Cooperman, Elizabeth S; Lee, Winson B; Wolfe, Glenn A - In: Journal of Finance 47 (1992) 3, pp. 919-41
This paper uses both an ARIMA transfer-function intervention model and a panel data analysis to examine the effect of the Ohio deposit insurance crisis in 1985 on the pricing of six-month retail certificates of deposit (CDs) for federally-insured Ohio banks and savings and loans. Adjusting for...