Monitoring financial distress in a high-stress financial world : the role of option prices as bank risk metrics
Jérôme Coffinet; Adrian Pop; Muriel Tiesset
| Year of publication: |
2013
|
|---|---|
| Authors: | Coffinet, Jérôme ; Pop, Adrian ; Tiesset, Muriel |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 44.2013, 3, p. 229-257
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| Subject: | Bank market discipline | Financial system oversight | Financial distress | Options | Implied volatility | Survival analysis | Volatilität | Volatility | Bankrisiko | Bank risk | Insolvenz | Insolvency | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Finanzsektor | Financial sector | Bankenaufsicht | Banking supervision | Welt | World | Optionsgeschäft | Option trading | Bankinsolvenz | Bank failure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010336307