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Liquidity,leverage, and Lehman: A structural analysis of financial institutions in crisis |
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| Institution: | 1. Department of Management Science, National Chiao Tung University, No. 1001, University Rd., Hsinchu City 300, Taiwan (R.O.C.);2. Department of Finance, National Taiwan University, No. 1, Sec. 4, Roosevelt Road, Taipei City 106, Taiwan (R.O.C.);3. Department of Finance and International Business, Fu Jen Catholic University, No. 510, Jhongjheng Rd., Sinjhuang Dist., New Taipei City 242, Taiwan (R.O.C.) |
| Abstract: | |
| Keywords: | Structural credit risk models Financial crisis Risk management Lehman Brothers Default probability Liquidity |
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