메뉴 건너뛰기




Volumn 6, Issue 3, 1997, Pages 317-334

Forecasting bank failures and deposit insurance premium

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0002415804     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(97)90041-1     Document Type: Article
Times cited : (20)

References (18)
  • 1
    • 84977720283 scopus 로고
    • Optimal banking reorganization policies and the pricing of federal deposit insurance
    • Acharya, S., Dreyfus, J. Optimal banking reorganization policies and the pricing of federal deposit insurance. Journal of Finance. 44:1989;1313-1333.
    • (1989) Journal of Finance , vol.44 , pp. 1313-1333
    • Acharya, S.1    Dreyfus, J.2
  • 3
    • 0011416477 scopus 로고
    • Thrift institution failures: Causes and policy issues
    • Federal Reserve Bank of Chicago. Conference Proceedings
    • Barth, J.R., Brumbaugh, R., Sauerhaft, D., Wang, H.K. Thrift institution failures: Causes and policy issues. Bank structure and competition. 1985;Federal Reserve Bank of Chicago. Conference Proceedings.
    • (1985) Bank Structure and Competition
    • Barth, J.R.1    Brumbaugh, R.2    Sauerhaft, D.3    Wang, H.K.4
  • 4
    • 84977433670 scopus 로고
    • Federal deposit insurance, regulatory policy and optimal bank capital
    • Buser, S., Chen, A., Kane, E. Federal deposit insurance, regulatory policy and optimal bank capital. Journal of Finance. 35:1981;51-60.
    • (1981) Journal of Finance , vol.35 , pp. 51-60
    • Buser, S.1    Chen, A.2    Kane, E.3
  • 7
    • 0039272802 scopus 로고
    • The case against risk-adjusted deposit insurance premiums
    • Horvitz, P. The case against risk-adjusted deposit insurance premiums. Housing Finance Review. 2:1983;253-264.
    • (1983) Housing Finance Review , vol.2 , pp. 253-264
    • Horvitz, P.1
  • 8
    • 38249042673 scopus 로고
    • Appearance and reality in deposit insurance: The case for reform
    • Kane, E. Appearance and reality in deposit insurance: The case for reform. Journal of Banking and Finance. 10:1986;175-188.
    • (1986) Journal of Banking and Finance , vol.10 , pp. 175-188
    • Kane, E.1
  • 9
    • 0000915244 scopus 로고
    • The valuation of FDIC deposit insurance using option pricing estimates
    • Marcus, A., Shaked, I. The valuation of FDIC deposit insurance using option pricing estimates. Journal of Money, Credit, and Banking. 16:1984;446-460.
    • (1984) Journal of Money, Credit, and Banking , vol.16 , pp. 446-460
    • Marcus, A.1    Shaked, I.2
  • 11
    • 49449127434 scopus 로고
    • An analytical derivation of the cost of deposit insurance and loan guarantees: An application of modern option pricing theory
    • Merton, R. An analytical derivation of the cost of deposit insurance and loan guarantees: An application of modern option pricing theory. Journal of Banking and Finance. 1:1977;3-11.
    • (1977) Journal of Banking and Finance , vol.1 , pp. 3-11
    • Merton, R.1
  • 12
    • 0001703693 scopus 로고
    • A reexamination of the over-(under-) pricing of deposit insurance
    • Pennacchi, G. A reexamination of the over-(under-) pricing of deposit insurance. Journal of Money, Credit and Banking. 19:1987;340-360.
    • (1987) Journal of Money, Credit and Banking , vol.19 , pp. 340-360
    • Pennacchi, G.1
  • 13
    • 0000539910 scopus 로고
    • Pricing risk-adjusted deposit insurance: An option-based model
    • Ronn, E., Verma, A. Pricing risk-adjusted deposit insurance: An option-based model. Journal of Finance. 51:1986;871-895.
    • (1986) Journal of Finance , vol.51 , pp. 871-895
    • Ronn, E.1    Verma, A.2
  • 14
    • 38249033100 scopus 로고
    • A multi-attribute comparative evaluation of relative risk for a sample of banks
    • Ronn, E., Verma, A. A multi-attribute comparative evaluation of relative risk for a sample of banks. Journal of Banking and Finance. 11:1987;499-523.
    • (1987) Journal of Banking and Finance , vol.11 , pp. 499-523
    • Ronn, E.1    Verma, A.2
  • 15
    • 0001034608 scopus 로고
    • Estimating the probability of failure for commercial banks and the banking system
    • Santomero, A., Vinso, J.D. Estimating the probability of failure for commercial banks and the banking system. Journal of Banking and Finance. 1:1977;185-205.
    • (1977) Journal of Banking and Finance , vol.1 , pp. 185-205
    • Santomero, A.1    Vinso, J.D.2
  • 16
    • 84910489317 scopus 로고
    • A multivariate statistical analysis of the characteristics of problem banks
    • Sinkey, J.F. A multivariate statistical analysis of the characteristics of problem banks. Journal of Finance. 30:1975;21-36.
    • (1975) Journal of Finance , vol.30 , pp. 21-36
    • Sinkey, J.F.1
  • 17
    • 0002171545 scopus 로고
    • Modeling the bank regulator's closure option: A two-step logit regression approach
    • Thomson, J.B. Modeling the bank regulator's closure option: A two-step logit regression approach. Journal of Financial Services Research. 6:1992;5-23.
    • (1992) Journal of Financial Services Research , vol.6 , pp. 5-23
    • Thomson, J.B.1
  • 18
    • 0002968332 scopus 로고
    • Predicting bank failures in the 1980s
    • Federal Reserve Bank of Cleveland. 1
    • Thomson J.B. Predicting bank failures in the 1980s. Economic Review. 27:1991;9-20 Federal Reserve Bank of Cleveland. 1.
    • (1991) Economic Review , vol.27 , pp. 9-20
    • Thomson, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.