Capital standard, forbearance and deposit insurance pricing under GARCH

B-Tier

Journal: Journal of Banking & Finance

Year: 1999

Volume: 23

Issue: 11

Pages: 1691-1706

Authors (2)

Duan, Jin-Chuan (not in RePEc) Yu, Min-Teh (National Tsing Hua University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count