On avoiding bank runs

Journal of Monetary Economics

Volumn 37, Issue 1, 1996, Pages 73-87

  Alonso, Irasema ^a,b  

^a UNIVERSITY OF ROCHESTER   (United States)

^b UNIVERSITAT POMPEU FABRA   (Spain)

Author keywords

Bank runs; Interim information; Run proof allocation

Indexed keywords

EID: 0030080012     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-3932(95)01242-7     Document Type: Article

References (11)

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3. Chari, V.V. and R. Jagannathan, 1988, Banking panics, information, and rational expectations equilibrium, Journal of Finance XLIII, 749-763.
4. Diamond, D.W. and P.M. Dybvig, 1983, Bank runs, deposit insurance, and liquidity, Journal of Political Economy 91, 401 -419.
5. Engineer, M, 1989, Bank runs and the suspension of deposit convertibility, Journal of Monetary Economics 24, 443-454.
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7. Jacklin, C.J., 1987, Demand deposits, trading restrictions, and risk sharing, in: E.C. Prescott and N. Wallace, eds., Contractual arrangements for intertemporal trade, Minnesota studies in macroeconomics, Vol. 1.
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9. Smith, B., 1984, Private information, deposit interest rates, and the 'stability' of the banking system. Journal of Monetary Economics 14, 293-317.
10. Wallace, N., 1988, Another attempt to explain an illiquid banking system: The Diamond and Dybvig model with sequential service taken seriously, Federal Reserve Bank of Minneapolis Quarterly Review, Fall.
11. Wallace, N., 1990, A banking model in which partial suspension is best, Federal Reserve Bank of Minneapolis Quarterly Review, Fall.