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Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chang, Chuen-ping - In: Economic modelling 29 (2012) 6, pp. 2444-2450
Persistent link: https://www.econbiz.de/10009673700
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A barrier option framework for rescue package designs and bank default risks
Chang, Chuen-ping - In: Economic modelling 38 (2014), pp. 246-257
Persistent link: https://www.econbiz.de/10010419117
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Bank capital regulation in a cap option framework
Tsai, Jeng-yan; Hung, Wei-ming - In: International review of economics & finance : IREF 25 (2013), pp. 66-74
Persistent link: https://www.econbiz.de/10009693338
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Politically connected lending, government capital injection, and bank performance
Jou, Rosemary; Chen, Shi; Tsai, Jeng-Yan - In: International review of economics & finance : IREF 47 (2017), pp. 220-232
Persistent link: https://www.econbiz.de/10011740152
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Equities of scope as merger incentives under capital regulation : narrow versus synergy banking valuation
Chen, Shi; Tsai, Jeng-Yan; Jou, Rosemary - In: Applied economics 48 (2016) 37/39, pp. 3508-3525
Persistent link: https://www.econbiz.de/10011620787
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A note on bank default risk under government capital injection coinciding with high future loss expectation
Lin, Jyh-jorng; Chang, Chuen-ping; Lin, Hsiao-ning - In: Applied economics letters 20 (2013) 13/15, pp. 1368-1373
Persistent link: https://www.econbiz.de/10010203416
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A note on bank bailout : equity quality and direct equity injections
Lin, Jyh-horng; Chang, Chuen-ping; Hung, Wei-ming - In: Applied economics letters 19 (2012) 10/12, pp. 947-951
Persistent link: https://www.econbiz.de/10009633133
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Bank interest margin and default risk under Basel III capped Capital Adequacy Accord and regulatory deposit insurance fund protection
Chang, Chuen-Ping; Chen, Shi - In: International journal of financial research 6 (2015) 1, pp. 14-21
Persistent link: https://www.econbiz.de/10011407264
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Should bank loan portfolio be diversified under government capital injection and deposit insurance fund protection?
Chen, Shi; Chang, Chuen-Ping - In: International review of economics & finance : IREF 38 (2015), pp. 131-141
Persistent link: https://www.econbiz.de/10011572342