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The moral hazard implications...
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Kansantaloustieteen Laitos <Tampere>
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ECONIS (ZBW)
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1
Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2124-2145
Persistent link: https://www.econbiz.de/10013184691
Saved in:
2
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001620897
Saved in:
3
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
4
New formulations of ambiguous volatility with an application to optimal dynamic contracting
Hansen, Peter G.
- In:
Journal of economic theory
199
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013193348
Saved in:
5
Volatile capital flows and financial integration : the role of moral hazard
Kikuchi, Tomoo
;
Stachurski, John
;
Vachadze, George
- In:
Journal of economic theory
176
(
2018
),
pp. 170-192
Persistent link: https://www.econbiz.de/10011980836
Saved in:
6
Credit policy, real exchange rate volatility and moral hazard
Wan, Simon Shui-Ming
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 553-578
Persistent link: https://www.econbiz.de/10011878079
Saved in:
7
Deposit insurance and asset price volatility
Ljungqvist, Lars
-
1993
Persistent link: https://www.econbiz.de/10000892230
Saved in:
8
Modeling non-maturing Demand Deposits : a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit vo...
Döpp, Sophie
;
Horovitz, Andre
;
Szimayer, Alexander
-
2021
This paper aims to develop a methodology for the estimation of the idiosyncratic confidence level inherent within the process of determining the threshold of separation between volatile and stable deposit volumes. The idiosyncratic confidence level must be reflective of the institution's...
Persistent link: https://www.econbiz.de/10013249066
Saved in:
9
Modeling non-maturing demand deposits : a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit vo...
Döpp, Sophie
;
Horovitz, Andre
;
Szimayer, Alexander
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
1
,
pp. 2240006-1-2240006-20
Persistent link: https://www.econbiz.de/10013174948
Saved in:
10
Dynamic volatility regulation of financial institutions
Hilscher, Jens
;
Raviv, Alon
;
Wiener, Zvi
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490771
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