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Economic policies int the Euro Area after the crisis

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  • Catherine Mathieu

    (Observatoire français des conjonctures économiques)

  • Henri Sterdyniak

    (Observatoire français des conjonctures économiques)

Abstract

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  • Catherine Mathieu & Henri Sterdyniak, 2019. "Economic policies int the Euro Area after the crisis," Sciences Po publications info:hdl:2441/7fs9bl6i6n9, Sciences Po.
    • Handle: RePEc:spo:wpmain:info:hdl:2441/7fs9bl6i6n9kgbdn581chahh2o
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    References listed on IDEAS

    as
    1. Douglas W. Diamond & Philip H. Dybvig, 2000. "Bank runs, deposit insurance, and liquidity," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 24(Win), pages 14-23.
    2. repec:zbw:bofrdp:urn:nbn:fi:bof-201504131153 is not listed on IDEAS
    3. Todd Keister, 2016. "Bailouts and Financial Fragility," Review of Economic Studies, Oxford University Press, vol. 83(2), pages 704-736.
    4. James Peck & Karl Shell, 2003. "Bank Portfolio Restrictions and Equilibrium Bank Runs," Levine's Bibliography 666156000000000077, UCLA Department of Economics.
    5. Ennis, Huberto M. & Keister, Todd, 2010. "Banking panics and policy responses," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 404-419, May.
    6. Dermine, Jean, 2015. "Basel III leverage ratio requirement and the probability of bank runs," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 266-277.
    7. Engineer, Merwan H. & Schure, Paul & Gillis, Mark, 2013. "A positive analysis of deposit insurance provision: Regulatory competition among European Union countries," Journal of Financial Stability, Elsevier, vol. 9(4), pages 530-544.
    8. Takeda, Fumiko, 2001. "Bank runs and international financial instability revisited," Economics Letters, Elsevier, vol. 73(2), pages 187-194, November.
    9. Azrieli, Yaron & Peck, James, 2012. "A bank runs model with a continuum of types," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2040-2055.
    10. James Peck & Karl Shell, 2003. "Equilibrium Bank Runs," Journal of Political Economy, University of Chicago Press, vol. 111(1), pages 103-123, February.
    11. repec:zbw:bofrdp:2015_010 is not listed on IDEAS
    12. 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.
    13. Brown, Martin & Guin, Benjamin & Morkoetter, Stefan, 2013. "Deposit Withdrawals from Distressed Commercial Banks: The Importance of Switching Costs," Working Papers on Finance 1319, University of St. Gallen, School of Finance, revised Dec 2017.
    Full references (including those not matched with items on IDEAS)

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