search query: @author Duan, J.-C. / total: 2
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| Author: | Duan, J.-C. Simonato, J.-G. |
| Title: | Maximum likelihood estimation of deposit insurance value with interest rate risk |
| Journal: | Journal of Empirical Finance
2002 : JAN, VOL. 9:1, p. 109-132 |
| Index terms: | Interest rates Financial risk Risk management |
| Language: | eng |
| Abstract: | This paper develops a maximum likelihood estimation method for the deposit insurance pricing model of Duan, Moreau and Sealey (J. Banking Financ. 19(1995)1091. A sample of 10 US banks is used to illustrate the estimation method. |
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