Koresh Galil : Citation Profile

Are you Koresh Galil?

Ben Gurion University of the Negev

6

H index

3

i10 index

174

Citations

RESEARCH PRODUCTION:

12

Articles

9

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 11
   Journals where Koresh Galil has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 9 (4.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga571
   Updated: 2024-11-08    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)

Goutte, Stéphane (4)

Kartal, Mustafa (4)

Shahzad, Syed Jawad Hussain (4)

Dhaoui, Abderrazak (4)

Lahiani, Amine (3)

Mallick, Sushanta (3)

Çevik, Emrah (3)

Reboredo, Juan (3)

Belgacem, Aymen (3)

Ugolini, Andrea (3)

Cites to:

Weber, Martin (11)

Altman, Edward (11)

Norden, Lars (11)

Campbell, John (8)

Hilscher, Jens (6)

Leland, Hayne (6)

Wright, Julian (6)

Duffie, Darrell (6)

Frank, Murray (5)

Rajan, Raghuram (5)

Acharya, Viral (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 (2024 and 2023)

YearTitle of citing document
2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720.

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2023Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market. (2023). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: Papers. RePEc:arx:papers:2303.12483.

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2023Consequences of inconvenient information: Evidence from sentencing disparities. (2023). Oltes, Michal. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1307-1334.

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2023Bailouts and the modeling of bank distress. (2023). Wagner, Wolf ; Shapir, Offer Moshe ; Samuel, Margalit ; Galil, Koresh. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:7-30.

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2023Influence of Financial Leverage on Corporate Profitability: Does it Really Matter?. (2023). Daruwala, Zaheda. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-6.

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2023Modeling an early warning system for household debt risk in Korea: A simple deep learning approach. (2023). Park, Sung Y. ; Kwon, Yujin. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001300.

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2023Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks. (2023). Varghese, Richard ; Haque, Sharjil. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000652.

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2024Why isnt composite equity issuance favored by the stock market? A risk-based explanation for the anomaly. (2024). Yu, Huaibing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002205.

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2023The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371.

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2023Cross-currency basis swap spreads and corporate dollar funding. (2023). Shapir, Offer Moshe ; Rosenboim, Mosi ; Galil, Koresh ; David-Pur, Lior. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000483.

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2023Information effect of credit rating announcements in transition economies. (2023). Zabolotnyuk, Yuriy ; Afik, Zvika. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001464.

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2023Impact of Covid-19 on corporate solvency and possible policy responses in the EU. (2023). Abbas, Syed Kumail ; Naqvi, Bushra ; Rahat, Birjees ; Mirza, Nawazish. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:181-190.

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2023Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118092.

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2023Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118096.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:fem:femwpa:2023.04.

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2024Real Options Volatility Surface for Valuing Renewable Energy Projects. (2024). Perote, Javier ; Mora-Valencia, Andres ; Molina-Muoz, Jesus ; Gonzalez-Muoz, Rosa-Isabel. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1225-:d:1350871.

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2023The Impact of Religious Announcements on Stock Prices and Investment Decisions on the Saudi Stock Exchange. (2023). Ory, Jean-Noel ; Alshammari, Turki Rashed. In: Post-Print. RePEc:hal:journl:hal-04105704.

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2023Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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2023Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509.

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2023The informational content of sovereign credit rating: another look. (2023). Chebbi, Tarek ; Nakai, Fathi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00311-6.

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2023Credit Accessibility and Growth of Small and Medium Enterprises in Bujumbura, Burundi. (2023). Awolusi, Olawumi Dele ; Delphin, Bariko. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:15:y:2023:i:4:p:13-36.

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2023Does Credit Rating Revisions Affect the Price of Common Stock: A Study of Indian Capital Market. (2023). Bindal, Jai Parkash ; Bhatia, Shivangi ; Dawar, Gaurav. In: Business Perspectives and Research. RePEc:sae:busper:v:11:y:2023:i:2:p:190-209.

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2023Pricing climate transition risk: Evidence from European corporate CDS. (2023). Costola, Michele ; Vozian, Katia. In: SAFE Working Paper Series. RePEc:zbw:safewp:387.

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Works by Koresh Galil:

YearTitleTypeCited
2005Ratings as Predictors of Default in the Long Term:an Empirical Investigation In: Working Papers.
[Full Text][Citation analysis]		paper0
2009A re-examination of value-creation through strategic alliances In: Working Papers.
[Full Text][Citation analysis]		paper1
2011A reexamination of value creation through strategic alliances.(2011) In: International Journal of Banking, Accounting and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2011Rating Shopping and Rating Inflation: Empirical Evidence from Israel In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Using Merton model: an empirical assessment of alternatives In: Working Papers.
[Full Text][Citation analysis]		paper6
2015Using Merton model: an empirical assessment of alternatives.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2013THE DETERMINANTS OF CDS SPREADS In: Working Papers.
[Full Text][Citation analysis]		paper68
2014The determinants of CDS spreads.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		article
2015Debt composition and lax screening in the Israel corporate bond market In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Predicting default more accurately: to proxy or not to proxy for default? In: Working Papers.
[Full Text][Citation analysis]		paper1
2018PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019Predicting Default More Accurately: To Proxy or Not to Proxy for Default?.(2019) In: International Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2013Are time preferences for risky outcomes, riskless outcomes and commodities really different? In: Economics Letters.
[Full Text][Citation analysis]		article3
2016Using Merton model for default prediction: An empirical assessment of selected alternatives In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article15
2014Rating shopping and rating inflation in Israel In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2020The dynamics of sovereign yields over swap rates in the Eurozone market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2014The (un)informative value of credit rating announcements in small markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article7
2011Good news, bad news and rating announcements: An empirical investigation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article52
2018Do ultimate owners follow the pecking order theory? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article7
2018Debt composition and lax screening in the corporate bond market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
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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