政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/67479
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 115256/146303 (79%)
造訪人次 : 54539043      線上人數 : 346
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/67479


    題名: 銀行與存戶之存款契約的賽局模型 ─兼論銀行擠兌的經濟分析
    A Game Theoretic Model of Deposit Contracts between the Bank and the Depositor - Extend Study on the Economic Analysis of Bank Run
    作者: 林巧馨
    Lin, Chiao Hsin
    貢獻者: 王智賢
    Wang, Jue Shyan
    林巧馨
    Lin, Chiao Hsin
    關鍵詞: 存款契約
    銀行擠兌
    子賽局完全均衡
    Deposit contract
    Bank run
    Lender
    Signal
    Subgame perfect equilibrium
    日期: 2013
    上傳時間: 2014-07-14 11:31:25 (UTC+8)
    摘要: 本文延伸 Chen and Hasan (2008) 之設定，使用賽局模型討論銀行與存戶互動決策及銀行擠兌之議題。本研究發現於不同的經濟條件下，銀行可能提出兩種不同的均衡存款契約以供存戶接受與否。待存戶接受該存款契約後，存戶根據其流動性偏好型態選擇其提領時間。另一方面，銀行擠兌只可能發生在其中一種存款契約且負面訊息揭露給存戶之情況。
    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.
    參考文獻: Alonso, I. (1996), “On avoiding bank runs,” Journal of Monetary Economics, 37, 73-87.
    Chari, V. V. and R. Jaganathan (1988), “Banking Panics, Information, and Rational Expectations Equilibrium,” Journal of Finance, 43, 749–761.
    Chen, Y. (1999), “The Role of the First Come, First Served Rule and Information Externalities,” Journal of Political Economy, 107, 946–968.
    Chen, Y. and I. Hasan (2006) “The Transparency of the Banking System and the Efficiency of Information-Based Bank Runs,” Journal of Financial Intermediation, 15, 307–331.
    Chen, Y. and I. Hasan (2008), “Why Do Bank Run Look Like Panic? A New Explanation, ” Journal of Money, Credit and Banking, 40:2–3,535-546.
    Cooper, R. and T. W. Ross (1998), “Bank Runs: Liquidity Costs and Investment Distortions,” Journal of Monetary Economics, 41, 27-38.
    Diamond, D. W. and P. H. Dybvig (1983), “Bank Runs, Deposit Insurance and Liquidity,” Journal of Political Economy, 91, 401–419.
    Ennis, H. M. and T. Keister (2006), “Bank Runs and Investment Decisions Revisited,” Journal of Monetary Economics, 53,217-232.
    Goldstein, I. and A. Pauzner (2005), “Demand-Deposit Contracts and the Probability of Bank Runs,” Journal of Finance, 60, 1293–1327.
    Maeda, Y. and Y. Sakai (2008), “Microeconomic Foundation of Lender of Last Resort from the Viewpoint of Payments,” Japanese Economic Review, 59, 178-193.
    Samartín, M. (2003), “Should bank runs be prevented?” Journal of Banking and Finance, 27, 977–1000.
    描述: 碩士
    國立政治大學
    財政研究所
    101255009
    102
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G1012550091
    資料類型: thesis
    顯示於類別:[財政學系] 學位論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    009101.pdf352KbAdobe PDF2421檢視/開啟


    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋