Interest-risk sensitive deposit insurance premia

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory

1977 • 1,904 citations

THE TAX‐ADJUSTED YIELD CURVE

1975 • 518 citations

Parameter Estimates for Symmetric Stable Distributions

1971 • 515 citations

Estimates of the Variance of U. S. Inflation Based upon the ARCH Model

1983 • 474 citations

The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates

1984 • 372 citations

Maximum-likelihood estimation in non-standard conditions

1971 • 172 citations

Market Evidence on the Effective Maturity of Bank Assets and Liabilities

1984 • 150 citations

The Tax-Adjusted Yield Curve

1975 • 143 citations

An Estimate of the Liquidity Premium

1975 • 128 citations

Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples

1975 • 127 citations

Parameter Estimates for Symmetric Stable Distributions

1971 • 102 citations

The behavior of interest rates : an application of the efficient market model to U.S. Treasury bills

1970 • 94 citations

Continuous Time Processes with Stable Increments

1978 • 59 citations

Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples

1975 • 27 citations

Misintermediation and macroeconomic fluctuations

1981 • 27 citations

Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries

1978 • 25 citations

Risk and capital adequacy in commercial banks

1982 • 22 citations

The stable Paretian distribution of foreign exchange rate movement, nonstationarity and martingale : an empirical analysis

1983 • 4 citations