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The effect of opacity on market discipline during the lead up to the financial crisis
Lee, Kevin; Miller, Scott; Yeager, Timothy J. - In: Banking and finance review 7 (2015) 2, pp. 87-111
Persistent link: https://www.econbiz.de/10011443831
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"Black Swans" before the "Black Swan" evidence from international LIBOR–OIS spreads
Olson, Eric; Miller, Scott; Wohar, Mark E. - In: Journal of international money and finance 31 (2012) 6, pp. 1339-1357
Persistent link: https://www.econbiz.de/10009680035
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Charter value, Tobin's Q and bank risk during the subprime financial crisis
Jones, Jeffrey S.; Miller, Scott; Yeager, Timothy J. - In: Journal of economics & business 63 (2011) 5, pp. 372-391
Persistent link: https://www.econbiz.de/10009299131
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The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis
Miller, Scott; Olson, Eric; Yeager, Timothy J. - In: Journal of financial stability 16 (2015), pp. 118-137
Persistent link: https://www.econbiz.de/10011573976
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Bank risk and charter value : the role of opacity
Brune, Chris; Lee, Kevin; Miller, Scott - In: International journal of banking, accounting and … 12 (2021) 2, pp. 141-157
Persistent link: https://www.econbiz.de/10012505144