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Pricing of Deposit Insurance
16 references·3 citing·40 second hop
Pricing of Deposit Insurance (2008)Pricing of Deposit InsuranceDo Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises (2001)Do Depositors Punish Banks fo…Does Deposit Insurance Increase Banking System Stability? An Empirical Investigation (1999)Does Deposit Insurance Increa…The Economics of Bank Regulation (1998)The Economics of Bank Regulat…Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Evidence of Bank Market Disci…MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (1994)MAXIMUM LIKELIHOOD ESTIMATION…Contemporary Banking Theory (1993)Contemporary Banking TheoryIs Fairly Priced Deposit Insurance Possible? (1992)Is Fairly Priced Deposit Insu…Corporate bond valuation and the term structure of credit spreads (1991)Corporate bond valuation and …Bank Insolvency Risk and the Market for Large Certificates of Deposit (1988)Bank Insolvency Risk and the …Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model (1986)Pricing Risk‐Adjusted Deposit…The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates (1984)The Valuation of FDIC Deposit…Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital (1981)Federal Deposit Insurance, Re…On the Cost of Deposit Insurance When There Are Surveillance Costs (1978)On the Cost of Deposit Insura…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Deposit Protection and Bank Resolution (2015)Deposit Protection and Bank R…Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises (2011)Market Failures and Regulator…Can the Unsophisticated Market Provide Discipline? (2004)Can the Unsophisticated Marke…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Market discipline, disclosure and moral hazard in banking (2006)Payoff complementarities and financial fragility: Evidence from mutual fund outflows (2010)The Determinants of Bank Capital Structure (2010)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)Loan Sales and the Cost of Bank Capital (1988)Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail" (1990)The cost of capital, corporation finance and the theory of investment (2008)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Incentive-Compatible Debt Contracts: The One-Period Problem (1985)Bank Capital and Value in the Cross-Section (2010)Real interest rates, leverage, and bank risk-taking (2013)Bank Leverage and Monetary Policy's Risk‐Taking Channel: Evidence from the United States (2016)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Deposit Insurance, Risk, and Market Power in Banking (1988)Market discipline and deposit insurance (2004)Measuring Abnormal Bond Performance (2008)Theory of Rational Option Pricing (1973)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)The role of capital in financial institutions (1995)Bank Liquidity Creation (2009)Liquidity risk management and credit supply in the financial crisis (2011)Prudential Regulation for Banks (1995)Imperfect competition, risk taking, and regulation in banking (2000)New Evidence on the Lending Channel (2006)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1993Contemporary Banking Theory1,251 cited
  • 2001Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises789 cited
  • 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
  • 1996Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991691 cited
  • 1988Bank Insolvency Risk and the Market for Large Certificates of Deposit567 cited
  • 1981Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital525 cited
  • 1998The Economics of Bank Regulation500 cited
  • 1978On the Cost of Deposit Insurance When There Are Surveillance Costs395 cited
  • 1994MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT391 cited
  • 1992Is Fairly Priced Deposit Insurance Possible?362 cited
  • 1984The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates360 cited
  • 1999Does Deposit Insurance Increase Banking System Stability? An Empirical Investigation

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291 cited
  • 1991Corporate bond valuation and the term structure of credit spreads234 cited
  • Cited by

    • 2015Deposit Protection and Bank Resolution46 cited
    • 2004Can the Unsophisticated Market Provide Discipline?40 cited
    • 2011Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises36 cited