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Unveiling the Impact: Quantifying the Effects of Shifting Deposit Insurance Coverage Levels

https://doi.org/10.2139/ssrn.4726024
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Bank loan losses-given-default: A case study
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Deposit insurance and subsidized recapitalizations
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Limited deposit insurance coverage and bank competition
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Government Guarantees and Financial Stability
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Multi-period corporate default prediction with stochastic covariates
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Financial Intermediation
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Assessing the Probability of Bankruptcy
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1086/261155openalex-extracted
Bank Runs, Deposit Insurance, and Liquidity
inferredcites →https://doi.org/10.1086/723633openalex-extracted
Optimal Deposit Insurance
inferredcites →https://doi.org/10.1093/rfs/hhn044openalex-extracted
Forecasting Default with the Merton Distance to Default Model
inferredcites →https://doi.org/10.1093/rfs/hht060openalex-extracted
Estimating the Benefits of Contractual Completeness
inferredcites →https://doi.org/10.1111/1468-2354.t01-1-00003openalex-extracted
BANK RUNS: DEPOSIT INSURANCE AND CAPITAL REQUIREMENTS*
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03058.xopenalex-extracted
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00650.xopenalex-extracted
Default Risk in Equity Returns
inferredcites →https://doi.org/10.1162/00335530360535199openalex-extracted
Related Lending
inferredcites →https://doi.org/10.1257/aer.20150342openalex-extracted
Deposit Competition and Financial Fragility: Evidence from the US Banking Sector
inferredcites →https://doi.org/10.2139/ssrn.128672openalex-extracted
Measuring Loss on Latin American Defaulted Bank Loans: A 27-Year Study of 27 Countries
inferredcites →https://doi.org/10.2139/ssrn.1432480openalex-extracted
The Optimal Level of Deposit Insurance Coverage
inferredcites →https://doi.org/10.2139/ssrn.2179608openalex-extracted
Implied Probabilities of Default from Colombian Money Market Spreads: The Merton Model under Equity Market Informational Constraints
inferredcites →https://doi.org/10.2139/ssrn.2710844openalex-extracted
Loss Given Default for Commercial Loans at Failed Banks
inferredcites →https://doi.org/10.2307/1911486openalex-extracted
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
inferredcites →https://doi.org/10.2307/1911873openalex-extracted
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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Measuring systemic risk in the Colombian financial system: A systemic contingent claims approach
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