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ArticleInformation about bank risk in options prices

Steve M. Swidler2002

Article2002

Information about bank risk in options prices

Steve M. Swidler

32 citations·0/0 files stored·Journal of Banking & Finance

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Financial Risk and Volatility Modeling Banking stability, regulation, efficiency Stochastic processes and financial applications

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References

1996Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 1993Options, Short Sales, and Market Completeness 2002Risk-Neutral Skewness: Evidence from Stock Options 1979Anticipated information releases reflected in call option prices 1981The Ex Ante and Ex Post Price Effects of Quarterly Earnings Announcements Reflected in Option and Stock Prices 2001The Information Content of Bank Exam Ratings and Subordinated Debt Prices 2000Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues 2002Equity and Bond Market Signals as Leading Indicators of Bank Fragility

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2011Did the Market Signal Impending Problems at Northern Rock? An Analysis of Four Financial Instruments 2019Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail 2007Can Bank Supervisors Rely on Market Data? A Critical Assessment from a Swiss Perspective 2017Bank Risk, Financial Stress, and Bank Derivative Use

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2002Strengthening banks' market discipline and leveling the playing field: Are the two compatible?article · 6 shared references 2010Enhancing market discipline in banking: The role of subordinated debt in financial regulatory reformarticle · 5 shared references 2004Using Securities Market Information for Bank Supervisory Monitoringarticle · 5 shared references 2010Distance to default, subordinated debt, and distress indicators in the banking industry*article · 5 shared references 2011Did the Market Signal Impending Problems at Northern Rock? An Analysis of Four Financial Instrumentsarticle · 5 shared references 2007Can Bank Supervisors Rely on Market Data? A Critical Assessment from a Swiss Perspectivearticle · 5 shared references

Details

Year2002

Typearticle

Published2002-05-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations32

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/s0378-4266(02)00213-3

openalex_workW2013348374

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