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Firm and Guarantor Risk, Risk Contagion, and the Interfirm Spread among Insured Deposits
11 references·3 citing·42 second hop
Firm and Guarantor Risk, Risk Contagion, and the Interfirm Spread among Insured Deposits (1996)Firm and Guarantor Risk, Risk Contagion, …Repudiation Risk and Restitution Costs: Toward Understanding Premiums on Insured Deposits (1994)Repudiation Risk and Restitut…The 1985 Ohio Thrift Crisis, the FSLIC's Solvency, and Rate Contagion for Retail CDs (1992)The 1985 Ohio Thrift Crisis, …Real Interest Rates and the Savings and Loan Crisis: The Moral Hazard Premium (1992)Real Interest Rates and the S…The S&L debacle (1991)The S&L debacleMarket Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets (1988)Market Trading Structures and…Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets (1988)Market Discipline in Regulati…Bank Insolvency Risk and the Market for Large Certificates of Deposit (1988)Bank Insolvency Risk and the …No Room for Weak Links in the Chain of Deposit Insurance Reform (1987)No Room for Weak Links in the…Thrift institution failures: causes and policy issues (1985)Thrift institution failures: …Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Early warning of bank failure (1977)Early warning of bank failureMeasuring systemic risk and contagion in the European financial network (2021)Measuring systemic risk and c…Risk contagion in inter-firm credit guarantee network (2019)Risk contagion in inter-firm …Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects (2019)Financial Risk Contagion in S…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Liquidity and Market Structure (1988)Determinants of Hedging and Risk Premia in Commodity Futures Markets (1989)Relative Pricing of Eurodollar Futures and Forward Contracts (1996)The Effects of Digital Trading Platforms on Commodity Prices in Agricultural Supply Chains1 (2011)Pitfalls in Financial Model-Building (1968)The Relationship between Capital and Earnings in Banking (1995)Market discipline and deposit insurance reform in Japan (2006)The Depositor Behind the Discipline: A Micro-Level Case Study of Hamilton Bank (2006)Banks’ Internal Capital Markets and Deposit Rates (2017)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Conditional logit analysis of qualitative choice behavior (1972)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Effect of Audit Quality on Earnings Management* (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting with Univariate Box - Jenkins Models : concepts and cases (1983)Forecasting with Univariate Box‐Jenkins Models (1983)The Price-Concentration Relationship in Banking (1989)Information Contagion and Inter-Bank Correlation in a Theory Of Systemic Risk (2003)Determinants of Interest Rates on Time Deposits and Savings Accounts: Macro Factors, Bank Risk, and Account Features (2017)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)Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)Credit risk measurement: Developments over the last 20 years (1997)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Bank restructuring in practice: An overview (1999)Do depositors care about enforcement actions? (2001)The Unsustainable American State (2009)Firm Efficiency and the Regulatory Closure of S&Ls: An Empirical Investigation (1993)The effect of accounting-based debt covenants on equity valuation (1999)Prudential Regulation for Banks (1995)Imperfect competition, risk taking, and regulation in banking (2000)New Evidence on the Lending Channel (2006)Does the debt market assess large banks, risk? (1992)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2000)Market Discipline of Banks: The Asset Test (2001)
this work references cited by second hop

References

  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1977Early warning of bank failure960 cited
  • 1988Bank Insolvency Risk and the Market for Large Certificates of Deposit567 cited
  • 1988Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets243 cited
  • 1994Repudiation Risk and Restitution Costs: Toward Understanding Premiums on Insured Deposits96 cited
  • 1985Thrift institution failures: causes and policy issues67 cited
  • 1987No Room for Weak Links in the Chain of Deposit Insurance Reform65 cited
  • 1991The S&L debacle63 cited
  • 1988Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets56 cited
  • 1992The 1985 Ohio Thrift Crisis, the FSLIC's Solvency, and Rate Contagion for Retail CDs37 cited
  • 1992Real Interest Rates and the Savings and Loan Crisis: The Moral Hazard Premium35 cited

Cited by

  • 2019Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects26 cited
  • 2021Measuring systemic risk and contagion in the European financial network25 cited
  • 2019Risk contagion in inter-firm credit guarantee network25 cited

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