Bank Liability Structure, FDIC Loss, and Time to Failure: A Quantile Regression Approach

Klaus Schaeck

Journal of Financial Services Research, 2008, vol. 33, issue 3, 163-179

Keywords: Bank liability structure; loss given default; market discipline; time to failure; quantile regression (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (37)

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DOI: 10.1007/s10693-008-0028-5

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