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| Field |
Value |
| Title: | A Game Theoretic Model of Deposit Contracts between the Bank and the Depositor: Extended Study on the Economic Analysis of Bank Run |
| Authors: | Wang, Jue-Shyan;Lin, Chiao-Hsin
王智賢;林巧馨 |
| Contributors: | 財政系 |
| Keywords: | Bank;Deposit;Information |
| Date: | 2014 |
| Issue Date: | 2015-09-15 10:58:28 (UTC+8) |
| Abstract: | This paper which extends the settings of Chen and Hasan (2008) uses the game theoretic model to focus on the topics of not only interactive policies between a bank and a depositor but bank runs. Our study discovers that depending on different economic terms, the bank will probably propose two different deposit contracts for depositor to accept or not. After the acceptance of the deposit contract, the depositor will choose his withdrawal time on the basis of different liquidity preferences. On the other hand, bank runs occur only when one of the deposit contracts is proposed and the negative information of the investment project is disclosed to depositors. |
| Relation: | International Journal of Financial Research, 5(3), 136-145 |
| Data Type: | article |
| DOI: | http://dx.doi.org/10.5430/ijfr.v5n3p136 |
| DCField |
Value |
Language |
| dc.contributor (Contributor) | 財政系 | |
| dc.creator (Authors) | Wang, Jue-Shyan;Lin, Chiao-Hsin | |
| dc.creator (Authors) | 王智賢;林巧馨 | zh_TW |
| dc.date (Date) | 2014 | |
| dc.date.accessioned | 2015-09-15 10:58:28 (UTC+8) | - |
| dc.date.available | 2015-09-15 10:58:28 (UTC+8) | - |
| dc.date.issued (Issue Date) | 2015-09-15 10:58:28 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/78453 | - |
| dc.description.abstract (Abstract) | This paper which extends the settings of Chen and Hasan (2008) uses the game theoretic model to focus on the topics of not only interactive policies between a bank and a depositor but bank runs. Our study discovers that depending on different economic terms, the bank will probably propose two different deposit contracts for depositor to accept or not. After the acceptance of the deposit contract, the depositor will choose his withdrawal time on the basis of different liquidity preferences. On the other hand, bank runs occur only when one of the deposit contracts is proposed and the negative information of the investment project is disclosed to depositors. | |
| dc.format.extent | 271825 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (Relation) | International Journal of Financial Research, 5(3), 136-145 | |
| dc.subject (Keywords) | Bank;Deposit;Information | |
| dc.title (Title) | A Game Theoretic Model of Deposit Contracts between the Bank and the Depositor: Extended Study on the Economic Analysis of Bank Run | |
| dc.type (Data Type) | article | en |
| dc.identifier.doi (DOI) | 10.5430/ijfr.v5n3p136 | |
| dc.doi.uri | http://dx.doi.org/10.5430/ijfr.v5n3p136 | |
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