The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931)
Author
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Eric Monnet, & Angelo Riva, & Stefano Ungaro., 2021. "The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931) [Les effets réels des ruées bancaires : l’exemple de la Grande Dépression en France (1930-1931)]," Débats économiques et financiers 37, Banque de France.
References listed on IDEAS
- P. Pessarossi & J.-L. Thevenon & L. Weill, 2017. "Does ‘Too High’ Profitability Hamper Stability for European Banks?," Débats économiques et financiers 31, Banque de France.
- 0. De Bandt & B. Camara & P. Pessarossi & M. Rose, 2014. "Does the capital structure affect banks’ profitability? Pre- and post financial crisis evidence from significant banks in France," Débats économiques et financiers 12, Banque de France.
- Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018.
"Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(3), pages 420-455, July.
- Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2015. "Main Determinants of Profit Sharing Policy in the French Life Insurance Industry," Working Papers halshs-01165475, HAL.
- Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018. "Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry," PSE-Ecole d'économie de Paris (Postprint) hal-01955047, HAL.
- Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018. "Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry," Post-Print hal-01955047, HAL.
- Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2015. "Main Determinants of Profit Sharing Policy in the French Life Insurance Industry," PSE Working Papers halshs-01165475, HAL.
- F. Borel-Mathurin & P.-E. Darpeix & Q. Guibert & S. Loisel, 2015. "Main determinants of profit sharing policy in the French life insurance industry," Débats économiques et financiers 17, Banque de France.
- Olivier de Bandt & George Overton, 2020.
"Why do insurers fail? A comparison of life and non-life insolvencies using a new international database [Les déterminants des défaillances en assurance : comparaison entre les secteurs de l’assuran,"
Débats économiques et financiers
36, Banque de France.
- George Overton & Olivier de Bandt, 2020. "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database," Working Papers hal-04159696, HAL.
- George Overton & Olivier de Bandt, 2020. "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database," EconomiX Working Papers 2020-15, University of Paris Nanterre, EconomiX.
- Isabel Argimón & Ángel Estrada & Michel Dietsch, 2015.
"Prudential filters, portfolio composition and capital ratios in european banks,"
Working Papers
1538, Banco de España.
- I. Argimon & M. Dietsch & A. Estrada, 2016. "Prudential filters, portfolio composition and capital ratios in European banks," Débats économiques et financiers 22, Banque de France.
- de Bandt, Olivier & Lecarpentier, Sandrine & Pouvelle, Cyril, 2021.
"Determinants of banks’ liquidity: A French perspective on interactions between market and regulatory requirements,"
Journal of Banking & Finance, Elsevier, vol. 124(C).
- Olivier de Bandt & Sandrine Lecarpentier & Cyril Pouvelle, 2020. "Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements [Les déterminants de la liquidité bancaire : une perspective française sur les inte," Débats économiques et financiers 35, Banque de France.
- de Bandt Olivier & Lecarpentier Sandrine & Pouvelle Cyril, 2020. "Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements," Working papers 782, Banque de France.
- Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013.
"Ex ante capital position, changes in the different components of regulatory capital and bank risk,"
Applied Economics, Taylor & Francis Journals, vol. 45(34), pages 4831-4856, December.
- Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013. "Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk," Post-Print hal-00918521, HAL.
- B. Camara & L. Lepetit & A. Tarazi, 2013. "Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk," Débats économiques et financiers 7, Banque de France.
- Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013. "Ex ante capital position, changes in the different components of regulatory capital and bank risk," Post-Print hal-00915157, HAL.
- Stéphane Loisel, 2014.
"Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views,"
Post-Print
hal-02013669, HAL.
- Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013517, HAL.
- F. Borel-Mathurin & S. Loisel & J. Segers, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats économiques et financiers 32, Banque de France.
- Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013547, HAL.
- Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013430, HAL.
- Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013437, HAL.
- Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013545, HAL.
- Stéphane Loisel, 2015. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013649, HAL.
- Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017. "Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views," EIOPA Financial Stability Report - Thematic Articles 10, EIOPA, Risks and Financial Stability Department.
- Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," LIDAM Discussion Papers ISBA 2017006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Chaffai, Mohamed & Dietsch, Michel, 2015.
"Modelling and measuring business risk and the resiliency of retail banks,"
Journal of Financial Stability, Elsevier, vol. 16(C), pages 173-182.
- Chaffai, Mohamed & Dietsch, Michel, 2013. "Modelling and measuring business risk and the resiliency of retail banks," Discussion Papers 35/2013, Deutsche Bundesbank.
- M. Chaffai & M. Dietsch, 2014. "Modelling and measuring business risk and the resiliency of retail banks," Débats économiques et financiers 14, Banque de France.
- M. Lé, 2013.
"Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage,"
Débats économiques et financiers
9, Banque de France.
- Mathias Lé, 2013. "Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage," PSE Working Papers halshs-00911415, HAL.
- Mathias Lé, 2013. "Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage," Working Papers halshs-00911415, HAL.
- D. Nouy, 2013. "Banking regulation and supervision in the next 10 years and their unintended consequences," Débats économiques et financiers 5, Banque de France.
- J. Hombert & V. Lyonnet, 2017. "Intergenerational Risk Sharing in Life Insurance: Evidence from France," Débats économiques et financiers 30, Banque de France.
- S. Tavolaro & F. Visnovsky, 2014. "What is the information content of the SRISK measure as a supervisory tool?," Débats économiques et financiers 10, Banque de France.
- E. Avisoa, 2016. "European banks’ technical efficiency and performance: do business models matter? The case of European co-operatives banks," Débats économiques et financiers 25, Banque de France.
- Danièle Nouy, 2013. "Les risques du shadow banking en Europe : le point de vue du superviseur bancaire," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 221-238.
- D. Nouy, 2013. "Les risques du Shadow banking en Europe : le point de vue du superviseur bancaire," Débats économiques et financiers 3, Banque de France.
- M. Dietsch & K. Düllmann & H. Fraisse & P. Koziol & C. Ott, 2016.
"Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans,"
Débats économiques et financiers
23, Banque de France.
- Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine, 2016. "Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans," Discussion Papers 45/2016, Deutsche Bundesbank.
- de Bandt, Olivier & Camara, Boubacar & Maitre, Alexis & Pessarossi, Pierre, 2018.
"Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France,"
Journal of Financial Stability, Elsevier, vol. 39(C), pages 175-186.
- O. de Bandt & B. Camara & A. Maitre & P. Pessarossi, 2016. "Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France," Débats économiques et financiers 24, Banque de France.
- Hombert, Johan & Lyonnet, Victor, 2017. "Intergenerational Risk Sharing in Life Insurance: Evidence from France," HEC Research Papers Series 1237, HEC Paris, revised 29 Nov 2017.
- F. Vinas, 2016. "The real effects of universal banking on firms’ investment: Micro-evidence from 2004-2009," Débats économiques et financiers 21, Banque de France.
- Henri Fraisse, 2017.
"Households Debt Restructuring: The Re-default Effects of a Debt Suspension,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 33(4), pages 686-717.
- H. Fraisse, 2017. "Household Debt Restructuring : The Re-default Effects of Debt Suspensions," Débats économiques et financiers 29, Banque de France.
- Thomas Philippon & Pierre Pessarossi & Boubacar Camara, 2017.
"Backtesting European Stress Tests,"
NBER Working Papers
23083, National Bureau of Economic Research, Inc.
- B. Camara & P. Pessarossi & T. Philippon, 2017. "Back-testing European stress tests," Débats économiques et financiers 26, Banque de France.
- Philippon, Thomas & Camara, Boubacar & Pessarossi, Pierre, 2017. "Backtesting European Stress Tests," CEPR Discussion Papers 11805, C.E.P.R. Discussion Papers.
- 0. De Bandt & B. Camara & P. Pessarossi & M. Rose, 2014. "Regulatory changes and the cost of equity:evidence from French banks," Débats économiques et financiers 11, Banque de France.
- Pierre Pessarossi & Frédéric Vinas, 2015.
"The supply of long-term credit after a funding shock: evidence from 2007-2009,"
Documents de travail du Centre d'Economie de la Sorbonne
15073, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Pierre Pessarossi & Frédéric Vinas, 2015. "The supply of long-term credit after a funding shock: evidence from 2007-2009," Post-Print halshs-01224523, HAL.
- Ben Bemanke & Harold James, 1991.
"The Gold Standard, Deflation, and Financial Crisis in the Great Depression: An International Comparison,"
NBER Chapters, in: Financial Markets and Financial Crises, pages 33-68,
National Bureau of Economic Research, Inc.
- Ben Bernanke & Harold James, 1990. "The Gold Standard, Deflation, and Financial Crisis in the Great Depression: An International Comparison," NBER Working Papers 3488, National Bureau of Economic Research, Inc.
- P. Pessarossi & F. Vinas, 2015. "Banks’ supply of long term credit after a liquidity shock: Evidence from 2007-2009," Débats économiques et financiers 16, Banque de France.
- Johan Hombert & Victor Lyonnet, 2017. "Intergenerational Risk Sharing in Life Insurance: Evidence from France," Working Papers hal-02068358, HAL.
- Aurélien Violon & Dominique Durant & Oana Toader, 2018. "The Impact of the Identification of GSIBs on their Business Model," Débats économiques et financiers 33, Banque de France.
- Henri Fraisse, 2017.
"Households Debt Restructuring: The Re-default Effects of a Debt Suspension,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 33(4), pages 686-717.
- Fraisse, Henri, 2017. "Households Debt Restructuring: The Re-default Effect of a Debt Suspension," IZA Discussion Papers 11032, Institute of Labor Economics (IZA).
- B. Camara & F.-D. Castellani & H. Fraisse & L. Frey & C. Héam & L. Labonne & V. Martin, 2015. "MERCURE : A Macroprudential Stress Testing Model developed at the ACPR," Débats économiques et financiers 19, Banque de France.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Grodecka-Messi, Anna & Zhang, Xin, 2023.
"Private bank money vs central bank money: A historical lesson for CBDC introduction,"
Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Grodecka-Messi, Anna, 2019. "Private Bank Money vs Central Bank Money: A Historical Lesson for CBDC Introduction," Working Papers 2019:21, Lund University, Department of Economics.
- Grodecka-Messi, Anna & Zhang, Xin, 2023. "Private Bank Money vs Central Bank Money: A Historical Lesson for CBDC Introduction," Working Paper Series 424, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jul 2023.
- Toni Ahner & Katrin Assenmacher & Peter Hoffmann & Agnese Leonello & Cyril Monnet & Davide Porcellacchia, 2024.
"The Economics of Central Bank Digital Currency,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 221-274, October.
- Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022. "The economics of central bank digital currency," Working Paper Series 2713, European Central Bank.
- Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022. "The economics of central bank digital currency," CEPR Discussion Papers 17617, C.E.P.R. Discussion Papers.
- Cyril Monnet & Hyun Song Shin & Jon Frost & Leonardo Gambacorta & Raphael Auer & Tara Rice, 2022.
"Central Bank Digital Currencies: Motives, Economic Implications, and the Research Frontier,"
Annual Review of Economics, Annual Reviews, vol. 14(1), pages 697-721, August.
- Raphael Auer & Jon Frost & Leonardo Gambacorta & Cyril Monnet & Tara Rice & Hyun Song Shin, 2021. "Central bank digital currencies: motives, economic implications and the research frontier," BIS Working Papers 976, Bank for International Settlements.
- Kristian Blickle & Markus K. Brunnermeier & Stephan Luck, 2022.
"Who Can Tell Which Banks Will Fail?,"
NBER Working Papers
29753, National Bureau of Economic Research, Inc.
- Kristian S. Blickle & Markus K. Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," Staff Reports 1005, Federal Reserve Bank of New York.
- Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," Working Papers 2022-28, Princeton University. Economics Department..
- Dionysopoulos, Lambis & Marra, Miriam & Urquhart, Andrew, 2024. "Central bank digital currencies: A critical review," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Mitchener, Kris James & Monnet, Eric, 2023.
"Connected Lending of Last Resort,"
CAGE Online Working Paper Series
651, Competitive Advantage in the Global Economy (CAGE).
- Kris James Mitchener & Eric Monnet, 2023. "Connected Lending of Last Resort," NBER Working Papers 30869, National Bureau of Economic Research, Inc.
- Kris James Mitchener & Eric Monnet, 2023. "Connected Lending of Last Resort," CESifo Working Paper Series 10226, CESifo.
- Mitchener, Kris & Monnet, Eric, 2023. "Connected Lending of Last Resort," CEPR Discussion Papers 17831, C.E.P.R. Discussion Papers.
- Henri Fraisse & Christophe Hurlin, 2024. "Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle," Débats économiques et financiers 44, Banque de France.
- Cyril Pouvelle., 2022. "An Analysis of Financial Conglomerate Resilience: A Perspective on bancassurance in France [Une analyse de la résilience des conglomérats financiers : Une perspective sur la bancassurance en France," Débats économiques et financiers 39, Banque de France.
- Giacomo Gabbuti, 2023. "Fiscal Sources and the Distribution of Income in Italy: The Italian Historical Taxpayers' Database," LEM Papers Series 2023/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Shalva Mkhatrishvili & Wim Boonstra, 2022. "What we know on Central Bank Digital Currencies (so far)," NBG Working Papers 01/2022, National Bank of Georgia.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Cyril Pouvelle., 2022. "An Analysis of Financial Conglomerate Resilience: A Perspective on bancassurance in France [Une analyse de la résilience des conglomérats financiers : Une perspective sur la bancassurance en France," Débats économiques et financiers 39, Banque de France.
- Henri Fraisse & Christophe Hurlin, 2024. "Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle," Débats économiques et financiers 44, Banque de France.
- Stéphane Loisel, 2014.
"Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views,"
Post-Print
hal-02013669, HAL.
- Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013517, HAL.
- F. Borel-Mathurin & S. Loisel & J. Segers, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats économiques et financiers 32, Banque de France.
- Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013547, HAL.
- Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013430, HAL.
- Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013437, HAL.
- Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013545, HAL.
- Stéphane Loisel, 2015. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013649, HAL.
- Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017. "Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views," EIOPA Financial Stability Report - Thematic Articles 10, EIOPA, Risks and Financial Stability Department.
- Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," LIDAM Discussion Papers ISBA 2017006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- J. Hombert & V. Lyonnet, 2017. "Intergenerational Risk Sharing in Life Insurance: Evidence from France," Débats économiques et financiers 30, Banque de France.
- Aurélien Violon & Dominique Durant & Oana Toader, 2018. "The Impact of the Identification of GSIBs on their Business Model," Débats économiques et financiers 33, Banque de France.
- B. Camara & F.-D. Castellani & H. Fraisse & L. Frey & C. Héam & L. Labonne & V. Martin, 2015. "MERCURE : A Macroprudential Stress Testing Model developed at the ACPR," Débats économiques et financiers 19, Banque de France.
- Théo Nicolas., 2023. "Bank Market Power and Interest Rate Setting: Why Consolidated Banking Data Matte [Pouvoir de marché des banques et fixation des taux d’intérêt : de l’importance de prendre en compte les données ban," Débats économiques et financiers 40, Banque de France.
- Paul Beaumont & Huan Tang & Éric Vansteenberghe, 2024. "Collateral Effects: The Role of FinTech in Small Business Lending [Effets collatéraux : le rôle des Fintechs dans le financement des petites et moyennes entreprises]," Débats économiques et financiers 42, Banque de France.
- Paul Beaumont & Huan Tang & Eric Vansteenberghe, "undated". "Effets collatéraux : le rôle des Fintechs dans le financement des petites et moyennes entreprises," Analyse et synthèse 157, Banque de France.
- Mathias Lé, 2013.
"Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage,"
PSE Working Papers
halshs-00911415, HAL.
- M. Lé, 2013. "Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage," Débats économiques et financiers 9, Banque de France.
- Mathias Lé, 2013. "Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage," Working Papers halshs-00911415, HAL.
- C. Labonne & C. Welter-Nicol, 2015. "MERCURE : Cheap Credit, Unaffordable Houses?," Débats économiques et financiers 20, Banque de France.
- Ralph S. J. Koijen & Motohiro Yogo, 2021.
"The evolution from life insurance to financial engineering,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(2), pages 89-111, September.
- Koijen, Ralph & Yogo, Motohiro, 2021. "The Evolution from Life Insurance to Financial Engineering," CEPR Discussion Papers 16348, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Motohiro Yogo, 2021. "The Evolution from Life Insurance to Financial Engineering," NBER Working Papers 29030, National Bureau of Economic Research, Inc.
- Grochola, Nicolaus & Browne, Mark Joseph & Gründl, Helmut & Schlütter, Sebastian, 2021. "Exploring the market risk profiles of U.S. and European life insurers," ICIR Working Paper Series 39/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Ralph S.J. Koijen & Motohiro Yogo, 2022.
"The Fragility of Market Risk Insurance,"
Journal of Finance, American Finance Association, vol. 77(2), pages 815-862, April.
- Ralph Koijen & Motohiro Yogo, 2018. "The Fragility of Market Risk Insurance," NBER Working Papers 24182, National Bureau of Economic Research, Inc.
- Ralph Koijen & Motohiro Yogo, 2022. "The Fragility of Market Risk Insurance," Working Papers 2022-3, Princeton University. Economics Department..
- Koijen, Ralph & Yogo, Motohiro, 2018. "The Fragility of Market Risk Insurance," CEPR Discussion Papers 12560, C.E.P.R. Discussion Papers.
- Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021.
"Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures,"
Management Science, INFORMS, vol. 67(9), pages 5730-5754, September.
- Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series 19-48, Swiss Finance Institute.
- Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print hal-03526444, HAL.
- Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier, 2020. "Backtesting marginal expected shortfalland related systemic risk measures," Working Papers unige:134136, University of Geneva, Geneva School of Economics and Management.
- Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & Olivier Scaillet, 2020. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Working Papers halshs-03088668, HAL.
- repec:spo:wpmain:info:hdl:2441/7986np0ssj9fu9fg833t5dehhf is not listed on IDEAS
- Céline Antonin & Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Vincent Touzé, 2014.
"Comment lutter contre la fragmentation du système bancaire de la zone euro ?,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 171-219.
- Céline Antonin & Christophe Blot & Jérôme Creel & Fabien Labondance & Vincent Touzé & Paul Hubert, 2014. "Comment lutter contre la fragmentation du système bancaire de la zone euro," Post-Print hal-01093021, HAL.
- Céline Antonin & Christophe Blot & Jérôme Creel & Fabien Labondance & Vincent Touzé & Paul Hubert, 2014. "Comment lutter contre la fragmentation du système bancaire de la zone euro," SciencePo Working papers Main hal-01093021, HAL.
- repec:spo:wpmain:info:hdl:2441/4s2r6d8kua98d9veu2un1vm9vh is not listed on IDEAS
- Robert McKeown, 2017. "How Vulnerable Is The Canadian Banking System To Fire-sales?," Working Paper 1381, Economics Department, Queen's University.
- repec:hal:spmain:info:hdl:2441/7986np0ssj9fu9fg833t5dehhf is not listed on IDEAS
- Xavier Timbeau, 2015.
"A diverging Europe on the edge. The independent Annual Growth Survey 2015,"
Post-Print
hal-03620048, HAL.
- Xavier Timbeau, 2015. "A diverging Europe on the edge. The independent Annual Growth Survey 2015," SciencePo Working papers Main hal-03620048, HAL.
- repec:hal:spmain:info:hdl:2441/4s2r6d8kua98d9veu2un1vm9vh is not listed on IDEAS
- Nguyen, Hang & Sherris, Michael & Villegas, Andrés M. & Ziveyi, Jonathan, 2024. "Scenario selection with LASSO regression for the valuation of variable annuity portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 27-43.
- Couaillier, Cyril & Scalone, Valerio, 2024. "Risk-to buffer: setting cyclical and structural banks capital requirements through stress test," Working Paper Series 2966, European Central Bank.
More about this item
Keywords
Bank runs; Flight-to-safety; Banking panics; Great depression;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- N14 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - Europe: 1913-
- N24 - Economic History - - Financial Markets and Institutions - - - Europe: 1913-
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cpr:ceprdp:16054. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://www.cepr.org .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.