A bank runs model with a continuum of types

DOI10.1016/J.JET.2012.05.002MaRDI QIDQ449192zbMATH OpenOpenAlexFDO

Authors Yaron Azrieli, James Peck

Publication date 12 September 2012

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

Full work available at URL https://doi.org/10.1016/j.jet.2012.05.002

zbMATH Keywords

bank runscommitmentcontinuum of typesoptimal bank contract

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Recommendations

• Bank runs with many small banks and mutual guarantees at the terminal stage
• Bank incentives, contract design and bank runs
• Bank Runs, Deposit Insurance, and Liquidity
• Preventing bank runs
• Run theorems for low returns and large banks

Cites work

• Bank Runs, Deposit Insurance, and Liquidity
• Banking, incentive constraints, and demand deposit contracts with nonlinear returns
• Global Games and Equilibrium Selection
• Herding and bank runs
• Implementing efficient allocations in a model of financial intermediation
• Mathematical Methods and Models for Economists
• Run equilibria in the Green-Lin model of financial intermediation
• The role of independence in the Green-Lin Diamond-Dybvig model

Cited in

(5)

• Bank runs with many small banks and mutual guarantees at the terminal stage
• Optimal banking contracts and financial fragility
• Bank bailouts: moral hazard and commitment
• Herding and bank runs
• Bank incentives, contract design and bank runs

This page was built for publication: A bank runs model with a continuum of types

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q449192)