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Determining the Causes of Bank Runs in Argentina during the Crisis of 2001
Economic Analysis Review
View Archive Info| Field | Value | |
| Title |
Determining the Causes of Bank Runs in Argentina during the Crisis of 2001
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| Creator |
McCandless, George
Gabrielli, MarÃa Florencia Rouillet, MarÃa Josefina |
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| Description |
We use monthly panel data information on Argentine banks to try to explain the variation in deposits during the 2001 crisis. The variables used are related to the solvency condition of the bank, whether it is public or private, interest rates for each bank and macroeconomic variables referred to general economic conditions. We use our empirical results to attempt to determine whether the bank run is best explained by a self-fulfilling prophecy theory or if fundamentals matter. We find that bank fundamentals show statistically significant coefficients, and with expected sign, providing evidence in favor of the solvency theory.
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| Publisher |
Universidad Alberto Hurtado - Facultad de Economía y Negocios
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| Contributor |
—
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| Date |
2010-03-01
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — — |
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| Format |
application/pdf
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| Identifier |
http://www.rae-ear.org/index.php/rae/article/view/25
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| Source |
Revista de Análisis Económico - Economic Analysis Review; Vol 18, No 1 (2003); 87-102
Revista de Análisis Económico – Economic Analysis Review; Vol 18, No 1 (2003); 87-102 0718-8870 0716-5927 |
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| Language |
eng
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| Relation |
http://www.rae-ear.org/index.php/rae/article/view/25/49
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