Bank Liquidity and Stability in an Overlapping Generations Model

Citations

Cited by:

1. Alejandro Gaytan & Romain Rancière, 2001. "Banks, liquidity crises and economic growth," Economics Working Papers 853, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2003.
   • Ranciere Romain & Gaytán González Alejandro, 2005. "Banks, Liquidity Crises and Economic Growth," Working Papers 2005-03, Banco de México.
   • Alejandro Gaytan & Romain Ranciere, 2005. "Banks, Liquidity Crises and Economic Growth," DEGIT Conference Papers c010_040, DEGIT, Dynamics, Economic Growth, and International Trade.
   • Alejandro Gaytan & Romain Ranciere, 2004. "Banks, Liquidity Crises and Economic Growth," Econometric Society 2004 North American Summer Meetings 399, Econometric Society.
2. Antoine Martin & David Skeie & Ernst-Ludwig von Thadden, 2014. "Repo Runs," The Review of Financial Studies, Society for Financial Studies, vol. 27(4), pages 957-989.
   • Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Other publications TiSEM 9b278253-9cc0-410a-a8c4-6, Tilburg University, School of Economics and Management.
   • Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013. "Repo Runs," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 448, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
   • Antoine Martin & David R. Skeie & Ernst-Ludwig von Thadden, 2010. "Repo runs," Staff Reports 444, Federal Reserve Bank of New York.
   • Antoine Martin & David Skeie & Ernst-Ludig von Thadden, 2011. "Repo Runs," FMG Discussion Papers dp687, Financial Markets Group.
   • Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig, 2011. "Repo runs," LSE Research Online Documents on Economics 119064, London School of Economics and Political Science, LSE Library.
   • Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Discussion Paper 2010-44S, Tilburg University, Center for Economic Research.
   • Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Other publications TiSEM e14f6c26-c077-46fb-92a8-8, Tilburg University, School of Economics and Management.
3. Jos van Bommel, 2007. "Endogenous Cycles and Liquidity Risk," Money Macro and Finance (MMF) Research Group Conference 2006 149, Money Macro and Finance Research Group.
4. von Thadden, Ernst-Ludwig, 2002. "An incentive problem in the dynamic theory of banking," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 271-292, September.
   • Ernst-Ludwig VON THADDEN, 2000. "An Incentive Problem in the Dynamic Theory of Banking," FAME Research Paper Series rp25, International Center for Financial Asset Management and Engineering.
5. Niinimaki, Juha-Pekka, 2002. "Do time deposits prevent bank runs?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(1), pages 19-31, February.
6. von Thadden, Ernst-Ludwig, 1997. "The term-structure of investment and the banks' insurance function," European Economic Review, Elsevier, vol. 41(7), pages 1355-1374, July.
   • Ernst-Ludwig VON THADDEN, 1996. "The Term-Structure of Investment and the Banks' Insurance Function," Cahiers de Recherches Economiques du Département d'économie 9606, Université de Lausanne, Faculté des HEC, Département d’économie.
7. Martin, Antoine & Skeie, David & von Thadden, Ernst-Ludwig, 2014. "The fragility of short-term secured funding markets," Journal of Economic Theory, Elsevier, vol. 149(C), pages 15-42.
   • Antoine Martin & David R. Skeie & Ernst-Ludwig von Thadden, 2013. "The fragility of short-term secured funding markets," Staff Reports 630, Federal Reserve Bank of New York.
   • Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013. "The Fragility of Short-Term Secured Funding Markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 449, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
8. António Afonso & Raquel Ferreira & Edmund Freitas & Celso Nóbrega & José Pinheiro, 2003. "Intermediaries, Financial Markets and Growth: Some more International Evidence," Working Papers Department of Economics 2003/02, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
9. Alejandro Gaytan & Romain Rancière, 2004. "Wealth, financial intermediation and growth," Economics Working Papers 851, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2004.
   • Alejandro Gaytan & Romain Rancière, 2015. "Wealth, Financial Intermediation and Growth," Working Papers 191, Barcelona School of Economics.
   • Ranciere Romain & Gaytán González Alejandro, 2005. "Wealth Financial Intermediation and Growth," Working Papers 2005-02, Banco de México.
10. Elena Mattana & Ettore Panetti, 2021. "The Welfare Costs of Self‐Fulfilling Bank Runs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 401-440, March.
    • Elena Mattana & Ettore Panetti, 2017. "The Welfare Costs of Self-Fulfilling Bank Runs," Working Papers REM 2017/17, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
11. von Thadden, Ernst-Ludwig, 1999. "Liquidity creation through banks and markets: Multiple insurance and limited market access," European Economic Review, Elsevier, vol. 43(4-6), pages 991-1006, April.
    • Ernst-Ludwig VON THADDEN, 1998. "Liquidity Creation through Banks and Markets : Multiple Insurance and Limited Market Access," Cahiers de Recherches Economiques du Département d'économie 9820, Université de Lausanne, Faculté des HEC, Département d’économie.
12. 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.
13. Liu, Zehao & He, Ping, 2022. "Real liquidity and banking," Journal of Financial Intermediation, Elsevier, vol. 49(C).
14. Allen, Franklin & Gale, Douglas, 1997. "Financial Markets, Intermediaries, and Intertemporal Smoothing," Journal of Political Economy, University of Chicago Press, vol. 105(3), pages 523-546, June.
    • Franklin Allen & Douglas Gale, 1995. "Financial markets, intermediaries, and intertemporal smoothing," Working Papers 95-4, Federal Reserve Bank of Philadelphia.
    • Franklin Allen & Douglas Gale, 1996. "Financial Markets, Intermediaries and Intertemporal Smoothing," Center for Financial Institutions Working Papers 96-33, Wharton School Center for Financial Institutions, University of Pennsylvania.
    • Franklin Allen & Douglas Gale, 1995. "Financial Markets, Intermediaries, and Intertemporal Smoothing," Center for Financial Institutions Working Papers 95-02, Wharton School Center for Financial Institutions, University of Pennsylvania.
15. Loewy, Michael B., 1998. "Information-Based Bank Runs in a Monetary Economy," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 681-702, October.
16. Ting-Fang Chiang & E-Ching Wu & Min-Teh Yu, 2007. "Premium setting and bank behavior in a voluntary deposit insurance scheme," Review of Quantitative Finance and Accounting, Springer, vol. 29(2), pages 205-222, August.
17. Ioannis Lazopoulos, 2005. "Cycles And Banking Crisis," Money Macro and Finance (MMF) Research Group Conference 2005 15, Money Macro and Finance Research Group.
18. Shy, Oz & Stenbacka, Rune, 2017. "An overlapping generations model of taxpayer bailouts of banks," Journal of Financial Stability, Elsevier, vol. 33(C), pages 71-80.
19. Dimitrios P Tsomocos & Xavier Freixas & Universitat Pompeu Fabra and CEPR, 2004. "Books vs. Fair Value Accounting in Banking, and Intertemporal Smoothing," Economics Series Working Papers 2004-FE-13, University of Oxford, Department of Economics.
    • Xavier Freixas & Dimitrios P. Tsomocos, 2004. "Book vs. fair value accounting in banking and intertemporal smoothing," Economics Working Papers 771, Department of Economics and Business, Universitat Pompeu Fabra.
    • Xavier Freixas & Dimitrios P. Tsomocos, 2004. "Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing," OFRC Working Papers Series 2004fe13, Oxford Financial Research Centre.
20. Dietrich, Diemo & Gehrig, Thomas, 2021. "On the instability of private intertemporal liquidity provision," Economics Letters, Elsevier, vol. 209(C).
    • Gehrig, Thomas & Dietrich, Diemo, 2021. "On the Instability of Private Intertemporal Liquidity Provision," CEPR Discussion Papers 16528, C.E.P.R. Discussion Papers.
21. Park, Jaevin, 2023. "Rights to retrade, free-riding and insurance requirement," Economics Letters, Elsevier, vol. 225(C).
22. Loewy Michael B., 2003. "``To Furnish an Elastic Currency'': Banking, Aggregate Risk, and Welfare," The B.E. Journal of Macroeconomics, De Gruyter, vol. 3(1), pages 1-19, March.
23. Benjamin Munyan, 2015. "Regulatory Arbitrage in Repo Markets," Working Papers 15-22, Office of Financial Research, US Department of the Treasury.
24. Allen, Franklin & Gale, Douglas, 1995. "A welfare comparison of intermediaries and financial markets in Germany and the US," European Economic Review, Elsevier, vol. 39(2), pages 179-209, February.
    • Franklin Allen & Douglas Gale, 1994. "A welfare comparison of intermediaries and financial markets in Germany and the U.S," Working Papers 95-3, Federal Reserve Bank of Philadelphia.
25. varelas, erotokritos, 2013. "A Comment on Chicago Rule, Chicago School, and Commercial Bank Seigniorage," MPRA Paper 48770, University Library of Munich, Germany.
26. Konstantinos N. Konstantakis & Despoina Paraskeuopoulou & Panayotis G. Michaelides & Efthymios G. Tsionas, 2021. "Bank deposits and Google searches in a crisis economy: Bayesian non‐linear evidence for Greece (2009–2015)," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5408-5424, October.
27. Mattana, Elena & Panetti, Ettore, 2014. "Bank liquidity, stock market participation, and economic growth," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 292-306.
    • MATTANA, Elena & PANETTI, Ettore, 2014. "Bank liquidity, stock market participation, and economic growth," LIDAM Reprints CORE 2639, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
28. Kotaro Tsuru, 2000. "Finance and Growth: Some Theoretical Considerations and a Review of the Empirical Literature," OECD Economics Department Working Papers 228, OECD Publishing.
29. 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.
    • Margarita Samartín & Gerald Dwyer, 2004. "Why do banks promise to pay par on demand?," 2004 Meeting Papers 372, Society for Economic Dynamics.
    • Gerald P. Dwyer & Margarita Samartin, 2006. "Why do banks promise to pay par on demand?," FRB Atlanta Working Paper 2006-26, Federal Reserve Bank of Atlanta.
    • Margarita Samartin & Gerald Dwyer, 2004. "Why do Banks Promise to Pay Par on Demand?," 2004 Meeting Papers 180c, Society for Economic Dynamics.
30. Fulghieri, Paolo & Rovelli, Riccardo, 1998. "Capital markets, financial intermediaries, and liquidity supply," Journal of Banking & Finance, Elsevier, vol. 22(9), pages 1157-1180, September.
31. Uras, Burak R. & van Buggenum, Hugo, 2022. "Preference heterogeneity and optimal monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
    • Uras, Burak & van Buggenum, Hugo, 2020. "Preference Heterogeneity and Optimal Monetary Policy," Other publications TiSEM a1d67a4e-0b27-4246-87af-b, Tilburg University, School of Economics and Management.
    • Uras, Burak & van Buggenum, Hugo, 2020. "Preference Heterogeneity and Optimal Monetary Policy," Discussion Paper 2020-030, Tilburg University, Center for Economic Research.
32. Amable, Bruno & Chatelain, Jean-Bernard & De Bandt, Olivier, 2002. "Optimal capacity in the banking sector and economic growth," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 491-517, March.
    • Bruno Amable & Jean-Bernard Chatelain & Olivier de Bandt, 2001. "Optimal Capacity in the Banking Sector and Economic Growth," Working papers 85, Banque de France.
    • Bruno Amable & Jean-Bernard Chatelain & Olivier de Bandt, 2002. "Optimal capacity in the banking sector and economic growth," Post-Print halshs-00112535, HAL.
    • Bruno Amable & Jean-Bernard Chatelain & Olivier de Bandt, 2002. "Optimal capacity in the banking sector and economic growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112535, HAL.
33. Donaldson, Jason & Piacentino, Giorgia, 2019. "Money Runs," CEPR Discussion Papers 13955, C.E.P.R. Discussion Papers.
34. Michael Adusei, 2022. "The liquidity risk–financial performance nexus: Evidence from hybrid financial institutions," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(1), pages 31-47, January.
35. Fedotenkov, Igor, 2015. "Population ageing and prices in an OLG model with money created by credits," MPRA Paper 66056, University Library of Munich, Germany.
36. Jason R. Donaldson & Giorgia Piacentino, 2019. "Money Runs," NBER Working Papers 26298, National Bureau of Economic Research, Inc.
37. Gorton, Gary & Winton, Andrew, 2003. "Financial intermediation," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 8, pages 431-552, Elsevier.
    • Gary Gorton & Andrew Winton, 2002. "Financial Intermediation," NBER Working Papers 8928, National Bureau of Economic Research, Inc.
    • Gary Gorton & Andrew Winton, 2002. "Financial Intermediation," Center for Financial Institutions Working Papers 02-28, Wharton School Center for Financial Institutions, University of Pennsylvania.
38. Qi, Jianping, 1996. "Efficient investment and financial intermediation," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 891-900, June.
39. Soldatos, Gerasimos T. & Varelas, Erotokritos, 2014. "The Chicago Tradition and Commercial Bank Seigniorage," MPRA Paper 57721, University Library of Munich, Germany.
40. Luck, Stephan & Schempp, Paul, 2014. "Banks, shadow banking, and fragility," Working Paper Series 1726, European Central Bank.
    • Luck, Stephan & Schempp, Paul, 2015. "Banks, Shadow Banking, and Fragility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113204, Verein für Socialpolitik / German Economic Association.
41. Qian, Yiming & John, Kose & John, Teresa A., 2004. "Financial system design and liquidity provision by banks and markets in a dynamic economy," Journal of International Money and Finance, Elsevier, vol. 23(3), pages 385-403, April.
42. Jos van Bommel, 2008. "Risk Sharing in a World with Processing Costs: Trading versus Banking," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 17(5), pages 309-330, December.
43. Hasman, Augusto & Samartín, Margarita & van Bommel, Jos, 2014. "Financial intermediation in an overlapping generations model with transaction costs," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 111-125.
    • Jos van Bommel & Augusto Hasman & Margarita Samartin, 2011. "Financial Intermediation in an Overlapping Generations Model with Transaction Costs," LSF Research Working Paper Series 11-8, Luxembourg School of Finance, University of Luxembourg.
44. Fedotenkov, Igor, 2018. "Population ageing and inflation with endogenous money creation," Research in Economics, Elsevier, vol. 72(3), pages 392-403.
    • Igor Fedotenkov, 2016. "Population ageing and inflation with endogenous money creation," Bank of Lithuania Working Paper Series 23, Bank of Lithuania.
45. Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.