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The pricing of deposit insurance considering bankruptcy costs and closure policies
16 references·1 citing·41 second hop
The pricing of deposit insurance considering bankruptcy costs and closure policies (2009)The pricing of deposit insurance consider…Merton, Robert C. (2010)Merton, Robert C.Theory of rational option pricing (2005)Theory of rational option pri…Does deposit insurance increase banking system stability? An empirical investigation (2002)Does deposit insurance increa…How Costly is Financial (Not Economic) Distress? Evidence from Highly Leveraged Transactions that Became Distressed (1997)How Costly is Financial (Not …Financial Distress and Corporate Performance (1994)Financial Distress and Corpor…A comparison of financial recontracting in distressed exchanges and chapter 11 reorganizations (1994)A comparison of financial rec…The Losses Realized in Bank Failures (1991)The Losses Realized in Bank F…Bankruptcy resolution (1990)Bankruptcy resolutionCorporate Finance and Corporate Governance (1988)Corporate Finance and Corpora…Corporate Finance and Corporate Governance (1988)Corporate Finance and Corpora…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model (1986)Pricing Risk‐Adjusted Deposit…A Further Empirical Investigation of the Bankruptcy Cost Question (1984)A Further Empirical Investiga…Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital (1981)Federal Deposit Insurance, Re…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…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…Deposit guarantee reform in Europe: does European deposit insurance scheme increase banking stability? (2018)Deposit guarantee reform in E…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank competition and financial stability in Asia Pacific (2013)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)How does competition affect bank systemic risk? (2013)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Management turnover and financial distress (1989)Contagion and competitive intra-industry effects of bankruptcy announcements (1992)Do Tests of Capital Structure Theory Mean What They Say? (2007)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)The determinants and implications of corporate cash holdings (1999)Default Risk in Equity Returns (2004)In Search of Distress Risk (2008)The Nature of the Firm (1937)Economic Action and Social Structure: The Problem of Embeddedness (1985)The Theory of Capital Structure (1991)A Survey of Corporate Governance (1997)The theory and practice of corporate finance: evidence from the field (2001)Bank Runs, Deposit Insurance, and Liquidity (1983)Law and Finance (1998)Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Rethinking Bank Regulation: Till Angels Govern (2005)Understanding the Subprime Mortgage Crisis (2009)Bank competition and stability: Cross-country heterogeneity (2012)Managerial discretion and optimal financing policies (1990)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Agency Costs, Risk Management, and Capital Structure (1998)How Big Are the Tax Benefits of Debt? (2000)Asset Fire Sales (and Purchases) in Equity Markets (2005)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)Time-changed Lévy processes and option pricing (2003)Selection, Growth, and the Size Distribution of Firms (2007)A Continuous-Time Version of the Principal–Agent Problem (2008)Option pricing: A simplified approach (1979)
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References

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  • 1988Corporate Finance and Corporate Governance2,253 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1994Financial Distress and Corporate Performance1,660 cited
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  • 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
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  • 1981Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital525 cited
  • 1994A comparison of financial recontracting in distressed exchanges and chapter 11 reorganizations461 cited

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  • 1991The Losses Realized in Bank Failures416 cited
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    • 2018Deposit guarantee reform in Europe: does European deposit insurance scheme increase banking stability?35 cited