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Avoiding bank runs in transition economies: The role of risk neutral capital

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  • Gangopadhyay, Shubhashis
  • Singh, Gurbachan
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    File URL: http://www.sciencedirect.com/science/article/B6VCY-3YS38GD-6/2/6448a1f6221cd87d1038abbd6e05c6f7
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 24 (2000)
    Issue (Month): 4 (April)
    Pages: 625-642

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    Handle: RePEc:eee:jbfina:v:24:y:2000:i:4:p:625-642

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    Web page: http://www.elsevier.com/locate/jbf

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    1. Buser, Stephen A & Chen, Andrew H & Kane, Edward J, 1981. "Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital," Journal of Finance, American Finance Association, vol. 36(1), pages 51-60, March.
    2. Villamil, A P, 1991. "Demand Deposit Contracts, Suspension of Convertibility, and Optimal Financial Intermediation," Economic Theory, Springer, vol. 1(3), pages 277-88, July.
    3. Sharpe, William F., 1978. "Bank Capital Adequacy, Deposit Insurance and Security Values," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(04), pages 701-718, November.
    4. Douglas W. Diamond & Philip H. Dybvig, 2000. "Bank runs, deposit insurance, and liquidity," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 14-23.
    5. Jacklin, Charles J., 1993. "Market rate versus fixed rate demand deposits," Journal of Monetary Economics, Elsevier, vol. 32(2), pages 237-258, November.
    6. Alonso, Irasema, 1996. "On avoiding bank runs," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 73-87, February.
    7. Neil Wallace, 1988. "Another attempt to explain an illiquid banking system: the Diamond and Dybvig model with sequential service taken seriously," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 3-16.
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