Additional evidence on the information-based contagion effects of bank failures
Author
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Wall, Larry D. & Peterson, David R., 1990.
"The effect of Continental Illinois' failure on the financial performance of other banks,"
Journal of Monetary Economics, Elsevier, vol. 26(1), pages 77-99, August.
- David R. Peterson & Larry D. Wall, 1989. "The effect of Continental Illinois' failure on the financial performance of other banks," FRB Atlanta Working Paper 89-9, Federal Reserve Bank of Atlanta.
- Douglas W. Diamond & Philip H. Dybvig, 2000.
"Bank runs, deposit insurance, and liquidity,"
Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 24(Win), pages 14-23.
- Diamond, Douglas W & Dybvig, Philip H, 1983. "Bank Runs, Deposit Insurance, and Liquidity," Journal of Political Economy, University of Chicago Press, vol. 91(3), pages 401-419, June.
- Robert E. Lamy & G. Rodney Thompson, 1986. "Penn Square, Problem Loans, And Insolvency Risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(2), pages 103-111, June.
- Peavy, John III & Hempel, George H., 1988. "The Penn Square Bank failure : Effect on commercial bank security returns -- a note," Journal of Banking & Finance, Elsevier, vol. 12(1), pages 141-150, March.
- Swary, Itzhak, 1986. "Stock Market Reaction to Regulatory Action in the Continental Illinois Crisis," The Journal of Business, University of Chicago Press, vol. 59(3), pages 451-473, July.
- Grammatikos, Theoharry & Saunders, Anthony, 1990.
"Additions to bank loan-loss reserves : Good news or bad news?,"
Journal of Monetary Economics, Elsevier, vol. 25(2), pages 289-304, March.
- Theoharry Grammatikos & Anthony Saunders, 1988. "Additions to bank loan-loss reserves: good news or bad news?," Working Papers 89-7, Federal Reserve Bank of Philadelphia.
- Dickinson, Amy & Peterson, David R & Christiansen, William A, 1991. "An Empirical Investigation into the Failure of First RepublicBank: Is There a Contagion Effect?," The Financial Review, Eastern Finance Association, vol. 26(3), pages 303-318, August.
- Aharony, Joseph & Swary, Itzhak, 1983. "Contagion Effects of Bank Failures: Evidence from Capital Markets," The Journal of Business, University of Chicago Press, vol. 56(3), pages 305-322, July.
- repec:bla:jfinan:v:43:y:1988:i:3:p:749-61 is not listed on IDEAS
- O'Hara, Maureen & Shaw, Wayne, 1990. "Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail."," Journal of Finance, American Finance Association, vol. 45(5), pages 1587-1600, December.
- Jacklin, Charles J & Bhattacharya, Sudipto, 1988. "Distinguishing Panics and Information-Based Bank Runs: Welfare and Policy Implications," Journal of Political Economy, University of Chicago Press, vol. 96(3), pages 568-592, June.
- Gorton, Gary, 1985. "Bank suspension of convertibility," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 177-193, March.
- Karafiath, Imre & Glascock, John, 1989. "Intra-industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square," The Financial Review, Eastern Finance Association, vol. 24(1), pages 123-134, February.
- William R. Keeton, 1990. "Bank holding companies, cross-bank guarantees, and source of strength," Economic Review, Federal Reserve Bank of Kansas City, vol. 75(May), pages 54-67.
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.- Jayanti, S. V. & Whyte, Ann Marie & Quang Do, A., 1996. "Bank failures and contagion effects: Evidence from Britain and Canada," Journal of Economics and Business, Elsevier, vol. 48(2), pages 103-116, May.
- V. M. González-Méndez & F. González-Rodríguez, 2000. "Un análisis de los efectos de la crisis de Banesto sobre la banca y la industria," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 611-640, September.
- Angelos Kanas, 2005.
"Pure contagion effects in international banking: The case of BCCIÂ’s failure,"
Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 101-123, May.
- Kanas, Angelos, 2005. "Pure Contagion Effects in International Banking: The Case of BCCI´s Failure," Journal of Applied Economics, Universidad del CEMA, vol. 8(1), pages 1-23, May.
- Angelos Kanas, 2005. "Pure Contagion Effects in International Banking: The Case of BCCI's Failure," Journal of Applied Economics, Taylor & Francis Journals, vol. 8(1), pages 101-123, May.
- Larry D. Wall, 2010.
"Too-big-to-fail after FDICIA,"
Economic Review, Federal Reserve Bank of Atlanta, vol. 95(1).
- Larry D. Wall, 1993. "Too-big-to-fail after FDICIA," Economic Review, Federal Reserve Bank of Atlanta, issue Jan, pages 1-14.
- Acharya, Viral & Yorulmazer, Tanju, 2003. "Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk," CEPR Discussion Papers 3743, C.E.P.R. Discussion Papers.
- Michiel Bijlsma & Wim Suyker, 2008. "The credit crisis and the Dutch economy... in eight frequently asked questions," CPB Memorandum 210.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Michiel Bijlsma & Jeroen Klomp & Sijmen Duineveld, 2010. "Systemic risk in the financial sector; a review and synthesis," CPB Document 210.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- De Bandt, Olivier & Hartmann, Philipp, 2000.
"Systemic risk: A survey,"
Working Paper Series
35, European Central Bank.
- de Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic Risk: A Survey," CEPR Discussion Papers 2634, C.E.P.R. Discussion Papers.
- Stephen M. Avila & Kevin L. Eastman & Richard B. Corbett & John C. Bratton1, 2000. "Stock Market Reactions and Information Transfer Due to Financial Instability in the Life Insurance Industry," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 3(2), pages 155-170, September.
- Gerald D. Gay & Stephen G. Timme & Kenneth Yung, 1991. "Bank Failure And Contagion Effects: Evidence From Hong Kong," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(2), pages 153-165, June.
- Kox, Henk L.M. & Leeuwen, George van, 2012.
"Dynamic market selection in EU business services,"
MPRA Paper
41016, University Library of Munich, Germany.
- Henk Kox & George van Leeuwen, 2012. "Dynamic market selection in EU business services," CPB Discussion Paper 210.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Philip Molyneux & Tim Mi Zhou, 2022. "Banking market reaction to auctions of failed banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 518-534, January.
- Clare, Andrew & Priestley, Richard, 2002.
"Calculating the probability of failure of the Norwegian banking sector,"
Journal of Multinational Financial Management, Elsevier, vol. 12(1), pages 21-40, February.
- Andrew Clare & Richard Priestley, "undated". "Calculating the probability of failure of the Norwegian banking sector," CERF Discussion Paper Series 97-02, Economics and Finance Section, School of Social Sciences, Brunel University.
- Elijah Brewer & Hesna Genay & William C. Hunter & George G. Kaufman, 1999. "Does the Japanese stock market price bank risk? evidence from financial firm failures," Working Paper Series WP-99-31, Federal Reserve Bank of Chicago.
- Slovin, Myron B. & Sushka, Marie E. & Polonchek, John A., 1999. "An analysis of contagion and competitive effects at commercial banks," Journal of Financial Economics, Elsevier, vol. 54(2), pages 197-225, October.
- John M. Halstead & Shantaram Hegde & Linda Schmid Klein, 2004. "Orange County Bankruptcy: Financial Contagion in the Municipal Bond and Bank Equity Markets," The Financial Review, Eastern Finance Association, vol. 39(2), pages 293-315, May.
- John S. Jordan, 1997. "Insiders' assessments of the stock market's pricing of New England banks," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 3-16.
- Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2010. "Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode," Journal of Financial Services Research, Springer;Western Finance Association, vol. 37(2), pages 83-98, June.
- Gorton, Gary & Winton, Andrew, 2003.
"Financial intermediation,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 8, pages 431-552,
Elsevier.
- Gary Gorton & Andrew Winton, 2002. "Financial Intermediation," NBER Working Papers 8928, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Winton, 2002. "Financial Intermediation," Center for Financial Institutions Working Papers 02-28, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Martin Brown & Stefan T. Trautmann & Razvan Vlahu, 2017.
"Understanding Bank-Run Contagion,"
Management Science, INFORMS, vol. 63(7), pages 2272-2282, July.
- Brown, Martin & Trautmann, Stefan T. & Vlahu, Razvan, 2014. "Understanding bank-run contagion," Working Paper Series 1711, European Central Bank.
Corrections
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:eee:jbfina:v:20:y:1996:i:1:p:57-69. 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jbf .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.