Optimal Diamond–Dybvig mechanism in large economies with aggregate uncertainty
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References listed on IDEAS
- Cavalcanti, Ricardo de Oliveira & Bertolai, Jefferson Donizeti Pereira & Monteiro, P. K., 2011. "A note on convergence of Peck-Shell and Green-Lin mechanisms in the Diamond-Dybvig model," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 722, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Huberto Ennis & Todd Keister, 2016.
"Optimal banking contracts and financial fragility,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 335-363, February.
- Li, Yang, 2017. "Interest rates and financial fragility," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 195-205.
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"Expectations vs. Fundamentals- driven Bank Runs: When Should Bailouts be Permitted?,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 21, pages 89-104, July.
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- Simas Kucinskas, 2015. "Liquidity Creation without Banks," Tinbergen Institute Discussion Papers 15-101/VI, Tinbergen Institute.
- Simas Kucinskas, 2015. "Liquidity creation without banks," DNB Working Papers 482, Netherlands Central Bank, Research Department.
More about this item
KeywordsDiamond–Dybvig model; Bank-run; Deposit contracts;
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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