A bank runs model with a continuum of types

DOI10.1016/J.JET.2012.05.002zbMATH Open1252.91066OpenAlexW2018327135MaRDI QIDQ449192FDOQ449192

James Peck, Yaron Azrieli

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

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zbMATH Keywords

bank runscommitmentcontinuum of typesoptimal bank contract

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (5)

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

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