IDEAS home Printed from https://ideas.repec.org/a/eee/eecrev/v27y1985i2p183-200.html
   My bibliography  Save this article

Liability management of financial intermediaries in a dynamic and uncertain perspective

Author

Listed:
  • Chateau, John Peter D.

Abstract

No abstract is available for this item.

Suggested Citation

  • Chateau, John Peter D., 1985. "Liability management of financial intermediaries in a dynamic and uncertain perspective," European Economic Review, Elsevier, vol. 27(2), pages 183-200, March.
    • Handle: RePEc:eee:eecrev:v:27:y:1985:i:2:p:183-200
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0014-2921(85)80004-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ho, Thomas S Y & Saunders, Anthony, 1980. "A Catastrophe Model of Bank Failure," Journal of Finance, American Finance Association, vol. 35(5), pages 1189-1207, December.
    2. Deshmukh, Sudhakar D & Greenbaum, Stuart I & Kanatas, George, 1983. "Interest Rate Uncertainty and the Financial Intermediary's Choice of Exposure," Journal of Finance, American Finance Association, vol. 38(1), pages 141-147, March.
    3. Merton, Robert C., 1971. "Optimum consumption and portfolio rules in a continuous-time model," Journal of Economic Theory, Elsevier, vol. 3(4), pages 373-413, December.
    4. Deshmukh, Sudhakar D & Greenbaum, Stuart I & Kanatas, George, 1983. "Lending Policies of Financial Intermediaries Facing Credit and Funding Risk," Journal of Finance, American Finance Association, vol. 38(3), pages 873-886, June.
    5. Abel, Andrew B., 1984. "The effects of uncertainty on investment and the expected long-run capital stock," Journal of Economic Dynamics and Control, Elsevier, vol. 7(1), pages 39-53, February.
    6. J. P. Gould, 1968. "Adjustment Costs in the Theory of Investment of the Firm," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 35(1), pages 47-55.
    7. Sealey, Calvin W, Jr & Lindley, James T, 1977. "Inputs, Outputs, and a Theory of Production and Cost at Depository Financial Institutions," Journal of Finance, American Finance Association, vol. 32(4), pages 1251-1266, September.
    8. Wildasin, David E, 1984. "The q Theory of Investment with Many Capital Goods," American Economic Review, American Economic Association, vol. 74(1), pages 203-210, March.
    9. Pindyck, Robert S, 1982. "Adjustment Costs, Uncertainty, and the Behavior of the Firm," American Economic Review, American Economic Association, vol. 72(3), pages 415-427, June.
    10. Pringle, John J, 1973. "A Theory of the Banking Firm: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(4), pages 990-996, November.
    11. Pindyck, Robert S & Rotemberg, Julio J, 1983. "Dynamic Factor Demands and the Effects of Energy Price Shocks," American Economic Review, American Economic Association, vol. 73(5), pages 1066-1079, December.
    12. Hartman, Richard, 1972. "The effects of price and cost uncertainty on investment," Journal of Economic Theory, Elsevier, vol. 5(2), pages 258-266, October.
    13. Flannery, Mark J, 1982. "Retail Bank Deposits as Quasi-Fixed Factors of Production," American Economic Review, American Economic Association, vol. 72(3), pages 527-536, June.
    14. Abel, Andrew B., 1982. "Dynamic effects of permanent and temporary tax policies in a q model of investment," Journal of Monetary Economics, Elsevier, vol. 9(3), pages 353-373.
    15. Baltensperger, Ernst, 1980. "Alternative approaches to the theory of the banking firm," Journal of Monetary Economics, Elsevier, vol. 6(1), pages 1-37, January.
    16. Abel, Andrew B, 1983. "Optimal Investment under Uncertainty," American Economic Review, American Economic Association, vol. 73(1), pages 228-233, March.
    17. Robert E. Lucas & Jr., 1967. "Adjustment Costs and the Theory of Supply," Journal of Political Economy, University of Chicago Press, vol. 75, pages 321-321.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chateau, Jean-Pierre D., 1990. "Financement dynamique des intermédiaires financiers : l’effet de la volatilité du taux de crédit sur les dépôts de base," L'Actualité Economique, Société Canadienne de Science Economique, vol. 66(1), pages 50-64, mars.
    2. repec:eee:labchp:v:1:y:1986:i:c:p:473-522 is not listed on IDEAS
    3. Spiro E. Stefanou, 1987. "Technical Change, Uncertainty, and Investment," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(1), pages 158-165.
    4. Abel, Andrew B, 1985. "A Stochastic Model of Investment, Marginal q and the Market Value of the Firm," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(2), pages 305-322, June.
    5. Abel, Andrew B & Eberly, Janice C, 1994. "A Unified Model of Investment under Uncertainty," American Economic Review, American Economic Association, vol. 84(5), pages 1369-1384, December.
    6. Benavie, Arthur & Grinols, Earl & Turnovsky, Stephen J., 1996. "Adjustment costs and investment in a stochastic endogenous growth model," Journal of Monetary Economics, Elsevier, vol. 38(1), pages 77-100, August.
    7. Sumru Altug & Fanny S. Demers & Michel Demers, 2004. "Tax Policy and Irreversible Investment," CDMA Working Paper Series 200404, Centre for Dynamic Macroeconomic Analysis.
    8. M. Ishaq Nadiri & Ingmar Prucha, 2001. "Dynamic Factor Demand Models and Productivity Analysis," NBER Chapters, in: New Developments in Productivity Analysis, pages 103-172, National Bureau of Economic Research, Inc.
    9. Frank Silvio Marzano & Enrico Saltari, 1999. "Modern Theories of Investment Decisions A Critical Assessment," Working Papers 57, Sapienza University of Rome, CIDEI.
    10. repec:zbw:bofrdp:1991_019 is not listed on IDEAS
    11. Abel, Andrew B., 1990. "Consumption and investment," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 2, chapter 14, pages 725-778, Elsevier.
    12. Bao-We-Wal BAMBE, 2022. "Inflation Targeting and Private Domestic Investment in Developing Countries," Working Papers REM 2022/0237, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    13. Abel, Andrew B. & Eberly, Janice C., 1997. "An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 831-852, May.
    14. Yingyi Tsai & Ching‐tang Wu, 2009. "Integrated Production And The Investment–Uncertainty Relationship," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 102-112, March.
    15. Pyyhtiä, Ilmo, 1991. "Investment plans, innovations and revision costs in Finnish manufacturing," Research Discussion Papers 19/1991, Bank of Finland.
    16. Pyyhtiä, Ilmo, 1991. "Investment plans, innovations and revision costs in Finnish manufacturing," Bank of Finland Research Discussion Papers 19/1991, Bank of Finland.
    17. Alaa El-Shazly, 2009. "Investment Under Tax Policy Uncertainty: A Neoclassical Approach," Public Finance Review, , vol. 37(6), pages 732-749, November.
    18. Tryphon Kollintzas, 1986. "Tax Policy under Nongeometric Physical Depreciation," Public Finance Review, , vol. 14(3), pages 263-288, July.
    19. Alan Carruth & Andy Dickerson & Andrew Henley, 2000. "What do We Know About Investment Under Uncertainty?," Journal of Economic Surveys, Wiley Blackwell, vol. 14(2), pages 119-154, April.
    20. Doris Neuberger, 1991. "Risk taking by banks and captial accumulation: A portfolio approach," Journal of Economics, Springer, vol. 54(3), pages 283-303, October.
    21. Eksi, Ozan & Onur Tas, Bedri Kamil, 2022. "Time-varying effect of uncertainty shocks on unemployment," Economic Modelling, Elsevier, vol. 110(C).
    22. George Alogoskoufis, 2014. "Endogenous Growth and External Balance in a Small Open Economy," Open Economies Review, Springer, vol. 25(3), pages 571-594, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:eecrev:v:27:y:1985:i:2:p:183-200. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eer .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.