems for low returns and large banks
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Publication:471314
DOI10.1007/s00199-014-0824-0zbMath1318.91199OpenAlexW2033830490MaRDI QIDQ471314
Jefferson D. P. Bertolai, Paulo Klinger Monteiro, Ricardo De O. Cavalcanti
Publication date: 14 November 2014
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-014-0824-0
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Related Items (5)
Enriching information to prevent bank runs ⋮ Interest rates and financial fragility ⋮ Increasing returns to scale and financial fragility ⋮ Bank runs with many small banks and mutual guarantees at the terminal stage ⋮ Optimal banking contracts and financial fragility
Cites Work
- Run equilibria in the Green-Lin model of financial intermediation
- A monetary mechanism for sharing capital: Diamond and Dybvig meet Kiyotaki and Wright
- Implementing efficient allocations in a model of financial intermediation
- The role of independence in the Green-Lin Diamond-Dybvig model
- Bank Runs, Deposit Insurance, and Liquidity
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