Interest-risk sensitive deposit insurance premia

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

Computing, Economics, Econometrics +15

An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory

Robert C. Merton · Journal of Banking & Finance · 1977 · 1.9K citations

Business, Economics, Finance +15

Parameter Estimates for Symmetric Stable Distributions

Eugene F. Fama, Richard Roll · Journal of the American Statistical Association · 1971 · 508 citations

Natural Sciences, Mathematics, Econometrics +11

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J. Huston McCulloch · The Journal of Finance · 1975 · 498 citations

Public Affairs, Business Economics, Economics +7