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Applied Economics Letters Volume 19, 2012 - Issue 7
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Original Articles

A note on selling distressed loans with bank bailouts: modelling of bank interest margins with default probabilities

Jyh-Horng Lin Department of International Business, Tamkang University, Tamsui Campus, Taipei, Taiwan
,
Jyh-Jiuan Lin Department of Statistics, Tamkang University, Tamsui Campus, Taipei, TaiwanCorrespondence[email protected]
&
Ching-Hui Chang Department of Applied Statistics and Information Science, Ming Chuan University, Taoyuan, Taiwan
Pages 623-627 | Published online: 18 Jul 2011

Citations (3)

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Read on this site (1)

Jyh-Horng Lin, Jeng-Yan Tsai & Wei-Ming Hung. (2014) Assessing bank equity risk under Legacy Loan Program. Applied Economics 46:13, pages 1499-1508.
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Articles from other publishers (2)

Jyh-Horng Lin, Jeng-Yan Tsai & Wei-Ming Hung. (2014) Bank equity risk under bailout programs of loan guarantee and/or equity capital injection. International Review of Economics & Finance 31, pages 263-274.
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Chuen-Ping Chang. (2012) Default probability of a captive credit bank with government capital injections: A capped barrier option approach. Economic Modelling 29:6, pages 2444-2450.
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