A general equilibrium theory of banks' capital structure

DOI10.1016/j.jet.2020.104995zbMath1432.91134OpenAlexW3001694185WikidataQ126328798 ScholiaQ126328798MaRDI QIDQ2295832

Douglas Gale, Piero Gottardi

Publication date: 17 February 2020

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

Full work available at URL: http://repository.essex.ac.uk/26608/1/JET-revision_Dec_2019_PG.pdf

zbMATH Keywords

liquiditycapital structurebankruptcy costsbank financingbanks firms linkages

Mathematics Subject Classification ID

General equilibrium theory (91B50) Corporate finance (dividends, real options, etc.) (91G50) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (2)

The paradox of safe asset creation ⋮ Bank capital, fire sales, and the social value of deposits

Cites Work

• Unnamed Item
• Bank Runs, Deposit Insurance, and Liquidity
• Financial Intermediation and Delegated Monitoring
• On Shareholder Unanimity in Large Stock Market Economies
• A Theory of Competitive Equilibrium in Stock Market Economies
• Competitive Stock Markets
• Monetary Policy as Financial Stability Regulation
• Arbitrage, Short Sales, and Financial Innovation

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