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Parameter variability, event studies, and the two-index model

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  • Edward J. Kane
  • Haluk Unal

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  • Edward J. Kane & Haluk Unal, 1988. "Parameter variability, event studies, and the two-index model," Proceedings 197, Federal Reserve Bank of Chicago.
    • Handle: RePEc:fip:fedhpr:197
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    References listed on IDEAS

    as
    1. Anthony Saunders, 1988. "The Eurocurrency interbank market: potential for international crises?," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 17-27.
    2. Douglas W. Diamond & Philip H. Dybvig, 2000. "Bank runs, deposit insurance, and liquidity," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 24(Win), pages 14-23.
    3. George J. Benston & George G. Kaufman, 1986. "Risks and failures in banking: overview, history, and evaluation," Staff Memoranda 86-1, Federal Reserve Bank of Chicago.
    4. James R. Barth & R. Dan Brumbaugh, Jr. & Daniel Sauerhaft & George H. K. Wang, 1985. "Insolvency And Risk‐Taking In The Thrift Industry: Implications For The Future," Contemporary Economic Policy, Western Economic Association International, vol. 3(5), pages 1-32, September.
    5. Jack M. Guttentag & Richard J. Herring & Dietmar K. R. Klein & Lionel D. D. Price & Rainer S. Masera, 1986. "Strategic Planning by International Banks to Cope with Uncertainty," Palgrave Macmillan Books, in: Paolo Savona & George Sutija (ed.), Strategic Planning in International Banking, chapter 1, pages 7-54, Palgrave Macmillan.
    6. Guttentag, Jack & Herring, Richard, 1986. "Disclosure policy and international banking," Journal of Banking & Finance, Elsevier, vol. 10(1), pages 75-97, March.
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