Liquidity shock, animal spirits and bank runs

DOI10.1007/978-981-10-1521-2_13zbMATH Open1417.91577OpenAlexW2522733315MaRDI QIDQ4555258FDOQ4555258

Authors: Huang Weihong, Huang Qiao 

Publication date: 19 November 2018

Published in: Essays in Economic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-10-1521-2_13

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zbMATH Keywords

bank runsagent-based modelingtipping pointanimal spiritsliquidity shock

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial science and mathematical finance (91G99)

Cites Work

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• Bank Runs, Deposit Insurance, and Liquidity
• Random graphs.
• Temptation and Self-Control
• A Rational Route to Randomness
• A simple recursive forecasting model
• The optimal bankruptcy rule in a trading economy using fiat money
• Phase transitions
• Experimental evidence on inflation expectation formation
• How useful are DSGE macroeconomic models for forecasting?

Cited In (5)

• Herding and bank runs
• Animal spirits and credit cycles
• Liquidity and Financial Market Runs
• Bank Runs, Deposit Insurance, and Liquidity
• Bank runs as a coordination problem within a two-bank set-up: who will survive?

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