Koresh Galil : Citation Profile


Are you Koresh Galil?

Ben Gurion University of the Negev

4

H index

2

i10 index

96

Citations

RESEARCH PRODUCTION:

10

Articles

9

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 6
   Journals where Koresh Galil has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 8 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga571
   Updated: 2020-11-21    RAS profile: 2020-09-08    
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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)

Belgacem, Aymen (3)

Mallick, Sushanta (3)

Lahiani, Amine (3)

Shahzad, Syed Jawad Hussain (3)

Holden, Steinar (2)

Vigier, Adrien (2)

Wagner, Niklas (2)

Shahbaz, Muhammad (2)

Cites to:

Weber, Martin (10)

Norden, Lars (10)

Campbell, John (8)

Hilscher, Jens (6)

Leland, Hayne (6)

Wright, Julian (5)

Goyal, Vidhan (5)

Frank, Murray (5)

Dong, Ming (5)

Fama, Eugene (4)

Hirshleifer, David (4)

Main data


Where Koresh Galil has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

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 (2020 and 2019)


YearTitle of citing document
2020The type of corporate announcements and its implication on trading behaviour. (2020). Zheng, Liyi . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:629-659.

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2019Security design and credit rating risk in the CLO market. (2019). van Breemen, Vivian ; Nawas, Mike ; Vink, Dennis . In: DNB Working Papers. RePEc:dnb:dnbwpp:643.

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2019Large EU banks’ capital and liquidity: Relationship and impact on credit default swap spreads. (2019). Girardone, Claudia ; Sclip, Alex ; Miani, Stefano. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:438-461.

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2020Access to internal capital, creditor rights and corporate borrowing: Does group affiliation matter?. (2020). Rao, Sandeep ; Koirala, Santosh ; Farag, Hisham ; Thapa, Chandra. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300298.

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2019Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias. (2019). McLeish, Don L ; Boudreault, Mathieu ; Amaya, Diego. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:297-313.

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2020Modeling CDS spreads: A comparison of some hybrid approaches. (2020). Radi, Davide ; Pacelli, Graziella ; Ballestra, Luca Vincenzo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:107-124.

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2019Reaction of the credit default swap market to the release of periodic financial reports. (2019). Nasiri, Maryam Akbari ; Mishra, Sagarika ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918306872.

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2020Corporate innovation and credit default swap spreads. (2020). Oh, Frederick Dongchuhl ; Lee, Hwang Hee. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306226.

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2020On the effect of credit rating announcements on sovereign bonds: International evidence. (2020). Lemonidi, Paraskevi ; Umar, Zaghum ; Kenourgios, Dimitrios . In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:58-71.

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2019Asset pricing factors and bank CDS spreads. (2019). Koutmos, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:19-41.

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2020The surface of implied firm’s asset volatility. (2020). Silaghi, Florina ; Lovreta, Lidija. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302789.

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2019The asymmetric effect of equity volatility on credit default swap spreads. (2019). Lee, Hwang Hee ; Hyun, Jung-Soon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:125-136.

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2019The value of renewable energy research and development investments with default consideration. (2019). Kim, Chae-Soo ; Sim, Jaehun. In: Renewable Energy. RePEc:eee:renene:v:143:y:2019:i:c:p:530-539.

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2019Contagion and bond pricing: The case of the ASEAN region. (2019). Abid, Ilyes ; Guesmi, Khaled ; Goutte, Stephane ; Dhaoui, Abderrazak. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:371-385.

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2019The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets. (2019). Mili, Mehdi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:187-200.

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2019Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:106-133.

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2019Time and risk preferences, and consumption decisions of patients with clinical depression. (2019). Shtudiner, Ze'ev ; Grisaru, Nimrod ; Suhorukov, Oxsana ; Bayer, Yaakov M. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:78:y:2019:i:c:p:138-145.

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2020To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions. (2020). Rosenboim, Mosi ; Galil, Koresh ; David-Pur, Lior. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:87:y:2020:i:c:s2214804319304197.

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2019Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions. (2019). Aman, Asia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:158-:d:272145.

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2020The Role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads. (2020). Zedda, Stefano ; Toscano, Mario ; Patane, Michele ; Anelli, Michele. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:150-:d:382904.

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2019Persistence of Bank Credit Default Swap Spreads. (2019). Huang, Xin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:90-:d:260881.

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2019The Effect of Systematic Default Risk on Credit Risk Premiums. (2019). Kim, Jungmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6039-:d:281911.

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2019Do Corporate Social Responsibility Activities Reduce Credit Risk? Short and Long-Term Perspectives. (2019). Kim, Jungmu ; Thu, Thuy Thi. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:24:p:6962-:d:294875.

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2020Predictability of OTC Option Volatility for Future Stock Volatility. (2020). Park, Yuen Jung ; Kim, Jungmu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:5200-:d:376450.

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2019IMPACT OF CREDIT RATINGS ON STOCK RETURNS. (2019). Mirza, Nawazish ; Bosman, Rudi ; Reddy, Krishna. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2019:i:3d:p:1-24.

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2020The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts. (2020). Shen, Jianfu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00868-7.

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2020Distress risk, product market competition, and corporate bond yield spreads. (2020). Lee, Han-Hsing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00869-6.

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2019European banks after the global financial crisis: a new landscape. (2019). Sánchez Serrano, Antonio ; Basten, Marisa. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:1:d:10.1057_s41261-018-0066-3.

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2020Short-term competition and long-term convergence between domestic and global rating agencies: Evidence from China. (2020). Meng, Wei ; Tian, Yixiang ; Zhou, Xiangyun. In: PLOS ONE. RePEc:plo:pone00:0232804.

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2020.

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2019Computational approaches and data analytics in financial services: A literature review. (2019). Zopounidis, Constantin ; Pardalos, Panos M ; Doumpos, Michalis ; Andriosopoulos, Dimitris. In: Journal of the Operational Research Society. RePEc:taf:tjorxx:v:70:y:2019:i:10:p:1581-1599.

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2020Investigating Regime-Dependent Dynamics in Country Risk Premium: Evidence from Turkey and Emerging Markets. (2020). KAZDAL, Abdullah ; Yilmaz, Muhammed Hasan ; Bayram, Berat ; Akay, Mustafa. In: CBT Research Notes in Economics. RePEc:tcb:econot:2008.

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2019Do corporate social responsibility ratings affect credit default swap spreads?. (2019). Drago, Danilo ; Gallo, Raffaele ; Carnevale, Concetta. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:26:y:2019:i:3:p:644-652.

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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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paper1
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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paper5
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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This paper has another version. Agregated cites: 42
article
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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This paper has another version. Agregated cites: 0
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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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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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