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Midiendo el riesgo bancario en Guatemala: un enfoque de opciones

Author

Listed:
  • Juan Carlos Castañeda F.

    (Banco Central de Guatemala)

  • Óscar Leonel Herrera V.

    (Banco Central de Guatemala)

  • Carlos Antonio Alvarado M.

    (Banco Central de Guatemala)

Abstract

No abstract is available for this item.

Suggested Citation

  • Juan Carlos Castañeda F. & Óscar Leonel Herrera V. & Carlos Antonio Alvarado M., 2006. "Midiendo el riesgo bancario en Guatemala: un enfoque de opciones," Monetaria, CEMLA, vol. 0(2), pages 217-234, abril-jun.
    • Handle: RePEc:cml:moneta:v:xxix:y:2006:i:2:p:217-234
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    References listed on IDEAS

    as
    1. David Maude & William Perraudin, 1995. "Pricing Deposit Insurance in the United Kingdom," Bank of England working papers 29, Bank of England.
    2. Kathleen A. Kuester & James M. O'Brien, 1991. "Market-based deposit insurance premiums: an evaluation," Finance and Economics Discussion Series 150, Board of Governors of the Federal Reserve System (U.S.).
    3. repec:zbw:bofism:1996_006 is not listed on IDEAS
    4. Marcus, Alan J & Shaked, Israel, 1984. "The Valuation of FDIC Deposit Insurance Using Option-pricing Estimates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(4), pages 446-460, November.
    Full references (including those not matched with items on IDEAS)

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