Understanding bank-run contagion

Martin Brown, Stefan Trautmann and Razvan Vlahu

No 1711, Working Paper Series from European Central Bank

Abstract: 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 JEL Classification: D81, G21, G28

Keywords: bank runs; contagion; systemic risk (search for similar items in EconPapers)
Date: 2014-08
New Economics Papers: this item is included in nep-ban and nep-cta
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Citations: View citations in EconPapers (14)

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Related works:
Journal Article: Understanding Bank-Run Contagion (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20141711

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