Koresh Galil : Citation Profile

Are you Koresh Galil?

Ben Gurion University of the Negev

5

H index

3

i10 index

141

Citations

RESEARCH PRODUCTION:

12

Articles

9

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 9
   Journals where Koresh Galil has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 9 (6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga571
   Updated: 2022-10-01    RAS profile: 2021-08-10    
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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 Koresh Galil.

Is cited by:

Guesmi, Khaled (6)

Dhaoui, Abderrazak (4)

Goutte, Stéphane (4)

Shahzad, Syed Jawad Hussain (4)

Lahiani, Amine (3)

Belgacem, Aymen (3)

Mallick, Sushanta (3)

Natvik, Gisle (2)

De Winne, Rudy (2)

Shahbaz, Muhammad (2)

Vigier, Adrien (2)

Cites to:

Norden, Lars (11)

Weber, Martin (11)

Campbell, John (8)

Hilscher, Jens (6)

Duffie, Darrell (6)

Leland, Hayne (6)

Rajan, Raghuram (5)

Wright, Julian (5)

Goyal, Vidhan (5)

Dong, Ming (5)

Longstaff, Francis (5)

Main data

Where Koresh Galil has published?

Journals with more than one article published# docs
Journal of Banking & Finance2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Ben-Gurion University of the Negev, Department of Economics9

Recent works citing Koresh Galil (2022 and 2021)

YearTitle of citing document
2021Target Returns and Negative Interest Rates. (2021). De Winne, Rudy ; Todorovic, Aleksandar ; DEWINNE, Rudy ; Dhondt, Catherine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021011.

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2021Its the tone, stupid! Soft information in credit rating reports and financial markets. (2021). Kiesel, Florian. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:553-585.

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2021Market Timing and Pecking Order Theory in Latin America. (2021). Vsquez, Francisco Javier ; Pape, Hernan Marcelo. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019739.

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2021Financial news and CDS spreads. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303774.

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2021The influence of behavioral factors on SMES’ owners intention to adopt private finance. (2021). Kijkasiwat, Ploypailin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000204.

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2021Forgive me all my sins: How penalties imposed on banks travel through markets. (2021). Degryse, Hans ; Flore, Christian ; Schiereck, Dirk ; Kolaric, Sascha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s092911992100033x.

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2021The value of bond underwriter relationships. (2021). Nielsen, Mads Stenbo ; Dick-Nielsen, Jens ; von Ruden, Stine Louise. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000511.

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2021How floating rate notes stopped floating: Evidence from the negative interest rate regime. (2021). Selga, Riks K ; Klaus, Jurgen. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000521.

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2022Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis. (2022). Wu, Fei ; Li, Matthew C ; Dai, Xingyu ; Xiao, Ling ; Liu, Mengmeng ; Wang, Qunwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000059.

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2021Incorporating funding costs in top-down stress tests. (2021). Korsgaard, Soren . In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920300978.

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2021Measuring changes in credit risk: The case of CDS event studies. (2021). Betzer, Andre ; Andres, Christian ; Doumet, Markus. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000454.

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2021Security design and credit rating risk in the CLO market. (2021). Nawas, Mike ; Vink, Dennis ; van Breemen, Vivian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100024x.

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2021Sovereign CDS and mutual funds: Global evidence. (2021). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000731.

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2021Corporate social responsibility and the term structure of CDS spreads. (2021). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Gao, Feng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001232.

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2022CDS spreads and COVID-19 pandemic. (2022). Dănuleţiu, Dan ; Apergis, Nicholas ; Xu, Bing ; Danuletiu, Dan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001463.

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2021To change or not to change? The CDS market response of firms on credit watch. (2021). Schiereck, Dirk ; Norden, Lars ; Kolaric, Sascha ; Kiesel, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s037842662100025x.

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2021What determines wholesale funding costs of the global systemically important banks?. (2021). Ma, Yihong ; Delpachitra, Sarath ; Yu, Xiao ; Cottrell, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001564.

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2021Strategic credit sales to express retail under asymmetric default risk and stochastic market demand. (2021). Zhao, Ruiqing ; Ding, Peiqi ; Wang, Kai. In: Omega. RePEc:eee:jomega:v:101:y:2021:i:c:s0305048319302051.

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2021Local Credit Rating Agencies: Is their economic role underrated?. (2021). Marandola, Ginevra. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:143-156.

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2021Do sovereign ratings cause instability in cross-border emerging CDS markets?. (2021). Gonzalez-Urteaga, Ana ; Ballester, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:643-663.

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2021What leads people to tolerate negative interest rates on their savings?. (2021). Todorovic, A ; Efendic, E ; de Winne, R ; Dhondt, C ; Corneille, O. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:93:y:2021:i:c:s2214804321000549.

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2021“Financial less is more”: An experimental study of financial communication. (2021). Mugerman, Yevgeny ; Lahav, Eyal ; Hurwitz, Abigail. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:94:y:2021:i:c:s2214804321000963.

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2021Credit Ratings of Issuers of Green Debt Instruments. (2021). Frydrych, Sylwia. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:4:p:172-179.

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2022Reaction of the National Bank of Poland to the Impact of the COVID-19 Pandemic. (2022). Zaleska, Malgorzata. In: European Research Studies Journal. RePEc:ers:journl:v:xxv:y:2022:i:1:p:938-954.

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2021.

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2022Sovereign Credit Ratings Analysis Using the Logistic Regression Model. (2022). Muteba, John W ; Takawira, Oliver. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:70-:d:778137.

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2021Bank default indicators with volatility clustering. (2021). Çevik, Emrah ; Dibooglu, Sel ; Kenc, Turalay. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:1:d:10.1007_s10436-020-00369-x.

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2021Estimating volatility clustering and variance risk premium effects on bank default indicators. (2021). Cevik, Emrah Ismail ; Kenc, Turalay. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:4:d:10.1007_s11156-021-00981-6.

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2022Estimating corporate bankruptcy forecasting models by maximizing discriminatory power. (2022). Taoushianis, Zenon ; Martzoukos, Spiros H ; Charalambous, Chris. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:1:d:10.1007_s11156-021-00995-0.

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2022Fundamental Credit Analysis through Dynamical Modeling and Simulation of the Balance Sheet: Applications to Chinese Real Estate Developers. (2022). Xu, Jack. In: MPRA Paper. RePEc:pra:mprapa:112699.

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2022The Role of Macroeconomic and Market Indicators in Explaining Sovereign Credit Default Swaps (CDS) Spread Changes: Evidence from Türkiye. (2022). Kartal, Mustafa Tevfik. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:145-164.

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2021Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis. (2021). Molyneux, Philip ; Li, Matthew C ; Fu, Xiaoqing. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01852-0.

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2021Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms. (2021). Depren, Serpil Kili ; Kartal, Mustafa Tevfik. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00245-1.

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2021Market Discipline through Credit Ratings and Too?Big?to?Fail in Banking. (2021). Ongena, Steven ; Kiesel, Florian ; Kolaric, Sascha. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:2-3:p:367-400.

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Works by Koresh Galil:

YearTitleTypeCited
2005Ratings as Predictors of Default in the Long Term:an Empirical Investigation In: Working Papers.
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2009A re-examination of value-creation through strategic alliances In: Working Papers.
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2011A reexamination of value creation through strategic alliances.(2011) In: International Journal of Banking, Accounting and Finance.
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2011Rating Shopping and Rating Inflation: Empirical Evidence from Israel In: Working Papers.
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2012Using Merton model: an empirical assessment of alternatives In: Working Papers.
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2015Using Merton model: an empirical assessment of alternatives.(2015) In: Working Papers.
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2013THE DETERMINANTS OF CDS SPREADS In: Working Papers.
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2014The determinants of CDS spreads.(2014) In: Journal of Banking & Finance.
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2015Debt composition and lax screening in the Israel corporate bond market In: Working Papers.
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2015Predicting default more accurately: to proxy or not to proxy for default? In: Working Papers.
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2018PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT.(2018) In: Working Papers.
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2019Predicting Default More Accurately: To Proxy or Not to Proxy for Default?.(2019) In: International Review of Finance.
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2013Are time preferences for risky outcomes, riskless outcomes and commodities really different? In: Economics Letters.
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2016Using Merton model for default prediction: An empirical assessment of selected alternatives In: Journal of Empirical Finance.
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2014Rating shopping and rating inflation in Israel In: International Review of Financial Analysis.
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2020The dynamics of sovereign yields over swap rates in the Eurozone market In: International Review of Financial Analysis.
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2014The (un)informative value of credit rating announcements in small markets In: Journal of Financial Stability.
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2011Good news, bad news and rating announcements: An empirical investigation In: Journal of Banking & Finance.
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2018Do ultimate owners follow the pecking order theory? In: The Quarterly Review of Economics and Finance.
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2018Debt composition and lax screening in the corporate bond market In: International Review of Economics & Finance.
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2020To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]		article3

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