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George G. Pennacchi : Citation Profile


Are you George G. Pennacchi?

University of Illinois at Urbana-Champaign

19

H index

21

i10 index

1221

Citations

RESEARCH PRODUCTION:

36

Articles

31

Papers

2

Chapters

RESEARCH ACTIVITY:

   31 years (1984 - 2015). See details.
   Cites by year: 39
   Journals where George G. Pennacchi has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 13 (1.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe479
   Updated: 2018-02-24    RAS profile: 2012-06-11    
   Missing citations? Add them    Incorrect content? Let us know

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 (24)

Kane, Edward (16)

Laeven, Luc (15)

Marques-Ibanez, David (9)

Viceira, Luis (9)

Calomiris, Charles (9)

Ongena, Steven (9)

Shleifer, Andrei (9)

Metrick, Andrew (9)

Gambacorta, Leonardo (8)

Sentana, Enrique (8)

Cites to:

Berger, Allen (13)

Duffie, Darrell (7)

Udell, Gregory (6)

Haubrich, Joseph (6)

merton, robert (6)

Jarrow, Robert (6)

Campbell, John (6)

Gorton, Gary (4)

Croushore, Dean (4)

Thakor, Anjan (4)

Huizinga, Harry (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 Monetary Economics2
Journal of Pension Economics and Finance2
Proceedings2

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

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


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

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

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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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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). Kirchler, Michael ; Kleinlercher, Daniel ; Holmen, Martin ; Fang, Dawei . 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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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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2017The market for lemmings: The herding behavior of pension funds. (2017). Sarno, Lucio ; Zinna, Gabriele ; 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, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114.

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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 spreads11We are grateful to participants at the 14th Finance Meeting of the Brazilian Finance Association, the 2014 Annual Meeting. (2017). Sousa, Ricardo ; Mallick, Sushanta K ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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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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2017CEO turnover in large banks: Does tail risk matter?. (2017). Srivastav, Abhishek ; Vallascas, Francesco ; Mollah, Sabur ; Keasey, Kevin. 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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2017Systemic risk in financial systems: A feedback approach. (2017). Silva, Thiago Christiano ; Tabak, Benjamin Miranda ; 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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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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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 ; Schuwer, Ulrich ; Lambert, Claudia . 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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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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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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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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2017Bank levy and bank risk-taking. (2017). Diemer, Michael . In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:10-32.

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2017Agency Conflicts in Residential Mortgage Securitization: What Does the Empirical Literature Tell Us?. (2017). Frame, W. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-01.

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2017Does Quantitative Easing Affect Market Liquidity?. (2017). Christensen, Jens ; Gillan, James M. ; Jens H. E. Christensen, . In: Working Paper Series. RePEc:fip:fedfwp:2013-26.

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2017Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve. (2017). Bekker, Paul A. In: Research Report. RePEc:gro:rugsom:17009-eef.

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2017ECONOMICS OF REGULATION: CREDIT RATIONING AND EXCESS LIQUIDITY. (2017). Cho, Hyejin . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01375423.

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2017Investment, agency conflicts, debt maturity, and loan guarantees by negotiation. (2017). Gan, Liu ; Yang, Zhaojun. In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0298-8.

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2017Strategic Choice of Risk: Evidence from Mutual Fund Families. (2017). Lai, Christine W ; Chan, Chia-Ying ; Lee, Liang-Chung . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:51:y:2017:i:1:d:10.1007_s10693-016-0242-5.

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2017Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise. (2017). Manski, Charles F. In: NBER Chapters. RePEc:nbr:nberch:13907.

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2017Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise. (2017). Manski, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:23418.

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2017CoCo Issuance and Bank Fragility. (2017). Jiang, Wei ; Bolton, Patrick ; Avdjiev, Stefan ; Kartasheva, Anastasia ; Bogdanova, Bilyana. In: NBER Working Papers. RePEc:nbr:nberwo:23999.

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2017Portfolio Sales and Signaling. (2017). Worrall, Timothy ; Bougheas, Spiros. In: Discussion Papers. RePEc:not:notcfc:17/01.

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2017Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?. (2017). Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-03.

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2017Securitization, bank vigilance, leverage and sudden stops. (2017). Patir, Assaf. In: MPRA Paper. RePEc:pra:mprapa:81463.

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2017Variance Risk Premia on Stocks and Bonds. (2017). Sabtchevsky, Petar ; Mueller, Philippe ; Vedolin, Andrea ; Whelan, Paul. In: 2017 Meeting Papers. RePEc:red:sed017:1161.

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2017Intermediation Markups and Monetary Policy Passthrough. (2017). Schrimpf, Andreas ; Malamud, Semyon. In: 2017 Meeting Papers. RePEc:red:sed017:812.

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2018Does a Discount Rate Rule Ensure a Pension Plan Can Pay Promised Benefits without Excessive Asset Accumulation?. (2018). Landon, Stuart ; Smith, Constance . In: Working Papers. RePEc:ris:albaec:2018_001.

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2017Computing long‐term market inflation expectations for countries without inflation expectation markets. (2017). Rosenblatt-Wisch, Rina ; Moessner, Richhild ; Gerlach-Kristen, Petra. In: Working Papers. RePEc:snb:snbwpa:2017-09.

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2017Is there a dark side to exchange traded funds? An information perspective. (2017). Israeli, Doron ; Sridharan, Suhas A ; Charles, . In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9400-8.

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2017Wholesale funding dry-ups. (2017). Perignon, Christophe ; Guillaume, David Thesmarauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201749.

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2017Equity versus bail-in debt in banking: an agency perspective. (2017). Mendicino, Caterina ; Javier, Kalin Nikolovauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201750.

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2017Coco Design, Risk Shifting Incentives and Capital Regulation. (2017). van Wijnbergen, Sweder ; Chan, Stephanie . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160007.

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2018.

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2017Contingent conversion convertible bond: New avenue to raise bank capital. (2017). Di Girolamo, Francesca Erica ; Schoutens, Wim ; De Spiegeleer, Jan ; Campolongo, Francesca. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500013.

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2017The impact of skew on the pricing of CoCo bonds. (2017). De Spiegeleer, Jan ; Schoutens, Wim ; Marquet, Ine ; Forys, Monika B. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500128.

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2017CEO Social Status and Risk-Taking. (2017). Shemesh, Joshua. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500045.

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2017The premium of government debt: Disentangling safety and liquidity. (2017). Xiong, Qizhou . In: IWH Discussion Papers. RePEc:zbw:iwhdps:112017.

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2017The missing piece of the puzzle: Liquidity premiums in inflation-indexed markets. (2017). Driessen, Joost ; Simon, Zorka ; Nijman, Theo E. In: SAFE Working Paper Series. RePEc:zbw:safewp:183.

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2017Bank stability and the allocation of liquidity in the banking system. (2017). Hakenes, Hendrik ; Schiephake, Eva. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168300.

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Works by George G. Pennacchi:


YearTitleTypeCited
1988 Loan Sales and the Cost of Bank Capital. In: Journal of Finance.
[Full Text][Citation analysis]
article109
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: 109
paper
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: 109
paper
1990 Financial Intermediaries and Liquidity Creation. In: Journal of Finance.
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article247
1999Bank Deposit Rate Clustering: Theory and Empirical Evidence In: Journal of Finance.
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article37
1996Bank deposit rate clustering: theory and empirical evidence.(1996) In: Working Paper.
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This paper has another version. Agregated cites: 37
paper
2010Contingent Capital: The Case for COERCs In: CEPR Discussion Papers.
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paper47
1996Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds In: Journal of Financial and Quantitative Analysis.
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article32
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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article29
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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article19
2011Portfolio allocation for public pension funds In: Journal of Pension Economics and Finance.
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article7
2010Portfolio Allocation for Public Pension Funds.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
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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.
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article13
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: 13
paper
1987Alternative forms of deposit insurance : Pricing and bank incentive issues In: Journal of Banking & Finance.
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article29
2005Risk-based capital standards, deposit insurance, and procyclicality In: Journal of Financial Intermediation.
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article27
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.
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article0
1995The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis In: Journal of Financial Intermediation.
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article7
1995Banks and loan sales Marketing nonmarketable assets In: Journal of Monetary Economics.
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article141
1990Banks and Loan Sales: Marketing Non-Marketable Assets.(1990) In: NBER Working Papers.
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This paper has another version. Agregated cites: 141
paper
2006Deposit insurance, bank regulation, and financial system risks In: Journal of Monetary Economics.
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article63
2002Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums In: Conference Series ; [Proceedings].
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article1
1994The value of Pension Benefit Guaranty Corporation insurance In: Proceedings.
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article11
1994The Value of Pension Benefit Guaranty Corporation Insurance..(1994) In: Journal of Money, Credit and Banking.
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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]
article59
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: 59
article
2007Harming depositors and helping borrowers: the disparate impact of bank consolidation In: Working Paper.
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paper39
2009Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation.(2009) In: Review of Financial Studies.
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2008Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates In: Working Paper.
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paper24
2010A structural model of contingent bank capital In: Working Paper.
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paper23
2011Inflation expectations, real rates, and risk premia: evidence from inflation swaps In: Working Paper.
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paper46
2012Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps.(2012) In: Review of Financial Studies.
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1997Estimating the cost of U.S. indexed bonds In: Working Paper.
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paper1
1989Banks and loan sales: evidence of implicit contracts In: Proceedings.
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article0
1998Deposit insurance premiums and the value of the banking insurance fund: should they be linked? In: Proceedings.
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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
1985Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1985Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions.(1985) In: Rodney L. White Center for Financial Research Working Papers.
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1985Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term In: Rodney L. White Center for Financial Research Working Papers.
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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.
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This paper has another version. Agregated cites: 0
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1986Information Disclosure and Bank Runs In: Rodney L. White Center for Financial Research Working Papers.
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1984Partial Deposit, Bank Runs and Private Deposit Insurance In: Rodney L. White Center for Financial Research Working Papers.
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1988An Empirical Investigation of Bond Prices and Inflation In: Rodney L. White Center for Financial Research Working Papers.
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1988Are Loan Sales Really Off-Balance Sheet In: Rodney L. White Center for Financial Research Working Papers.
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1990Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) In: Rodney L. White Center for Financial Research Working Papers.
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1989Security Baskets and Index-Linked Securities In: Rodney L. White Center for Financial Research Working Papers.
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paper70
1991Security Baskets and Index-Linked Securities.(1991) In: NBER Working Papers.
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1993Security Baskets and Index-Linked Securities..(1993) In: The Journal of Business.
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This paper has another version. Agregated cites: 70
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1988Transaction Contracts In: Rodney L. White Center for Financial Research Working Papers.
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1999The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves In: Journal of Financial Services Research.
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2001Comments on Morgan and Stiroh In: Journal of Financial Services Research.
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2003The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach In: Journal of Financial Services Research.
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2003Introduction: Special Issue on Pricing the Risks of Deposit Insurance In: Journal of Financial Services Research.
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1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance. In: Journal of Money, Credit and Banking.
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1998Comment on Intermediation and Vertical Integration. In: Journal of Money, Credit and Banking.
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2000Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? In: Journal of Money, Credit and Banking.
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2015Discounting Pension Liabilities: Funding versus Value In: NBER Chapters.
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chapter2
2015Discounting Pension Liabilities: Funding versus Value.(2015) In: NBER Working Papers.
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2009Comment on Pricing Personal Account Benefit Guarantees: A Simplified Approach In: NBER Chapters.
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1985Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term In: NBER Working Papers.
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1991Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data. In: Review of Financial Studies.
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1990Valuation of Interest Payment Guarantees on Developing Country Debt In: IMF Staff Papers.
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1998Government guarantees on pension fund returns In: Social Protection and Labor Policy and Technical Notes.
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1992Deriving developing country repayment capacity from the market prices of sovereign debt In: Policy Research Working Paper Series.
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2001Bank Consolidation and Consumer Loan Interest Rates In: Center for Financial Institutions Working Papers.
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1997Government Guarantees for Old Age Income. In: Pension Research Council Working Papers.
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