Bank runs and international financial instability revisited (Q5958683)
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scientific article; zbMATH DE number 1715724
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| English | Bank runs and international financial instability revisited |
scientific article; zbMATH DE number 1715724 |
Statements
Bank runs and international financial instability revisited (English)
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3 March 2002
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This paper examines how an increase in international borrowing changes the probability of bank runs or currency crises under the fixed exchange rate regime. Capital inflows with a negative cross-border return differential may increase the probability of runs.
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bank runs
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currency crises
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asymmetric and private information
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capital inflows
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0.7461429834365845
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0.7358540296554565
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0.7347739934921265
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0.721174418926239
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0.7198114395141602
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