Search Results - subject:"Debt run"

Liquidity backstops and dynamic debt runs

Wei, Bin; Yue, Vivian Z. - In: Journal of economic dynamics & control 116 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012503227

Liquidity backstops and dynamic debt runs

Wei, Bin; Yue, Vivian Z. - 2015

Liquidity backstops have important implications for financial stability. In this paper, we provide a microfoundation for the important role of liquidity backstops in mitigating runs (or, conversely, the role of the lack of liquidity backstops in exacerbating runs) based on a dynamic model of...

Persistent link: https://www.econbiz.de/10011460620

Liquidity backstops and dynamic debt runs

Wei, Bin; Yue, Vivian Z. - 2015

Persistent link: https://www.econbiz.de/10011396851

Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model

Liang, Gechun; Lütkebohmert, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302

Persistent link: https://www.econbiz.de/10011378101