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The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach
16 references·3 citing·43 second hopsampled
The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach (2003)The Cost of Deposit Insurance for Private…Earnings Management to Avoid Earnings Declines across Publicly and Privately Held Banks (2002)Earnings Management to Avoid …Do Credit Spreads Reflect Stationary Leverage Ratios? (2001)Do Credit Spreads Reflect Sta…Valuation of Bankrupt Firms (2000)Valuation of Bankrupt FirmsValuing IPOs (1999)Valuing IPOsModeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems (1998)Predicting Bank Failures: A C…The Valuation of Cash Flow Forecasts: An Empirical Analysis (1995)The Valuation of Cash Flow Fo…Deposit insurance and bank interest rate risk: Pricing and regulatory implications (1995)Deposit insurance and bank in…A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (1994)MAXIMUM LIKELIHOOD ESTIMATION…The relationship between risk and capital in commercial banks (1992)The relationship between risk…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…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…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…Valuation of Government Policies and Projects (2012)Valuation of Government Polic…Taxation and the Financial Crisis (2012)Taxation and the Financial Cr…Do Federal Home Loan Bank membership and advances increase bank risk-taking? (2007)Do Federal Home Loan Bank mem…The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)The intersection of market and credit risk (2000)Structural Models of Credit Risk are Useful: Evidence from Hedge Ratios on Corporate Bonds (2004)Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds☆ (2008)An Analytic Derivation of the Efficient Portfolio Frontier (1972)Risk in Banking and Capital Regulation (1988)Capital requirements and bank behaviour: Empirical evidence for Switzerland (2001)Market discipline, disclosure and moral hazard in banking (2006)Examining the Relationships between Capital, Risk and Efficiency in European Banking (2007)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)Theory of Rational Option Pricing (1973)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)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)A Survey of Corporate Governance (1997)Earnings Management: New Evidence Based on Deferred Tax Expense (2003)Why Are Earnings Kinky? An Examination of the Earnings Management Explanation (2003)Financial Accounting in the Banking Industry: A Review of the Empirical Literature (2013)An Intertemporal Capital Asset Pricing Model (1973)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)On financial contracting (1979)Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (2009)The Determinants of Credit Default Swap Premia (2009)Finance and Economics Discussion Series (2022)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)Principles of Corporate Finance. (1981)The Cross-Section of Expected Stock Returns (1992)Comparing the Accuracy and Explainability of Dividend, Free Cash Flow, and Abnormal Earnings Equity Value Estimates (2000)Social Mood and Financial Economics (2005)Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital (2008)Informational Asymmetries, Financial Structure, and Financial Intermediation (1977)Diversification's effect on firm value (1995)Earnings, Book Values, and Dividends in Equity Valuation* (1995)Disclosure of information on intellectual capital in Danish IPO prospectuses (2005)Wanna Dance? How Firms and Underwriters Choose Each Other (2005)ESG Disclosure and Idiosyncratic Risk in Initial Public Offerings (2021)
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References

  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 2002Earnings Management to Avoid Earnings Declines across Publicly and Privately Held Banks844 cited
  • 1992The relationship between risk and capital in commercial banks776 cited
  • 2001Do Credit Spreads Reflect Stationary Leverage Ratios?765 cited
  • 1995The Valuation of Cash Flow Forecasts: An Empirical Analysis512 cited
  • 1999Valuing IPOs460 cited
  • 1994MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT391 cited
  • 1984The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates360 cited
  • 1998Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems277 cited
  • 2000Valuation of Bankrupt Firms252 cited
  • 1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance220 cited
  • 1987Alternative forms of deposit insurance119 cited

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  • 1995Deposit insurance and bank interest rate risk: Pricing and regulatory implications89 cited
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    • 2012Valuation of Government Policies and Projects42 cited
    • 2012Taxation and the Financial Crisis38 cited
    • 2007Do Federal Home Loan Bank membership and advances increase bank risk-taking?27 cited