Banking Policy and the Pricing of Deposit Guarantees : A New Approach

A New Approach

Banking Policy and the Pricing of Deposit Guarantees : A New Approach
This paper describes a new approach to pricing government deposit guarantees that uses techniques of stochastic process switching employed in the recent literature on exchange rate determination. Our model avoids inconsistent assumptions about the information available to investors and the government common in previous work based on an option... READ MORE...

Publication date: December 1991
ISBN 9781451933192
$15.00

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