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Measuring option implied degree of distress in the US financial sector using the entropy principle
Matros, Philipp; Vilsmeier, Johannes - 2012
We estimate time series of option implied Probabilities of Default (PoDs) for 19 major US financial institutions from 2002 to 2012. These PoDs are estimated as mass points of entropy based risk neutral densities and subsequently corrected for maturity dependence. The obtained time series are...
Persistent link: https://www.econbiz.de/10009674908
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Stabilität des europäischen Finanzsystems : vor dem Hintergrund der südostasiatischen Finanzkrise im Hinblick auf die Osterweiterung der EU
Holste, Björn - 2003 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001748075
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Financial stability issues : the case of East Asia
Yokoi-Arai, Mamiko - 2002
Persistent link: https://www.econbiz.de/10013430172
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Bank efficiency, regulation and response to crisis of financial institutions in selected Asian countries
Shandre Mugan Thangavelu; Findlay, Christopher Charles - In: Real and financial integration in Asia, (pp. 133-150). 2012
Persistent link: https://www.econbiz.de/10009628914
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Die Banken in ihrer größten Krise - wie geht es weiter? : Beiträge des Duisburger Banken-Symposiums
Böhnke, Werner (ed.); Brüggestrat, Reiner (contributor) - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009313024
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The bankers' new clothes : what's wrong with banking and what to do about it
Admati, Anat R.; Hellwig, Martin - 2013
Persistent link: https://www.econbiz.de/10009721506