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    題名: An Option-Based Pricing Model to Determine Optimal Bank Interest Margins with Hidden Actions under Deposit Insurance Schemes
    作者: Yi, Min-Li;Lin, Jyh-horng
    貢獻者: 淡江大學國際貿易學系
    關鍵詞: Studies;Put & call options;Prices;Deposit insurance;Insurance premiums;Economic models;Banks
    日期: 2005-03
    上傳時間: 2009-11-04 17:23:04 (UTC+8)
    出版者: International journal of management
    摘要: 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.
    關聯: International Journal of Management 22(1), pp.71-78
    顯示於類別:[國際企業學系暨研究所] 期刊論文

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