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Bank Runs and Interbank Markets : A Heuristic Example
http://hdl.handle.net/2261/61134
41d82066-8498-4186-96be-d58fdb0dfbd8
名前 / ファイル | ライセンス | アクション | |
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2016-11-20 | |||||
タイトル | ||||||
タイトル | Bank Runs and Interbank Markets : A Heuristic Example | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Bank runs | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Interbank Markets | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Coordination Failure | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Bayesian Perfect Equilibrium | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Mismatch of Maturity between Lending and Borrowing | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | departmental bulletin paper | |||||
著者 |
西島, 益幸
× 西島, 益幸 |
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著者別名 | ||||||
識別子 | ||||||
識別子 | 161105 | |||||
識別子Scheme | WEKO | |||||
姓名 | ||||||
姓名 | NISHIJIMA, Masuyuki | |||||
著者所属 | ||||||
著者所属 | 横浜市立大学国際総合科学部 | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | This paper offers an example of the game in which banks make lending and borrowing decisions while depositors choose when to withdraw, to better understand how the interbank market rescues a bank at risk of bank runs. Our example is based on Postlewaite & Vives (1987) and adds banks and the interbank market. We show that there is a Bayesian perfect equilibrium in which the interbank market collapses and a bank run occurs. There is also an equilibrium where banks refuse to lend and a bank run happens when a situation of the bank run (strategic withdrawal) is associated with a situation of default of the rescue loan. Therefore, the interbank market alone does not necessarily save a bank at risk of bank runs. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 特集 新しい金融経済学 | |||||
書誌情報 |
社會科學研究 巻 64, 号 3, p. 101-113, 発行日 2013-03-26 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 2189-4256 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AN00108966 | |||||
著者版フラグ | ||||||
値 | publisher | |||||
出版者 | ||||||
出版者 | 東京大学社会科学研究所 | |||||
出版者別名 | ||||||
Institute of Social Science, The University of Tokyo |