Market pricing of deposit insurance

Journal of Financial Services Research

Volumn 24, Issue 2-3, 2003, Pages 93-119

  Duffie, Darrell ^a   Jarrow, Robert ^b   Purnanandam, Amiyatosh ^b   Yang, Wei ^a  

^a STANFORD UNIVERSITY   (United States)

^b Cornell University ^*  (United States)

Author keywords

Bank failure; Deposit insurance pricing; Risk neutral default probability

Indexed keywords

EID: 4043056550     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1023/b:fina.0000003319.53270.73     Document Type: Conference Paper

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