Arbeitspapier
Understanding bank-run contagion
We study experimental coordination games to examine through which transmission channels, and under which information conditions, a panic-based depositor-run at one bank may trigger a panic-based depositor-run at another bank. We find that withdrawals at one bank trigger withdrawals at another bank by increasing players’ beliefs that other depositors in their own bank will withdraw, making them more likely to withdraw as well. Importantly though, observed withdrawals affect depositors’ beliefs, and are thus contagious, only when depositors know that there are economic linkages between their bank and the observed bank.
- ISBN
-
978-92-899-1119-1
- Sprache
-
Englisch
- Erschienen in
-
Series: ECB Working Paper ; No. 1711
- Klassifikation
-
Wirtschaft
Criteria for Decision-Making under Risk and Uncertainty
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financial Institutions and Services: Government Policy and Regulation
- Thema
-
bank runs
Contagion
systemic risk
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Brown, Martin
Trautmann, Stefan T.
Vlahu, Razvan
- Ereignis
-
Veröffentlichung
- (wer)
-
European Central Bank (ECB)
- (wo)
-
Frankfurt a. M.
- (wann)
-
2014
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Brown, Martin
- Trautmann, Stefan T.
- Vlahu, Razvan
- European Central Bank (ECB)
Entstanden
- 2014
Ähnliche Objekte (12)
Bank contagion in general equilibrium
Cross-border bank contagion in Europe
Sovereign defaults, bank runs, and contagion
Cross-Border Bank Contagion in Europe
Measurement of contagion in banks' equity prices
Cross-border lending contagion in multinational banks
Firm-specific shocks and contagion: Are banks special?
Bank Networks: Contagion, Systemic Risk and Prudential Policy
Bank networks: Contagion, systemic risk and prudential policy
Money market funds intermediation, bank instability, and contagion
Bank Networks: Contagion, Systemic Risk and Prudential Policy
Contagion accounting
Bank contagion in general equilibrium
Cross-border bank contagion in Europe
Sovereign defaults, bank runs, and contagion
Cross-Border Bank Contagion in Europe
Measurement of contagion in banks' equity prices
Cross-border lending contagion in multinational banks
Firm-specific shocks and contagion: Are banks special?
Bank Networks: Contagion, Systemic Risk and Prudential Policy
Bank networks: Contagion, systemic risk and prudential policy
Money market funds intermediation, bank instability, and contagion
Bank Networks: Contagion, Systemic Risk and Prudential Policy
Contagion accounting
Bank contagion in general equilibrium
Cross-border bank contagion in Europe
Sovereign defaults, bank runs, and contagion
Cross-Border Bank Contagion in Europe
Measurement of contagion in banks' equity prices
Cross-border lending contagion in multinational banks
Firm-specific shocks and contagion: Are banks special?
Bank Networks: Contagion, Systemic Risk and Prudential Policy
Bank networks: Contagion, systemic risk and prudential policy
Money market funds intermediation, bank instability, and contagion
Bank Networks: Contagion, Systemic Risk and Prudential Policy