Runs, panics and bubbles: Diamond-Dybvig and Morris-Shin reconsidered

DOI10.1007/S10436-013-0231-8zbMATH Open1335.91020OpenAlexW1964472176MaRDI QIDQ481383FDOQ481383

Authors: Yong-Cai Geng, Sumit K. Garg 

Publication date: 12 December 2014

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-013-0231-8

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zbMATH Keywords

sensitivity analysisevolutionary gamesnoncooperative gamesreplicator dynamicsdynamic investment model

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Applications of game theory (91A80) Noncooperative games (91A10) Games in extensive form (91A18) Multistage and repeated games (91A20) Evolutionary games (91A22) Actuarial science and mathematical finance (91G99)

Cites Work

• Game theory
• Bank Runs, Deposit Insurance, and Liquidity
• Evolutionary Games and Population Dynamics
• The Folk Theorem in Repeated Games with Discounting or with Incomplete Information
• The logic of animal conflict
• Title not available (Why is that?)
• Evolutionary game dynamics
• Dynamics of Bayesian updating with dependent data and misspecified models
• Learning, Mutation, and Long Run Equilibria in Games
• The Evolution of Conventions
• The Robustness of Equilibria to Incomplete Information
• Conventional Contracts
• Remarks on infinitely repeated extensive-form games
• Endogenizing the provision of money: costs of commodity and fiat monies in relation to the value of trade
• Symmetry and Collective Fluctuations in Evolutionary Games

Cited In (7)

• Experimental evidence of bank runs as pure coordination failures
• LEARNING AND IMITATION: TRANSITIONAL DYNAMICS IN VARIANTS OF THE BAM
• The role of independence in the Green-Lin Diamond-Dybvig model
• The Paradox of Thrift, Liquidity Preference and Animal Spirits
• A model of financial fragility
• Bank runs as a coordination problem within a two-bank set-up: who will survive?
• Economic growth, liquidity, and bank runs

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