Government guarantees and financial stability

A-Tier
Journal: Journal of Economic Theory
Year: 2018
Volume: 177
Issue: C
Pages: 518-557

Authors (4)

Allen, Franklin (not in RePEc) Carletti, Elena (not in RePEc) Goldstein, Itay (not in RePEc) Leonello, Agnese (European Central Bank)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Banks are intrinsically fragile because of their role as liquidity providers. This results in under-provision of liquidity. We analyze the effect of government guarantees on the interconnection between banks' liquidity creation and likelihood of runs in a global-game model, where banks' and depositors' behavior are endogenous and affected by the amount and form of guarantee. The main insight of our analysis is that guarantees are welfare improving because they induce banks to improve liquidity provision, although that sometimes increases the likelihood of runs or creates distortions in banks' behavior.

Technical Details

RePEc Handle
repec:eee:jetheo:v:177:y:2018:i:c:p:518-557
Journal Field
Theory
Author Count
4
Added to Database
2026-01-25