David Babbel : Citation Profile


Are you David Babbel?

University of Pennsylvania (50% share)
University of Pennsylvania (50% share)

7

H index

5

i10 index

128

Citations

RESEARCH PRODUCTION:

12

Articles

22

Papers

RESEARCH ACTIVITY:

   32 years (1983 - 2015). See details.
   Cites by year: 4
   Journals where David Babbel has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 7 (5.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba115
   Updated: 2017-05-20    RAS profile: 2017-05-04    
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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:

Cummins, John (5)

Rose, Andrew (5)

Cole, Shawn (4)

Topalova, Petia (4)

Vickery, James (4)

Tobacman, Jeremy (4)

Consiglio, Andrea (4)

Townsend, Robert (3)

Gine, Xavier (3)

Dionne, Georges (3)

Zenios, Stavros (3)

Cites to:

merton, robert (4)

Stulz, René (3)

McDonald, James (3)

Fazzari, Steven (2)

Petersen, Bruce (2)

Eisenberg, Larry (2)

Froot, Kenneth (2)

Scharfstein, David (2)

Brander, James (1)

Kashyap, Anil (1)

Brennan, Michael (1)

Main data


Where David Babbel has published?


Journals with more than one article published# docs
Journal of Finance2
Journal of Risk & Insurance2
Journal of Pension Economics and Finance2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Research Program in Finance Working Papers / University of California at Berkeley2
Policy Research Working Paper Series / The World Bank2
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2
Working Papers / University of Pennsylvania, Wharton School, Weiss Center2

Recent works citing David Babbel (2017 and 2016)


YearTitle of citing document
2016SECURITIZATION AND CREDIT RISK IN THE BRAZILIAN ECONOMY. (2016). de Mendonça, Helder ; Barcelos, Vivian Iris ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:115.

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2016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments. (2016). Peters, Gareth W ; Gerlach, Richard H ; Chen, Wilson Y. In: Papers. RePEc:arx:papers:1603.01041.

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2017Statistical tests of the demand for insurance: an “all or nothing” decision. (2017). Pannequin, François ; Montmarquette, Claude ; Corcos, Anne . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-07.

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2017Risk-sharing benefits and the capital structure of insurance companies. (2017). Degryse, Hans ; van Hulle, Cynthia ; Smedts, Kristien . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11838.

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2016New Evidence in the Definition of Strategy for Global Insurers. (2016). Barros, Rafael Hernandez ; Martnez, Mara Isabel ; Vidal, Marta ; Vidal-Garcia, Javier . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00735.

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2017Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment. (2017). De Santis, Roberto A ; Holm-Hadulla, Federic . In: Working Paper Series. RePEc:ecb:ecbwps:20172052.

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2017Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran. (2017). Hosseinzadeh, Maryam ; Daei-Karimzadeh, Saeed . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-22.

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2016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Gerlach, Richard H ; Peters, Gareth W ; Ye, Wilson . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14-:d:70470.

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2016Can Affine Models Match the Moments in Bond Yields?. (2016). Feldhutter, Peter . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:p:1650009-01-1650009-56.

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Works by David Babbel:


YearTitleTypeCited
1983 A Capital Budgeting Analysis of Life Insurance Costs in the United States: 1950-1979. In: Journal of Finance.
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article1
1985 The Price Elasticity of Demand for Whole Life Insurance. In: Journal of Finance.
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article15
2005Real and Illusory Value Creation by Insurance Companies In: Journal of Risk & Insurance.
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article4
2014Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach In: Journal of Risk & Insurance.
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article2
2010Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2004The Effect of Transaction Size on Off-the-Run Treasury Prices In: Journal of Financial and Quantitative Analysis.
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article7
2001The Effect of Transaction Size on Off-the-Run Treasury Prices.(2001) In: Center for Financial Institutions Working Papers.
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This paper has another version. Agregated cites: 7
paper
2015Evaluating pension insurance pricing In: Journal of Pension Economics and Finance.
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article0
2008Lifetime 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.
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article0
2010A Note on Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach In: Working Papers.
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paper0
1988Interest rate dynamics and the term structure : A note In: Journal of Banking & Finance.
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article0
1991Quantity-adjusting options and forward contracts In: FRB Atlanta Working Paper.
[Citation analysis]
paper2
1991Quantity-adjusting Options and Forward Contracts..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1991Quantity-Adjusting Options and Forward Contracts..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1991Generalized put-call parity In: FRB Atlanta Working Paper.
[Citation analysis]
paper0
1991Generalized put-Call parity..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1991Generalized put-Call parity. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1991Quantity-adjusting Options and Forward Contracts. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1991Quantity-Adjusting Options and Forward Contracts. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1996Insuring Sovereign Debt Against Default. In: World Bank - Discussion Papers.
[Citation analysis]
paper16
2013Technical Review Panel for the Pension Insurance Modeling System (PIMS) In: Working Papers.
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paper0
1983Determining The Optimum Strategy for Hedging Currency Exposure In: Journal of International Business Studies.
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article0
1985Optimal Insurance of the Common Form Under Moral Hazard. In: Research Program in Finance Working Papers.
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paper0
1985Aspects of Optimal Multiperiod Life Insurance. In: Research Program in Finance Working Papers.
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paper4
2005Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions In: The Journal of Business.
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article10
2002Extracting 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: 10
paper
1995Default risk and the effective duration of bonds In: Policy Research Working Paper Series.
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paper6
1995The World Bank primer on reinsurance In: Policy Research Working Paper Series.
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paper1
1996Interest‐rate option pricing revisited In: Journal of Futures Markets.
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article0
1989Insuring banks against systematic credit risk In: Journal of Futures Markets.
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article4
2002On 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.
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paper8
1997Risk Management by Insurers: An Analysis of the Process In: Center for Financial Institutions Working Papers.
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paper33
1997Economic Valuation Models for Insurers In: Center for Financial Institutions Working Papers.
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paper14
1998Components of Insurance Firm Value and the Present Value of Liabilities In: Center for Financial Institutions Working Papers.
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paper1

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