Lukas Voellmy
Welcome! I am an economist at the Swiss National Bank (Research Coordination). This site contains some information about my research, which focuses on models of financial crises, in particular bank panics.
E-Mail: lukas.voellmy@snb.ch
Disclaimer: The views expressed in all work on this website are those of the authors and are not necessarily reflective of views at the SNB.
Papers
Money Creation in a Neoclassical Economy: Equilibrium Multiplicity and the Liquidity Trap (KOF Working Paper)
with Lukas Altermatt and Hugo van BuggenumDecomposing Liquidity Risk in Banking Models (SNB Working Paper)
Systemic Bank Runs without Aggregate Risk: How a Misallocation of Liquidity May Trigger a Solvency Crisis (working paper)
with Lukas Altermatt and Hugo van Buggenum
Conditionally accepted, Journal of Financial Economics
Preventing Runs Under Sequential Revelation of Liquidity Needs (link to paper)
Journal of Economic Dynamics and Control, 2024The Optimal Distribution of Insured and Uninsured Deposits Across Banks (link to paper)
Macroeconomic Dynamics , 2023
Internet Appendix
Preventing Runs with Fees and Gates (link to paper)
Journal of Banking and Finance, 2021