SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Off-balance sheet activities and bank default-risk premia: A comparison of risk measures
11 references·3 citing·35 second hop
Off-balance sheet activities and bank default-risk premia: A comparison of risk measures (1993)Off-balance sheet activities and bank def…ECONOMIC PERSPECTIVES (2004)ECONOMIC PERSPECTIVESMarket 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…Bank Insolvency Risk and the Market for Large Certificates of Deposit (1988)Bank Insolvency Risk and the …A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance (1987)A Reexamination of the Over- …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…On the Cost of Deposit Insurance When There Are Surveillance Costs (1978)On the Cost of Deposit Insura…MARKET TESTS OF CAPITAL ADEQUACY OF LARGE COMMERCIAL BANKS (1976)MARKET TESTS OF CAPITAL ADEQU…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…Market Discipline in Banking Reconsidered: The Roles of Deposit Insurance Reform, Funding Manager Decisions and Bond Market Liquidity (2003)Market Discipline in Banking …Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible? (2001)Using Subordinated Debt to Mo…Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible? (2001)Using Subordinated Debt to Mo…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Risk-based capital and deposit insurance reform (1991)Does the debt market assess large banks, risk? (1992)Market discipline of bank risk: Evidence from subordinated debt contracts (2004)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates (1984)Risk‐Based Premiums for Insurance Guaranty Funds (1988)Is Fairly Priced Deposit Insurance Possible? (1992)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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Theory of Rational Option Pricing (1973)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Market discipline and deposit insurance (2004)Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks (1994)Response of uninsured depositors to impending S&L failures: Evidence of depositor discipline (1996)Market discipline prior to bank failure (2001)Prudential Regulation for Banks (1995)Imperfect competition, risk taking, and regulation in banking (2000)New Evidence on the Lending Channel (2006)Determinants of deposit-insurance adoption and design (2008)Deposit insurance and bank risk-taking: Evidence from internal loan ratings (2009)Stabilizing Large Financial Institutions with Contingent Capital Certificates (2009)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2000)Market Discipline of Banks: The Asset Test (2001)The Effect of Employment Sub-centres on Population Density in Barcelona (2008)An Analysis of the Japanese Credit Network (2011)Credit Constraints and Demand for Higher Education: Evidence from Financial Deregulation (2015)
this work references cited by second hop

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
  • 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
  • 1988Bank Insolvency Risk and the Market for Large Certificates of Deposit567 cited
  • 1978On the Cost of Deposit Insurance When There Are Surveillance Costs395 cited
  • 1988Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets243 cited
  • 1990Market Discipline and Bank Subordinated Debt: Note224 cited
  • 1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance220 cited
  • 2004ECONOMIC PERSPECTIVES153 cited
  • 1986Uninsured deposits as a source of market discipline: some new evidence111 cited
  • 1976MARKET TESTS OF CAPITAL ADEQUACY OF LARGE COMMERCIAL BANKS75 cited

Cited by

  • 2001Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?30 cited
  • 2001Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?24 cited
  • 2003Market Discipline in Banking Reconsidered: The Roles of Deposit Insurance Reform, Funding Manager Decisions and Bond Market Liquidity23 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work