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Maximum likelihood estimation of deposit insurance value with interest rate risk

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Author Info
Duan, Jin-Chuan
Simonato, Jean-Guy

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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 9 (2002)
Issue (Month): 1 (January)
Pages: 109-132
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Handle: RePEc:eee:empfin:v:9:y:2002:i:1:p:109-132

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  1. Duan, Jin-Chuan & Fulop, Andras, 2006. "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises," ESSEC Working Papers DR 06015, ESSEC Research Center, ESSEC Business School. [Downloadable!]
  2. Jin-Chuan Duan & Andras Fulop, 2005. "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises," IEHAS Discussion Papers 0517, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
  3. Ericsson, Jan & Reneby, Joel, 2003. "Valuing Corporate Liabilities," SIFR Research Report Series 15, Swedish Institute for Financial Research. [Downloadable!]
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This page was last updated on 2008-9-30.

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