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題名 A Game Theoretic Model of Deposit Contracts between the Bank and the Depositor: Extended Study on the Economic Analysis of Bank Run
作者 Wang, Jue-Shyan;Lin, Chiao-Hsin
王智賢;林巧馨
貢獻者 財政系
關鍵詞 Bank;Deposit;Information
日期 2014
上傳時間 15-Sep-2015 10:58:28 (UTC+8)
摘要 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.
關聯 International Journal of Financial Research, 5(3), 136-145
資料類型 article
DOI http://dx.doi.org/10.5430/ijfr.v5n3p136
dc.contributor 財政系
dc.creator (作者) Wang, Jue-Shyan;Lin, Chiao-Hsin
dc.creator (作者) 王智賢;林巧馨zh_TW
dc.date (日期) 2014
dc.date.accessioned 15-Sep-2015 10:58:28 (UTC+8)-
dc.date.available 15-Sep-2015 10:58:28 (UTC+8)-
dc.date.issued (上傳時間) 15-Sep-2015 10:58:28 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/78453-
dc.description.abstract (摘要) 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 (關聯) International Journal of Financial Research, 5(3), 136-145
dc.subject (關鍵詞) Bank;Deposit;Information
dc.title (題名) A Game Theoretic Model of Deposit Contracts between the Bank and the Depositor: Extended Study on the Economic Analysis of Bank Run
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.5430/ijfr.v5n3p136
dc.doi.uri (DOI) http://dx.doi.org/10.5430/ijfr.v5n3p136