Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics

Author: Coffinet Jérôme   Pop Adrian   Tiesset Muriel  

Publisher: Springer Publishing Company

ISSN: 0920-8550

Source: Journal of Financial Services Research, Vol.44, Iss.3, 2013-12, pp. : 229-257

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Abstract