Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

Herding and bank runs

From MaRDI portal
Publication:629328
Jump to:navigation, search

DOI10.1016/J.JET.2010.06.001zbMath1244.91059OpenAlexW2123792892MaRDI QIDQ629328

Chao Gu

Publication date: 9 March 2011

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2010.06.001


zbMATH Keywords

perfect Bayesian equilibriumimperfect informationbank runsherdingoptimal bank contractfundamental-based bank runssequential-move game


Mathematics Subject Classification ID

Special types of economic equilibria (91B52)


Related Items (3)

Bank bailouts: moral hazard and commitment ⋮ A bank runs model with a continuum of types ⋮ Optimal banking contracts and financial fragility




Cites Work

  • On the convergence of informational cascades
  • Financial crises as herds: overturning the critiques
  • Implementing efficient allocations in a model of financial intermediation
  • Bank Runs, Deposit Insurance, and Liquidity
  • Market Crashes and Informational Avalanches
  • Information Revelation and Strategic Delay in a Model of Investment




This page was built for publication: Herding and bank runs

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:629328&oldid=12526045"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 30 January 2024, at 08:18.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki