George G. Pennacchi : Citation Profile


Are you George G. Pennacchi?

University of Illinois at Urbana-Champaign

19

H index

21

i10 index

1369

Citations

RESEARCH PRODUCTION:

36

Articles

32

Papers

2

Chapters

RESEARCH ACTIVITY:

   34 years (1984 - 2018). See details.
   Cites by year: 40
   Journals where George G. Pennacchi has often published
   Relations with other researchers
   Recent citing documents: 175.    Total self citations: 14 (1.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe479
   Updated: 2019-02-13    RAS profile: 2012-06-11    
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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 George G. Pennacchi.

Is cited by:

Gorton, Gary (25)

Kane, Edward (16)

Laeven, Luc (15)

Sentana, Enrique (10)

Ongena, Steven (10)

Marques-Ibanez, David (10)

Calomiris, Charles (10)

Viceira, Luis (9)

Metrick, Andrew (9)

Shleifer, Andrei (9)

Bougheas, Spiros (8)

Cites to:

Berger, Allen (13)

merton, robert (8)

Duffie, Darrell (7)

Jarrow, Robert (6)

Udell, Gregory (6)

Haubrich, Joseph (6)

Campbell, John (6)

Purnanandam, Amiyatosh (4)

Thakor, Anjan (4)

Croushore, Dean (4)

Gorton, Gary (4)

Main data


Where George G. Pennacchi has published?


Journals with more than one article published# docs
Journal of Money, Credit and Banking5
Journal of Financial Services Research4
Journal of Financial Intermediation4
Review of Financial Studies3
Journal of Finance3
Journal of Financial and Quantitative Analysis3
Proceedings2
Journal of Pension Economics and Finance2
Proceedings2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Working Papers (Old Series) / Federal Reserve Bank of Cleveland6

Recent works citing George G. Pennacchi (2018 and 2017)


YearTitle of citing document
2018Analysis of the investments made on the Romanian capital market by the privately managed pension funds – Pillar II. (2018). Darmaz-Guzun, Alexandra. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:49-60.

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2017Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability. (2017). Biondi, Yuri ; Zhou, Feng. In: Papers. RePEc:arx:papers:1702.08774.

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2019Credit Cycles, Securitization, and Credit Default Swaps. (2019). Pena, Juan Ignacio . In: Papers. RePEc:arx:papers:1901.00177.

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2017Derivative Use of Turkish Investment Funds During the 2008-09 Financial Crisis. (2017). Pirgaip, Burak ; Tademir, Aslihan . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1-14.

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2017Contingent Convertible Bonds: Payoff Structures and Incentive Effects. (2017). Hori, Kenjiro ; Ceron, Jorge Martin . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1711.

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2017Credit Risk Transfer and Bank Insolvency Risk. (2017). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:17-59.

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2018Seeking Safety. (2018). Ahnert, Toni ; Perotti, Enrico. In: Staff Working Papers. RePEc:bca:bocawp:18-41.

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2017Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:461.

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2018Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period. (2018). Panetta, Fabio ; Pozzolo, Alberto Franco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1183_18.

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2018Contagion in the CoCos market? A case study of two stress events. (2018). Bologna, Pierluigi ; Segura, Anatoli ; Miglietta, Arianna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1201_18.

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2017Traditional and Shadow Banks during the Crisis. (2017). Chretien, E ; Lyonnet, V. In: Débats économiques et financiers. RePEc:bfr:decfin:27.

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2018The ABCs of bank PBRs. (2018). Takats, Elod ; Fender, Ingo ; Bogdanova, Bilyana. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803h.

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2017Asymmetric information and the securitization of SME loans. (2017). Ongena, Steven ; Gambacorta, Leonardo ; Albertazzi, Ugo ; Bottero, Margherita . In: BIS Working Papers. RePEc:bis:biswps:601.

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2017CoCo issuance and bank fragility. (2017). Kartasheva, Anastasia ; Avdjiev, Stefan ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: BIS Working Papers. RePEc:bis:biswps:678.

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2017The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

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2019REAL ESTATE AND THE GREAT CRISIS: LESSONS FOR MACROPRUDENTIAL POLICY. (2019). wachter, susan ; Duca, John ; Popoyan, Lilit. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:121-137.

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2019A QUEST FOR UNFETTERED CREDIT: HOW MONETARY POLICY DRIVES CREDIT RISK TRANSFER OF STRUCTURED FINANCE PRODUCTS. (2019). Robertson, Mari L. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:138-155.

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2018Mortgage†backed Securitization and SME Lending During the Financial and Economic Crisis: Evidence from the Italian Cooperative Banking System. (2018). Castellani, Davide. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:187-222.

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2017Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry. (2017). Blickle, Kristian ; Ehmann, Christian ; Ammann, Manuel. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:1:p:127-152.

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2018The relation between bank credit growth and the expected returns of bank stocks. (2018). Gandhi, Priyank. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:610-649.

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2018The Banks Swansong: Banking and the Financial Markets under Asymmetric Information. (2018). Yang, Jungu. In: Working Papers. RePEc:bok:wpaper:1816.

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2018Banking, Money and Credit: A Systemic Perspective. (2018). Biondi, Yuri ; Yuri, Biondi. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:8:y:2018:i:2:p:26:n:3.

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2017Portfolio Sales and Signaling. (2017). Worrall, Timothy ; Bougheas, Spiros. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6354.

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2017Equity versus Bail-in Debt in Banking: An Agency Perspective. (2017). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina. In: Working Papers. RePEc:cmf:wpaper:wp2017_1712.

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2017Equity versus Bail-in Debt in Banking: An Agency Perspective. (2017). Mendicino, Caterina ; Suarez, Javier. In: Working Papers. RePEc:cmf:wpaper:wp2018_1712.

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2017Asymmetric information and the securitization of SME loans. (2017). Ongena, Steven ; Gambacorta, Leonardo ; Albertazzi, Ugo ; Bottero, Margherita . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11785.

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2017Risk-sharing benefits and the capital structure of insurance companies. (2017). Degryse, Hans ; van Hulle, Cynthia ; Smedts, Kristien . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11838.

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2017Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis. (2017). Schmidt, Lawrence ; Gallagher, Emily ; Wermers, Russ ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11895.

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2017Deposit Insurance and Reinsurance: A General Equilibrium Perspective. (2017). Gersbach, Hans ; Volker, Britz ; Haller, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11947.

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2017The Private Production of Safe Assets. (2017). Perignon, Christophe ; Kacperczyk, Marcin ; Vuillemey, Guillaume. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12086.

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2017Equity versus Bail-in Debt in Banking: An Agency Perspective. (2017). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12104.

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2017The Private Production of Safe Assets. (2017). Perignon, Christophe ; Kacperczyk, Marcin ; Vuillemey, Guillaume. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12395.

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2017CoCo Issuance and Bank Fragility. (2017). Kartasheva, Anastasia ; Avdjiev, Stefan ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12418.

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2018Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623.

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2018Market Discipline and Systemic Risk. (2018). Morrison, Alan ; Walther, Ansgar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12689.

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2018Safe Haven CDS Premiums. (2018). Lando, David ; Klinger, Sven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12694.

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2018Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2018). Drechsler, Itamar ; Schnabl, Philipp ; Savov, Alexi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12950.

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2018Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry. (2018). Giannetti, Mariassunta ; Jager, Ivika ; Baghai, Ramin P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13151.

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2018Completing Markets with Contracts: Evidence from the First Central Clearing Counterparty. (2018). Vuillemey, Guillaume. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13230.

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2018The Agency of CoCos: Why Contingent Convertible Bonds Arent for Everyone. (2018). Goncharenko, Roman ; Rauf, Asad ; Ongena, Steven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13344.

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2018Asset-liability management in life insurance: Evidence from France. (2018). Lyonnet, Victor. In: Working Papers. RePEc:crs:wpaper:2018-12.

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2017Contingent convertible bonds: Who invests in European CoCos?. (2017). van Wijnbergen, Sweder ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:543.

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2018Mortgage debt and shadow banks. (2018). Pool, Sebastiaan. In: DNB Working Papers. RePEc:dnb:dnbwpp:588.

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2017Credit Risk and Securitisation in the South African Banking Sector. (2017). Mokatsanyane, Daniel ; Viljoen, Diana ; Muzindutsi, Paul-Francois. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:102-121.

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2017Securitization and credit quality. (2017). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper ; Marques-Ibaez, David . In: Working Paper Series. RePEc:ecb:ecbwps:20172009.

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2017Safe assets: a review. (2017). Perotti, Enrico ; Golec, Pascal . In: Working Paper Series. RePEc:ecb:ecbwps:20172035.

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2017Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps. (2017). Beyhaghi, Mehdi ; Saunders, Anthony ; Massoud, Nadia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:335-355.

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2017How tournament incentives affect asset markets: A comparison between winner-take-all tournaments and elimination contests. (2017). Fang, Dawei ; Kirchler, Michael ; Kleinlercher, Daniel ; Holmen, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:1-27.

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2017Real options and contingent convertibles with regime switching. (2017). Yang, Zhaojun ; Luo, Pengfei . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:122-135.

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2017Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds. (2017). Prigent, Jean-Luc ; Abid, Ilyes ; Mkaouar, Farid. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:228-247.

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2017Risk pricing of wholesale funds and the behavior of retail deposit rates. (2017). Kishan, Ruby P ; Opiela, Timothy P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:668-681.

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2018Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets. (2018). Hui, Cho-Hoi ; Chau, Po-Hon ; Lo, Chi-Fai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:109-128.

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2018A spectral EM algorithm for dynamic factor models. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:249-279.

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2019Securitization under asymmetric information over the business cycle. (2019). Kuncl, Martin. In: European Economic Review. RePEc:eee:eecrev:v:111:y:2019:i:c:p:237-256.

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2018Operations in offshore financial centers and loan syndicate structure. (2018). Ge, Wenxia ; Li, Yutao ; Kim, Jeong-Bon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:157-180.

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2018The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence. (2018). Leonida, Leone ; Mallick, Sushanta K ; Benbouzid, Nadia. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:226-240.

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2018Deposit insurance pricing under GARCH. (2018). Liu, Hailong ; Yuan, Jinjian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:242-249.

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2018Credit default swaps and regulatory capital relief: Evidence from European banks. (2018). Thornton, John ; di Tommaso, Caterina. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:255-260.

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2017The market for lemmings: The herding behavior of pension funds. (2017). Zinna, Gabriele ; Sarno, Lucio ; Blake, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:17-39.

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2017The impact of central clearing on banks’ lending discipline. (2017). Arnold, Maik. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114.

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2018Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience. (2018). Bhanot, Karan ; Larsson, Carl F. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:84-110.

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2017Securitization and economic activity: The credit composition channel. (2017). Wagner, Wolf ; Gong, Di ; Bertay, Ata. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:225-239.

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2017Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market. (2017). Sensoy, Ahmet. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:62-80.

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2017An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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2018Corporate bond clawbacks as contingent capital for banks. (2018). Ramirez, Gabriel ; Liu, Liuling ; Diaz, Fernando. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:11-24.

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2017Sovereign pension and social security reserve funds: A portfolio analysis. (2017). Dreassi, Alberto ; Paltrinieri, Andrea ; Miani, Stefano. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:43-53.

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2018Financial stability: To regulate or not? A public choice inquiry. (2018). Mai, Vo Phuong ; Minford, Patrick ; Meenagh, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:127-140.

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2017CEO turnover in large banks: Does tail risk matter?. (2017). Mollah, Sabur ; Vallascas, Francesco ; Keasey, Kevin ; Srivastav, Abhishek. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:1:p:37-55.

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2017The effects of bank mergers on corporate information disclosure. (2017). Chen, QI ; Vashishtha, Rahul. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:1:p:56-77.

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2017Asymmetric information and the death of ABS CDOs. (2017). Thomas, Charles ; Beltran, Daniel ; Cordell, Larry . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:1-14.

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2017Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350.

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2017Why do fund managers increase risk?. (2017). Ha, Yeonjeong ; Ko, Kwangsoo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:108-116.

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2017Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology. (2017). Tsionas, Mike ; Izzeldin, Marwan ; Kapetanios, George ; Baltas, Konstantinos N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:36-56.

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2018Bank funding costs in a rising interest rate environment. (2018). Uysal, Pinar ; Mora, Nada ; Gerlach, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:164-186.

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2018The dawn of an ‘age of deposits’ in the United States. (2018). Rousseau, Peter ; Jaremski, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:264-281.

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2018The invisible hand of internal markets in mutual fund families. (2018). Goncalves-Pinto, Luis ; Xu, Jing ; Sotes-Paladino, Juan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:105-124.

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2018Bank opacity and financial crises. (2018). Jungherr, Joachim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:157-176.

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2017Systemic risk in financial systems: A feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:144:y:2017:i:c:p:97-120.

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2018Systematic risk factors and bank failures. (2018). Sun, Junjie ; Zhao, Xinlei ; Wu, Deming. In: Journal of Economics and Business. RePEc:eee:jebusi:v:98:y:2018:i:c:p:1-18.

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2017Bank capital, liquid reserves, and insolvency risk. (2017). Hugonnier, Julien ; Morellec, Erwan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:266-285.

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2017The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs). (2017). Dannhauser, Caitlin D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:537-560.

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2018Liquidity risk and maturity management over the credit cycle. (2018). santos, joao ; Mian, Atif. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:264-284.

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2018Resaleable debt and systemic risk. (2018). Donaldson, Jason Roderick ; Micheler, Eva. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:485-504.

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2017Foreign bank subsidiaries default risk during the global crisis: What factors help insulate affiliates from their parents?. (2017). Cerutti, Eugenio ; Anginer, Deniz ; Martinez, Maria Soledad. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:19-31.

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2017How credible is a too-big-to-fail policy? International evidence from market discipline. (2017). Cubillas, Elena ; Gonzalez, Francisco ; Fernandez, Ana I. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:46-67.

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2017How do insured deposits affect bank risk? Evidence from the 2008 Emergency Economic Stabilization Act. (2017). Noth, Felix ; Lambert, Claudia ; Schuwer, Ulrich. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:81-102.

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2017How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007. (2017). Kovner, Anna ; Afonso, Gara ; Acharya, Viral V. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:1-34.

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2018Convertible bonds and bank risk-taking. (2018). Martynova, Natalya ; Perotti, Enrico. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pb:p:61-80.

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2017Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area. (2017). Zhu, Bing ; Sebastian, Steffen ; Betzinger, Michael . In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:1-21.

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2017Following the leader? The relevance of the Fed funds rate for inflation targeting countries. (2017). Caputo, Rodrigo ; Herrera, Luis Oscar . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:25-52.

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2017Short-term safety or long-term failure? Empirical evidence of the impact of securitization on bank risk. (2017). Chen, Zhizhen ; Zhou, Mingming ; Opong, Kwaku ; Liu, Frank Hong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:48-74.

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2018Regulation and pension fund risk-taking. (2018). Boon, L N ; Rigot, S ; Briere, M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:23-41.

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2018The eurozone (expected) inflation: An options eyes view. (2018). Ibáñez, Alfredo ; Gimeno, Ricardo ; Ibaez, Alfredo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:70-92.

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2018What does the yield curve imply about investor expectations?. (2018). Gaus, Eric ; Sinha, Arunima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:248-265.

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2018Security design with interim public information. (2018). Stenzel, Andre. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:113-130.

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2018Interest rate risk and bank equity valuations. (2018). Van den Heuvel, Skander ; Zakrajek, Egon ; English, William B. In: Journal of Monetary Economics. RePEc:eee:moneco:v:98:y:2018:i:c:p:80-97.

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2017Bank capital, lending and financing behaviour of dual banking systems. (2017). Louhichi, Awatef ; Boujelbene, Younes. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:61-79.

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2018Price and trade size clustering: Evidence from the national stock exchange of India. (2018). Mishra, Ajay Kumar ; Tripathy, Trilochan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:63-72.

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2017Growth option, contingent capital and agency conflicts. (2017). Tan, Yingxian ; Yang, Zhaojun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:354-369.

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2018Valuation and analysis of performance sensitive debt with contingent convertibility. (2018). Ming, Lei ; Song, Dandan ; Yang, Shenggang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:98-108.

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2018Neglected part of shadow banking in China. (2018). An, Ping ; Yu, Mengxuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:211-236.

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More than 100 citations found, this list is not complete...

Works by George G. Pennacchi:


YearTitleTypeCited
1988 Loan Sales and the Cost of Bank Capital. In: Journal of Finance.
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article122
1990 Financial Intermediaries and Liquidity Creation. In: Journal of Finance.
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article280
1999Bank Deposit Rate Clustering: Theory and Empirical Evidence In: Journal of Finance.
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article45
1996Bank deposit rate clustering: theory and empirical evidence.(1996) In: Working Papers (Old Series).
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This paper has another version. Agregated cites: 45
paper
2010Contingent Capital: The Case for COERCs In: CEPR Discussion Papers.
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paper65
1996Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds In: Journal of Financial and Quantitative Analysis.
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article35
1996Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits In: Journal of Financial and Quantitative Analysis.
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article36
2009Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence In: Journal of Financial and Quantitative Analysis.
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article22
2011Portfolio allocation for public pension funds In: Journal of Pension Economics and Finance.
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article9
2010Portfolio Allocation for Public Pension Funds.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
2008Restructuring Retirement Risks. Edited by Blitzstein David, S. Mitchell Olivia, and P. Utkus Stephen. Oxford University Press, 2006, ISBN 0-19-920465-9, 272 pages. In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]
article0
1989Optimal portfolio choice and the collapse of a fixed-exchange rate regime In: Journal of International Economics.
[Full Text][Citation analysis]
article14
1986Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime.(1986) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 14
paper
1987Alternative forms of deposit insurance : Pricing and bank incentive issues In: Journal of Banking & Finance.
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article31
2005Risk-based capital standards, deposit insurance, and procyclicality In: Journal of Financial Intermediation.
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article29
2008Special issue: Banking and bank regulation: Challenges for the future In: Journal of Financial Intermediation.
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article0
2010Special Issue: Risk Transfer Mechanisms and Financial Stability In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article0
1995The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis In: Journal of Financial Intermediation.
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article9
1995Banks and loan sales Marketing nonmarketable assets In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article160
1990Banks and Loan Sales: Marketing Non-Marketable Assets.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 160
paper
2006Deposit insurance, bank regulation, and financial system risks In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article68
2002Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]
article1
1994The value of Pension Benefit Guaranty Corporation insurance In: Proceedings.
[Citation analysis]
article11
1994The Value of Pension Benefit Guaranty Corporation Insurance..(1994) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
1996The behavior of interest rates implied by the term structure of Eurodollar future In: Proceedings.
[Citation analysis]
article61
1996The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures..(1996) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
article
2007Harming depositors and helping borrowers: the disparate impact of bank consolidation In: Working Papers (Old Series).
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paper44
2009Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 44
article
2008Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper25
2010A structural model of contingent bank capital In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper26
2011Inflation expectations, real rates, and risk premia: evidence from inflation swaps In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper50
2012Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps.(2012) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
article
1997Estimating the cost of U.S. indexed bonds In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper1
1989Banks and loan sales: evidence of implicit contracts In: Proceedings.
[Citation analysis]
article0
1998Deposit insurance premiums and the value of the banking insurance fund: should they be linked? In: Proceedings.
[Citation analysis]
article0
1992A framework for estimating the value and interest rate risk of retail bank deposits In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
paper1
1992The opening of new markets for bank assets In: Proceedings.
[Citation analysis]
article0
2018Why do banks target ROE? In: Staff Reports.
[Full Text][Citation analysis]
paper0
1985Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1985Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions.(1985) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1987Loan Sales and the Cost of Bank Capital In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1987Loan Sales and the Cost of Bank Capital.(1987) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1985Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1985Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term.(1985) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1986Information Disclosure and Bank Runs In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1984Partial Deposit, Bank Runs and Private Deposit Insurance In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1988An Empirical Investigation of Bond Prices and Inflation In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1988Are Loan Sales Really Off-Balance Sheet In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper5
1990Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1989Security Baskets and Index-Linked Securities In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper76
1991Security Baskets and Index-Linked Securities.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
1993Security Baskets and Index-Linked Securities..(1993) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
article
1988Transaction Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1999The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves In: Journal of Financial Services Research.
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article2
2001Comments on Morgan and Stiroh In: Journal of Financial Services Research.
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article1
2003The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach In: Journal of Financial Services Research.
[Full Text][Citation analysis]
article9
2003Introduction: Special Issue on Pricing the Risks of Deposit Insurance In: Journal of Financial Services Research.
[Full Text][Citation analysis]
article3
1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article38
1998Comment on Intermediation and Vertical Integration. In: Journal of Money, Credit and Banking.
[Citation analysis]
article0
2000Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? In: Journal of Money, Credit and Banking.
[Citation analysis]
article1
2015Discounting Pension Liabilities: Funding versus Value In: NBER Chapters.
[Citation analysis]
chapter6
2015Discounting Pension Liabilities: Funding versus Value.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2009Comment on Pricing Personal Account Benefit Guarantees: A Simplified Approach In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1985Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
1991Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data. In: Review of Financial Studies.
[Full Text][Citation analysis]
article66
1990Valuation of Interest Payment Guarantees on Developing Country Debt In: IMF Staff Papers.
[Full Text][Citation analysis]
article1
1998Government guarantees on pension fund returns In: Social Protection and Labor Policy and Technical Notes.
[Full Text][Citation analysis]
paper1
1992Deriving developing country repayment capacity from the market prices of sovereign debt In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
paper2
2001Bank Consolidation and Consumer Loan Interest Rates In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
paper9
1997Government Guarantees for Old Age Income. In: Pension Research Council Working Papers.
[Citation analysis]
paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team