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The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves
16 references·1 citing·34 second hop
The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves (2000)The Effects of Setting Deposit Insurance …Theory of rational option pricing (2005)Theory of rational option pri…Federal Deposit Insurance Corporation (2005)Federal Deposit Insurance Cor…Option Replication in Discrete Time with Transaction Costs (1992)Option Replication in Discret…Is Fairly Priced Deposit Insurance Possible? (1992)Is Fairly Priced Deposit Insu…Capital regulation and bank lending (1992)Capital regulation and bank l…The Losses Realized in Bank Failures (1991)The Losses Realized in Bank F…Alternative forms of deposit insurance (1987)Alternative forms of deposit …A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance (1987)A Reexamination of the Over- …The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates (1984)The Valuation of FDIC Deposit…Deregulation and bank financial policy (1984)Deregulation and bank financi…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…The valuation of options for alternative stochastic processes (1976)The valuation of options for …Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…THE FIRST FIFTY YEARS. (1963)THE FIRST FIFTY YEARS.The implied reserves of the Bank Insurance Fund (2003)The implied reserves of the B…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Optimal Auction Design (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Self-interested bank regulation (1993)A Theory of Bank Regulation and Management Compensation (2000)The liquidity of bank assets and banking stability (2006)The cost of capital, corporation finance and the theory of investment (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Pricing of Options on Assets with Stochastic Volatilities (1987)BANKRUPTCY COSTS: SOME EVIDENCE (1977)A Theory of Auctions and Competitive Bidding (1982)Limited-dependent and qualitative variables in econometrics (1983)Bank contagion: A review of the theory and evidence (1994)Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures (2007)Bank valuation and accounting discretion during a financial crisis (2012)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)Option pricing: A simplified approach (1979)Option Pricing and Replication with Transactions Costs (1985)Continuous-Time Finance. (1991)There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs (1995)HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12 (1996)Option pricing with transaction costs and a nonlinear Black-Scholes equation (1998)Bank competition and financial stability in Asia Pacific (2013)Does board structure in banks really affect their performance? (2013)How does competition affect bank risk-taking? (2013)The Theory of Bank Risk Taking and Competition Revisited (2005)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)How does capital affect bank performance during financial crises? (2013)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)The Adaptive Markets Hypothesis (2004)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1976The valuation of options for alternative stochastic processes2,935 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1984Deregulation and bank financial policy707 cited
  • 1991The Losses Realized in Bank Failures416 cited
  • 1992Option Replication in Discrete Time with Transaction Costs411 cited
  • 1992Is Fairly Priced Deposit Insurance Possible?362 cited
  • 1984The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates360 cited
  • 2005Federal Deposit Insurance Corporation236 cited
  • 1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance220 cited
  • 1963THE FIRST FIFTY YEARS.191 cited
  • 1987Alternative forms of deposit insurance119 cited
  • 1992Capital regulation and bank lending

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  • 2003The implied reserves of the Bank Insurance Fund30 cited