haku: @indexterm FINANCIAL RISK / yhteensä: 628
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| Tekijä: | Duan, J.-C. Simonato, J.-G. |
| Otsikko: | Maximum likelihood estimation of deposit insurance value with interest rate risk |
| Lehti: | Journal of Empirical Finance
2002 : JAN, VOL. 9:1, p. 109-132 |
| Asiasana: | Interest rates Financial risk Risk management |
| Kieli: | eng |
| Tiivistelmä: | 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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