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A Model of a Systemic Bank Run
16 references·7 citing·43 second hop
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this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model6,428 cited
  • 2000Financial Contagion3,393 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1980A model of reserves, bank runs, and deposit insurance1,069 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-081,026 cited
  • 1998Optimal Financial Crises1,016 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2002Liquidity Shortages and Banking Crises877 cited
  • 2004Financial Intermediaries and Markets759 cited
  • 2009Restoring Financial Stability720 cited
  • 1993Limited market participation and volatility of asset prices604 cited
  • 1999A Definition of Uncertainty Aversion498 cited
  • 2006Credit risk transfer and contagion387 cited

Cited by

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  • 2016Liquidity Requirements, Liquidity Choice and Financial Stability36 cited
  • 2016Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises32 cited
  • 2019Swing Pricing and Fragility in Open-end Mutual Funds25 cited
  • 2010Is a Less Pro-Cyclical Financial System an Achievable Goal?25 cited
  • 2010Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature24 cited
  • 2020Optimal Bank Regulation In the Presence of Credit and Run-Risk23 cited
  • 2011Great recession versus great depression: monetary, fiscal and banking policies12 cited