The development of a model of large-bank failures that studies insolvency and failure simultaneously and that recognizes economic, political, and bureaucratic constraints faced by regulators.Bank failures

Asli Demirgüç-Kunt

English

Research Papers in Economics

A Dynamic Analysis of Bank Failures,&quot; Bank Structure and Competition, Federal Reserve Bank of Chicago,

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity,&quot; Econometrica,

A Multivariate Statistical Analysis of the Characteristics of Problem Banks,&quot;

Appearance and Reality in Deposit Insurance,&quot; Journal of Banking and Finance,

Early Warning of Bank Failure&quot;,

Econometric Issues in Empirical Analysis of Thrift Institutions' Insolvency and Failure&quot;, Invited Research Working Paper No. 56, Federal Home Loan Bank Board,

Edward J.,The Gathering Crisis in Federal Deposit insurance,

FSLIC Forbearance to Stockholders and the Value of Savings and Loan Shares,&quot; Economic Review, Federal Reserve Bank of Cleveland,

Helmut Lutkepohl, and Tsoung-Chao Lee, The Theory and Practice of Econometrics,

Implications of Large Bank Problems and Insolvencies for the Banking System and Economic Policy,&quot; occasional papers prepared by Research Department members for review and comment SM-85-3, Federal Reserve Bank of Chicago,

Information Theory and an Extension of the Maximum Likelihood Principle,&quot;

Limited Dependent and Qualitative Variables in Econometrics,

Perspective on Safe and Sound Banking,

Predicting Performance in the Savings and Loan Association Industry,&quot;

Qualitative Response Models: A Survey,&quot;

Regulator Behavior, and Bank Closure in the Mid-1980's: A Two-Step Logit Model,&quot;

The Estimation of a Simultaneous Equation Generalized Probit Model,&quot; Econometrica,

The Estimation of a Simultaneous Equation Tobit Model,&quot; International Economic Review,

The Ohio S&L Crisis in Retrospect: Implications for the Current Federal Deposit Insurance Crisis&quot;, paper presented at the Federal Reserve Bank

The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates,&quot;

Thrift Institution Failures: Causes and Policy Issues,&quot; Bank Structure and Competition, Federal Reserve Bank of Chicago,

Valuing the Implicit Guarantee of the Federal National Mortgage Association&quot;,

Modeling large commercial-bank failures: a simultaneous-equation analysis

http://www.clevelandfed.org/research/Workpaper/1989/wp8905.pdf

Modeling large commercial-bank failures: a simultaneous-equation analysis

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Research Papers in Economics