메뉴 건너뛰기




Volumn 25, Issue 6, 2012, Pages 1799-1843

Dynamic debt runs

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84861583427     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhs004     Document Type: Review
Times cited : (226)

References (47)
  • 3
    • 0010794391 scopus 로고    scopus 로고
    • Optimal financial crises
    • Allen, F., and D. Gale. 1998. Optimal Financial Crises. Journal of Finance 53:1245-84
    • (1998) Journal of Finance , vol.53 , pp. 1245-84
    • Allen, F.1    Gale, D.2
  • 4
    • 47049112276 scopus 로고    scopus 로고
    • New York: Oxford University Press
    • -. 2007. Understanding Financial Crises. New York: Oxford University Press
    • (2007) Understanding Financial Crises
  • 5
    • 34247549702 scopus 로고    scopus 로고
    • Dynamic global games of regime change: Learning, multiplicity, and the timing of attacks
    • Angeletos, G., C. Hellwig, and A. Pavan. 2007. Dynamic Global Games of Regime Change: Learning, Multiplicity, and the Timing of Attacks. Econometrica 75:711-56
    • (2007) Econometrica , vol.75 , pp. 711-56
    • Angeletos, G.1    Hellwig, C.2    Pavan, A.3
  • 7
    • 85011655177 scopus 로고    scopus 로고
    • Deciphering the liquidity and credit crunch 2007-08
    • Brunnermeier, M. 2009. Deciphering the Liquidity and Credit Crunch 2007-08. Journal of Economic Perspectives 23:77-100
    • (2009) Journal of Economic Perspectives , vol.23 , pp. 77-100
    • Brunnermeier, M.1
  • 9
    • 12444261339 scopus 로고
    • A model of reserves, bank runs, and deposit insurance
    • Bryant, J. 1980. A Model of Reserves, Bank Runs, and Deposit Insurance. Journal of Banking and Finance 4:335-44
    • (1980) Journal of Banking and Finance , vol.4 , pp. 335-44
    • Bryant, J.1
  • 10
    • 51749084900 scopus 로고    scopus 로고
    • Collective risk management in a flight to quality episode
    • Caballero, R., and A. Krishnamurthy. 2008. Collective Risk Management in a Flight to Quality Episode. Journal of Finance 63:2195-2230
    • (2008) Journal of Finance , vol.63 , pp. 2195-2230
    • Caballero, R.1    Krishnamurthy, A.2
  • 11
    • 0000646935 scopus 로고
    • The role of demandable debt in structuring optimal banking arrangements
    • Calomiris, C., and C. Kahn. 1991. The Role of Demandable Debt in Structuring Optimal Banking Arrangements. American Economic Review 81:497-513
    • (1991) American Economic Review , vol.81 , pp. 497-513
    • Calomiris, C.1    Kahn, C.2
  • 12
    • 48749143178 scopus 로고
    • Staggered prices in a utility-maximizing framework
    • Calvo, G. 1983. Staggered Prices in a Utility-maximizing Framework. Journal of Monetary Economics 12: 383-98
    • (1983) Journal of Monetary Economics , vol.12 , pp. 383-98
    • Calvo, G.1
  • 13
    • 0000172910 scopus 로고
    • Global games and equilibrium selection
    • Carlsson, H., and E. 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
  • 14
    • 2942709852 scopus 로고    scopus 로고
    • Dynamic speculative attacks
    • Chamley, C. 2003. Dynamic Speculative Attacks. American Economic Review 93:603-21
    • (2003) American Economic Review , vol.93 , pp. 603-21
    • Chamley, C.1
  • 15
    • 84977722451 scopus 로고
    • Banking panics, information, and rational expectations equilibrium
    • Chari, V., and R. Jagannathan. 1988. Banking Panics, Information, and Rational Expectations Equilibrium. Journal of Finance 43:749-61
    • (1988) Journal of Finance , vol.43 , pp. 749-61
    • Chari, V.1    Jagannathan, R.2
  • 16
    • 78249234393 scopus 로고    scopus 로고
    • Macroeconomic conditions and the puzzles of credit spreads and capital structure
    • Chen, H. 2010. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure. Journal of Finance 65:2171-2212
    • (2010) Journal of Finance , vol.65 , pp. 2171-2212
    • Chen, .H.1
  • 20
    • 85010390101 scopus 로고
    • Bank runs, deposit insurance, and liquidity
    • Diamond, D., and P. Dybvig. 1983. Bank Runs, Deposit Insurance, and Liquidity. Journal of Political Economy 91:401-19
    • (1983) Journal of Political Economy , vol.91 , pp. 401-19
    • Diamond, D.1    Dybvig, P.2
  • 21
    • 73849089861 scopus 로고    scopus 로고
    • The credit crisis: Conjectures about causes and remedies. American economic review
    • Diamond, D., and R. Rajan. 2009. The Credit Crisis: Conjectures About Causes and Remedies. American Economic Review, Papers & Proceedings 99:606-10
    • (2009) Papers & Proceedings , vol.99 , pp. 606-10
    • Diamond, D.1    Rajan, R.2
  • 22
    • 0006419386 scopus 로고    scopus 로고
    • Resolving indeterminacy in dynamic settings: The role of shocks
    • Frankel, D., and A. Pauzner. 2000. Resolving Indeterminacy in Dynamic Settings: The Role of Shocks. Quarterly Journal of Economics 115:285-304
    • (2000) Quarterly Journal of Economics , vol.115 , pp. 285-304
    • Frankel, D.1    Pauzner, A.2
  • 24
    • 13844273124 scopus 로고    scopus 로고
    • Demand-deposit contracts and the probability of bank runs
    • Goldstein, I., and A. Pauzner. 2005. Demand-deposit Contracts and the Probability of Bank Runs. Journal of Finance 60:1293-1327
    • (2005) Journal of Finance , vol.60 , pp. 1293-1327
    • Goldstein, I.1    Pauzner, A.2
  • 25
    • 34447138870 scopus 로고
    • Banking panics and business cycles
    • Gorton, G. 1988. Banking Panics and Business Cycles. Oxford Economic Papers 40:751-81
    • (1988) Oxford Economic Papers , vol.40 , pp. 751-81
    • Gorton, G.1
  • 26
    • 65249129627 scopus 로고    scopus 로고
    • NBER Working Paper 14358
    • -. 2008. The Panic of 2007. NBER Working Paper 14358
    • (2008) The Panic of 2007
  • 27
    • 84977718682 scopus 로고
    • Financial intermediaries and liquidity creation
    • Gorton, G., and G. Pennacchi. 1990. Financial Intermediaries and Liquidity Creation. Journal of Finance 45: 49-71
    • (1990) Journal of Finance , vol.45 , pp. 49-71
    • Gorton, G.1    Pennacchi, G.2
  • 28
    • 2142730625 scopus 로고    scopus 로고
    • Financial intermediation
    • ed. G. Constantinides, M. Harris, and R. Stulz. Amsterdam North Holland
    • Gorton, G., and A. Winton. 2003. Financial Intermediation. In Handbooks in the Economics of Finance, ed. G. Constantinides, M. Harris, and R. Stulz. Amsterdam: North Holland
    • (2003) Handbooks in the Economics of Finance
    • Gorton, G.1    Winton, A.2
  • 29
    • 29844447645 scopus 로고    scopus 로고
    • Dynamics of currency crises with asset market frictions
    • Guimaraes, B. 2006. Dynamics of Currency Crises with Asset Market Frictions. Journal of International Economics 68:141-58
    • (2006) Journal of International Economics , vol.68 , pp. 141-58
    • Guimaraes, B.1
  • 30
    • 84859150786 scopus 로고    scopus 로고
    • Rollover risk and credit risk
    • He, Z., and W. Xiong. 2012. Rollover Risk and Credit Risk. Journal of Finance 67:391-429
    • (2012) Journal of Finance , vol.67 , pp. 391-429
    • He, Z.1    Xiong, W.2
  • 31
    • 84934349172 scopus 로고
    • Distinguishing panics and information-based bank runs: Welfare and policy implications
    • Jacklin, C., and S. Bhattacharya. 1988. Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications. Journal of Political Economy 96:568-92
    • (1988) Journal of Political Economy , vol.96 , pp. 568-92
    • Jacklin, C.1    Bhattacharya, S.2
  • 34
    • 77951492381 scopus 로고    scopus 로고
    • How debt markets have malfunctioned in the crisis
    • Kindleberger, C. 1978. Manias, Panics, and Crashes. New York: John Wiley & Sons. Krishnamurthy, A. 2010. How Debt Markets Have Malfunctioned in the Crisis. Journal of Economic Perspectives 24(1):3-28
    • (2010) Journal of Economic Perspectives , vol.24 , Issue.1 , pp. 3-28
    • Krishnamurthy, A.1
  • 35
    • 0002350933 scopus 로고    scopus 로고
    • Agency costs, risk management, and capital structure
    • Leland, H. 1998. Agency Costs, Risk Management, and Capital Structure. Journal of Finance 53:1213-43
    • (1998) Journal of Finance , vol.53 , pp. 1213-43
    • Leland, .H.1
  • 36
    • 0000808665 scopus 로고
    • On the pricing of corporate debt: The risk structure of interest rates
    • Merton, R. 1974. On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. Journal of Finance 29:449-70
    • (1974) Journal of Finance , vol.29 , pp. 449-70
    • Merton, R.1
  • 44
    • 17744368509 scopus 로고    scopus 로고
    • Coordination failures and the lender of last resort: Was bagehot right after all?
    • Rochet, J., and X. Vives. 2004. Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All? Journal of the European Economic Association 2:1116-47
    • (2004) Journal of the European Economic Association , vol.2 , pp. 1116-47
    • Rochet, J.1    Vives, X.2
  • 45
    • 85011632566 scopus 로고    scopus 로고
    • Reflections on modern bank runs: A case study of northern rock
    • Shin, H. S. 2009. Reflections on Modern Bank Runs: A Case Study of Northern Rock. Journal of Economic Perspectives 23:101-19
    • (2009) Journal of Economic Perspectives , vol.23 , pp. 101-19
    • Shin, H.S.1
  • 46
    • 84977721574 scopus 로고
    • Liquidation values and debt capacity: A market equilibrium approach
    • Shleifer, A., and R. Vishny. 1992. Liquidation Values and Debt Capacity: A Market Equilibrium Approach. Journal of Finance 47:1343-66
    • (1992) Journal of Finance , vol.47 , pp. 1343-66
    • Shleifer, A.1    Vishny, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.