The dynamics of a banking duopoly with capital regulations
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Luciano Fanti, 2012. "The dynamics of a banking duopoly with capital regulations," Discussion Papers 2012/151, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
References listed on IDEAS
- William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
- Giammarino, Ronald M & Lewis, Tracy R & Sappington, David E M, 1993. " An Incentive Approach to Banking Regulation," Journal of Finance, American Finance Association, vol. 48(4), pages 1523-1542, September.
- Den Haan, Wouter J., 2001.
"The importance of the number of different agents in a heterogeneous asset-pricing model,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 25(5), pages 721-746, May.
- Wouter J. Denhaan, 2000. "The Importance Of The Number Of Different Agents In A Heterogeneous Asset-Pricing Model," Computing in Economics and Finance 2000 349, Society for Computational Economics.
- Medio,Alfredo & Gallo,Giampaolo, 1995. "Chaotic Dynamics," Cambridge Books, Cambridge University Press, number 9780521484619.
- Allen, Franklin & Gale, Douglas, 2004. "Competition and Financial Stability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 453-480, June.
- Fanti, Luciano & Gori, Luca, 2012.
"The dynamics of a differentiated duopoly with quantity competition,"
Elsevier, vol. 29(2), pages 421-427.
- Fanti, Luciano & Gori, Luca, 2011. "The dynamics of a differentiated duopoly with quantity competition," MPRA Paper 33477, University Library of Munich, Germany.
- Luciano Fanti & Luca Gori, 2011. "The dynamics of a differentiated duopoly with quantity competition," Discussion Papers 2011/121, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Dixit, Avinash K, 1986. "Comparative Statics for Oligopoly," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(1), pages 107-122, February.
- Xavier Vives, 2011.
"Competition and Stability in Banking,"
Central Banking, Analysis, and Economic Policies Book Series,in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.), Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 12, pages 455-502
Central Bank of Chile.
- Vives, Xavier, 2010. "Competition and stability in banking," IESE Research Papers D/852, IESE Business School.
- Xavier Vives, 2010. "Competition and Stability in Banking," Working Papers Central Bank of Chile 576, Central Bank of Chile.
- Xavier Vives, 2010. "Competition and Stability in Banking," CESifo Working Paper Series 3050, CESifo Group Munich.
- Xavier Freixas & Jean-Charles Rochet, 1997. "Microeconomics of Banking," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262061937, January.
- Agiza, H.N. & Elsadany, A.A., 2003. "Nonlinear dynamics in the Cournot duopoly game with heterogeneous players," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 320(C), pages 512-524.
- Dermine, J., 1986. "Deposit rates, credit rates and bank capital : The Klein-Monti Model Revisited," Journal of Banking & Finance, Elsevier, vol. 10(1), pages 99-114, March.
- Fanti, Luciano & Gori, Luca, 2012.
"The codetermined firm in a Cournot duopoly: A stability analysis,"
Elsevier, vol. 29(4), pages 1242-1247.
- Fanti, Luciano & Gori, Luca, 2011. "The codetermined firm in a Cournot duopoly: a stability analysis," MPRA Paper 34144, University Library of Munich, Germany.
- Blum, Jurg & Hellwig, Martin, 1995. "The macroeconomic implications of capital adequacy requirements for banks," European Economic Review, Elsevier, vol. 39(3-4), pages 739-749, April.
- Dewatripont, Mathias & Tirole, Jean, 1992.
"Efficient Governance Structure : Implications for Banking Regulation,"
IDEI Working Papers
18, Institut d'Économie Industrielle (IDEI), Toulouse.
- Mathias Dewatripont & Jean Tirole, 1993. "Efficient governance structure: implications for banking regulation," ULB Institutional Repository 2013/9655, ULB -- Universite Libre de Bruxelles.
- Chan, Yuk-Shee & Greenbaum, Stuart I & Thakor, Anjan V, 1992. " Is Fairly Priced Deposit Insurance Possible?," Journal of Finance, American Finance Association, vol. 47(1), pages 227-245, March.
- Xavier Vives, 2006. "Banking and Regulation in Emerging Markets: The Role of External Discipline," World Bank Research Observer, World Bank Group, vol. 21(2), pages 179-206.
- Matutes, Carmen & Vives, Xavier, 2000.
"Imperfect competition, risk taking, and regulation in banking,"
European Economic Review,
Elsevier, vol. 44(1), pages 1-34, January.
- Matutes, Carmen & Vives, Xavier, 1995. "Imperfect Competition, Risk Taking, and Regulation in Banking," CEPR Discussion Papers 1177, C.E.P.R. Discussion Papers.
- Kim, Daesik & Santomero, Anthony M, 1988. " Risk in Banking and Capital Regulation," Journal of Finance, American Finance Association, vol. 43(5), pages 1219-1233, December.
- Tramontana, Fabio, 2010. "Heterogeneous duopoly with isoelastic demand function," Economic Modelling, Elsevier, vol. 27(1), pages 350-357, January.
- João A. C. Santos, 2000. "Bank capital regulation in contemporary banking theory: a review of the literature," BIS Working Papers 90, Bank for International Settlements.
- Dana, Rose-Anne & Montrucchio, Luigi, 1986. "Dynamic complexity in duopoly games," Journal of Economic Theory, Elsevier, vol. 40(1), pages 40-56, October.
- Zhang, Jixiang & Da, Qingli & Wang, Yanhua, 2007. "Analysis of nonlinear duopoly game with heterogeneous players," Economic Modelling, Elsevier, vol. 24(1), pages 138-148, January.
- Rochet, Jean-Charles, 1992. "Capital requirements and the behaviour of commercial banks," European Economic Review, Elsevier, vol. 36(5), pages 1137-1170, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:apmaco:v:294:y:2017:i:c:p:253-263 is not listed on IDEAS
- Eleni Dalla, 2017. "Monetary policy implications on the investment decision: Do economies of scope in the banking sector matter?," Discussion Paper Series 2017_05, Department of Economics, University of Macedonia, revised Mar 2017.
- Chang, Chuen-Ping & Chen, Shi, 2016. "Government capital injection, credit risk transfer, and bank performance during a financial crisis," Economic Modelling, Elsevier, vol. 53(C), pages 477-486.
More about this item
KeywordsBifurcation; Chaos; Cournot; Oligopoly; Banking; Capital regulation;
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
- L13 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Oligopoly and Other Imperfect Markets
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecmode:v:37:y:2014:i:c:p:340-349. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/30411 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.