The pricing of deposit insurance in the presence of systematic risk
Shih-Cheng Lee; Chien-Ting Lin; Ming-Shann Tsai
| Year of publication: |
2015
|
|---|---|
| Authors: | Lee, Shih-Cheng ; Lin, Chien-ting ; Tsai, Ming-shann |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 51.2015, p. 1-11
|
| Subject: | Deposit insurance | Systematic risk | Asset correlation | Bank size | Einlagensicherung | Theorie | Theory | CAPM | Risiko | Risk | Systemrisiko | Systemic risk | Bankenregulierung | Bank regulation | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Korrelation | Correlation | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection |
| 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/10011317822