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Inferring market information from the price and quantity of S&L deposits

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  • Guo, Lin

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  • Guo, Lin, 2003. "Inferring market information from the price and quantity of S&L deposits," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2177-2202, November.
    • Handle: RePEc:eee:jbfina:v:27:y:2003:i:11:p:2177-2202
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    6. Cooperman, Elizabeth S & Lee, Winson B & Wolfe, Glenn A, 1992. "The 1985 Ohio Thrift Crisis, the FSLIC's Solvency, and Rate Contagion for Retail CDs," Journal of Finance, American Finance Association, vol. 47(3), pages 919-941, July.
    7. Ellis, David M. & Flannery, Mark J., 1992. "Does the debt market assess large banks, risk? : Time series evidence from money center CDs," Journal of Monetary Economics, Elsevier, vol. 30(3), pages 481-502, December.
    8. Cook, Douglas O & Spellman, Lewis J, 1994. "Repudiation Risk and Restitution Costs: Toward Understanding Premiums on Insured Deposits," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(3), pages 439-459, August.
    9. Black, Fischer & Cox, John C, 1976. "Valuing Corporate Securities: Some Effects of Bond Indenture Provisions," Journal of Finance, American Finance Association, vol. 31(2), pages 351-367, May.
    10. Joshua D. Coval & Tobias J. Moskowitz, 1999. "Home Bias at Home: Local Equity Preference in Domestic Portfolios," Journal of Finance, American Finance Association, vol. 54(6), pages 2045-2073, December.
    11. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    12. John B. Shoven & Scott B. Smart & Joel Waldfogel, 1992. "Real Interest Rates and the Savings and Loan Crisis: The Moral Hazard Premium," Journal of Economic Perspectives, American Economic Association, vol. 6(1), pages 155-167, Winter.
    13. Douglas D. Evanoff & Larry D. Wall, 2000. "Subordinated debt and bank capital reform," Working Paper Series WP-00-7, Federal Reserve Bank of Chicago.
    14. Diebold, Francis X & Sharpe, Steven A, 1990. "Post-deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(3), pages 281-291, July.
    15. Amel, Dean F. & Hannan, Timothy H., 1999. "Establishing banking market definitions through estimation of residual deposit supply equations," Journal of Banking & Finance, Elsevier, vol. 23(11), pages 1667-1690, November.
    16. Park, Sangkyun & Peristiani, Stavros, 1998. "Market Discipline by Thrift Depositors," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(3), pages 347-364, August.
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    21. Cook, Douglas O. & Spellman, Lewis J., 1996. "Firm and Guarantor Risk, Risk Contagion, and the Interfirm Spread among Insured Deposits," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(2), pages 265-281, June.
    22. Allen, Linda & Saunders, Anthony & Udell, Gregory F., 1991. "The pricing of retail deposits: Concentration and information," Journal of Financial Intermediation, Elsevier, vol. 1(4), pages 335-361, December.
    23. French, Kenneth R & Poterba, James M, 1991. "Investor Diversification and International Equity Markets," American Economic Review, American Economic Association, vol. 81(2), pages 222-226, May.
    24. Chester Foster & Edward J. Kane, 1986. "Valuing conjectural government guarantees of FNMA liabilities," Proceedings 117, Federal Reserve Bank of Chicago.
    25. James R. Barth, 1991. "The Great Savings and Loan Debacle," Books, American Enterprise Institute, number 918256, September.
    26. Flannery, Mark J, 1998. "Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(3), pages 273-305, August.
    27. Douglas D. Evanoff & Larry D. Wall, 2000. "Subordinated debt as bank capital: a proposal for regulatory reform," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 25(Q II), pages 40-53.
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    30. Strahan, Philip E., 1995. "Asset returns and economic disasters evidence from the S&L crisis," Journal of Monetary Economics, Elsevier, vol. 36(1), pages 189-217, August.
    31. Guo, Lin, 1999. "When and why did FSLIC resolve insolvent thrifts?," Journal of Banking & Finance, Elsevier, vol. 23(6), pages 955-990, June.
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    Cited by:

    1. Guo, Lin & Prezas, Alexandros P., 2019. "Market monitoring and influence: evidence from deposit pricing and liability composition from 1986 to 2013," Journal of Financial Stability, Elsevier, vol. 43(C), pages 146-166.
    2. Carlos Pérez Montes, 2013. "The impact of interbank and public debt markets on the competition for bank deposits," Working Papers 1319, Banco de España.

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