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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/19564


    Title: An Option-Based Pricing Model to Determine Optimal Bank Interest Margins with Hidden Actions under Deposit Insurance Schemes
    Authors: Yi, Min-Li;Lin, Jyh-horng
    Contributors: 淡江大學國際貿易學系
    Keywords: Studies;Put & call options;Prices;Deposit insurance;Insurance premiums;Economic models;Banks
    Date: 2005-03
    Issue Date: 2009-11-04 17:23:04 (UTC+8)
    Publisher: International journal of management
    Abstract: This paper develops an option-based pricing model to study the optimal bank interest margin determination with hidden action under deposit insurance. This model shows that the optimal bank interest margin reacts negatively to an increase in the deposit insurance premium, and the bank, given a constant risk-adjusted deposit insurance has an incentive to gamble for resurrection when the bank operates on a relatively less elastic portion of its loan demand curve. The findings demonstrate the important links between optimal interest margins and market discipline.
    Relation: International Journal of Management 22(1), pp.71-78
    Appears in Collections:[國際企業學系暨研究所] 期刊論文

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