Bank runs with many small banks and mutual guarantees at the terminal stage

DOI10.1007/S00199-018-1117-9MaRDI QIDQ2323293zbMATH OpenOpenAlexFDO

Authors Paulo Monteiro, Jefferson D. P. Bertolai, Ricardo De O. Cavalcanti

Publication date 30 August 2019

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00199-018-1117-9

zbMATH Keywords

deposit insurancesequential serviceGreen-Lin model

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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Cites work

• A monetary mechanism for sharing capital: Diamond and Dybvig meet Kiyotaki and Wright
• Bank Runs, Deposit Insurance, and Liquidity
• Bank incentives, contract design and bank runs
• Bayesian Implementation
• Enriching information to prevent bank runs
• Implementing efficient allocations in a model of financial intermediation
• Run equilibria in the Green-Lin model of financial intermediation
• Run theorems for low returns and large banks
• Self-Fulfilling Debt Crises
• The role of independence in the Green-Lin Diamond-Dybvig model

Cited in

(16)

• A bank runs model with a continuum of types
• Enriching information to prevent bank runs
• Herding and bank runs
• Bank runs as a coordination problem within a two-bank set-up: who will survive?
• Preventing bank runs
• Sunspot bank runs in competitive versus monopolistic banking systems
• Government guarantees and financial stability
• Redenomination risk and bank runs in a monetary union with and without deposit insurance schemes
• Deposit insurance and bank liquidation without commitment: can we sleep well?
• Bank failures caused by large withdrawals: an explanation based purely on liquidity
• Financial transparency and bank runs
• Run equilibria in the Green-Lin model of financial intermediation
• Bank incentives, contract design and bank runs
• Runs, panics and bubbles: Diamond-Dybvig and Morris-Shin reconsidered
• Noisy sunspots and bank runs
• Economic growth, liquidity, and bank runs

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