The impact of the early withdrawal option on time deposit pricing
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Bibliographic InfoArticle provided by Elsevier in its journal The Quarterly Review of Economics and Finance.
Volume (Year): 40 (2000)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/inca/620167
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- Ho, Thomas S Y & Lee, Sang Bin, 1990. "Interest Rate Futures Options and Interest Rate Options," The Financial Review, Eastern Finance Association, vol. 25(3), pages 345-70, August.
- Longstaff, Francis A., 1990. "The valuation of options on yields," Journal of Financial Economics, Elsevier, vol. 26(1), pages 97-121, July.
- Cooperman, Elizabeth S & Lee, Winson B & Lesage, James P, 1991. "Geographical Integration and the Retail CD-Pricing Decisions of Large Depository Institutions," The Review of Economics and Statistics, MIT Press, vol. 73(3), pages 546-52, August.
- Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
- Heffernan, Shelagh A, 1992. "A Computation of Interest Equivalences for Nonprice Characteristics of Bank Products," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(2), pages 162-72, May.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May.
- Turnbull, Stuart M & Milne, Frank, 1991. "A Simple Approach to Interest-Rate Option Pricing," Review of Financial Studies, Society for Financial Studies, vol. 4(1), pages 87-120.
- Stanhouse, Bryan & Ingram, Matthew, 2007. "A computational approach to the optimal structure of bank input prices," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 439-453, February.
- Totzek, Alexander, 2009. "Banks and early deposit withdrawals in a new Keynesian framework," Economics Working Papers 2009,08, Christian-Albrechts-University of Kiel, Department of Economics.
- Totzek, Alexander, 2008. "The Bank, the Bank-Run, and the Central Bank: The Impact of Early Deposit Withdrawals in a New Keynesian Framework," Economics Working Papers 2008,20, Christian-Albrechts-University of Kiel, Department of Economics.
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