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Bank Runs in the Free Banking Period

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Author Info
Hasan, Iftekhar
Dwyer, Gerald P, Jr

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Abstract

Free banks in the United States issued private banknotes without discretionary restriction of entry. Previous research suggests explanations for noteholders' relatively large losses and the substantial number of banks that closed. The authors examine these hypotheses and the hypothesis that contagious runs were important. The evidence provides no support for the importance of wildcat banking due to par versus market valuation of bond reserves; episodic, but not general, support for the importance of declining bond prices; and support for contagion effects and contemporaries' knowledge of them with little or no impact on the number of banks that closed. Copyright 1994 by Ohio State University Press.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 26 (1994)
Issue (Month): 2 (May)
Pages: 271-88
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Handle: RePEc:mcb:jmoncb:v:26:y:1994:i:2:p:271-88

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. Philipp Hartmann & Stefan Straetmans & Casper de Vries, 2005. "Banking system stability - a cross-Atlantic perspective," Working Paper Series 527, European Central Bank. [Downloadable!]
    Other versions:
  2. Kares, Alexei & Schoors , Koen & Lanine, Gleb, 2008. "Liquidity matters: Evidence from the Russian interbank market," BOFIT Discussion Papers 19/2008, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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  3. Klaus P. Fischer & Houcem Smaoui, 1997. "From Financial Liberalization to Banking Failure: Starting on the Wrong Foot?," Finance 9706005, EconWPA. [Downloadable!]
  4. Gerald P. Dwyer, Jr. & Margarita Samartín, 2006. "Why do banks promise to pay par on demand?," Working Paper 2006-26, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  5. Gerald P. Dwyer, Jr. & R.W. Hafer, 2001. "Bank failures in banking panics: Risky banks or road kill?," Working Paper 2001-13, Federal Reserve Bank of Atlanta. [Downloadable!]
  6. Reint Gropp & Gerard Moerman, 2003. "Measurement of contagion in banks’ equity prices," Working Paper Series 297, European Central Bank. [Downloadable!]
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  7. Dairo Estrada & Daniel Osorio, . "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia 384, Banco de la Republica de Colombia. [Downloadable!]
  8. Acharya, Viral V & Yorulmazer, Tanju, 2003. "Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk," CEPR Discussion Papers 3743, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  9. Itai Agur, 2009. "What Institutional Structure for the Lender of Last Resort?," DNB Working Papers 200, Netherlands Central Bank, Research Department. [Downloadable!]
  10. Chen, Yehning & Hasan, Iftekhar, 2006. "Why do bank runs look like panic? A new explanation," Research Discussion Papers 19/2006, Bank of Finland. [Downloadable!]
    Other versions:
  11. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach To Liquidity Risk And Financial Contagion," BORRADORES DE ECONOMIA 001921, BANCO DE LA REPÚBLICA. [Downloadable!]
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