Deposit Insurance Premium under Stochastic Interest Rate: An Empirical Study of Taiwan's Banks
碩士 === 元智大學 === 財務金融研究所 === 91 === This empirical study of Taiwan’s banks applies the two-step maximum likelihood estimation method of Duan and Simonato (2002) to evaluate deposit insurance premium under stochastic interest rate. Since there have been only two zero-coupon bonds in Taiwan,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35329616503425556383 |