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Investigating output cycles under two alternative financial systems

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Author Info
Sharon Blei
Abstract

Different financial systems vary in the way they contribute to the process of resource allocation in the economy and in the risk-sharing pattern that they bring about. It would therefore be plausible to expect different financial systems to differ in the way they affect real economic activity. I hereby provide a theoretic framework for the comparison and analysis of output cycles under two alternative financial systems: an equity-based financial system (EFS), in which a mutual fund functions as a financial intermediary, versus a debt-based financial system (DFS), in which a bank plays that role. The research points that DFS generates larger output cycles and a higher expected output than EFS. The mechanism that generates these results is the counter-cyclical effect of savings' behavior under EFS.

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Paper provided by Federal Reserve Bank of St. Louis in its series Supervisory Policy Analysis Working Papers with number 2007-04.

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Date of creation: 2007
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Handle: RePEc:fip:fedlsp:2007-04

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Keywords: Financial markets ; Financial services industry;

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  1. Allen, Franklin & Gale, Douglas, 1997. "Financial Markets, Intermediaries, and Intertemporal Smoothing," Journal of Political Economy, University of Chicago Press, vol. 105(3), pages 523-46, June.
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  2. Sudipto Bhattacharya & Paolo Fulghieri & Riccardo Rovelli, 1998. "Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 154(1), pages 291-, March.
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  3. Goodhart, Charles A. E., 1993. "Can we improve the structure of financial systems?," European Economic Review, Elsevier, vol. 37(2-3), pages 269-291, April. [Downloadable!] (restricted)
  4. Fama, Eugene F., 1980. "Banking in the theory of finance," Journal of Monetary Economics, Elsevier, vol. 6(1), pages 39-57, January. [Downloadable!] (restricted)
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This page was last updated on 2009-11-27.


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