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Bank failures caused by Large withdrawals: An explanation based purely on liquidity

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  • Carmona, Guilherme

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  • Carmona, Guilherme, 2007. "Bank failures caused by Large withdrawals: An explanation based purely on liquidity," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 818-841, September.
  • Handle: RePEc:eee:mateco:v:43:y:2007:i:7-8:p:818-841
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    References listed on IDEAS

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    1. Itay Goldstein & Ady Pauzner, 2005. "Demand-Deposit Contracts and the Probability of Bank Runs," Journal of Finance, American Finance Association, vol. 60(3), pages 1293-1327, June.
    2. Ennis, Huberto M. & Keister, Todd, 2003. "Economic growth, liquidity, and bank runs," Journal of Economic Theory, Elsevier, vol. 109(2), pages 220-245, April.
    3. Bernardino Adao & Ted Temzelides, 1998. "Sequential Equilibrium and Competition in a Diamond-Dybvig Banking Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(4), pages 859-877, October.
    4. Hildenbrand, Werner, 1971. "Random preferences and equilibrium analysis," Journal of Economic Theory, Elsevier, vol. 3(4), pages 414-429, December.
    5. Franklin Allen & Douglas Gale, 1998. "Optimal Financial Crises," Journal of Finance, American Finance Association, vol. 53(4), pages 1245-1284, August.
    6. James Peck & Karl Shell, 2003. "Bank Portfolio Restrictions and Equilibrium Bank Runs," Levine's Bibliography 666156000000000077, UCLA Department of Economics.
    7. Neil Wallace, 1988. "Another attempt to explain an illiquid banking system: the Diamond and Dybvig model with sequential service taken seriously," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 3-16.
    8. Williamson, Stephen D, 1988. "Liquidity, Banking, and Bank Failures," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(1), pages 25-43, February.
    9. Charles W. Calomiris & Joseph R. Mason, 2003. "Fundamentals, Panics, and Bank Distress During the Depression," American Economic Review, American Economic Association, vol. 93(5), pages 1615-1647, December.
    10. Carmen M. Reinhart & Graciela L. Kaminsky, 1999. "The Twin Crises: The Causes of Banking and Balance-of-Payments Problems," American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
    11. Guilherme Carmona, 2003. "Nash and Limit Equilibria of Games with a Continuum of Players," Game Theory and Information 0311004, University Library of Munich, Germany.
    12. Barlo, Mehmet & Carmona, Guilherme, 2015. "Strategic behavior in non-atomic games," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 134-144.
    13. Gorton, Gary, 1988. "Banking Panics and Business Cycles," Oxford Economic Papers, Oxford University Press, vol. 40(4), pages 751-781, December.
    14. Douglas W. Diamond & Philip H. Dybvig, 2000. "Bank runs, deposit insurance, and liquidity," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 14-23.
    15. Neil Wallace, 1990. "A banking model in which partial suspension is best," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 11-23.
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    1. repec:eee:jbfina:v:82:y:2017:i:c:p:203-216 is not listed on IDEAS
    2. Lang, Michael & Schmidt, Paul G., 2016. "The early warnings of banking crises: Interaction of broad liquidity and demand deposits," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 1-29.

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