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Appearance and reality in deposit insurance
5 references·16 citing·47 second hop
Appearance and reality in deposit insurance (1986)Appearance and reality in deposit insuran…The Role of Contingent Claims Analysis in Corporate Finance (2019)The Role of Contingent Claims…The Gathering Crisis in Federal Deposit Insurance (1986)The Gathering Crisis in Feder…Interest-risk sensitive deposit insurance premia (1985)Interest-risk sensitive depos…Options on the minimum or the maximum of two risky assets (1982)Options on the minimum or the…The Valuation of Corporate Liabilities as Compound Options (1977)The Valuation of Corporate Li…Redefining and Containing Systemic Risk (2010)Redefining and Containing Sys…The pricing of deposit insurance considering bankruptcy costs and closure policies (2009)The pricing of deposit insura…Bank capital regulation in a barrier option framework (2008)Bank capital regulation in a …Using Loan Rates to Measure and Regulate Bank Risk: Findings and an Immodest Proposal (2003)Using Loan Rates to Measure a…Optimal bank reorganization and the fair pricing of deposit guarantees (1997)Optimal bank reorganization a…Forecasting bank failures and deposit insurance premium (1997)Forecasting bank failures and…Response of uninsured depositors to impending S&L failures: Evidence of depositor discipline (1996)Response of uninsured deposit…The Role of Forbearance and its Costs in Handling Troubled and Failed Depository Institutions (1994)The Role of Forbearance and i…Forbearance and Pricing Deposit Insurance in a Multiperiod Framework (1994)Forbearance and Pricing Depos…Modeling the bank regulator's closure option: A two-step logit regression approach (1992)Modeling the bank regulator's…Deposit insurance reform: What are the issues and what needs to be fixed? (1991)Deposit insurance reform: Wha…Incentives for unconsolidated financial reporting (1990)Incentives for unconsolidated…The Reform of Federal Deposit Insurance (1989)The Reform of Federal Deposit…The Market for Interest Rate Swaps (1988)The Market for Interest Rate …The Use of Market Information in Pricing Deposit Insurance (1987)The Use of Market Information…No room for weak links in the chain of deposit-insurance reform (1987)No room for weak links in the…The Pricing of Options and Corporate Liabilities (1973)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)On the relation between GARCH and stable processes (1991)Measuring Tail Thickness to Estimate the Stable Index α: A Critique (1997)An Econometric Analysis of Emission Trading Allowances (2006)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Determinants of corporate borrowing (1977)A Lattice Framework for Option Pricing with Two State Variables (1988)The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology (2004)On financial contracting (1979)The Determinants of Firms' Hedging Policies (1985)Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaption Market (1999)The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2001)Derivative activities and the risk of international banks: A market index and VaR approach (2003)Vertical Integration, Appropriable Rents, and the Competitive Contracting Process (1978)The economic consequences of accounting choice implications of costly contracting and monitoring (1983)The Corporate Structure of Financial Conglomerates (1990)Asset Revaluations and Assessment of Borrowing Capacity (1995)Setting UK standards on the concept of control: An analysis of lobbying behaviour (2010)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Economic and Market Predictors of Insolvencies in the Property-Liability Insurance Industry (1995)Forbearance, deposit insurance pricing, and incentive compatible bank regulation (1995)A CRITICAL REVIEW OF CONTAGION RISK IN BANKING (2012)A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS (1975)Early warning of bank failure (1977)Bank Insolvency Risk and the Market for Large Certificates of Deposit (1988)Bank Liability Structure, FDIC Loss, and Time to Failure: A Quantile Regression Approach (2008)Market discipline by bank creditors during the 2008–2010 crisis (2015)Bank Financial Reporting Opacity and Regulatory Intervention (2016)The American Put Option Valued Analytically (1984)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Theory of rational option pricing (2005)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)The valuation of compound options (1979)Qualitative Response Models: A Survey (1994)Market discipline by depositors: Evidence from reduced-form equations (1995)Off‐site monitoring systems for predicting bank underperformance: a comparison of neural networks, discriminant analysis, and professional human judgment (2001)Are the Causes of Bank Distress Changing? Can Researchers Keep Up? (2006)On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance (1989)A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments (1991)Real-Options Valuation for a Biotechnology Company (2000)Liquidity provision, banking, and the allocation of interest rate risk (1994)Depositor discipline and changing strategies for regulating thrift institutions (2002)Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis (2008)
this work references cited by second hop

References

  • 1977The Valuation of Corporate Liabilities as Compound Options830 cited
  • 1982Options on the minimum or the maximum of two risky assets553 cited
  • 2019The Role of Contingent Claims Analysis in Corporate Finance288 cited
  • 1986The Gathering Crisis in Federal Deposit Insurance244 cited
  • 1985Interest-risk sensitive deposit insurance premia107 cited

Cited by

  • 1992Modeling the bank regulator's closure option: A two-step logit regression approach105 cited
  • 1996Response of uninsured depositors to impending S&L failures: Evidence of depositor discipline91 cited
  • 1990Incentives for unconsolidated financial reporting82 cited
  • 1989The Reform of Federal Deposit Insurance79 cited
  • 1988The Market for Interest Rate Swaps73 cited
  • 1997Optimal bank reorganization and the fair pricing of deposit guarantees62 cited
  • 2008Bank capital regulation in a barrier option framework57 cited
  • 1991Deposit insurance reform: What are the issues and what needs to be fixed?54 cited
  • 2010Redefining and Containing Systemic Risk53 cited
  • 1994Forbearance and Pricing Deposit Insurance in a Multiperiod Framework50 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1987The Use of Market Information in Pricing Deposit Insurance50 cited
  • 1987No room for weak links in the chain of deposit-insurance reform49 cited
  • 2003Using Loan Rates to Measure and Regulate Bank Risk: Findings and an Immodest Proposal48 cited
  • 1994The Role of Forbearance and its Costs in Handling Troubled and Failed Depository Institutions45 cited
  • 1997Forecasting bank failures and deposit insurance premium44 cited
  • 2009The pricing of deposit insurance considering bankruptcy costs and closure policies43 cited