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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

References

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  • Petersen , M. A. , Mulaudzi , M. P. , Mukuddem-Petersen , J. and Schoeman , I. M. 2010 . A note on the subprime mortgage crisis: dynamic modelling of bank leverage profit under loan securitization . Applied Economics Letters , 17 : 1469 – 74 .
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