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Demand Deposit Contracts, Suspension of Convertibility, and Optimal Financial Intermediation

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Author Info
Villamil, A P

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Abstract

This paper establishes that an optical contract, combining features of well-known Diamond and Dybvig (1983) and Townsend (1979,1983) models, resembles banking. The contract and the associated allocations are derived from a social planner's problem which contains the Diamond and Dybvig and Townsend models as sub-problems. The analysis accomplishes the following. It unites the liquidity preference and cost minimization literatures in a simple way; resolves the demand deposit/demand equity problem in the Diamond and Dybvig model; introduces a notion of efficient bankruptcies into the liquidity preference literature; and raises some questions about the government regulation vs. laissez faire banking debate.

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Publisher Info
Article provided by Springer in its journal Economic Theory.

Volume (Year): 1 (1991)
Issue (Month): 3 (July)
Pages: 277-88
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Handle: RePEc:spr:joecth:v:1:y:1991:i:3:p:277-88

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  1. Huberto M. Ennis & Todd Keister, 2007. "Bank runs and institutions : the perils of intervention," Working Paper 07-02, Federal Reserve Bank of Richmond. [Downloadable!]
    Other versions:
  2. Huberto M. Ennis & Todd Keister, 2007. "Commitment and equilibrium bank runs," Staff Reports 274, Federal Reserve Bank of New York. [Downloadable!]
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