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Optimal bank interest margin and default risk in equity returns under the return to domestic retail with structural breaks

Tsai, Jeng-yan; Lin, Jyh-horng - In: Applied economics 45 (2013) 4/6, pp. 753-764

Persistent link: https://www.econbiz.de/10009716386

Assessing bank equity risk under Legacy Loan Program

Lin, Jyh-horng; Tsai, Jeng-yan; Hung, Wei-ming - In: Applied economics 46 (2014) 13/15, pp. 1499-1508

Persistent link: https://www.econbiz.de/10010412501

Bank equity risk under bailout programs of loan guarantee and/or equity capital injection

Lin, Jyh-horng; Tsai, Jeng-yan; Hung, Wei-ming - In: International review of economics & finance : IREF 31 (2014), pp. 263-274

Persistent link: https://www.econbiz.de/10010490417

Risk and regret aversions on optimal bank interest margin under capital regulation

Tsai, Jeng-yan - In: Economic modelling 29 (2012) 6, pp. 2190-2197

Persistent link: https://www.econbiz.de/10009673800

Bank capital regulation in a cap option framework

Tsai, Jeng-yan; Hung, Wei-ming - In: International review of economics & finance : IREF 25 (2013), pp. 66-74

Persistent link: https://www.econbiz.de/10009693338

Bank interest margin, multiple shadow banking activities, and capital regulation

Lin, Jyh-horng; Chen, Shi; Huang, Fu-Wei - In: International Journal of Financial Studies : open … 6 (2018) 3, pp. 1-20

In this paper, we develop a contingent claim model to evaluate a bank’s equity and liabilities that integrates the premature default risk conditions with loan rate-setting behavioral mode and multiple shadow banking activities under capital regulation. The barrier options theory of corporate...

Persistent link: https://www.econbiz.de/10011884164

A note on selling distressed loans with bank bailouts : modelling of bank interest margins with defult probabilities

Lin, Jyh-horng; Lin, Jyh-jiuan; Chang, Ching-hui - In: Applied economics letters 19 (2012) 7/9, pp. 623-627

Persistent link: https://www.econbiz.de/10009630588