Equity as a call option on assets: Some tests for failed banks

Authors: Chia-Hsiang G.; Diba B.; Schwartz M.

Source: Economics Letters, Volume 48, Number 3, June 1995 , pp. 389-397(9)

Publisher: Elsevier

Keywords: Equity-call model; Option value; Deposit insurance; [JEL classification codes] G12

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/0165-1765(94)00612-6

Affiliations: 1: Department of Economics, Georgetown University, Washington, DC 20057-1045, USA

Publication date: 1995-06-01

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• By this author: Chia-Hsiang G. ;  Diba B. ;  Schwartz M.

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