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A public good approach to credit ratings : from concept to reality
Duan, Jin-Chuan; Van Laere, Elisabeth - In: Journal of banking & finance 36 (2012) 12, pp. 3239-3247
Persistent link: https://www.econbiz.de/10009660503
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Executive stock options and incentive effects due to systematic risk
Duan, Jin-Chuan; Wei, Jason - In: Journal of banking & finance 29 (2005) 5, pp. 1185-1211
Persistent link: https://www.econbiz.de/10002628560
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Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Duan, Jin-Chuan; Yu, Min-Teh - In: Journal of banking & finance 29 (2005) 10, pp. 2435-2454
Persistent link: https://www.econbiz.de/10003071010
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Loan commitments, investment decisions and the signalling equilibrium
Duan, Jin-Chuan - In: Journal of banking & finance 17 (1993) 4, pp. 645-661
Persistent link: https://www.econbiz.de/10001147088
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Capital standard, forbearance and deposit insurance pricing under GARCH
Duan, Jin-Chuan; Yu, Min-Teh - In: Journal of banking & finance 23 (1999) 11, pp. 1691-1706
Persistent link: https://www.econbiz.de/10001415173
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Deposit insurance and bank interest rate risk : pricing and regulatory implications
Duan, Jin-Chuan - In: Journal of banking & finance 19 (1995) 6, pp. 1091-1108
Persistent link: https://www.econbiz.de/10001187927
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Default probabilities of privately held firms
Duan, Jin-Chuan; Kim, Baeho; Kim, Woojin; Shin, Donghwa - In: Journal of banking & finance 94 (2018), pp. 235-250
Persistent link: https://www.econbiz.de/10011966607