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An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
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An Option-Based Approach to Bank Vulnerabilities in Emerging Markets (2004)An Option-Based Approach to Bank Vulnerab…Determinants of the Ratings and Yields on Corporate Bonds: Tests of the Contingent Claims Model (2019)Determinants of the Ratings a…Structural Models of Corporate Bond Pricing: An Empirical Analysis (2004)Structural Models of Corporat…Managing Systemic Banking Crises (2004)Managing Systemic Banking Cri…How Good is the Market at Assessing Bank Fragility? A Horse Race Between Different Indicators (2002)How Good is the Market at Ass…How good is the market at assessing bank fragility? A horse race between different indicators (2002)How good is the market at ass…Sub-debt Yield Spreads as Bank Risk Measures (2001)Sub-debt Yield Spreads as Ban…Can the stock market tell bank supervisors anything they don't already know? (2001)Can the stock market tell ban…The Determinants of Banking Crises in Developing and Developed Countries (1998)The Determinants of Banking C…Leading Indicators of Currency Crises (1998)Leading Indicators of Currenc…Banking Soundness and Monetary Policy (1997)Banking Soundness and Monetar…DETERMINANTS OF THE RATINGS AND YIELDS ON CORPORATE BONDS: TESTS OF THE CONTINGENT CLAIMS MODEL (1987)DETERMINANTS OF THE RATINGS A…Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation (1984)Contingent Claims Analysis of…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…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The separation of ownership and control in East Asian Corporations (2000)Estimating systemic risk in the international financial system (2007)Determinants of Bank Distress in Europe: Evidence from a New Data Set (2011)A simple indicator of systemic risk (2012)Bank Runs, Deposit Insurance, and Liquidity (1983)Qualitative Response Models: A Survey (1994)Does deposit insurance increase banking system stability? An empirical investigation (2002)Bank concentration, competition, and crises: First results (2005)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)Determinants of corporate borrowing (1977)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)Forecasting Default with the Merton Distance to Default Model (2008)Evidence on the (Non) Relationship between Concentration and Profitability in Banking (1985)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Dynamic Depositor Discipline in U.S. Banks (2003)Incorporating Equity Market Information into Supervisory Monitoring Models (2004)Who Disciplines Bank Managers? (2011)A Model of Balance-of-Payments Crises (1979)Currency crashes in emerging markets: An empirical treatment (1996)Economic Crises: Evidence and Insights from East Asia (1998)What caused the Asian currency and financial crisis? (1999)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Generalized autoregressive conditional heteroskedasticity (1986)The Determinants of Credit Default Swap Premia (2009)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)The cost of capital, corporation finance and the theory of investment (2008)Option pricing: A simplified approach (1979)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1998Leading Indicators of Currency Crises1,857 cited
  • 1998The Determinants of Banking Crises in Developing and Developed Countries1,799 cited
  • 2004Structural Models of Corporate Bond Pricing: An Empirical Analysis926 cited
  • 1984Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation678 cited
  • 2002How good is the market at assessing bank fragility? A horse race between different indicators172 cited
  • 2001Sub-debt Yield Spreads as Bank Risk Measures170 cited
  • 2002How Good is the Market at Assessing Bank Fragility? A Horse Race Between Different Indicators134 cited
  • 1987DETERMINANTS OF THE RATINGS AND YIELDS ON CORPORATE BONDS: TESTS OF THE CONTINGENT CLAIMS MODEL131 cited
  • 2004Managing Systemic Banking Crises99 cited
  • 2019Determinants of the Ratings and Yields on Corporate Bonds: Tests of the Contingent Claims Model83 cited
  • 2001Can the stock market tell bank supervisors anything they don't already know?

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61 cited
  • 1997Banking Soundness and Monetary Policy39 cited
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