The impact of the early withdrawal option on time deposit pricing
- 31 May 2000
- journal article
- Published by Elsevier in The Quarterly Review of Economics and Finance
- Vol. 40 (1) , 107-120
- https://doi.org/10.1016/s1062-9769(99)00047-2
Abstract
No abstract availableThis publication has 14 references indexed in Scilit:
- Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank DepositsJournal of Financial and Quantitative Analysis, 1996
- Asymmetric price rigidity and the responsiveness of customers to price changes: The case of deposit interest ratesJournal of Financial Services Research, 1994
- The 1985 Ohio Thrift Crisis, the FSLIC's Solvency, and Rate Contagion for Retail CDsThe Journal of Finance, 1992
- A Computation of Interest Equivalences for Nonprice Characteristics of Bank ProductsJournal of Money, Credit and Banking, 1992
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims ValuationEconometrica, 1992
- Federal financial guarantees and the occasional market pricing of default risk: Evidence from insured depositsJournal of Banking & Finance, 1991
- Geographical Integration and the Retail CD-Pricing Decisions of Large Depository InstitutionsThe Review of Economics and Statistics, 1991
- Interest Rate Futures Options and Interest Rate OptionsThe Financial Review, 1990
- Measuring interest rate sensitivity of consumer depositorsJournal of Financial Services Research, 1989
- The pricing of commodity contractsJournal of Financial Economics, 1976