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Dynamic Banking and the Value of Deposits
16 references·1 citing·45 second hop
Dynamic Banking and the Value of Deposits (2020)Dynamic Banking and the Value of DepositsA Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …The Aggregate Demand for Treasury Debt (2012)The Aggregate Demand for Trea…Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Banks as Liquidity Providers:…Can Relationship Banking Survive Competition? (2000)Can Relationship Banking Surv…Agency Costs, Risk Management, and Capital Structure (1998)Agency Costs, Risk Management…Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Dynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)The Role of Demandable Debt i…Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation and …Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Corporate Financing and Inves…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Tobin's Marginal q and Averag…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …The Interest-Elasticity of Transactions Demand For Cash (1956)The Interest-Elasticity of Tr…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Transactions Demand for C…Banks, Low Interest Rates, and Monetary Policy Transmission (2025)Banks, Low Interest Rates, an…Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Credit Cycles (1997)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)The arbitrage theory of capital asset pricing (1976)Moral Hazard and Observability (1979)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Increasing Returns and Long-Run Growth (1986)Sudden Stops, Financial Crises, and Leverage (2010)Intermediary Asset Pricing (2013)CoVaR (2016)Determinants of corporate borrowing (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)Event Studies in Economics and Finance (1997)Corporate financing and investment decisions when firms have information that investors do not have (1984)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)The theory and practice of corporate finance: evidence from the field (2001)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)Time to Build and Aggregate Fluctuations (1982)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)The Impact of Uncertainty Shocks (2009)Dynamic Econometrics (1995)Inflation and Welfare (2000)The Cointegrated VAR Model: Methodology and Applications (2006)
this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1984Financial Intermediation and Delegated Monitoring8,393 cited
  • 1984Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have6,535 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 1982Tobin's Marginal q and Average q: A Neoclassical Interpretation3,178 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 2000Can Relationship Banking Survive Competition?1,575 cited
  • 1998Agency Costs, Risk Management, and Capital Structure1,495 cited
  • 1991The Role of Demandable Debt in Structuring Optimal Banking Arrangements1,490 cited
  • 1956The Interest-Elasticity of Transactions Demand For Cash1,489 cited

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  • 2002Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking1,447 cited
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    • 2025Banks, Low Interest Rates, and Monetary Policy Transmission26 cited