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Interest-risk sensitive deposit insurance premia · Study

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ArticleInterest-risk sensitive deposit insurance premia

J. Huston McCulloch1985

Article1985

Interest-risk sensitive deposit insurance premia

J. Huston McCulloch

107 citations·0/0 files stored·Journal of Banking & Finance

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Banking stability, regulation, efficiency Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 1975THE TAX‐ADJUSTED YIELD CURVE 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model 1984The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates 1984Market Evidence on the Effective Maturity of Bank Assets and Liabilities 1975An Estimate of the Liquidity Premium

Cited by

1997Measuring Tail Thickness to Estimate the Stable Index α: A Critique 1986Appearance and reality in deposit insurance 1991On the relation between GARCH and stable processes 2006An Econometric Analysis of Emission Trading Allowances 2009Systemic Risk and Deposit Insurance Premiums 1988Estimates of the Variance of U. S. Inflation Based upon the ARCH Model: Comment

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Details

Year1985

Typearticle

Published1985-03-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations107

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/0378-4266(85)90066-4

openalex_workW1490938324

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1995Deposit insurance and bank interest rate risk: Pricing and regulatory implications

2002Stationarity of stable power-GARCH processes