Liquidity shock, animal spirits and bank runs

DOI10.1007/978-981-10-1521-2_13MaRDI QIDQ4555258zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3150484 (Why is no real title available?)
• scientific article; zbMATH DE number 3168330 (Why is no real title available?)
• scientific article; zbMATH DE number 858900 (Why is no real title available?)
• A Rational Route to Randomness
• A simple recursive forecasting model
• Bank Runs, Deposit Insurance, and Liquidity
• Experimental evidence on inflation expectation formation
• How useful are DSGE macroeconomic models for forecasting?
• Phase transitions
• Random graphs.
• Temptation and Self-Control
• The optimal bankruptcy rule in a trading economy using fiat money

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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