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Keywords: Systematic risk
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Journal Articles
Journal:
China Finance Review International
China Finance Review International (2017) 7 (4): 390–406.
Published: 21 September 2017
...Yaojie Zhang; Benshan Shi Purpose The purpose of this paper is to alleviate the moral hazard problem created by deposit insurance and therefore develop a deposit insurance pricing model explicitly considering systematic risk. Design/methodology/approach Using the market model, the authors...
