When do creditors with heterogeneous beliefs agree to run? (Q2339117): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s00780-015-0259-x / rank
 
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Latest revision as of 21:45, 9 July 2024

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When do creditors with heterogeneous beliefs agree to run?
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    When do creditors with heterogeneous beliefs agree to run? (English)
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    30 March 2015
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    The funding liquidity of a borrower that finances its operations through short-term debt is studied in this paper in a multiperiod setting. The problem is formalized as a coordination game and it is shown that there exists a unique Nash equilibrium.
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    liquidity risk
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    credit risk
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    Nash equilibrium
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    bank run
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