Bank Liability Structure, FDIC Loss, and Time to Failure: A Quantile Regression Approach
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 33 (2008)
Issue (Month): 3 (June)
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Web page: http://www.springerlink.com/link.asp?id=102934
Bank liability structure; loss given default; market discipline; time to failure; quantile regression;
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