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Fire sales, the LOLR, and bank runs with continuous asset liquidity

Bindseil, Ulrich; Lanari, Edoardo - In: The journal of financial crises 4 (2022) 4, pp. 77-102

Persistent link: https://www.econbiz.de/10014249240

The effect of safe assets on financial fragility in a bank-run model

Ahnert, Toni; Elamin, Mahmoud - 2014

Persistent link: https://www.econbiz.de/10010497149

Liquidity Shocks and Interbank Market Failures : The Role of Deposit Flights, Non-Performing Loans, and Competition

Macedo, Demian Nicolás - 2020

Banks may be reluctant to remove bad loans from their portfolios during liquidity shortfalls, giving rise to a moral … hazard problem. In this paper, we analyze how liquidity shortages aﬀect the ability of the interbank market to provide … liquidity in a moral hazard setting. We distinguish two types of liquidity shocks that arise due to a deposit ﬂight (a …

Persistent link: https://www.econbiz.de/10012849902

Bank runs, portfolio choice, and liquidity provision

Ahnert, Toni; Elamin, Mahmoud - In: Journal of financial stability 50 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012392174

Money, banking, and financial markets

Andolfatto, David; Berentsen, Aleksander; Martin, … - In: The review of economic studies : RES 87 (2020) 5, pp. 2049-2086

Persistent link: https://www.econbiz.de/10012386870

The early warnings of banking crises : interaction of broad liquidity and demand deposits

Lang, Michael; Schmidt, Paul-Günther - In: Journal of international money and finance 61 (2016), pp. 1-29

Persistent link: https://www.econbiz.de/10011668269

Dynamic bank runs: an agent-based approach

Santos, Toni Ricardo Eugenio dos; Nakane, Márcio Issao - 2019

Persistent link: https://www.econbiz.de/10012030984

Dynamic bank runs : an agent-based approach

Santos, Toni Ricardo Eugenio dos; Nakane, Márcio Issao - 2017

Persistent link: https://www.econbiz.de/10011944941

Structural funding and bank failures : does Basel 3 Net Stable Funding ratio target the right problem?

Bologna, Pierluigi - In: Journal of financial services research : JFSR 47 (2015) 1, pp. 81-113

Persistent link: https://www.econbiz.de/10011325832

Emergency liquidity provision to public banks : rules versus discretion

Hauck, Achim; Vollmer, Uwe - In: European journal of political economy 32 (2013), pp. 193-204

Persistent link: https://www.econbiz.de/10010229416