Data for: An experiment on the causes of bank run contagions
datasetposted on 18.07.2019 by Miguel A. Fonseca
Datasets usually provide raw data for analysis. This raw data often comes in spreadsheet form, but can be any collection of data, on which analysis can be performed.
Abstract of associated article: To understand the mechanisms behind bank run contagions, we conduct bank run experiments in a modified Diamond–Dybvig setup with two banks (Left and Right). The banks׳ liquidity levels are either linked or independent. Left Bank depositors see their bank׳s liquidity level before deciding. Right Bank depositors only see Left Bank withdrawals before deciding. We find that Left Bank depositors׳ actions significantly affect Right Bank depositors׳ behavior, even when liquidities are independent. Furthermore, a panic may be a one-way street: an increase in Left Bank withdrawals can cause a panic run on the Right Bank, but a decrease does not calm depositors.