Banks, relative performance, and sequential contagion

DOI10.1007/S00199-006-0190-7MaRDI QIDQ2373378zbMATH OpenOpenAlexFDO

Authors Sudipto Bhattacharya, Pojanart Sunirand, Dimitrios P. Tsomocos, Charles. A. E. Goodhart

Publication date 19 July 2007

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10.1007/s00199-007-0270-3

zbMATH Keywords

banksrelative performancesequential contagion

Mathematics Subject Classification ID

General equilibrium theory (91B50) Credit risk (91G40) Actuarial science and mathematical finance (91G99)

Recommendations

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Cites work

• A model to analyse financial fragility
• A strategic market game with a mutual bank with fractional reserves and redemption in gold. A continuum of traders
• A theory of money and financial institutions. 28. The noncooperative equilibria of a closed trading economy with market supply and bidding strategles
• A time series analysis of financial fragility in the UK banking system
• Bank Runs, Deposit Insurance, and Liquidity
• Banking regulation and systemic risk
• Default and Punishment in General Equilibrium1
• Demand deposit contracts, suspension of convertibility, and optimal financial intermediation
• Equilibrium analysis, banking and financial instability.
• Financial Intermediation and Delegated Monitoring
• Risk taking in selection contests
• The optimal bankruptcy rule in a trading economy using fiat money

Cited in

(10)

• When are banks better than markets? Comment on Zimper (2013)
• Differentiated attributes and service-quality competition as sources of portfolio interdependence and diverging scales in banking
• A computable general equilibrium model for banking sector risk assessment in South Africa
• Interbank borrowing and lending between financially constrained banks
• Speculative attacks with multiple targets
• Can bank-specific variables predict contagion effects?
• TESTING FOR "PURE" CONTAGION EFFECTS IN INTERNATIONAL BANKING: THE CASE OF BCCI'S FAILURE
• Chained financial contracts and global banks
• Investment externalities, bank liquidity creation, and bank failures
• A time series analysis of financial fragility in the UK banking system

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