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| 研究生： |
林巧馨 Lin, Chiao Hsin |
|---|---|
| 論文名稱： |
銀行與存戶之存款契約的賽局模型 ─兼論銀行擠兌的經濟分析 A Game Theoretic Model of Deposit Contracts between the Bank and the Depositor - Extend Study on the Economic Analysis of Bank Run |
| 指導教授： |
王智賢
Wang, Jue Shyan |
| 學位類別： |
碩士
Master |
| 系所名稱： |
社會科學學院 - 財政學系 Department of Public Finance |
| 論文出版年： | 2014 |
| 畢業學年度： | 102 |
| 語文別： | 中文 |
| 論文頁數： | 26 |
| 中文關鍵詞： | 存款契約 、銀行擠兌 、子賽局完全均衡 |
| 外文關鍵詞： | Deposit contract, Lender |
| 相關次數： | 點閱：94 下載：28 |
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本文延伸 Chen and Hasan (2008) 之設定，使用賽局模型討論銀行與存戶互動決策及銀行擠兌之議題。本研究發現於不同的經濟條件下，銀行可能提出兩種不同的均衡存款契約以供存戶接受與否。待存戶接受該存款契約後，存戶根據其流動性偏好型態選擇其提領時間。另一方面，銀行擠兌只可能發生在其中一種存款契約且負面訊息揭露給存戶之情況。
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.
CONTENTS
1. Introduction 4
2. The Model 7
3. The Equilibrium 10
【Lemma 1】 14
【Proposition 1】 18
4. Bank Run 21
【Proposition 2】 21
【Corollary 1】 22
5. Concluding Remark 24
References 26
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