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Bank Portfolio Restrictions and Equilibrium Bank Runs

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  • James Peck
  • Karl Shell

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Bibliographic Info

Paper provided by UCLA Department of Economics in its series Levine's Bibliography with number 666156000000000077.

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Date of creation: 11 Jul 2003
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Handle: RePEc:cla:levrem:666156000000000077

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References

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  1. Douglas W. Diamond & Raghuram G. Rajan, 1998. "Liquidity risk, liquidity creation and financial fragility: a theory of banking," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Sep.
  2. Franklin Allen & Douglas Gale, 1998. "Financial Contagion Journal of Political Economy," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 98-31, Wharton School Center for Financial Institutions, University of Pennsylvania.
  3. Roger Lagunoff & Stacey L. Schreft, 1998. "A Model of Financial Fragility," Game Theory and Information, EconWPA 9803001, EconWPA, revised 30 Apr 1998.
  4. Ennis, Huberto M. & Keister, Todd, 2003. "Economic growth, liquidity, and bank runs," Journal of Economic Theory, Elsevier, Elsevier, vol. 109(2), pages 220-245, April.
  5. Peck, James & Shell, Karl, 2001. "Equilibrium Bank Runs," Working Papers, Cornell University, Center for Analytic Economics 01-10r, Cornell University, Center for Analytic Economics.
  6. Neil Wallace, 1990. "A banking model in which partial suspension is best," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Fall, pages 11-23.
  7. Champ, B. & Snith, B.D. & Williamson, D.S., 1991. "Currency Elasticity and Banking Panics: Theory and Evidence," RCER Working Papers 292, University of Rochester - Center for Economic Research (RCER).
  8. Edward J. Green & Ping Lin, 1996. "Implementing efficient allocations in a model of financial intermediation," Working Papers, Federal Reserve Bank of Minneapolis 576, Federal Reserve Bank of Minneapolis.
  9. Diamond, Douglas W, 1997. "Liquidity, Banks, and Markets," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 105(5), pages 928-56, October.
  10. Haubrich, Joseph G, 1988. "Optimal Financial Structure in Exchange Economies," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(2), pages 217-35, May.
  11. Douglas W. Diamond & Philip H. Dybvig, 2000. "Bank runs, deposit insurance, and liquidity," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Win, pages 14-23.
  12. Cooper, Russell & Ross, Thomas W., 1998. "Bank runs: Liquidity costs and investment distortions," Journal of Monetary Economics, Elsevier, Elsevier, vol. 41(1), pages 27-38, February.
  13. Postlewaite, Andrew & Vives, Xavier, 1987. "Bank Runs as an Equilibrium Phenomenon," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 95(3), pages 485-91, June.
  14. Neil Wallace, 1996. "Narrow banking meets the Diamond-Dybvig model," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Win, pages 3-13.
  15. Peck, James, 1996. "Demand Uncertainty, Incomplete Markets, and the Optimality of Rationing," Journal of Economic Theory, Elsevier, Elsevier, vol. 70(2), pages 342-363, August.
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Cited by:
  1. Cavalcanti, Ricardo & Monteiro, Paulo Klinger, 2011. "Enriching Information to Prevent Bank Runs," Economics Working Papers (Ensaios Economicos da EPGE) 721, FGV/EPGE Escola Brasileira de Economia e Finan├žas, Getulio Vargas Foundation (Brazil).
  2. Todd Keister, 2010. "Bailouts and financial fragility," Staff Reports, Federal Reserve Bank of New York 473, Federal Reserve Bank of New York.
  3. Skeie, David R., 2008. "Banking with nominal deposits and inside money," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 17(4), pages 562-584, October.
  4. Carmona, Guilherme, 2007. "Bank failures caused by Large withdrawals: An explanation based purely on liquidity," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 818-841, September.
  5. Andrew Feltenstein & Roger Lagunoff, 2003. "International versus Domestic Auditing of Bank Solvency," Macroeconomics, EconWPA 0308002, EconWPA.
  6. Nathalie Janson, 2009. "Internet Banking and the question of Bank Run: lesson from the Northern Rock Bank case," Post-Print, HAL hal-00555630, HAL.
  7. Carmona, Guilherme, 2004. "On the Existence of Equilibrium Bank Runs in a Diamond-Dybvig Environment," FEUNL Working Paper Series wp448, Universidade Nova de Lisboa, Faculdade de Economia.
  8. Andolfatto, David & Nosal, Ed & Sultanum, Bruno, 2014. "Preventing bank runs," Working Papers, Federal Reserve Bank of St. Louis 2014-21, Federal Reserve Bank of St. Louis.
  9. Cavalcanti, Ricardo & Bertolai, Jefferson Donizeti Pereira & Monteiro, Paulo Klinger, 2011. "A note on convergence of Peck-Shell and Green-Lin mechanisms in the Diamond-Dybvig model," Economics Working Papers (Ensaios Economicos da EPGE) 722, FGV/EPGE Escola Brasileira de Economia e Finan├žas, Getulio Vargas Foundation (Brazil).
  10. Geethanjali Selvaretnam, 2005. "Optimal Reserves and Short Term Interest Rates in a Model of Bank Runs," Economics Discussion Papers, University of Essex, Department of Economics 605, University of Essex, Department of Economics.

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