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Calculating the probability of failure of the Norwegian banking sector · Study

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ArticleCalculating the probability of failure of the Norwegian banking sector

Andrew Clare2002

Article2002

Calculating the probability of failure of the Norwegian banking sector

Andrew Clare · Richard Priestley

31 citations·0/0 files stored·Journal of Multinational Financial Management

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Banking stability, regulation, efficiency Credit Risk and Financial Regulations Financial Distress and Bankruptcy Prediction

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1983Bank Runs, Deposit Insurance, and Liquidity 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]1993Measuring and Testing the Impact of News on Volatility 1980On estimating the expected return on the market

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Details

Year2002

Typearticle

Published2002-02-01

VenueJournal of Multinational Financial Management

ISSN-L1042-444X

Languageen

Citations31

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/s1042-444x(01)00029-9

openalex_workW2015350376

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1982

The stochastic behavior of common stock variances Value, leverage and interest rate effects