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Bank liquidity and the cost of debt
Miller, Sam; Sowerbutts, Rhiannon - 2018
Persistent link: https://www.econbiz.de/10011913806
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Bank runs, prudential tools and social welfare in a global game general equilibrium model
Ikeda, Daisuke - 2018
Persistent link: https://www.econbiz.de/10011918192
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Bank runs : the predeposit game
Shell, Karl; Zhang, Yu - In: Macroeconomic dynamics 24 (2020) 2, pp. 403-420
Persistent link: https://www.econbiz.de/10012193900
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Three problems of liquidity under asymmetric information
Carré, Sylvain - 2019
Persistent link: https://www.econbiz.de/10012119129
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Bank runs as a coordination problem within a two-bank set-up : who will survive?
Shakina, Ekaterina - In: Economics letters 177 (2019), pp. 85-88
Persistent link: https://www.econbiz.de/10012121500
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Bank runs, prudential tools and social welfare in a global game general equilibrium model
Ikeda, Daisuke - In: Journal of financial stability 72 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014565088
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Bank choice, bank runs, and coordination in the presence of two banks
Arifovic, Jasmina; Jong, Johan de; Kopányi-Peuker, Anita - 2023
We investigate learning in a repeated bank choice game, where agents first choose a bank to deposit in and then decide to withdraw that deposit or not. This game has a single Nash equilibrium in pure strategies, characterized by all agents depositing in the bank that offers the highest return,...
Persistent link: https://www.econbiz.de/10014280066
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Contagious bank runs and committed liquidity support
Zhao, Li; Ma, Kebin - In: Management science : journal of the Institute for … 68 (2022) 12, pp. 9152-9174
Persistent link: https://www.econbiz.de/10014285365
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A game theory analysis of options : corporate finance and financial intermediation in continuous time
Ziegler, Alexandre - 2004 - 2. ed.
This book shows how to combine game theory and option pricing in order to analyze dynamic multiperson decision problems … latter can be addressed by game theory. The text shows how both instruments can be combined and how game theory can be … serving as a guide to stochastic game theory modelling in continuous time, the text contains numerous applications to the …
Persistent link: https://www.econbiz.de/10001825966
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On the nature of fundamental-based and panic-based bank runs : an analysis of the origins of bank runs
Plaschnick, Björn - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013425796