Browsing by Author "Silva, Diego Martins"

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    • Contágio no modelo de Allen e Gale com infraestrutura bancária endógena 

      Silva, Diego Martins
      2015-03-12
      In this work, we analyze network formation with wary agents. The model consists of two regions with (n/2) banks in each, where the connection between them occurs through interbank deposits. A bank run is possible to occur ...

    • Essays on banking theory 

      Silva, Diego Martins
      2019-05-31
      Nesta tese, nós estudamos a literatura de corrida bancária seguindo a abordagem de desenho de mecanismo. No primeiro capítulo, nós estudamos o impacto de depositantes cautelosos no contrato ótimo oferecido pelo banco. ...

    • The welfare cost of business cycles for heterogeneous consumers: a state-space decomposition 

      Barros Junior, Fernando Antonio de; Lima Filho, Francisco Luis; Silva, Diego Martins
      2017
      The main objective of this paper is to measure the welfare costs related to permanent and transitory shocks for heterogeneous consumers. We use data from the Consumer Expenditure Survey (CEX) and compute the average ...