Bank liability structure, FDIC loss, and time to failure: A quantile regression approach.
Research output: Contribution to journal › Article › peer-review
Standard Standard
Bank liability structure, FDIC loss, and time to failure: A quantile regression approach. / Schaeck, K.
In: Journal of Financial Services Research, Vol. 33, No. 3, 01.06.2008, p. 163-179.
In: Journal of Financial Services Research, Vol. 33, No. 3, 01.06.2008, p. 163-179.
Research output: Contribution to journal › Article › peer-review
HarvardHarvard
Schaeck, K 2008, 'Bank liability structure, FDIC loss, and time to failure: A quantile regression approach.', Journal of Financial Services Research, vol. 33, no. 3, pp. 163-179. https://doi.org/10.1007/s10693-008-0028-5
APA
Schaeck, K. (2008). Bank liability structure, FDIC loss, and time to failure: A quantile regression approach. Journal of Financial Services Research, 33(3), 163-179. https://doi.org/10.1007/s10693-008-0028-5
CBE
Schaeck K. 2008. Bank liability structure, FDIC loss, and time to failure: A quantile regression approach. Journal of Financial Services Research. 33(3):163-179. https://doi.org/10.1007/s10693-008-0028-5
MLA
Schaeck, K. "Bank liability structure, FDIC loss, and time to failure: A quantile regression approach.". Journal of Financial Services Research. 2008, 33(3). 163-179. https://doi.org/10.1007/s10693-008-0028-5
VancouverVancouver
Schaeck K. Bank liability structure, FDIC loss, and time to failure: A quantile regression approach. Journal of Financial Services Research. 2008 Jun 1;33(3):163-179. doi: 10.1007/s10693-008-0028-5
Author
RIS
TY - JOUR
T1 - Bank liability structure, FDIC loss, and time to failure: A quantile regression approach.
AU - Schaeck, K.
PY - 2008/6/1
Y1 - 2008/6/1
U2 - 10.1007/s10693-008-0028-5
DO - 10.1007/s10693-008-0028-5
M3 - Article
VL - 33
SP - 163
EP - 179
JO - Journal of Financial Services Research
JF - Journal of Financial Services Research
SN - 0920-8550
IS - 3
ER -