Run theorems for low returns and large banks

B-Tier
Journal: Economic Theory
Year: 2014
Volume: 57
Issue: 2
Pages: 223-252

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

In this paper, we revisit the issue of bank fragility in the Diamond and Dybvig (J Polit Econ 91:401–419, 1983 ) model with sequential service and finite traders. We provide a precise condition under which banks are susceptible to a run when the return on investment is low, and we show that sufficiently large banks are always susceptible to a run. One interpretation of the condition is that exposure to runs occurs when desire for consumption smoothing or predictability of preference profiles are relatively high. Copyright Springer-Verlag Berlin Heidelberg 2014

Technical Details

RePEc Handle
repec:spr:joecth:v:57:y:2014:i:2:p:223-252
Journal Field
Theory
Author Count
3
Added to Database
2026-01-24