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Market discipline by depositors: evidence from reduced form equations

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Author Info
Sangkyun Park
Abstract

This paper examines the effects of the estimated probability of bank failure on the growth rates of large time deposits and interest rates on those deposits. While riskier banks paid higher interest rates, they attracted less large time deposits in the second half of the 1980s. These results indicate that risky banks faced unfavorable supply schedules of large time deposits and, hence, support the presence of market discipline by large time depositors. The empirical analysis also considers the effects of bank size, but fails to find evidence that depositors preferred large banks.

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File URL: http://research.stlouisfed.org/wp/1994/94-023.pdf
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Paper provided by Federal Reserve Bank of St. Louis in its series Working Papers with number 1994-023.

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Date of creation: 1994
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Publication status: Published in Quarterly Review of Economics & Finance, 1995 special issue
Handle: RePEc:fip:fedlwp:1994-023

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Keywords: Deposit insurance;

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  1. Robert B. Avery & Gerald A. Hanweck, 1984. "A dynamic analysis of bank failures," Research Papers in Banking and Financial Economics 74, Board of Governors of the Federal Reserve System (U.S.).
  2. Christopher James, 1987. "Off-balance sheet banking," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 21-36. [Downloadable!]
  3. Chris James, 1987. "Off-balance sheet banking," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Sep 18. [Downloadable!]
  4. Martin, Daniel, 1977. "Early warning of bank failure : A logit regression approach," Journal of Banking & Finance, Elsevier, vol. 1(3), pages 249-276, November. [Downloadable!] (restricted)
  5. James R. Barth & R. Dan Brumbaugh & Daniel Sauerhaft & George H.K. Wang, 1985. "Thrift institution failures: causes and policy issues," Proceedings, Federal Reserve Bank of Chicago, pages 184-216.
  6. Avery, Robert B & Belton, Terrence M & Goldberg, Michael A, 1988. "Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(4), pages 597-610, November. [Downloadable!] (restricted)
  7. Gary Whalen, 1991. "A proportional hazards model of bank failure: an examination of its usefulness as an early warning tool," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 21-31. [Downloadable!]
  8. Herbert Baer & Elijah Brewer, 1986. "Uninsured deposits as a source of market discipline: some new evidence," Economic Perspectives, Federal Reserve Bank of Chicago, issue Sep, pages 23-31. [Downloadable!]
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