台灣大學國際企業學系; 中原大學企業管理學系Department of International Business, National Taiwan University; Department of Business Administration, Chung Yuan Christian University陳思寬高一誠2017-09-082018-06-282017-09-082018-06-282014-03http://ntur.lib.ntu.edu.tw//handle/246246/282092文獻上關於銀行擠兌與利率期限結構分別有諸多探討。本文將簡單的利率期限結構導入銀行擠兌模型, 並允許存款者使用對稱之混合策略, 以求出均衡時的銀行擠兌機率。模型的模擬結果顯示出, 較低的短期實質利率或較高的長期實質利率, 皆會提高銀行擠兌機率。此理論結果與近期的實證研究結論一致。The term structure of interest rates and the phenomenon of bank runs are widely but separately studied in the literature. In this paper, we introduce a simple term structure of interest rates in a bank runs model. By allowing depositors to use a symmetric mixed strategy, the probability of bank runs can be derived. Our simulation shows that a low short-term real interest rate or a high long-term real interest rate would raise the probability of bank runs. This result is consistent with recent empirical findings.12169902 bytesapplication/pdf銀行擠兌機率(probability of bank runs), 利率期限結構(term structure of interestrates), 對稱混合策略 (symmetric mixed strategy)journal articlehttp://ntur.lib.ntu.edu.tw/bitstream/246246/282092/1/4201_201403_1.pdf