7
H index
5
i10 index
130
Citations
David Babbel : Citation Profile
University of Pennsylvania (50% share) | RESEARCH PRODUCTION: 12 Articles 22 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1983 - 2015). 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 |
|---|---|
| Journal of Futures Markets | 2 |
| Journal of Pension Economics and Finance | 2 |
| Journal of Risk & Insurance | 2 |
| Journal of Finance | 2 |
Recent works citing David Babbel (2017 and 2016)
| Year | Title of citing document |
|---|---|
| 2016 | SECURITIZATION AND CREDIT RISK IN THE BRAZILIAN ECONOMY. (2016). de Mendonça, Helder ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira ; Barcelos, Vivian Iris . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:115. Full description at Econpapers || Download paper |
| 2016 | Estimating 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. Full description at Econpapers || Download paper |
| 2017 | Statistical 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. Full description at Econpapers || Download paper |
| 2017 | Risk-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. Full description at Econpapers || Download paper |
| 2016 | New 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. Full description at Econpapers || Download paper |
| 2017 | Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment. (2017). Holm-Hadulla, Fédéric ; De Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20172052. Full description at Econpapers || Download paper |
| 2017 | Investigate 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. Full description at Econpapers || Download paper |
| 2017 | Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74. Full description at Econpapers || Download paper |
| 2016 | Estimating 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. Full description at Econpapers || Download paper |
| 2016 | Can 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. 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 | 1 |
| 1985 | The Price Elasticity of Demand for Whole Life Insurance. In: Journal of Finance. [Full Text][Citation analysis] | article | 15 |
| 2005 | Real and Illusory Value Creation by Insurance Companies In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 4 |
| 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 | 2 |
| 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: 2 | 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 | 8 |
| 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: 8 | 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 | 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 | 2 |
| 1991 | Quantity-adjusting Options and Forward Contracts..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1991 | Quantity-Adjusting Options and Forward Contracts..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | 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 | 16 |
| 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 |
| 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 | 10 |
| 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: 10 | 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 | 1 |
| 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 | 4 |
| 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 | 8 |
| 1997 | Risk Management by Insurers: An Analysis of the Process In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 1997 | Economic Valuation Models for Insurers In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 1998 | Components of Insurance Firm Value and the Present Value of Liabilities In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2 2017. Contact: CitEc Team