| dc.contributor.author | ZWART, Sanne | |
| dc.date.accessioned | 2011-04-19T12:49:47Z | |
| dc.date.available | 2011-04-19T12:49:47Z | |
| dc.date.issued | 2008 | |
| dc.identifier.citation | Economics Letters, 2008, 100, 1, 64-67 | en |
| dc.identifier.issn | 0165-1765 | |
| dc.identifier.uri | https://hdl.handle.net/1814/16641 | |
| dc.description.abstract | This paper analyzes a liquidity run model in which investors strategically acquire private information. The availability of information can eliminate the multiplicity typical for models without private information. Even for intermediate priors equilibria without private information can now be unique. | |
| dc.language.iso | en | |
| dc.publisher | Elsevier Science Sa | |
| dc.relation.isversionof | http://hdl.handle.net/1814/3911 | |
| dc.subject | bank runs | |
| dc.subject | mes | |
| dc.title | Liquidity Runs with Endogenous Information Acquisition | en |
| dc.type | Article | en |
| dc.identifier.doi | 10.1016/j.econlet.2007.11.010 | |
| dc.identifier.volume | 100 | |
| dc.identifier.startpage | 64 | |
| dc.identifier.endpage | 67 | |
| eui.subscribe.skip | true | |
| dc.identifier.issue | 1 | |
| dc.description.version | Published version of EUI ECO WP 2005/18 | en |