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Journal Article
Bank deposits and credit as sources of systemic risk
Eisenbeis, Robert A. (1997-07-03)
There is little agreement on even the rudimentary definitions of a financial crisis, the sequence of events constituting a crisis, or the causes of these events. This article investigates the various theories of financial panics and crises with particular emphasis on the links between credit and deposits. ; The survey suggests that panics are not perfectly predictable, as some theories may suggest, but neither are they random events. Information asymmetries about banks ability to liquefy deposits were apparently a major contributing factor to banking panics in the past. In addition, financial ...
Economic Review , Volume 82 , Issue Q 3 , Pages 4-19

Working Paper
Core deposits and physical capital: a reexamination of bank scale economies and efficiency with quasi-fixed inputs
Hunter, William C.; Timme, Stephen G. (1993)
FRB Atlanta Working Paper , Paper 93-3

Journal Article
Rate deregulation and deposit shifting
Watro, Paul R. (1984-07)
An analysis of deposit holdings of commercial banks and thrifts in the Fourth Federal Reserve District to determine the deposit growth and shifting that resulted from introduction of Super-NOWs and MMDAs.
Economic Commentary , Issue Jul

Journal Article
Deregulation, money, and the economy
Carlson, John B. (1991-03)
An examination of the behavior of bank deposit yields and a discussion of some implications for deposit variability and for the interpretation of money growth in the wake of deregulation and other changes in the financial industry in the early 1980s.
Economic Commentary , Issue Mar

Journal Article
Deregulation and deposit pricing
Watro, Paul R. (1984-04)
A deposit-pricing survey and comparison of 112 depository institutions in the Fourth Federal Reserve District, covering MMDAs, Super-NOWS, and CDs in an examination of the effect of interest-rate deregulation on banks and thrifts.
Economic Commentary , Issue Apr

Working Paper
Bank mergers and the dynamics of deposit interest rates
Craig, Ben R.; Dinger, Valeriya (2008)
Despite extensive research interest in the last decade, the banking literature has not reached a consensus on the impact of bank mergers on deposit rates. In particular, results on the dynamics of deposit rates surrounding bank mergers vary substantially across studies. In this paper, we aim for a comprehensive empirical analysis of a bank merger?s impact on deposit rate dynamics. We base the analysis on a unique dataset comprising deposit rates of 624 U.S. banks with a monthly frequency for the time period 1997?2006. These data are matched with individual bank and local market ...
Working Papers (Old Series) , Paper 0806

Working Paper
Bank deposit rate clustering: theory and empirical evidence
Pennacchi, George; Sopranzetti, Ben; Kahn, Charles M. (1996)
An examination of banks' optimal deposit-rate-setting behavior when some customers have limited recall, showing that when banks exploit this phenomenon, deposit rates will tend to be set at round fractions and will be relatively "sticky" at these levels.
Working Papers (Old Series) , Paper 9604

Working Paper
The Duration of Bank Retail Interest Rates (formerly titled: A microeconometric investigation into bank interest rate rigidity)
Craig, Ben R.; Dinger, Valeriya (2010)
We use bank retail interest rates as price examples in a study of the determinants of price durations. The extraordinary richness of the data allows us to address some major open issues from the price rigidity literature, such as the functional form of the hazard of changing a price, the effect of firm and market characteristics on the duration of prices, and asymmetry in the speed of adjustments to positive and negative cost shocks. We find that the probability of a bank changing its retail rate initially (that is, in roughly the first six months of a spell) increases with time. The most ...
Working Papers (Old Series) , Paper 1001

Working Paper
Deposit market competition, costs of funding and bank risk
Craig, Ben R.; Dinger, Valeriya (2009)
This paper presents an empirical examination of the effects of both deposit market competition and of wholesale funding on bank risk simultaneously. The traditional view of the relation between competition and risk has focused on the disciplining role of the charter value. In this project we argue that if the structure of bank liabilities and the costs of retail and wholesale funding are jointly determined with bank risk, the omission of wholesale funding in the empirical analysis of the relation between deposit market competition and risk may give rise to a substantial bias in the estimated ...
Working Papers (Old Series) , Paper 0905

Working Paper
Bank mergers and deposit interest rate rigidity
Dinger, Valeriya (2011)
In this paper I revisit the debate on the impact of bank and market characteristics on the rigidity of retail bank interest rates. Whereas existing research in this area has been exclusively concerned with static measures of bank and market structure, I adopt a dynamic approach which explores the rigidity effects of the changes of bank and market structure generated by bank mergers. I find that bank mergers significantly affect the frequency of changes to deposit rates. In particular, the probability of adjusting deposit rates in response to shocks in money market rates significantly drops ...
Working Papers (Old Series) , Paper 1131

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