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A multi-attribute comparative evaluation of relative risk for a sample of banks
16 references·1 citing·29 second hop
A multi-attribute comparative evaluation of relative risk for a sample of banks (1987)A multi-attribute comparative evaluation …Theory of rational option pricing (2005)Theory of rational option pri…The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and the Pricing of Debt Contracts (2005)The Effect of Refinancing Cos…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…The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates (1984)The Valuation of FDIC Deposit…Arbitrage pricing, transaction costs and taxation of capital gains (1984)Arbitrage pricing, transactio…Financial Market Rates and Flows (1979)Financial Market Rates and Fl…FUTURE INVESTMENT OPPORTUNITIES AND THE VALUE OF THE CALL PROVISION ON A BOND (1978)FUTURE INVESTMENT OPPORTUNITI…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…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…Rank Correlation Methods (1973)Rank Correlation MethodsRank Correlation Methods. (1971)Rank Correlation Methods.Financial market rates and flows (1970)Financial market rates and fl…TERM STRUCTURES OF CORPORATE BOND YIELDS AS A FUNCTION OF RISK OF DEFAULT (1967)TERM STRUCTURES OF CORPORATE …The Potential Role of Subordinated Debt Programs in Enhancing Market Discipline in Banking (2007)The Potential Role of Subordi…The Random Character of Stock Market Prices (1968)THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES (1969)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Coherent Measures of Risk (1999)The Pricing of Options and Corporate Liabilities (1973)Bank Runs, Deposit Insurance, and Liquidity (1983)The Theory of Bank Risk Taking and Competition Revisited (2005)Bank Governance, Regulation, and Risk Taking (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)The Problem of Social Cost (1960)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Insurance and Corporate Risk Management (1987)Inflation Risk in Corporate Bonds (2014)The transmission of monetary policy through bank lending: The floating rate channel (2018)The cost of capital, corporation finance and the theory of investment (2008)Ownership Structure, Deregulation, and Bank Risk Taking (1990)The relationship between risk and capital in commercial banks (1992)Deposit Insurance, Risk, and Market Power in Banking (1988)The role of capital in financial institutions (1995)Three Coefficients for Analyzing the Reliability and Validity of Ratings (1985)Practical Significance: A Concept Whose Time Has Come (1996)Selective review of offline change point detection methods (2019)Option pricing: A simplified approach (1979)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Lower bounds on sample size in structural equation modeling (2010)SELECTION OF RATIONAL DISPUTE RESOLUTION METHOD BY APPLYING NEW STEP‐WISE WEIGHT ASSESSMENT RATIO ANALYSIS (SWARA) (2010)
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,052 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,176 cited
  • 1973Rank Correlation Methods4,073 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1971Rank Correlation Methods.2,456 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
  • 1984The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates360 cited
  • 1978FUTURE INVESTMENT OPPORTUNITIES AND THE VALUE OF THE CALL PROVISION ON A BOND180 cited
  • 1986Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model169 cited
  • 1979Financial Market Rates and Flows123 cited
  • 1970Financial market rates and flows103 cited
  • 2005The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and the Pricing of Debt Contracts86 cited
  • 1967TERM STRUCTURES OF CORPORATE BOND YIELDS AS A FUNCTION OF RISK OF DEFAULT77 cited

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  • 1984Arbitrage pricing, transaction costs and taxation of capital gains62 cited
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    • 2007The Potential Role of Subordinated Debt Programs in Enhancing Market Discipline in Banking17 cited