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Assessing the cost of Taiwan's deposit insurance
11 references·0 citing·47 second hop
Assessing the cost of Taiwan's deposit insurance (1994)Assessing the cost of Taiwan's deposit in…MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (1994)MAXIMUM LIKELIHOOD ESTIMATION…Fixed-rate deposit insurance and risk-shifting behavior at commercial banks (1992)Fixed-rate deposit insurance …No room for weak links in the chain of deposit-insurance reform (1987)No room for weak links in the…No Room for Weak Links in the Chain of Deposit Insurance Reform (1987)No Room for Weak Links in the…The Gathering Crisis in Federal Deposit Insurance (1986)The Gathering Crisis in Feder…Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model (1986)Pricing Risk‐Adjusted Deposit…Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model (1986)Pricing Risk-Adjusted Deposit…Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital (1981)Federal Deposit Insurance, Re…Stock returns and the weekend effect (1980)Stock returns and the weekend…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…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Pricing of Options and Corporate Liabilities (1973)An equilibrium characterization of the term structure (1977)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)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)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)The theory and practice of econometrics (1986)Deposit insurance and bank interest rate risk: Pricing and regulatory implications (1995)Deposit insurance and risk-taking behavior in the credit union industry (1999)The End of Market Discipline? Investor Expectations of Implicit Government Guarantees (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)Loan Sales and the Cost of Bank Capital (1988)Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail" (1990)Prudential Regulation for Banks (1995)The cost of capital, corporation finance and the theory of investment (2008)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)Theory of rational option pricing (2005)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)An application of the cox proportional hazards model to bank failure (1986)Transaction Costs, Suboptimal Termination and Default Probabilities (1993)Mortgage default and low downpayment loans: The costs of public subsidy (1995)A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations (2002)Liquidity provision, banking, and the allocation of interest rate risk (1994)Depositor discipline and changing strategies for regulating thrift institutions (2002)Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis (2008)Loan quality, commercial loan review and loan officer contracting (1989)Bank Capital Regulation and Incentives for Risk-Taking (2002)Estimating systemic risk in the international financial system (2007)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
  • 1981Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital525 cited
  • 1994MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT391 cited
  • 1986The Gathering Crisis in Federal Deposit Insurance244 cited
  • 1986Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model169 cited
  • 1992Fixed-rate deposit insurance and risk-shifting behavior at commercial banks111 cited
  • 1987No Room for Weak Links in the Chain of Deposit Insurance Reform65 cited
  • 1987No room for weak links in the chain of deposit-insurance reform49 cited

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