An analysis of bank failures: 1984 to 1989

James Thomson

No 8916, Working Papers (Old Series) from Federal Reserve Bank of Cleveland

Abstract: A study that models the regulatory decision to close a bank as a call option. A two-equation model of bank failure that treats closings as regulatorily timed events is compared with two single-equation models for accuracy.

Keywords: Bank; failures (search for similar items in EconPapers)
Date: 1989
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