“Anticipated” events of this type depend partly on a price notated as Q*t (“Q-star sub-t”) in a 2015 infinite-horizon model by Mark Gertler and Nobuhiro Kiyotaki. A 2005 paper by Itay Goldstein and Ady Pauzner presents a model that endogenizes the probability of these events. These events partly title a 1983 paper that considers three time periods, labeled 0 through 2, in which agents don’t know (10[1]-5[1])at first whether they will (10[1])consume in period 1 or in period 2. Hyun Song Shin analyzed an event of this kind in the UK in “Reflections on Northern Rock.” (10[2])Suspension of (-5[1])convertibility (10[2])is (10[1])a response (10[1])to these events. (10[1])The worse (-5[1])of two equilibria (10[1])in the Diamond–Dybvig (10[1])model represents these economic events that exemplify self-fulfilling (-5[1])prophecy. (10[1])For 10 points, (10[1])deposit insurance forestalls what events, (10[3])in which too many customers (10[1])try to withdraw funds from a bank? (10[1])■END■ (10[3])