Subordinated debt prices and forward-looking estimates of bank asset volatility
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- Schwert, G William, 1990. "Stock Volatility and the Crash of '87," Review of Financial Studies, Society for Financial Studies, vol. 3(1), pages 77-102.
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- Rong Fan & Joseph Haubrich & Peter Ritchken & James Thomson, 2003.
"Getting the Most Out of a Mandatory Subordinated Debt Requirement,"
Journal of Financial Services Research,
Springer;Western Finance Association, vol. 24(2), pages 149-179, October.
- Rong Fan & Joseph G. Haubrich & Peter H. Ritchken & James B. Thomson, 2002. "Getting the most out of a mandatory subordinated debt requirement," Working Paper 0214, Federal Reserve Bank of Cleveland.
- Rong Fan & Joseph G. Haubrich & Peter H. Ritchken & James B. Thomson, 2003. "Getting the most out of mandatory subordinated debt requirement," Proceedings 848, Federal Reserve Bank of Chicago.
- Markus R. Kosters & Stefan T.M. Streatmans & Mario Maggi, 2011. "Pricing Full Deposit Insurance in Germany amidst the Financial Crisis 2008-2010," Quaderni di Dipartimento 143, University of Pavia, Department of Economics and Quantitative Methods.
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