Citations for "Bank Runs in the Free Banking Period"
by Hasan, Iftekhar & Dwyer, Gerald P, Jr
- de Bandt, Olivier & Hartmann, Philipp, 2000.
"Systemic Risk: A Survey,"
CEPR Discussion Papers
2634, C.E.P.R. Discussion Papers.
- Gerald P. Dwyer, Jr. & R.W. Hafer, 2001. "Bank failures in banking panics: Risky banks or road kill?," Working Paper 2001-13, Federal Reserve Bank of Atlanta.
- Sánchez-Ballesta, Juan Pedro & Lloréns, Mercedes Bernal, 2010. "Monitoring, reputation and accountability in issuing banks in mid-nineteenth-century Spain," Explorations in Economic History, Elsevier, vol. 47(4), pages 403-419, October.
- Philipp Hartmann & Stefan Straetmans & Casper G. De Vries, 2005.
"Banking System Stability: A Cross-Atlantic Perspective,"
NBER Working Papers
11698, National Bureau of Economic Research, Inc.
- Philipp Hartmann & Stefan Straetmans & Casper de Vries, 2007. "Banking System Stability. A Cross-Atlantic Perspective," NBER Chapters, in: The Risks of Financial Institutions, pages 133-192 National Bureau of Economic Research, Inc.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series 0527, European Central Bank.
- Gropp, Reint & Moerman, Gerard, 2004.
"Measurement of contagion in banks' equity prices,"
Journal of International Money and Finance,
Elsevier, vol. 23(3), pages 405-459, April.
- Margarita SamartÃn & Gerald Dwyer, 2004.
"Why do banks promise to pay par on demand?,"
2004 Meeting Papers
372, Society for Economic Dynamics.
- Yehning Chen & Iftekhar Hasan, 2008.
"Why Do Bank Runs Look Like Panic? A New Explanation,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 40(2-3), pages 535-546, 03.
- Chen, Yehning & Hasan, Iftekhar, 2006. "Why do bank runs look like panic? A new explanation," Research Discussion Papers 19/2006, Bank of Finland.
- Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2010. "Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode," Journal of Financial Services Research, Springer, vol. 37(2), pages 83-98, June.
- Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach To Liquidity Risk And Financial Contagion," BORRADORES DE ECONOMIA 001921, BANCO DE LA REPÚBLICA.
- Du, Julan & Li, David D., 2007. "The soft budget constraint of banks," Journal of Comparative Economics, Elsevier, vol. 35(1), pages 108-135, March.
- Dairo Estrada & Daniel Osorio, . "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia 384, Banco de la Republica de Colombia.
- A. Karas & K. Schoors & G. Lanine, 2008.
"Liquidity matters: Evidence from the Russian interbank market,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
08/520, Ghent University, Faculty of Economics and Business Administration.
- Kares, Alexei & Schoors , Koen & Lanine, Gleb, 2008. "Liquidity matters: Evidence from the Russian interbank market," BOFIT Discussion Papers 19/2008, Bank of Finland, Institute for Economies in Transition.
- Bougheas, Spiros, 1999. "Contagious bank runs," International Review of Economics & Finance, Elsevier, vol. 8(2), pages 131-146, June.
- Julio J. Rotemberg, 2010. "A Behavioral Model of Demandable Deposits and its Implications for Financial Regulation," NBER Working Papers 16620, National Bureau of Economic Research, Inc.
- Klaus P. Fischer & Houcem Smaoui, 1997. "From Financial Liberalization to Banking Failure: Starting on the Wrong Foot?," Finance 9706005, EconWPA.
- Itai Agur, 2009. "What Institutional Structure for the Lender of Last Resort?," DNB Working Papers 200, Netherlands Central Bank, Research Department.
- Miller, V., 1998. "Domestic bank runs and speculative attacks on foreign currencies," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 331-338, April.
- Acharya, Viral V & Yorulmazer, Tanju, 2003. "Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk," CEPR Discussion Papers 3743, C.E.P.R. Discussion Papers.