Koresh Galil : Citation Profile


Are you Koresh Galil?

Ben Gurion University of the Negev

4

H index

2

i10 index

110

Citations

RESEARCH PRODUCTION:

10

Articles

9

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 7
   Journals where Koresh Galil has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 8 (6.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga571
   Updated: 2021-06-12    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)

Goutte, Stéphane (4)

Dhaoui, Abderrazak (4)

Belgacem, Aymen (3)

Lahiani, Amine (3)

Mallick, Sushanta (3)

Shahzad, Syed Jawad Hussain (3)

Balcilar, Mehmet (2)

Leppin, Julian (2)

Vigier, Adrien (2)

Shahbaz, Muhammad (2)

Cites to:

Norden, Lars (10)

Weber, Martin (10)

Campbell, John (8)

Leland, Hayne (6)

Hilscher, Jens (6)

Wright, Julian (5)

Goyal, Vidhan (5)

Frank, Murray (5)

Dong, Ming (5)

Hirshleifer, David (4)

Duffie, Darrell (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 (2021 and 2020)


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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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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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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2020Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467.

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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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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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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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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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2020Forecasting with news sentiment: Evidence with UK newspapers. (2020). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1501-1516.

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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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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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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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2020Marketization vs. market chase: Insights from implicit government guarantees. (2020). Wang, Zhiwei ; Zhang, Xiaoqian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:435-455.

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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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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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2020What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?. (2020). Naifar, Nader. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:245-:d:429099.

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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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2020Understanding Fake News Consumption: A Review. (2020). Gradim, Anabela ; Baptista, Joo Pedro. In: Social Sciences. RePEc:gam:jscscx:v:9:y:2020:i:10:p:185-:d:429198.

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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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2020Reflections on a Revision of the Definition of the EU SME. (2020). Patrick, Crehan. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc123296.

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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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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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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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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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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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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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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
article
2011Rating Shopping and Rating Inflation: Empirical Evidence from Israel In: Working Papers.
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paper0
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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paper46
2014The determinants of CDS spreads.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 46
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
paper
2019Predicting Default More Accurately: To Proxy or Not to Proxy for Default?.(2019) In: International Review of Finance.
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This paper has another version. Agregated cites: 0
article
2013Are time preferences for risky outcomes, riskless outcomes and commodities really different? In: Economics Letters.
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article3
2016Using Merton model for default prediction: An empirical assessment of selected alternatives In: Journal of Empirical Finance.
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article5
2014Rating shopping and rating inflation in Israel In: International Review of Financial Analysis.
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article4
2014The (un)informative value of credit rating announcements in small markets In: Journal of Financial Stability.
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article2
2011Good news, bad news and rating announcements: An empirical investigation In: Journal of Banking & Finance.
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article41
2018Do ultimate owners follow the pecking order theory? In: The Quarterly Review of Economics and Finance.
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article2
2018Debt composition and lax screening in the corporate bond market In: International Review of Economics & Finance.
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article1

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