A Multi-Factor Model for the Valuation and Risk Management of Demand DepositsHans Dewachter, Marco Lyrio2005-01-01preprintSSRN Electronic Journal145 citationsgreenNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsBanking stability, regulation, efficiencyRisk Management in Financial FirmsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 145 citations exist upstream.References1985A Theory of the Term Structure of Interest Rates1977An equilibrium characterization of the term structure1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation2000Specification Analysis of Affine Term Structure Models2002Term Premia and Interest Rate Forecasts in Affine Models1991The Failure of Competition in the Credit Card Market1991The Rigidity of Prices: Evidence from the Banking Industry1992Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer DepositsCited by2010Industry Wage Differentials, Unobserved Ability, and Rent-Sharing: Evidence from Matched Worker-Firm Data, 1995-20022010The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks2010How Wages Change: Micro Evidence from the International Wage Flexibility Project2012Risk, Uncertainty and Monetary Policy2010Downward Wage Rigidity for Different Workers and Firms: An Evaluation for Belgium Using the IWFP Procedure2010Importance Et Évolution Des Investissements Directs En Belgique2007Failure Prediction Models: Performance, Disagreements, and Internal Rating Systems2010Monitoring Pro-Cyclicality under the Capital Requirements Directive: Preliminary Concepts for Developing a Framework