8
H index
8
i10 index
196
Citations
David Babbel : Citation Profile
| RESEARCH PRODUCTION: 17 Articles 24 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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35 years (1983 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Babbel. | Is cited by:
| Cites to:
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Main data
Where David Babbel has published?
| Journals with more than one article published | # docs |
|---|---|
| North American Actuarial Journal | 4 |
| Journal of Pension Economics and Finance | 2 |
| Journal of Finance | 2 |
| Journal of Futures Markets | 2 |
| Journal of Risk & Insurance | 2 |
Recent works citing David Babbel (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | What drives life insurance purchasing decisions in Bosnia and Herzegovina?. (2021). Kozarevic, Safet ; Hodzic, Sanida. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:3:p:263-278. Full description at Econpapers || Download paper |
| 2021 | When is utilitarian welfare higher under insurance risk pooling?. (2021). Thomas, Guy R ; Tapadar, Pradip ; MacDonald, Angus S ; Chatterjee, Indradeb. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:289-301. Full description at Econpapers || Download paper |
| 2021 | Liquidity and price pressure in the corporate bond market: evidence from mega-bonds. (2021). Wang, Liying ; Helwege, Jean. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000231. Full description at Econpapers || Download paper |
| 2021 | Were there fire sales in the RMBS market?. (2021). Sherlun, Shane M ; Stulz, Rene M ; Nadauld, Taylor D ; Merrill, Craig B. In: Journal of Monetary Economics. RePEc:eee:moneco:v:122:y:2021:i:c:p:17-37. Full description at Econpapers || Download paper |
| 2021 | Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries. (2021). Baig, Ahmed ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:60:y:2021:i:2:d:10.1007_s10693-020-00341-w. Full description at Econpapers || Download paper |
| 2022 | Option pricing with random risk aversion. (2022). Poon, Ser-Huang ; Vitiello, Luiz. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01034-8. Full description at Econpapers || Download paper |
| 2021 | Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach. (2021). Trapin, Luca ; Santi, Flavio ; Hambuckers, Julien ; Bee, Marco. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-021-01078-3. Full description at Econpapers || Download paper |
Works by David Babbel:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1983 | A Capital Budgeting Analysis of Life Insurance Costs in the United States: 1950-1979. In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 1985 | The Price Elasticity of Demand for Whole Life Insurance. In: Journal of Finance. [Full Text][Citation analysis] | article | 30 |
| 2005 | Real and Illusory Value Creation by Insurance Companies In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 12 |
| 2014 | Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 8 |
| 2010 | Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2012 | Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2004 | The Effect of Transaction Size on Off-the-Run Treasury Prices In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 12 |
| 2001 | The Effect of Transaction Size on Off-the-Run Treasury Prices.(2001) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2015 | Evaluating pension insurance pricing* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Lifetime Financial Advice: Human Capital, Asset Allocation and Insurance. Roger G. Ibbotson, Moshe A. Milevsky, Peng Chen, and Kevin X. Zhu. 2007, Research Foundation of CFA Institute, ISBN 978-1-9432 In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | A Note on Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Stable Value Funds: Performance to Date In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Interest rate dynamics and the term structure : A note In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 1991 | Quantity-adjusting options and forward contracts In: FRB Atlanta Working Paper. [Citation analysis] | paper | 3 |
| 1991 | Quantity-adjusting Options and Forward Contracts..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1991 | Quantity-Adjusting Options and Forward Contracts..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1991 | Generalized put-call parity In: FRB Atlanta Working Paper. [Citation analysis] | paper | 0 |
| 1991 | Generalized put-Call parity..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1991 | Generalized put-Call parity. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
| 1991 | Quantity-adjusting Options and Forward Contracts. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
| 1991 | Quantity-Adjusting Options and Forward Contracts. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Insuring Sovereign Debt Against Default. In: World Bank - Discussion Papers. [Citation analysis] | paper | 18 |
| 2018 | Stable Value Funds Performance In: Risks. [Full Text][Citation analysis] | article | 1 |
| 2013 | Technical Review Panel for the Pension Insurance Modeling System (PIMS) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1983 | Determining The Optimum Strategy for Hedging Currency Exposure In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 0 |
| 1997 | “Two Paradigms for The Market Value of Liabilities”, Robert R. Reitano, October 1997 In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 1998 | Economic Valuation Models for Insurers In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 15 |
| 1997 | Economic Valuation Models for Insurers.(1997) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1998 | Authors’ Reply: Economic Valuation Models for Insurers - Discussion by Jacques F. Carriere In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Fair Value of Liabilities: The Financial Economics Perspective In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 7 |
| 1985 | Optimal Insurance of the Common Form Under Moral Hazard. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 0 |
| 1985 | Aspects of Optimal Multiperiod Life Insurance. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 4 |
| 2005 | Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions In: The Journal of Business. [Full Text][Citation analysis] | article | 12 |
| 2002 | Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions.(2002) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 1995 | Default risk and the effective duration of bonds In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 1995 | The World Bank primer on reinsurance In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 1996 | Interest?rate option pricing revisited In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 1989 | Insuring banks against systematic credit risk In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 2002 | On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 1997 | Risk Management by Insurers: An Analysis of the Process In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 1998 | Components of Insurance Firm Value and the Present Value of Liabilities In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team