-
1
-
-
85029966747
-
-
Working Paper, Federal Reserve Board, Washington, DC, no. 20551
-
Acharya, S., 1989, Is regulatory forbearance in the intervention of a bank optimal: Valuation of federal deposit insurance, Working Paper, Federal Reserve Board, Washington, DC, no. 20551.
-
(1989)
Is Regulatory Forbearance in the Intervention of a Bank Optimal: Valuation of Federal Deposit Insurance
-
-
Acharya, S.1
-
2
-
-
84983638857
-
-
Working Paper, Federal Reserve Board, Washington, DC, no. 20551
-
Acharya, S., 1992, Efficient resolution of moral hazard via capital market: Monitoring banks, Working Paper, Federal Reserve Board, Washington, DC, no. 20551, 1313-1333.
-
(1992)
Efficient Resolution of Moral Hazard Via Capital Market: Monitoring Banks
, pp. 1313-1333
-
-
Acharya, S.1
-
3
-
-
85029962522
-
-
Working Paper, Federal Reserve Board, Washington, DC, no. 20551
-
Acharya, S., 1994, Efficient resolution of moral hazard under no arbitrage: Risk premium, volatility and leverage, Working Paper, Federal Reserve Board, Washington, DC, no. 20551, 1313-1333.
-
(1994)
Efficient Resolution of Moral Hazard under no Arbitrage: Risk Premium, Volatility and Leverage
, pp. 1313-1333
-
-
Acharya, S.1
-
4
-
-
84977720283
-
Optimal bank reorganization policies and pricing of federal deposit insurance
-
Acharya, S. and J.F. Dreyfus, 1989, Optimal bank reorganization policies and pricing of federal deposit insurance, Journal of Finance XLIV(5), December, 1313-1333.
-
(1989)
Journal of Finance
, vol.44
, Issue.5 DECEMBER
, pp. 1313-1333
-
-
Acharya, S.1
Dreyfus, J.F.2
-
8
-
-
84977433670
-
Federal deposit insurance, regulatory policy and optimal bank capital
-
Buser, S., A. Chen and E. Kane, 1981, Federal deposit insurance, regulatory policy and optimal bank capital, Journal of Finance 36, 51-60.
-
(1981)
Journal of Finance
, vol.36
, pp. 51-60
-
-
Buser, S.1
Chen, A.2
Kane, E.3
-
9
-
-
84977720836
-
Is fairly priced deposit insurance possible?
-
Chan, Y., S.I. Greenbaum and A.V. Thakor, 1992, Is fairly priced deposit insurance possible? Journal of Finance 47 (1), March, 227-245.
-
(1992)
Journal of Finance
, vol.47
, Issue.1 MARCH
, pp. 227-245
-
-
Chan, Y.1
Greenbaum, S.I.2
Thakor, A.V.3
-
10
-
-
0002498759
-
A unified beta pricing theory
-
Connor, G., 1984, A unified beta pricing theory, Journal of Economic Theory 34, 13-31.
-
(1984)
Journal of Economic Theory
, vol.34
, pp. 13-31
-
-
Connor, G.1
-
11
-
-
0000104548
-
Contraction mappings in the theory of underlying dynamic programming
-
Denardo, E., 1967, Contraction mappings in the theory of underlying dynamic programming, SIAM Review 9, 165-177.
-
(1967)
SIAM Review
, vol.9
, pp. 165-177
-
-
Denardo, E.1
-
12
-
-
47749120440
-
Financial intermediation and delegated monitoring
-
Diamond, D., 1984, Financial intermediation and delegated monitoring, Review of Economic Studies 51, July, 393-414.
-
(1984)
Review of Economic Studies
, vol.51
, Issue.JULY
, pp. 393-414
-
-
Diamond, D.1
-
13
-
-
38649141305
-
Martingales and arbitrage in multiperiod securities markets
-
Harrison, J.M. and D.M. Kreps, 1979, Martingales and arbitrage in multiperiod securities markets, Journal of Economic Theory 20, 381-408.
-
(1979)
Journal of Economic Theory
, vol.20
, pp. 381-408
-
-
Harrison, J.M.1
Kreps, D.M.2
-
14
-
-
0000444437
-
Deposit insurance, risk and market power in banking
-
Keeley, M.C., 1990, Deposit insurance, risk and market power in banking, American Economics Review 47, 13-37.
-
(1990)
American Economics Review
, vol.47
, pp. 13-37
-
-
Keeley, M.C.1
-
15
-
-
0003114587
-
The valuation of risk assets and selection of risky investments in stock portfolios and capital budgets
-
Lintner, J., 1965, The valuation of risk assets and selection of risky investments in stock portfolios and capital budgets, Review of Economics and Statistics 47, 13-37.
-
(1965)
Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
16
-
-
0001493392
-
Deregulation and bank financial policy
-
Marcus, A.J., 1984, Deregulation and bank financial policy, Journal of Banking and Finance 8, 557-565.
-
(1984)
Journal of Banking and Finance
, vol.8
, pp. 557-565
-
-
Marcus, A.J.1
-
17
-
-
0000915244
-
The valuation of FDIC deposit insurance using option-pricing estimates
-
Marcus, A.J. and I. Shaked, 1984, The valuation of FDIC deposit insurance using option-pricing estimates, Journal of Money, Credit and Banking 16, 447-460.
-
(1984)
Journal of Money, Credit and Banking
, vol.16
, pp. 447-460
-
-
Marcus, A.J.1
Shaked, I.2
-
18
-
-
49449127434
-
An analytic derivation of the cost of deposit insurance and loan guarantees
-
Merton, 1977, An analytic derivation of the cost of deposit insurance and loan guarantees, Journal of Banking and Finance 1 (June), 3-11.
-
(1977)
Journal of Banking and Finance
, vol.1
, Issue.JUNE
, pp. 3-11
-
-
Merton1
-
19
-
-
0000525103
-
On the cost of deposit insurance when there are surveillance costs
-
Merton, 1978, On the cost of deposit insurance when there are surveillance costs, Journal of Business 51, 3.
-
(1978)
Journal of Business
, vol.51
, pp. 3
-
-
Merton1
-
20
-
-
0001238604
-
Equilibrium in a capital market
-
Mossin, J., 1966, Equilibrium in a capital market, Econometrica 35, 768-783.
-
(1966)
Econometrica
, vol.35
, pp. 768-783
-
-
Mossin, J.1
-
21
-
-
38249037293
-
Alternative forms of deposit insurance: Pricing and bank incentives issues
-
Pennacchi, G.G., 1987a, Alternative forms of deposit insurance: Pricing and bank incentives issues, Journal of Banking and Finance 11, 291-312.
-
(1987)
Journal of Banking and Finance
, vol.11
, pp. 291-312
-
-
Pennacchi, G.G.1
-
22
-
-
0001703693
-
A reexamination of the over- (or under-)pricing of deposit insurance
-
Pennacchi, 1987b, A reexamination of the over-(or under-)pricing of deposit insurance, Journal of Money, Credit and Banking 19, 340-360.
-
(1987)
Journal of Money, Credit and Banking
, vol.19
, pp. 340-360
-
-
Pennacchi1
-
24
-
-
57349098527
-
Information reliability and a theory of financial intermediation
-
Ramakrishnan, R.T.S. and A.V. Thakor, 1984, Information reliability and a theory of financial intermediation, Review of Economic Studies 51, July, 415-432.
-
(1984)
Review of Economic Studies
, vol.51
, Issue.JULY
, pp. 415-432
-
-
Ramakrishnan, R.T.S.1
Thakor, A.V.2
-
25
-
-
49549135545
-
The arbitrage pricing theory of capital asset pricing
-
Ross, S.A., 1976, The arbitrage pricing theory of capital asset pricing, Journal of Economic Theory 13, December, 341-360.
-
(1976)
Journal of Economic Theory
, vol.13
, Issue.DECEMBER
, pp. 341-360
-
-
Ross, S.A.1
-
26
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W.F., 1964, Capital asset prices: A theory of market equilibrium under conditions of risk, Journal of Finance 19 (September), 425-442.
-
(1964)
Journal of Finance
, vol.19
, Issue.SEPTEMBER
, pp. 425-442
-
-
Sharpe, W.F.1
-
27
-
-
46149128200
-
Costly monitoring, financial intermediation and equilibrium credit rationing
-
Williamson, S.D., 1986, Costly monitoring, financial intermediation and equilibrium credit rationing, Journal of Monetary Economics 18, 159-179.
-
(1986)
Journal of Monetary Economics
, vol.18
, pp. 159-179
-
-
Williamson, S.D.1
|