Optimal bank interest margins under capital regulation in a call-option utility framework
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wong, Kit Pong, 2014. "Fixed versus variable rate loans under regret aversion," Economic Modelling, Elsevier, vol. 42(C), pages 140-145.
- Chang, Chuen-Ping & Chen, Shi, 2016. "Government capital injection, credit risk transfer, and bank performance during a financial crisis," Economic Modelling, Elsevier, vol. 53(C), pages 477-486.
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More about this item
KeywordsCall-option utility maximization; Call-option equity maximization; Bank interest margins; Capital regulation;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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