Replication Package: Systemic Bank Runs without Aggregate Risk: How a Misallocation of Liquidity May Trigger a Solvency Crisis

Published: 14 August 2024| Version 1 | DOI: 10.17632/2wby3b28zc.1
Contributors:
Lukas Altermatt, Hugo van Buggenum, Lukas Voellmy

Description

The code in this replication package generates all figures and tables in the paper "Systemic Bank Runs without Aggregate Risk: How a Misallocation of Liquidity May Trigger a Solvency Crisis".

Files

Institutions

  • Schweizerische Nationalbank
  • University of Essex
  • Eidgenossische Technische Hochschule Zurich KOF Konjunkturforschungsstelle

Categories

Economics, Finance

Licence