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Citations for "Demand-Deposit Contracts and the Probability of Bank Runs"

by Itay Goldstein & Ady Pauzner

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  1. Imbierowicz, Björn & Rauch, Christian, 2014. "The relationship between liquidity risk and credit risk in banks," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 242-256.
  2. Dwyer Jr., Gerald P. & Samartín, Margarita, 2009. "Why do banks promise to pay par on demand?," Journal of Financial Stability, Elsevier, vol. 5(2), pages 147-169, June.
  3. Todd Keister & Vijay Narasiman, 2015. "Online Appendix to "Expectations vs. Fundamentals- driven Bank Runs: When Should Bailouts be Permitted?"," Technical Appendices 13-73, Review of Economic Dynamics.
  4. Toni Ahnert & Christoph Bertsch, 2015. "A Wake-Up-Call Theory of Contagion," Staff Working Papers 15-14, Bank of Canada.
  5. Sanne Zwart, 2005. "Liquidity runs with endogenous information acquisition," Economics Working Papers ECO2005/18, European University Institute.
  6. Toni Ahnert & Ali Kakhbod, 2014. "Information, Amplification and Financial Crisis," Staff Working Papers 14-30, Bank of Canada.
  7. Gertler, Mark & Kiyotaki, Nobuhiro & Prestipino, Andrea, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," International Finance Discussion Papers 1156, Board of Governors of the Federal Reserve System (U.S.).
  8. Honda, Jun, 2011. "Noise-independent selection in global games and monotone potential maximizer: A symmetric 3×3 example," Journal of Mathematical Economics, Elsevier, vol. 47(6), pages 663-669.
  9. Aviad Heifetz & Willemien Kets, 2013. "Robust Multiplicity with a Grain of Naiveté," Discussion Papers 1573, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  10. Jasmina Arifovic & Janet Hua Jiang, 2014. "Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs," Staff Working Papers 14-12, Bank of Canada.
  11. Junichi Fujimoto, 2011. "Speculative Attacks with Multiple Targets," CARF F-Series CARF-F-267, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  12. Vives, Xavier, 2011. "Strategic complementarity, fragility, and regulation," IESE Research Papers D/928, IESE Business School.
  13. Anctil, Regina M. & Dickhaut, John & Johnson, Cathleen & Kanodia, Chandra, 2010. "Does information transparency decrease coordination failure?," Games and Economic Behavior, Elsevier, vol. 70(2), pages 228-241, November.
  14. Sumila Tharanga Wanaguru, 2011. "Carry Trades and Financial Crisis: An Analytical Perspective," CAMA Working Papers 2011-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Assaf Razin & Itay Goldstein, 2012. "Review Of Theories of Financial Crises," 2012 Meeting Papers 214, Society for Economic Dynamics.
  16. Toni Ahnert & Benjamin Nelson, 2016. "Opaque Assets and Rollover Risk," Staff Working Papers 16-17, Bank of Canada.
  17. Flavio Toxvaerd, 2004. "Strategic Merger Waves: A Theory of Musical Chairs," Discussion Paper Series dp359, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  18. Philipp König & Kartik Anand & Frank Heinemann, 2013. "The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk," Staff Working Papers 13-31, Bank of Canada.
  19. Giancarlo Corsetti & Bernardo Guimaraes & Nouriel Roubini, 2003. "International Lending of Last Resort and Moral Hazard: A Model of IMF's Catalytic Finance," NBER Working Papers 10125, National Bureau of Economic Research, Inc.
  20. Karp, Larry, 2008. "Correct (and misleading) arguments for using market based pollution control policies," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8rw5801j, Department of Agricultural & Resource Economics, UC Berkeley.
  21. Mardini Patrick, 2016. "The Case for Repairing Broken Channels without the Use of Unconventional Monetary Policy," Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 22(1), pages 61-76, July.
  22. Segura, Anatoli & Suarez, Javier, 2016. "How Excessive Is Banks' Maturity Transformation?," CEPR Discussion Papers 11111, C.E.P.R. Discussion Papers.
  23. Jon Danielsson & Francisco Penaranda, 2007. "On the impact of fundamentals, liquidity and coordination on market stability," LSE Research Online Documents on Economics 24480, London School of Economics and Political Science, LSE Library.
  24. Ettore Panetti, 2016. "Bank Runs: Theories and Policy Applications," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  25. Frankel, David M., 2012. "Recurrent crises in global games," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 309-321.
  26. Huberto M. Ennis & Todd Keister, 2007. "Bank runs and institutions : the perils of intervention," Working Paper 07-02, Federal Reserve Bank of Richmond.
  27. Ippolito, Filippo & Peydró, José Luis & Polo, Andrea & Sette, Enrico, 2015. "Double Bank Runs and Liquidity Risk Management," CEPR Discussion Papers 10948, C.E.P.R. Discussion Papers.
  28. Philipp König & David Pothier, 2014. "Asymmetric Information and Roll-over Risk," Discussion Papers of DIW Berlin 1364, DIW Berlin, German Institute for Economic Research.
  29. Rajkamal Iyer & Manju Puri, 2012. "Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks," American Economic Review, American Economic Association, vol. 102(4), pages 1414-1445, June.
  30. Beck, Thorsten & Carletti, Elena & Goldstein, Itay, 2016. "Financial Regulation in Europe: Foundations and Challenges," CEPR Discussion Papers 11147, C.E.P.R. Discussion Papers.
  31. Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2010. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity Is Not Expensive," Research Papers 2065, Stanford University, Graduate School of Business.
  32. Daisuke Oyama & Olivier Tercieux, 2009. "Iterated potential and robustness of equilibria," Post-Print halshs-00754349, HAL.
  33. Gechun Liang & Eva L\"utkebohmert & Wei Wei, 2012. "Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model," Papers 1209.3513, arXiv.org, revised Mar 2015.
  34. Amil Dasgupta & Jakub Steiner & Colin Stewart, 2007. "Efficient Dynamic Coordination with Individual Learning," FMG Discussion Papers dp600, Financial Markets Group.
  35. Chan, Stephanie & van Wijnbergen, Sweder, 2015. "Cocos, Contagion and Systemic Risk," CEPR Discussion Papers 10960, C.E.P.R. Discussion Papers.
  36. Zhiguo He & Asaf Manela, 2012. "Information Acquisition in Rumor Based Bank Runs," NBER Working Papers 18513, National Bureau of Economic Research, Inc.
  37. Zhu, Haibin, 2005. "Bank runs, welfare and policy implications," Journal of Financial Stability, Elsevier, vol. 1(3), pages 279-307, April.
  38. Mark Gertler & Nobuhiro Kiyotaki, 2015. "Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy," American Economic Review, American Economic Association, vol. 105(7), pages 2011-2043, July.
  39. Liu, Xuewen & Mello, Antonio S., 2011. "The fragile capital structure of hedge funds and the limits to arbitrage," Journal of Financial Economics, Elsevier, vol. 102(3), pages 491-506.
  40. Sanches, Daniel R., 2014. "Banking panics and protracted recessions," Working Papers 14-37, Federal Reserve Bank of Philadelphia.
  41. repec:mur:wpaper:9723 is not listed on IDEAS
  42. Eisenbach, Thomas M. & Keister, Todd & McAndrews, James J. & Yorulmazer, Tanju, 2014. "Stability of funding models: an analytical framework," Economic Policy Review, Federal Reserve Bank of New York, issue Feb, pages 29-47.
  43. Gu, Chao, 2011. "Herding and bank runs," Journal of Economic Theory, Elsevier, vol. 146(1), pages 163-188, January.
  44. Schmidt, Lawrence & Timmermann, Allan & Wermers, Russ, 2014. "Runs on money market mutual funds," CFR Working Papers 12-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
  45. Elena Carletti & Agnese Leonello, 2014. "Credit Market Competition and Liquidity Crises," CESifo Working Paper Series 4647, CESifo Group Munich.
  46. CARLETTI, Elena & LEONELLO, Agnese, 2012. "Credit Market Competition and Liquidity Crises," Economics Working Papers ECO2012/14, European University Institute.
  47. Sümeyra Atmaca & Koen Schoors & Marijn Verschelde, 2016. "Bank Loyalty, Social Networks And Crisis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/923, Ghent University, Faculty of Economics and Business Administration.
  48. Itay Goldstein & Assaf Razin, 2013. "Three Branches of Theories of Financial Crises," NBER Working Papers 18670, National Bureau of Economic Research, Inc.
  49. Mahmoud Elamin, 2013. "On the non-optimality of a Diamond-Dybvig contract in the Goldstein-Pauzner environment," Working Paper 1306, Federal Reserve Bank of Cleveland.
  50. Laskar, Daniel, 2014. "Ambiguity and perceived coordination in a global game," Economics Letters, Elsevier, vol. 122(2), pages 317-320.
  51. Hoerova, Marie, 2007. "Run-prone banking and asset markets," Working Paper Series 0845, European Central Bank.
  52. Naqvi, Hassan, 2015. "Banking crises and the lender of last resort: How crucial is the role of information?," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 20-29.
  53. A. Pinna, 2014. "Shall We Keep Early Diers Alive?," Working Paper CRENoS 201411, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  54. Choi, Dong Boem & Eisenbach, Thomas M. & Yorulmazer, Tanju, 2015. "Watering a lemon tree: heterogeneous risk taking and monetary policy transmission," Staff Reports 724, Federal Reserve Bank of New York, revised 01 May 2016.
  55. Xavier Freixas, 2009. "Monetary policy in a systemic crisis," Economics Working Papers 1200, Department of Economics and Business, Universitat Pompeu Fabra.
  56. Markus K. Brunnermeier & Martin Oehmke, 2014. "Predatory Short Selling," Review of Finance, European Finance Association, vol. 18(6), pages 2153-2195.
  57. Irresberger, Felix & Mühlnickel, Janina & Weiß, Gregor N.F., 2015. "Explaining bank stock performance with crisis sentiment," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 311-329.
  58. Allen, Franklin & Vayanos, Dimitri & Vives, Xavier, 2014. "Introduction to financial economics," Journal of Economic Theory, Elsevier, vol. 149(C), pages 1-14.
  59. Dimitrios Tsomocos & Alexandros Vardoulakis & Anil Kashyap, 2015. "How does macroprudential regulation change bank credit supply?," 2015 Meeting Papers 1338, Society for Economic Dynamics.
  60. Geethanjali Selvaretnam & Kannika Thampanishvong, 2010. "Using Effluent Charges in Promoting Investment in Water Pollution Control Technology: A Model of Coordination Failure among Firms," CRIEFF Discussion Papers 1009, Centre for Research into Industry, Enterprise, Finance and the Firm.
  61. Koralai Kirabaeva & Assaf Razin, 2011. "Composition of International Capital Flows: A Survey," Working Papers 142011, Hong Kong Institute for Monetary Research.
  62. Ennis, Huberto M. & Keister, Todd, 2010. "Banking panics and policy responses," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 404-419, May.
  63. Iyer, Rajkamal & Peydró, José-Luis, 2010. "Interbank contagion at work: evidence from a natural experiment," Working Paper Series 1147, European Central Bank.
  64. Agur, Itai, 2014. "Bank risk within and across equilibria," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 322-333.
  65. andrea prestipino & Nobuhiro Kiyotaki & Mark Gertler, 2016. "anticipated banking panics," 2016 Meeting Papers 430, Society for Economic Dynamics.
  66. Cukierman, Alex, 2007. "The Limits of Transparency," CEPR Discussion Papers 6475, C.E.P.R. Discussion Papers.
  67. Jean-Marc Tallon, 2006. "Incertitude stratégique et sélection d'équilibre : deux applications," Revue d'économie industrielle, De Boeck Université, vol. 0(2), pages 6-6.
  68. Moheeput, Ashwin, 2008. "Financial Fragility, Systemic Risks and Informational Spillovers : Modelling Banking Contagion as State-Contingent Change in Cross-Bank Correlation," The Warwick Economics Research Paper Series (TWERPS) 853, University of Warwick, Department of Economics.
  69. Laura Veldkamp & Christian Hellwig, 2006. "Knowing What Others Know: Coordination Motives in Information Acquisition," Working Papers 06-14, New York University, Leonard N. Stern School of Business, Department of Economics.
  70. Kashyap, A. K. & Tsomocos, D. P. & Vardoulakis, A., 2014. "Principles for macroprudential regulation," Financial Stability Review, Banque de France, issue 18, pages 173-182, April.
  71. Yang, Ming, 2015. "Coordination with flexible information acquisition," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 721-738.
  72. Barbieri, Stefano & Mattozzi, Andrea, 2004. "Membership in Citizen Groups," Working Papers 1206, California Institute of Technology, Division of the Humanities and Social Sciences.
  73. Kiss, Hubert Janos & Rodriguez-Lara, Ismael & Rosa-García, Alfonso, 2014. "Do social networks prevent or promote bank runs?," Journal of Economic Behavior & Organization, Elsevier, vol. 101(C), pages 87-99.
  74. Rafael Matta & Enrico Perotti, 2015. "Insecure debt," LSE Research Online Documents on Economics 65099, London School of Economics and Political Science, LSE Library.
  75. Ming Yang, 2011. "Coordination with Rational Inattention," Working Papers 1317, Princeton University, Department of Economics, Econometric Research Program..
  76. Xavier Vives T., 2010. "Competition and Stability in Banking," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(2), pages 85-112, August.
  77. Dicks, David & Fulghieri, Paolo, 2015. "Uncertainty Aversion and Systemic Risk," CEPR Discussion Papers 10510, C.E.P.R. Discussion Papers.
  78. Nikola A Tarashev, 2008. "Speculative attacks, Private Signals and Intertemporal Trade-offs," BIS Working Papers 254, Bank for International Settlements.
  79. Arifovic, Jasmina & Hua Jiang, Janet & Xu, Yiping, 2013. "Experimental evidence of bank runs as pure coordination failures," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2446-2465.
  80. József Sákovics & Jakub Steiner, 2012. "Who Matters in Coordination Problems?," American Economic Review, American Economic Association, vol. 102(7), pages 3439-3461, December.
  81. Butzbach, Olivier, 2014. "Trust in banks: a tentative conceptual framework," MPRA Paper 53587, University Library of Munich, Germany.
  82. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410 Central Bank of Chile.
  83. 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.
  84. Heng Chen & Wing Suen, 2016. "Falling Dominoes: A Theory of Rare Events and Crisis Contagion," American Economic Journal: Microeconomics, American Economic Association, vol. 8(1), pages 228-255, February.
  85. Brown, Martin & Trautmann, Stefan T. & Vlahu, Razvan, 2012. "Contagious Bank Runs: Experimental Evidence," Working Papers on Finance 1207, University of St. Gallen, School of Finance.
  86. Laurent Mathevet, 2010. "A contraction principle for finite global games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(3), pages 539-563, March.
  87. Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2013. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2013_23, Max Planck Institute for Research on Collective Goods.
  88. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, Elsevier.
  89. Chong Huang, 2011. "Coordination and Social Learning," PIER Working Paper Archive 11-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  90. Todd Keister, 2010. "Bailouts and financial fragility," Staff Reports 473, Federal Reserve Bank of New York.
  91. Oliver de Groot, 2014. "The Risk Channel of Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 115-160, June.
  92. Fecht, Falko & Wedow, Michael, 2009. "The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,10, Deutsche Bundesbank, Research Centre.
  93. Dubecq, Simon & Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2016. "Credit and liquidity in interbank rates: A quadratic approach," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 29-46.
  94. Matta, Rafael & Perotti, Enrico C, 2016. "Liquidity Runs," CEPR Discussion Papers 11481, C.E.P.R. Discussion Papers.
  95. Eugen Kovac & Jakub Steiner, 2008. "Reversibility in Dynamic Coordination Problems," CERGE-EI Working Papers wp374, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  96. Frankel, David M., 2015. "Insuring Customers of a Unionized Firm Against Loss of Network Benefits," Staff General Research Papers Archive 38580, Iowa State University, Department of Economics.
  97. Campos, Rolf, 2013. "Risk-Sharing and Crises. Global Games of Regime Change with Endogenous Wealth," IESE Research Papers D/1064, IESE Business School.
  98. Philipp König & Kartik Anand & Frank Heinemann, 2013. "The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk," SFB 649 Discussion Papers SFB649DP2013-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  99. Viral V. Acharya & Hanh Le & Hyun Song Shin, 2013. "Bank Capital and Dividend Externalities," NBER Working Papers 19707, National Bureau of Economic Research, Inc.
  100. Carletti, Elena & Leonello, Agnese, 2013. "Credit Market Competition and Liquidity Crises," CEPR Discussion Papers 9311, C.E.P.R. Discussion Papers.
  101. Surajeet Chakravarty & Miguel A. Fonseca & Todd Kaplan, 2012. "An Experiment on the Causes of Bank Run Contagions," Discussion Papers 1206, Exeter University, Department of Economics.
  102. Lucian A. Bebchuk & Itay Goldstein, 2010. "Self-Fulfilling Credit Market Freezes," NBER Working Papers 16031, National Bureau of Economic Research, Inc.
  103. Christian Hellwig, 2005. "Knowing What Others Know: Coordination Motives in Information Acquisition (March 2007, with Laura Veldkamp)," UCLA Economics Online Papers 369, UCLA Department of Economics.
  104. Aldasoro, Iñaki & Faia, Ester, 2016. "Systemic loops and liquidity regulation," Journal of Financial Stability, Elsevier, vol. 27(C), pages 1-16.
  105. Ming Yang, 2011. "Coordination with Rational Inattention," Working Papers 1331, Princeton University, Department of Economics, Econometric Research Program..
  106. Kiema, Ilkka & Jokivuolle, Esa, 2015. "Why are bank runs sometimes partial?," Research Discussion Papers 10/2015, Bank of Finland.
  107. Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
  108. Gary B. Gorton, 2016. "The History and Economics of Safe Assets," NBER Working Papers 22210, National Bureau of Economic Research, Inc.
  109. Allen, Franklin & Carletti, Elena & Goldstein, Itay & Leonello, Agnese, 2015. "Government Guarantees and Financial Stability," CEPR Discussion Papers 10560, C.E.P.R. Discussion Papers.
  110. Chen, Hsiao-Jung & Lin, Kuan-Ting, 2016. "How do banks make the trade-offs among risks? The role of corporate governance," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 39-69.
  111. Elena Mattana & Ettore Panetti, 2014. "A Dynamic Quantitative Macroeconomic Model of Bank Runs," Working Papers w201413, Banco de Portugal, Economics and Research Department.
  112. Pavan, Alessandro & Vives, Xavier, 2015. "Information, Coordination, and Market Frictions: An Introduction," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 407-426.
  113. Eisenschmidt, Jens & Tapking, Jens, 2009. "Liquidity risk premia in unsecured interbank money markets," Working Paper Series 1025, European Central Bank.
  114. Philipp Koenig & David Pothier, 2016. "Information Acquisition and Liquidity Dry-Ups," SFB 649 Discussion Papers SFB649DP2016-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  115. Ole Jann & Christoph Schottmüller, 2015. "How Jeremy Bentham would defend against coordinated attacks," Discussion Papers 15-11, University of Copenhagen. Department of Economics.
  116. Li Mei, 2012. "Coordination Failure in Investment, Economic Growth, and Volatility," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-33, March.
  117. Stephen Morris & Ilhyock Shim & Hyun Song Shin, 2017. "Redemption risk and cash hoarding by asset managers," BIS Working Papers 608, Bank for International Settlements.
  118. König, Philipp & Anand, Kartik & Heinemann, Frank, 2014. "Guarantees, transparency and the interdependency between sovereign and bank default risk," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 321-337.
  119. Gabriel Jiménez & Atif Mian & José-Luis Peydró & Jesús Saurina, 2011. "Local versus aggregate lending channels: the effects of securitization on corporate credit supply," Working Papers 1124, Banco de España;Working Papers Homepage.
  120. Selvaretnam, Geethanjali, 2006. "How Noisy should a Noisy Signal be: A Model of Bank Runs," Economics Discussion Papers 8898, University of Essex, Department of Economics.
  121. Anand, Kartik & Gauthier, Céline & Gai, Prasanna S. & Souissi, Moez, 2016. "Capturing information contagion in a stress-testing framework," Discussion Papers 29/2016, Deutsche Bundesbank, Research Centre.
  122. Pathak, Parag & Tirole, Jean, 2006. "Speculative Attacks and Risk Management," IDEI Working Papers 438, Institut d'Économie Industrielle (IDEI), Toulouse.
  123. 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.
  124. Chao Gu, 2010. "Asymmetric Information and Bank Runs," Working Papers 1005, Department of Economics, University of Missouri.
  125. Camargo, Braz & Kim, Kyungmin & Lester, Benjamin, 2016. "Information Spillovers, Gains From Trade, And Interventions In Frozen Markets," Working Papers 16-28, Federal Reserve Bank of Philadelphia.
  126. Carletti, Elena & Leonello, Agnese, 2016. "Credit market competition and liquidity crises," Working Paper Series 1932, European Central Bank.
  127. Geethanjali Selvaretnam, 2007. "Regulation of Reserves and Interest Rates in a Model of Bank Runs," CDMA Working Paper Series 200714, Centre for Dynamic Macroeconomic Analysis.
  128. Tijmen Daniëls & Henk Jager & Franc Klaassen, 2009. "Defending Against Speculative Attacks," SFB 649 Discussion Papers SFB649DP2009-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  129. Huberto M. Ennis & Todd Keister, 2007. "Commitment and equilibrium bank runs," Staff Reports 274, Federal Reserve Bank of New York.
  130. Li, Mei & Milne, Frank, 2014. "The role of a large trader in a dynamic currency attack model," Journal of Financial Intermediation, Elsevier, vol. 23(4), pages 590-620.
  131. Andrey Zubarev, 2013. "Russian Banking System: Stability Factors In the Wake of 2008-2009 Crisis," Working Papers 0049, Gaidar Institute for Economic Policy, revised 2013.
  132. Sewon Hur & Illenin O. Kondo, 2013. "A theory of rollover risk, sudden stops, and foreign reserves," International Finance Discussion Papers 1073, Board of Governors of the Federal Reserve System (U.S.).
  133. Dong Beom Choi, 2014. "Heterogeneity and Stability: Bolster the Strong, Not the Weak," Review of Financial Studies, Society for Financial Studies, vol. 27(6), pages 1830-1867.
  134. George-Marios Angeletos & Alessandro Pavan, 2012. "Selection-Free Predictions in Global Games with Endogenous Information and Multiple Equilibria," Discussion Papers 1570, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  135. Pablo Kurlat, 2015. "Optimal Stopping in a Model of Speculative Attacks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 212-226, April.
  136. Hubert Janos Kiss & Ismael Rodriguez-Lara & Alfonso Rosa-Garcia, 2012. "Do Social Networks Prevent Bank Runs?," Discussion Papers in Economic Behaviour 0812, University of Valencia, ERI-CES.
  137. repec:hal:wpaper:hal-00811923 is not listed on IDEAS
  138. Jean-Loup SOULA, 2015. "Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?," Working Papers of LaRGE Research Center 2015-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  139. Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2016. "Asset encumbrance, bank funding and financial fragility," Discussion Papers 17/2016, Deutsche Bundesbank, Research Centre.
  140. Stefan Trautmann & Razvan Vlahu, 2011. "Strategic Loan Defaults and Coordination: An Experimental Analysis," DNB Working Papers 312, Netherlands Central Bank, Research Department.
  141. Rajkamal Iyer & Manju Puri, 2008. "Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks," NBER Working Papers 14280, National Bureau of Economic Research, Inc.
  142. Braz Camargo & Kyungmin (Teddy) Kim & Benjamin Lester, 2013. "Subsidizing price discovery," Working Papers 13-20, Federal Reserve Bank of Philadelphia.
  143. Aitor Erce, 2013. "Sovereign debt crises: could an international court minimize them?," Globalization and Monetary Policy Institute Working Paper 142, Federal Reserve Bank of Dallas.
  144. Steiner, Jakub, 2008. "Coordination of mobile labor," Journal of Economic Theory, Elsevier, vol. 139(1), pages 25-46, March.
  145. Zhiguo He & Wei Xiong, 2009. "Dynamic Debt Runs," NBER Working Papers 15482, National Bureau of Economic Research, Inc.
  146. Brindisi, Francesco & Çelen, Boğaçhan & Hyndman, Kyle, 2014. "The effect of endogenous timing on coordination under asymmetric information: An experimental study," Games and Economic Behavior, Elsevier, vol. 86(C), pages 264-281.
  147. Chen, Qi & Goldstein, Itay & Jiang, Wei, 2010. "Payoff complementarities and financial fragility: Evidence from mutual fund outflows," Journal of Financial Economics, Elsevier, vol. 97(2), pages 239-262, August.
  148. Asaf Manela & Zhiguo He, 2012. "Information Acquisition in Rumor-Based Bank Runs," 2012 Meeting Papers 170, Society for Economic Dynamics.
  149. Rajkamal Iyer & Thais Jensen, & Niels Johannesen & Adam Sheridan, 2016. "The Run for Safety: Financial Fragility and Deposit Insurance," EPRU Working Paper Series 1602, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  150. Martin Dufwenberg, 2014. "Banking on Experiments?," Working Papers 534, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  151. Moreno, Diego & Takalo, Tuomas, 2012. "Optimal bank transparency," Research Discussion Papers 9/2012, Bank of Finland.
  152. Xavier Vives, 2011. "Competition policy in banking," Oxford Review of Economic Policy, Oxford University Press, vol. 27(3), pages 479-497.
  153. Manz, Michael, 2010. "Information-based contagion and the implications for financial fragility," European Economic Review, Elsevier, vol. 54(7), pages 900-910, October.
  154. Stephen Morris & Hyun Song Shin, 2004. "Catalytic Finance: When Does It Work?," Yale School of Management Working Papers ysm339, Yale School of Management.
  155. Schmidt, Lawrence & Timmermann, Allan G & Wermers, Russ, 2014. "Runs on Money Market Funds," CEPR Discussion Papers 9906, C.E.P.R. Discussion Papers.
  156. Jakub Steiner, 2006. "Coordination in a Mobile World," CERGE-EI Working Papers wp295, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  157. Manso, Gustavo, 2013. "Feedback effects of credit ratings," Journal of Financial Economics, Elsevier, vol. 109(2), pages 535-548.
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