create a website

Loan Portfolio Swaps and Optimal Lending. (2005). Yi, Min-Li ; Lin, Jyh-Horng.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:24:y:2005:i:2:p:177-198.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 25

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Berger, A. N., “The Economic Effects of Technological Progress: Evidence from the Banking Industry.” Journal of Money, Credit, and Banking 35(2), 141–176 (2003).

  2. Black, F. and M. Scholes, “The Pricing of Options and Corporate Liabilities.” Journal of Political Economy 81(2), 637–659 (1973).

  3. Bulow, J. I, J. D. Geanakoplos and P. D. Klemperer, “Multimarket Oligopoly: Strategic Substitutes and Complements.” Journal of Political Economy 93(3), 488–511 (1985).

  4. Cestone, G. and L. White, “Anticompetitive Financial Contracting: The Design of Financial Claims.” Journal of Finance 58(5), 2109–2141 (2003).

  5. Cooper, I. A. and A. S. Mello, “The Default Risk of Swaps.” Journal of Finance 46(2), 597–620 (1991).

  6. Crouhy, M. and D. Galai, “A Contingent Claim Analysis of a Regulation Depositary Institution.” Journal of Banking and Finance 15(1), 73–90 (1991).
    Paper not yet in RePEc: Add citation now
  7. Duffie, D. and K. Singleton, “An Econometric Model of the Term Structure of Interest-Rate Swap Yields.” Journal of Finance 52(4), 1287–1321 (1997).

  8. Duffie, D. and M. Huang, “Swap Rates and Credit Quality.” Journal of Finance 51(3), 921–949 (1996).

  9. Gupta, A. and M. G. Subrahmanyam, “An Empirical Investigation of the Convexity Bias in the Pricing of Interest Rate Swaps.” Journal of Financial Economics 55(3), 239–279 (2000).

  10. Hancock, D., “A Model of the Financial Firm with Imperfect Asset and Deposit Elasticities.” Journal of Banking and Finance 10(1), 37–54 (1986).

  11. Klein, M. A., “A Theory of the Banking Firm.” Journal of Money, Credit, and Banking 3(2), 205–218 (1971).
    Paper not yet in RePEc: Add citation now
  12. Lin, J. H. and Y. Y. Teng, “Optimal Bank Interest Margin under Capital Regulation and Deposit Insurance: A Contingent Claim Analysis.” Advances in Quantitative Analysis of Finance and Accounting 9, 229–247 (2001).
    Paper not yet in RePEc: Add citation now
  13. Merton, R. C., “An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees.” Journal of Banking and Finance 1(1), 3–11 (1977).
    Paper not yet in RePEc: Add citation now
  14. Minton, B., “An Empirical Examination of Basic Valuation Models for Plain Vanilla U.S. Interest Rate Swaps.” Journal of Financial Economics 44(2), 251–277 (1997).
    Paper not yet in RePEc: Add citation now
  15. Mozumdar, A., “Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk.” Journal of Financial and Quantitative Analysis 36(2), 221–250 (2001).

  16. Mullins, H. M. and D. H. Pyle, “Liquidation Costs and Risk-Based Bank Capital.” Journal of Banking and Finance 18(1), 113–138 (1994).

  17. Neal, R. S., “Credit Derivatives: New Financial Instruments for Controlling Credit Risk.” Federal Reserve Bank of Kansas City, Economic Review 81(2), 15–27 (1996).

  18. Ramaswamy, K. and S. M. Sundaresan, “The Valuation of Floating-Rate Instruments: Theory and Evidence.” Journal of Financial Economics 17(2), 251–272 (1986).

  19. Santomero, A. M. and N. R. Blackwell, “Bank Credit Rationing and the Customer Relation.” Journal of Monetary Economics 9(1), 121–129 (1982).

  20. Santomero, A. M., “Modelling the Banking Firm.” Journal of Money, Credit, and Banking 16(4), 576–612 (1984).
    Paper not yet in RePEc: Add citation now
  21. Sorensen, E. H. and T. F. Bollier, “Pricing Swap Default Risk.” Financial Analysts Journal May-June, 23–33 (1994).
    Paper not yet in RePEc: Add citation now
  22. Stiroh, K. J. and P. P. Strahan, “Competitive Dynamics of Deregulation: Evidence from U. S. Banking.” Journal of Money, Credit, and Banking 35(5), 801–828 (2003).

  23. Sun, T. S., S. M. Sundaresan and C. Wang, “Interest Rate Swaps: An Empirical Investigation.” Journal of Financial Economics 34(1), 77–99 (1993).

  24. Wong, K. P., “On the Determinants of Bank Interest Margins under Credit and Interest Rate Risks.” Journal of Banking and Finance 21(2), 251–271 (1997).

  25. Zarruk, E. and J. Madura, “Optimal Bank Interest Margin under Capital Regulation and Deposit Insurance.” Journal of Finance and Quantitative Analysis 27(1), 143–149 (1992).

Cocites

Documents in RePEc which have cited the same bibliography

  1. Tech in Fin before FinTech: Blessing or Curse for Financial Stability?. (2020). Timmer, Yannick ; Pierri, Nicola.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/014.

    Full description at Econpapers || Download paper

  2. Financial Development and Agglomeration. (2013). Purificato, Francesco ; Commendatore, Pasquale ; Michetti, Elisabetta.
    In: MPRA Paper.
    RePEc:pra:mprapa:48425.

    Full description at Econpapers || Download paper

  3. The evolution of cost-productivity and efficiency among US credit unions. (2013). Wheelock, David ; Wilson, Paul W..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:1:p:75-88.

    Full description at Econpapers || Download paper

  4. A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks. (2013). Tabak, Benjamin ; Fazio, Dimas ; Miranda, Rogerio Boueri .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:10:p:3747-3756.

    Full description at Econpapers || Download paper

  5. Dynamics of Financial System: A System Dynamics Approach. (2013). Nair, Girish ; Lewlyn Lester Raj Rodrigues, .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2013-01-2.

    Full description at Econpapers || Download paper

  6. FINANCIAL IMPLICATIONS OF TECHNOLOGICAL PROGRESS. (2013). TE, Mihaela .
    In: CrossCultural Management Journal.
    RePEc:cmj:journl:y:2013:i:27:stetm.

    Full description at Econpapers || Download paper

  7. Information Technology and the Rise of Household Bankruptcy. (2012). Nezami Narajabad, Borghan.
    In: Review of Economic Dynamics.
    RePEc:red:issued:10-43.

    Full description at Econpapers || Download paper

  8. The Egyptian Banking Sector: Assessing Efficiency Using a Stochastic Frontier Cost Function. (2012). Lang, Günter ; Farrag, Noha .
    In: Working Papers.
    RePEc:guc:wpaper:33.

    Full description at Econpapers || Download paper

  9. European integration and banking efficiency: a panel cost frontier approach. (2011). Ferreira, Candida.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp042011.

    Full description at Econpapers || Download paper

  10. Geographies of Finance : Centers, Flows, and Relations. (2011). Seo, Bongman .
    In: Hitotsubashi Journal of Economics.
    RePEc:hit:hitjec:v:52:y:2011:i:1:p:69-86.

    Full description at Econpapers || Download paper

  11. A dynamic model of unsecured credit. (2011). Sanches, Daniel ; Daniel, Sanches .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:5:p:1941-1964.

    Full description at Econpapers || Download paper

  12. Quantifying the impact of financial development on economic development. (2010). wang, cheng ; Sanchez, Juan ; Greenwood, Jeremy.
    In: Working Paper.
    RePEc:fip:fedrwp:10-05.

    Full description at Econpapers || Download paper

  13. The role of bank capital in the propagation of shocks. (2010). Moran, Kevin ; Meh, Cesaire.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:3:p:555-576.

    Full description at Econpapers || Download paper

  14. Debt restructuring and the role of lending technologies. (2010). Rossi, Paola ; Micucci, Giacinto.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_763_10.

    Full description at Econpapers || Download paper

  15. Credit Access, the Costs of Credit and Credit Market Discrimination. (2009). Weller, Christian.
    In: The Review of Black Political Economy.
    RePEc:spr:blkpoe:v:36:y:2009:i:1:p:7-28.

    Full description at Econpapers || Download paper

  16. The effects of geographic expansion on the productivity of Spanish savings banks. (2009). Tortosa-Ausina, Emili ; Pastor, José ; Illueca, Manuel.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:32:y:2009:i:2:p:119-143.

    Full description at Econpapers || Download paper

  17. Mergers and Acquisitions of Financial Institutions: A Review of the Post-2000 Literature. (2009). Molyneux, Philip ; Evanoff, Douglas ; Deyoung, Robert ; De Young, Robert.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:36:y:2009:i:2:p:87-110.

    Full description at Econpapers || Download paper

  18. The role of information in the rise in consumer bankruptcies. (2009). Sanchez, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:09-04.

    Full description at Econpapers || Download paper

  19. Financing development : the role of information costs. (2009). wang, cheng ; Sanchez, Juan ; Greenwood, Jeremy.
    In: Working Paper.
    RePEc:fip:fedrwp:08-08.

    Full description at Econpapers || Download paper

  20. Are U.S. banks too large?. (2009). Wilson, Paul ; Wheelock, David.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-054.

    Full description at Econpapers || Download paper

  21. Robust, dynamic nonparametric benchmarking: the evolution of cost-productivity and efficiency among U.S. credit unions. (2009). Wilson, Paul ; Wheelock, David.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-008.

    Full description at Econpapers || Download paper

  22. Technological change, financial innovation, and diffusion in banking. (2009). White, Lawrence ; Frame, W.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2009-10.

    Full description at Econpapers || Download paper

  23. Credit Access, the Costs of Credit and Credit Market Discrimination. (2008). Weller, Christian.
    In: Working Papers.
    RePEc:uma:periwp:wp171.

    Full description at Econpapers || Download paper

  24. Bank lending, credit shocks, and the transmission of Canadian monetary policy. (2008). Dib, Ali ; Atta-Mensah, Joseph.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:17:y:2008:i:1:p:159-176.

    Full description at Econpapers || Download paper

  25. The contribution of product mix versus efficiency and technical change in US banking. (2008). Asaftei, Gabriel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:11:p:2336-2345.

    Full description at Econpapers || Download paper

  26. Competition When Consumers Value Firm Scope. (2008). Miller, Nathan H..
    In: EAG Discussions Papers.
    RePEc:doj:eagpap:200807.

    Full description at Econpapers || Download paper

  27. The Role of Bank Capital in the Propagation of Shocks. (2008). Moran, Kevin ; Meh, Cesaire.
    In: Staff Working Papers.
    RePEc:bca:bocawp:08-36.

    Full description at Econpapers || Download paper

  28. Have Differences in Credit Access Diminished in an Era of Financial Market Deregulation?. (2007). Weller, Christian.
    In: Working Papers.
    RePEc:uma:periwp:wp144.

    Full description at Econpapers || Download paper

  29. Federal Home Loan Bank advances and commercial bank portfolio composition. (2007). Passmore, Wayne ; Hancock, Diana ; Frame, W.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-31.

    Full description at Econpapers || Download paper

  30. Federal Home Loan Bank advances and commercial bank portfolio composition. (2007). Passmore, Wayne ; Hancock, Diana ; Frame, W.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2007-17.

    Full description at Econpapers || Download paper

  31. European banking: An overview. (2007). Wilson, John ; Molyneux, Philip ; Goddard, John ; Wilson, John O. S., ; Tavakoli, Manouche .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:7:p:1911-1935.

    Full description at Econpapers || Download paper

  32. Accounting for the Rise in Consumer Bankruptcies. (2006). Tertilt, Michele ; MacGee, James (Jim) ; Livshits, Igor.
    In: Discussion Papers.
    RePEc:sip:dpaper:06-001.

    Full description at Econpapers || Download paper

  33. Internet adoption in Italian banks: An empirical investigation. (2006). Corrocher, Nicoletta.
    In: Research Policy.
    RePEc:eee:respol:v:35:y:2006:i:4:p:533-544.

    Full description at Econpapers || Download paper

  34. Benefits from a changing payment technology in European banking. (2006). Humphrey, David ; Lindblom, Ted ; Willesson, Magnus ; Bergendahl, Goran .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:6:p:1631-1652.

    Full description at Econpapers || Download paper

  35. Consolidation, scale economies and technological change in Japanese banking. (2006). Tadesse, Solomon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:5:p:425-445.

    Full description at Econpapers || Download paper

  36. Are Canadian Banks Efficient? A Canada--U.S. Comparison. (2006). Allen, Jason ; Engert, Walter ; Liu, Ying.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-33.

    Full description at Econpapers || Download paper

  37. Credit Shocks in the Financial Deregulatory Era: Not the Usual Suspects. (2005). Kejak, Michal ; Gillman, Max ; Benk, Szilard.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:3:p:668-687.

    Full description at Econpapers || Download paper

  38. Loan Portfolio Swaps and Optimal Lending. (2005). Yi, Min-Li ; Lin, Jyh-Horng.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:24:y:2005:i:2:p:177-198.

    Full description at Econpapers || Download paper

  39. Optimal industrial structure in banking. (2005). Mester, Loretta.
    In: Working Papers.
    RePEc:fip:fedpwp:08-2.

    Full description at Econpapers || Download paper

  40. The effects of competition from large, multimarket firms on the performance of small, single-market firms: evidence from the banking industry. (2005). White, Lawrence ; Berger, Allen ; Dick, Astrid A. ; Goldberg, Lawrence G..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-15.

    Full description at Econpapers || Download paper

  41. Small business credit scoring and credit availability. (2005). Frame, W ; Berger, Allen.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-10.

    Full description at Econpapers || Download paper

  42. Integration and consolidation in EU banking - an unfinished business. (2005). Walkner, Christoph ; Raes, Jean-Pierre .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0226.

    Full description at Econpapers || Download paper

  43. Financial liberalisation, crisis, and restructuring: A comparative study of bank performance and bank governance in South East Asia. (2005). Williams, Jonathan ; Nguyen, Nghia.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:8-9:p:2119-2154.

    Full description at Econpapers || Download paper

  44. Distance, bank heterogeneity and entry in local banking markets. (2005). pagnini, marcello ; Roberto, Felici ; Marcello, Pagnini.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_557_05.

    Full description at Econpapers || Download paper

  45. The Dynamics of Product and Process Innovation in UK Banking. (2004). Batiz-Lazo, Bernardo ; Wondelsebet, Kassa.
    In: Industrial Organization.
    RePEc:wpa:wuwpio:0405001.

    Full description at Econpapers || Download paper

  46. The Past, Present, and Probable Future for Community Banks. (2004). Udell, Gregory ; Hunter, William ; Deyoung, Robert ; De Young, Robert.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:25:y:2004:i:2:p:85-133.

    Full description at Econpapers || Download paper

  47. Exporting financial institutions management via foreign direct investment mergers and acquisitions. (2004). Buch, Claudia ; Berger, Allen ; Delong, Gayle ; Deyoung, Robert ; De Young, Robert.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:3:p:333-366.

    Full description at Econpapers || Download paper

  48. The interaction between face-to-face and electronic delivery: the case of the Italian banking industry. (2004). Mistrulli, Paolo Emilio ; gobbi, giorgio ; Bonaccorsi di Patti, Emilia.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_508_04.

    Full description at Econpapers || Download paper

  49. Information technology and productivity changes in the Italian banking industry. (2004). gobbi, giorgio ; Casolaro, Luca.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_489_04.

    Full description at Econpapers || Download paper

  50. Bank Capital, Agency Costs, and Monetary Policy. (2004). Moran, Kevin ; Meh, Cesaire.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-6.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-28 16:37:42 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy