Capital standard, forbearance and deposit insurance pricing under GARCH
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Laeven, Luc, 2000. "Banking risks around the world - the implicit safety net subsidy approach," Policy Research Working Paper Series 2473, The World Bank.
- Loveland, Robert, 2016. "How prompt was regulatory corrective action during the financial crisis?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 16-36.
- Lehar, Alfred, 2005. "Measuring systemic risk: A risk management approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2577-2603, October.
- Lee, Shih-Cheng & Lin, Chien-Ting & Tsai, Ming-Shann, 2015. "The pricing of deposit insurance in the presence of systematic risk," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 1-11.
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