Capital controls and bank risk

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of rational option pricing

2005 • 7,870 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

Martingales and arbitrage in multiperiod securities markets

1979 • 3,734 citations

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

1977 • 1,904 citations

Regulation of Bank Capital and Portfolio Risk

1980 • 899 citations

Capital regulation and bank risk-taking: A note

1989 • 676 citations

A reexamination of mean-variance analysis of bank capital regulation

1990 • 383 citations

Capital adequacy and the regulation of financial intermediaries

1977 • 371 citations

Banking Theory, Deposit Insurance, and Bank Regulation

1986 • 241 citations

Regulation of Bank Capital and Portfolio Risk

1980 • 195 citations

An Approach to the Regulation of Bank Holding Companies

1978 • 167 citations

Bank capital regulation and asset risk

1987 • 53 citations