메뉴 건너뛰기




Volumn 60, Issue 3, 2005, Pages 1293-1327

Demand-deposit contracts and the probability of bank runs

Author keywords

[No Author keywords available]

Indexed keywords


EID: 13844273124     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2005.00762.x     Document Type: Article
Times cited : (650)

References (34)
  • 1
    • 0010794391 scopus 로고    scopus 로고
    • Optimal financial crises
    • Allen, Franklin, and Douglas Gale, 1998, Optimal financial crises, Journal of Finance 53, 1245-1284.
    • (1998) Journal of Finance , vol.53 , pp. 1245-1284
    • Allen, F.1    Gale, D.2
  • 5
    • 12444261339 scopus 로고
    • A model of reserves, bank runs, and deposit insurance
    • Bryant, John, 1980, A model of reserves, bank runs, and deposit insurance, Journal of Banking and Finance 4, 335-344.
    • (1980) Journal of Banking and Finance , vol.4 , pp. 335-344
    • Bryant, J.1
  • 6
    • 0000172910 scopus 로고
    • Global games and equilibrium selection
    • Carlsson, Hans, and Eric van Damme, 1993, Global games and equilibrium selection, Econometrica 61, 989-1018.
    • (1993) Econometrica , vol.61 , pp. 989-1018
    • Carlsson, H.1    Van Damme, E.2
  • 7
    • 84977722451 scopus 로고
    • Banking panics, information, and rational expectations equilibrium
    • Chari, Varadarajan V., and Ravi Jagannathan, 1988, Banking panics, information, and rational expectations equilibrium, Journal of Finance, 43, 749-760.
    • (1988) Journal of Finance , vol.43 , pp. 749-760
    • Chari, V.V.1    Jagannathan, R.2
  • 8
    • 0033398232 scopus 로고    scopus 로고
    • Banking panics: The role of the first-come, first-served rule and information externalities
    • Chen, Yehning, 1999, Banking panics: The role of the first-come, first-served rule and information externalities, Journal of Political Economy 107, 946-968.
    • (1999) Journal of Political Economy , vol.107 , pp. 946-968
    • Chen, Y.1
  • 9
    • 0031994543 scopus 로고    scopus 로고
    • Bank runs: Liquidity costs and investment distortions
    • Cooper, Russell, and Thomas W. Ross, 1998, Bank runs: Liquidity costs and investment distortions, Journal of Monetary Economics 41, 27-38.
    • (1998) Journal of Monetary Economics , vol.41 , pp. 27-38
    • Cooper, R.1    Ross, T.W.2
  • 10
    • 0347416071 scopus 로고    scopus 로고
    • The determinants of banking crises: Evidence from developed and developing countries
    • Demirguc-Kunt, Asli, and Enrica Detragiache, 1998, The determinants of banking crises: Evidence from developed and developing countries, IMF Staff Papers 45, 81-109.
    • (1998) IMF Staff Papers , vol.45 , pp. 81-109
    • Demirguc-Kunt, A.1    Detragiache, E.2
  • 11
    • 0006222580 scopus 로고    scopus 로고
    • Inside the crisis: An empirical analysis of banking systems in distress
    • Demirguc-Kunt, Asli, Enrica Detragiache, and Poonam Gupta, 2000, Inside the crisis: An empirical analysis of banking systems in distress, World Bank Working paper 2431.
    • (2000) World Bank Working Paper , vol.2431
    • Demirguc-Kunt, A.1    Detragiache, E.2    Gupta, P.3
  • 12
    • 85010390101 scopus 로고
    • Bank runs, deposit insurance, and liquidity
    • Diamond, Douglas W., and Philip H. Dybvig, 1983, Bank runs, deposit insurance, and liquidity, Journal of Political Economy 91, 401-419.
    • (1983) Journal of Political Economy , vol.91 , pp. 401-419
    • Diamond, D.W.1    Dybvig, P.H.2
  • 13
    • 0003258794 scopus 로고    scopus 로고
    • Capital flows and the twin crises: The role of liquidity
    • Goldfajn, Ilan, and Rodrigo O. Valdes, 1997, Capital flows and the twin crises: The role of liquidity, IMF Working paper 97-87.
    • (1997) IMF Working Paper , vol.97 , Issue.87
    • Goldfajn, I.1    Valdes, R.O.2
  • 14
    • 34447138870 scopus 로고
    • Banking panics and business cycles
    • Gorton, Gary, 1988, Banking panics and business cycles, Oxford Economic Papers 40, 751-781.
    • (1988) Oxford Economic Papers , vol.40 , pp. 751-781
    • Gorton, G.1
  • 15
    • 2142730625 scopus 로고    scopus 로고
    • Financial intermediation
    • George M. Constantinides, Milton Harris, and Rene M. Stulz, eds. (North Holland, Amsterdam)
    • Gorton, Gary, and Andrew Winton, 2003, Financial intermediation, in George M. Constantinides, Milton Harris, and Rene M. Stulz, eds.: Handbook of the Economics of Finance (North Holland, Amsterdam).
    • (2003) Handbook of the Economics of Finance
    • Gorton, G.1    Winton, A.2
  • 16
    • 0037950053 scopus 로고    scopus 로고
    • Implementing efficient allocations in a model of financial intermediation
    • Green, Edward J., and Ping Lin, 2003, Implementing efficient allocations in a model of financial intermediation, Journal of Economic Theory 109, 1-23.
    • (2003) Journal of Economic Theory , vol.109 , pp. 1-23
    • Green, E.J.1    Lin, P.2
  • 17
    • 84934349172 scopus 로고
    • Distinguishing panics and information-based bank runs: Welfare and policy implications
    • Jacklin, Charles J., and Sudipto Bhattacharya, 1988, Distinguishing panics and information-based bank runs: Welfare and policy implications, Journal of Political Economy 96, 568-592.
    • (1988) Journal of Political Economy , vol.96 , pp. 568-592
    • Jacklin, C.J.1    Bhattacharya, S.2
  • 18
    • 0003085090 scopus 로고
    • The law of large numbers with a continuum of i.i.d. random variables
    • Judd, Kenneth L., 1985, The law of large numbers with a continuum of i.i.d. random variables, Journal of Economic Theory 35, 19-25.
    • (1985) Journal of Economic Theory , vol.35 , pp. 19-25
    • Judd, K.L.1
  • 19
    • 0039624712 scopus 로고    scopus 로고
    • The twin crises: The causes of banking and balance-of-payments problems
    • Kaminsky, Garciela L., and Carmen M. Reinhart, 1999, The twin crises: The causes of banking and balance-of-payments problems, American Economic Review 89, 473-500.
    • (1999) American Economic Review , vol.89 , pp. 473-500
    • Kaminsky, G.L.1    Reinhart, C.M.2
  • 21
    • 0006593415 scopus 로고    scopus 로고
    • Balance sheets, the transfer problem, and financial crises
    • Peter Isard, Assaf Razin, and Andrew K. Rose, eds. (Kluwer Academic Publishers, Boston, MA)
    • Krugman, Paul R., 2000, Balance sheets, the transfer problem, and financial crises, in Peter Isard, Assaf Razin, and Andrew K. Rose, eds.: International Finance and Financial Crises (Kluwer Academic Publishers, Boston, MA).
    • (2000) International Finance and Financial Crises
    • Krugman, P.R.1
  • 23
    • 0032347082 scopus 로고    scopus 로고
    • Information-based bank runs in a monetary economy
    • Loewy, Michael B., 1998, Information-based bank runs in a monetary economy, Journal of Macroeconomics 20, 681-702.
    • (1998) Journal of Macroeconomics , vol.20 , pp. 681-702
    • Loewy, M.B.1
  • 24
    • 0039923092 scopus 로고    scopus 로고
    • Do depositors punish banks for bad behavior? Market discipline, deposit insurance, and banking crises
    • Martinez-Peria, Maria S., and Sergio L. Schmukler, 2001, Do depositors punish banks for bad behavior? Market discipline, deposit insurance, and banking crises, Journal of Finance 56, 1029-1051.
    • (2001) Journal of Finance , vol.56 , pp. 1029-1051
    • Martinez-Peria, M.S.1    Schmukler, S.L.2
  • 25
    • 0000749777 scopus 로고    scopus 로고
    • Unique equilibrium in a model of self-fulfilling currency attacks
    • Morris, Stephen, and Hyun S. Shin, 1998, Unique equilibrium in a model of self-fulfilling currency attacks, American Economic Review 88, 587-597.
    • (1998) American Economic Review , vol.88 , pp. 587-597
    • Morris, S.1    Shin, H.S.2
  • 26
    • 84892642303 scopus 로고    scopus 로고
    • Global games: Theory and applications
    • Mathias Dewatripont, Lars P. Hansen, and Stephen J. Turnovsky, eds. (Cambridge University Press, Cambridge)
    • Morris, Stephen, and Hyun S. Shin, 2003a, Global games: Theory and applications, in Mathias Dewatripont, Lars P. Hansen, and Stephen J. Turnovsky, eds.: Advances in Economics and Econometrics (Cambridge University Press, Cambridge).
    • (2003) Advances in Economics and Econometrics
    • Morris, S.1    Shin, H.S.2
  • 30
    • 0038726990 scopus 로고    scopus 로고
    • The East Asian financial crisis: Diagnosis, remedies, prospects
    • Radelet, Steven, and Jeffrey D. Sachs, 1998, The East Asian financial crisis: Diagnosis, remedies, prospects, Brookings Papers on Economic Activity 1, 1-74.
    • (1998) Brookings Papers on Economic Activity , vol.1 , pp. 1-74
    • Radelet, S.1    Sachs, J.D.2
  • 32
    • 0031232431 scopus 로고    scopus 로고
    • Evolution, coordination, and banking panics
    • Temzelides, Theodosios, 1997, Evolution, coordination, and banking panics, Journal of Monetary Economics 40, 163-183.
    • (1997) Journal of Monetary Economics , vol.40 , pp. 163-183
    • Temzelides, T.1
  • 33
    • 0002229079 scopus 로고
    • Another attempt to explain an illiquid banking system: The Diamond and Dybvig model with sequential service taken seriously
    • Wallace, Neil, 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 12, 3-16.
    • (1988) Federal Reserve Bank of Minneapolis Quarterly Review , vol.12 , pp. 3-16
    • Wallace, N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.