Bank liability structure, FDIC loss, and time to failure: A quantile regression approach.

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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.

Research output: Contribution to journalArticlepeer-review

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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

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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

Schaeck, K. / Bank liability structure, FDIC loss, and time to failure: A quantile regression approach. In: Journal of Financial Services Research. 2008 ; Vol. 33, No. 3. pp. 163-179.

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 -