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Dynamic Banking : A Reconsideration

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Author Info
Bhattacharya, S. (UNIVERSITE CATHOLIQUE DE LOUVAIN, Institut de Recherches Economiques et Sociales (IRES))
Padilla, A. Jorge (CEMFI, Madrid; CEPR)

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Abstract

Financially Intermediated and Stock Market consumption-investment allocations, with (and without) governmental interventions, are compared in a welfare sense in overlapping generations economies with ( and without) shocks to agentsÕ international preferences. We show that, first, tax-subsidy schemes under the same informational requirements needed for financial intermediation to function, lead to stock market allocations that are identical, or superior, to those attained under financial intermediation. Second, we argue that the necessary interventions are qualitatively no different from those required to implement stationary optimal allocations in OLG models without uncertainty regarding agentsÕ consumption preferences. Thus, we conclude that the provision of liquidity is tangential to stock market efficiency.

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Publisher Info
Paper provided by Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) in its series Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) with number 1994031.

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Length: 25
Date of creation: 01 Apr 1994
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Handle: RePEc:ctl:louvir:1994031

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  1. Franklin Allen & Douglas Gale, 1996. "Financial Markets, Intermediaries and Intertemporal Smoothing," Center for Financial Institutions Working Papers 96-33, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:
  2. Niinimäki, Juha-Pekka, 2002. "Bank panics in transition economies," BOFIT Discussion Papers 2/2002, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  3. Ioannis Lazopoulos, 2005. "Cycles And Banking Crisis," Money Macro and Finance (MMF) Research Group Conference 2005 15, Money Macro and Finance Research Group. [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. Jos van Bommel, 2007. "Endogenous Cycles and Liquidity Risk," Money Macro and Finance (MMF) Research Group Conference 2006 149, Money Macro and Finance Research Group. [Downloadable!]
  6. Mallick, Indrajit, 2004. "Strategic Allocation of Liquidity in the InterBank Money Market," MPRA Paper 15427, University Library of Munich, Germany. [Downloadable!]
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