Opaque bank assets and optimal equity capital
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Publication:1734564
DOI10.1016/J.JEDC.2019.01.005zbMATH Open1411.91640OpenAlexW3123188656MaRDI QIDQ1734564FDOQ1734564
Authors: Min Dai, Shan Huang, Jussi Keppo 
Publication date: 27 March 2019
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2019.01.005
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Cited In (7)
- Optimal capital requirements with noisy signals on banking risk
- A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds
- Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors
- Variance regularization in sequential Bayesian optimization
- Why banks should keep secrets
- Variational inequalities arising from credit rating migration with buffer zone
- State-contingent bank regulation with unobserved actions and unobserved characteristics
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