Koresh Galil : Citation Profile


Are you Koresh Galil?

Ben Gurion University of the Negev

3

H index

2

i10 index

80

Citations

RESEARCH PRODUCTION:

9

Articles

9

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 6
   Journals where Koresh Galil has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 8 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga571
   Updated: 2020-07-04    RAS profile: 2018-09-05    
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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)

Mallick, Sushanta (3)

Lahiani, Amine (3)

Belgacem, Aymen (3)

Shahzad, Syed Jawad Hussain (3)

Holden, Steinar (2)

Reitz, Stefan (2)

Leppin, Julian (2)

Shahbaz, Muhammad (2)

Cites to:

Weber, Martin (10)

Norden, Lars (10)

Campbell, John (8)

Wright, Julian (6)

Hilscher, Jens (6)

Leland, Hayne (6)

Frank, Murray (5)

Goyal, Vidhan (5)

Dong, Ming (5)

Mester, Loretta (4)

Berlin, Mitchell (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 (2018 and 2017)


YearTitle of citing document
2017Creditwatches and their impact on financial markets. (2017). Kiesel, F. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:84852.

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2018Measuring the effect of watch-preceded and direct rating changes: a note on credit markets. (2018). Kiesel, F ; Kolaric, S. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:87386.

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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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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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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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2017Information asymmetry and investor trading behavior around bond rating change announcements. (2017). Yang, Hee Jin ; Ahn, Hee-Joon ; Kim, Maria H ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:38-51.

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2018On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach. (2018). Balcilar, Mehmet ; Toparli, Elif Akay ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:813-827.

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2018Prediction of company failure: Past, present and promising directions for the future. (2018). Jayasekera, Ranadeva . In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:196-208.

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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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2017Do country-level financial structures explain bank-level CDS spreads?. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:135-145.

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2018What drives corporate CDS spreads? A comparison across US, UK and EU firms. (2018). Pereira, John ; Nurullah, Mohamed ; Sorwar, Ghulam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:188-200.

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2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting. (2018). Goutte, Stéphane ; DHAOUI, Abderrazak ; Abid, Ilyes ; Guesmi, Khaled. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:233-254.

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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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2017Information in CDS spreads. (2017). Norden, Lars. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:118-135.

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2018Detecting abnormal changes in credit default swap spreads using matching-portfolio models. (2018). Lugo, Stefano ; Bertoni, Fabio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:146-158.

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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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2018When do CDS spreads lead? Rating events, private entities, and firm-specific information flows. (2018). Lee, Jongsub ; Velioglu, Guner ; Naranjo, Andy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:556-578.

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2018Testing CEV stochastic volatility models using implied volatility index data. (2018). Kim, Jungmu ; Ryu, Doojin ; Park, Yuen Jung. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:224-232.

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2017Quantitative easing and the pricing of EMU sovereign debt. (2017). Wagner, Niklas ; Kinateder, Harald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12.

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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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2017Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:46-61.

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2018The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Benbouzid, Nadia ; Pilbeam, Keith ; Mallick, Sushanta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:1-15.

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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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2018The Determinants of CDS Spreads in Multiple Industry Sectors: A Comparison between the US and Europe. (2018). Malhotra, Jatin ; Corelli, Angelo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:89-:d:166779.

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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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2018Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach. (2018). Andreoli, Alessandro ; Pacelli, Graziella ; Ballestra, Luca Vincenzo. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9608-x.

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2018Measuring the effect of watch-preceded and direct rating changes: a note on credit markets. (2018). Kiesel, Florian ; Kolaric, Sascha . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0641-1.

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2018Hidden champions or black sheep? The role of underpricing in the German mini-bond market. (2018). Mietzner, Mark ; Schweizer, Denis ; Proelss, Juliane. In: Small Business Economics. RePEc:kap:sbusec:v:50:y:2018:i:2:d:10.1007_s11187-016-9833-7.

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2018Wealth Effects of Bond Rating Announcements. (2018). Zabolotnyuk, Yuriy . In: Multinational Finance Journal. RePEc:mfj:journl:v:22:y:2018:i:3-4:p:211-254.

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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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2018Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices. (2018). Sovbetov, Yhlas ; Saka, Hami. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0015.

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2018The Role of Liquidity in Financial Intermediation. (2018). Khan, Muhammad Saifuddin . In: PhD Thesis. RePEc:uts:finphd:1-2018.

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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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paper0
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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This paper has another version. Agregated cites: 1
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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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This paper has another version. Agregated cites: 5
paper
2013THE DETERMINANTS OF CDS SPREADS In: Working Papers.
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paper36
2014The determinants of CDS spreads.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 36
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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2013Are time preferences for risky outcomes, riskless outcomes and commodities really different? In: Economics Letters.
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article2
2016Using Merton model for default prediction: An empirical assessment of selected alternatives In: Journal of Empirical Finance.
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article3
2014Rating shopping and rating inflation in Israel In: International Review of Financial Analysis.
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article2
2014The (un)informative value of credit rating announcements in small markets In: Journal of Financial Stability.
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article1
2011Good news, bad news and rating announcements: An empirical investigation In: Journal of Banking & Finance.
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article30
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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