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The market's perception of the riskiness of large U.S. Bank commercial letters of credit
12 references·0 citing·39 second hop
The market's perception of the riskiness of large U.S. Bank commercial letters of credit (1992)The market's perception of the riskiness …Does the debt market assess large banks, risk? (1992)Does the debt market assess l…Market Discipline and Bank Subordinated Debt: Note (1990)Market Discipline and Bank Su…Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets (1988)Market Discipline in Regulati…Loan sales have little effect on bank risk (1988)Loan sales have little effect…Bank Insolvency Risk and the Market for Large Certificates of Deposit (1988)Bank Insolvency Risk and the …Uninsured deposits as a source of market discipline: some new evidence (1986)Uninsured deposits as a sourc…Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model (1986)Pricing Risk-Adjusted Deposit…The association between bank stock market-based risk measures and the financial characteristics of the firm: a pooled cross-section time- series approach (1985)The association between bank …Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation and …Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses (1977)Using Pooled Time-Series and …MARKET TESTS OF CAPITAL ADEQUACY OF LARGE COMMERCIAL BANKS (1976)MARKET TESTS OF CAPITAL ADEQU…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)The role of capital in financial institutions (1995)Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises (2001)Does bank capital affect lending behavior? (2004)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Dividend Policy, Growth, and the Valuation of Shares (1961)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The impact of bank capital on profitability and risk in Asian banking (2012)The Effect of Bank Capital on Profitability and Risk in Turkish Banking (2014)Capital requirements, the cost of financial intermediation and bank risk-taking: Empirical evidence from Bangladesh (2017)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)Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas (1966)The Use of Error Components Models in Combining Cross Section with Time Series Data (1969)The Use of Variance Components Models in Pooling Cross Section and Time Series Data (1971)The Event Study Methodology Since 1969 (1998)Balanced Performance Index and Its Implications: Evidence from Taiwan's Commercial Banks (2009)Financial econometrics, mathematics, statistics, and financial technology: an overall view (2020)The arbitrage theory of capital asset pricing (1976)Moral Hazard and Observability (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial intermediation and growth: Causality and causes (2000)Theory of Rational Option Pricing (1973)Deposit Insurance, Risk, and Market Power in Banking (1988)Ownership Structure, Deregulation, and Bank Risk Taking (1990)Prudential Regulation for Banks (1995)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Pricing the risks of default (1998)Bank Size, Bank Capital, and the Bank Lending Channel (2000)Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Liquidity risk management and credit supply in the financial crisis (2011)Collateral, loan quality and bank risk (1990)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1984Financial Intermediation and Delegated Monitoring8,489 cited
  • 1986Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model709 cited
  • 1988Bank Insolvency Risk and the Market for Large Certificates of Deposit567 cited
  • 1988Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets243 cited
  • 1990Market Discipline and Bank Subordinated Debt: Note224 cited
  • 1992Does the debt market assess large banks, risk?220 cited
  • 1986Uninsured deposits as a source of market discipline: some new evidence111 cited
  • 1976MARKET TESTS OF CAPITAL ADEQUACY OF LARGE COMMERCIAL BANKS75 cited
  • 1977Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses34 cited
  • 1985The association between bank stock market-based risk measures and the financial characteristics of the firm: a pooled cross-section time- series approach21 cited
  • 1988Loan sales have little effect on bank risk19 cited

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