Bank runs and international financial instability revisited

Fumiko Takeda

doi:10.1016/S0165-1765(01)00483-9

Bank runs and international financial instability revisited

Fumiko Takeda

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

This paper examines how an increase in international borrowing changes the probability of bank runs or currency crises under the fixed exchange rate regime. Capital inflows with a negative cross-border return differential may increase the probability of runs.

Original language	English
Pages (from-to)	187-194
Number of pages	8
Journal	Economics Letters
Volume	73
Issue number	2
DOIs	https://doi.org/10.1016/S0165-1765(01)00483-9
Publication status	Published - 2001 Nov
Externally published	Yes

Keywords

Asymmetric and private information
Bank runs
Capital inflows
Currency crises
F31
G21

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/S0165-1765(01)00483-9

Cite this

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title = "Bank runs and international financial instability revisited",

abstract = "This paper examines how an increase in international borrowing changes the probability of bank runs or currency crises under the fixed exchange rate regime. Capital inflows with a negative cross-border return differential may increase the probability of runs.",

keywords = "Asymmetric and private information, Bank runs, Capital inflows, Currency crises, F31, G21",

author = "Fumiko Takeda",

year = "2001",

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doi = "10.1016/S0165-1765(01)00483-9",

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volume = "73",

pages = "187--194",

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KW - Capital inflows

KW - Currency crises

KW - F31

KW - G21

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JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

Bank runs and international financial instability revisited

Abstract

Keywords

ASJC Scopus subject areas

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