18
H index
24
i10 index
1484
Citations
University of Illinois at Urbana-Champaign | 18 H index 24 i10 index 1484 Citations RESEARCH PRODUCTION: 35 Articles 39 Papers 2 Chapters RESEARCH ACTIVITY:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Proceedings / Federal Reserve Bank of Chicago | 6 |
Working Papers (Old Series) / Federal Reserve Bank of Cleveland | 6 |
Year | Title of citing document |
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2020 | Contingent Convertible Bonds in Financial Networks. (2020). Tantari, Daniele ; Sala, Carlo ; Calice, Giovanni . In: Papers. RePEc:arx:papers:2009.00062. Full description at Econpapers || Download paper |
2020 | Inflation, ECB and short-term interest rates: A new model, with calibration to market data. (2020). Papi, M ; D'Ippoliti, F ; Costantini, C ; Antonacci, F. In: Papers. RePEc:arx:papers:2010.05462. Full description at Econpapers || Download paper |
2020 | Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871. Full description at Econpapers || Download paper |
2020 | The role of bank supply in the Italian credit market: evidence from a new regional survey. (2020). Orame, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1279_20. Full description at Econpapers || Download paper |
2020 | Bank capital buffers in a dynamic model. (2020). Pagratis, Spyros ; Michaelides, Alexander ; Mankart, Jochen. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:473-502. Full description at Econpapers || Download paper |
2020 | The Value of Central Clearing. (2020). Vuillemey, Guillaume. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2021-2053. Full description at Econpapers || Download paper |
2020 | Safety Transformation and the Structure of the Financial System. (2020). Diamond, William. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:2973-3012. Full description at Econpapers || Download paper |
2020 | Investors Appetite for Money-Like Assets: The MMF Industry after the 2014 Regulatory Reform. (2020). la Spada, Gabriele ; Cipriani, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14375. Full description at Econpapers || Download paper |
2020 | Loan Insurance, Market Liquidity, and Lending Standards. (2020). Ahnert, Toni ; Kuncl, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14458. Full description at Econpapers || Download paper |
2020 | The aggregate demand for bank capital. (2020). Harris, Milton ; Opp, Christian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14524. Full description at Econpapers || Download paper |
2020 | The Macroeconomic Effects of a European Deposit (Re-) Insurance Scheme. (2020). König, Tobias ; Konig, Tobias ; Gebauer, Stefan ; Clemens, Marius. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1873. Full description at Econpapers || Download paper |
2020 | Bank capital regulation in a zero interest environment. (2020). Döttling, Robin ; Dottling, Robin. In: Working Paper Series. RePEc:ecb:ecbwps:20202422. Full description at Econpapers || Download paper |
2020 | What is the tipping point? Low rates and financial stability. (2020). Porcellacchia, Davide. In: Working Paper Series. RePEc:ecb:ecbwps:20202447. Full description at Econpapers || Download paper |
2020 | A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance. (2020). Pinto, João ; Marques, Manuel O. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300249. Full description at Econpapers || Download paper |
2020 | Optimal terms of contingent capital, incentive effects, and capital structure dynamics. (2020). Tsyplakov, Sergey ; Himmelberg, Charles P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300791. Full description at Econpapers || Download paper |
2020 | Price clustering in Bitcoin market—An extension. (2020). Xu, Chong ; Li, Shenghong. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305907. Full description at Econpapers || Download paper |
2020 | Deposit insurance and bank dividend policy. (2020). Wilson, John ; Scholtens, Bert ; Sobiech, Anna L ; Chronopoulos, Dimitris K ; Che, Edie Erman. In: Journal of Financial Stability. RePEc:eee:finsta:v:48:y:2020:i:c:s1572308920300231. Full description at Econpapers || Download paper |
2020 | Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711. Full description at Econpapers || Download paper |
2020 | Illiquidity as a signal. (2020). Kahn, Charles ; Jorge, Jose. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300723. Full description at Econpapers || Download paper |
2020 | The impact of profit-sharing investment accounts on shareholders’ wealth. (2020). Alhalboni, Maryam ; Baldwin, Kenneth. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301372. Full description at Econpapers || Download paper |
2020 | Forecasting inflation with online prices. (2020). Bertolotto, Manuel I ; Aparicio, Diego. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:232-247. Full description at Econpapers || Download paper |
2020 | Bank asset structure and deposit insurance pricing. (2020). Fodor, Andrew ; Davidson, Travis ; Camara, Antonio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300662. Full description at Econpapers || Download paper |
2020 | Cross-border capital flows and bank risk-taking. (2020). te Kaat, Daniel ; Dinger, Valeriya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301084. Full description at Econpapers || Download paper |
2020 | Foreign Lenders’ adoption of performance pricing provisions in syndicated loans. (2020). Xu, Alice Liang ; Pappas, Kostas ; Lee, Edward. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301357. Full description at Econpapers || Download paper |
2020 | Optimal capitalization and deposit insurance strategies with regard to moral hazard. (2020). Cheng, Jiang ; Mao, Hong. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519303005. Full description at Econpapers || Download paper |
2020 | Does size matter? Bailouts with large and small banks. (2020). Walther, Ansgar ; Davila, Eduardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:1-22. Full description at Econpapers || Download paper |
2020 | Capital requirements, risk choice, and liquidity provision in a business-cycle model. (2020). Begenau, Juliane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:355-378. Full description at Econpapers || Download paper |
2020 | Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470. Full description at Econpapers || Download paper |
2020 | Private money creation with safe assets and term premia. (2020). Infante, Sebastian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:828-856. Full description at Econpapers || Download paper |
2020 | The financing of local government in China: Stimulus loan wanes and shadow banking waxes. (2020). He, Zhiguo ; Chen, Zhuo ; Liu, Chun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:42-71. Full description at Econpapers || Download paper |
2020 | Off-balance sheet funding, voluntary support and investment efficiency. (2020). Zeng, Jing ; Segura, Anatoli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:90-107. Full description at Econpapers || Download paper |
2020 | The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414. Full description at Econpapers || Download paper |
2020 | Information spillover of bailouts. (2020). Kim, Hugh Hoikwang . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300099. Full description at Econpapers || Download paper |
2020 | Are contingent convertibles going-concern capital?. (2020). Ricci, Ornella ; Pennacchi, George ; Fiordelisi, Franco. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300245. Full description at Econpapers || Download paper |
2020 | Bank capital in the short and in the long run. (2020). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:64-79. Full description at Econpapers || Download paper |
2020 | Asymmetric information and securitization design in Islamic capital markets. (2020). Hassan, Kabir M ; Verhoeven, Peter ; How, Janice ; Halim, Zairihan Abdul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x1930006x. Full description at Econpapers || Download paper |
2020 | Securitization of revolving debt and its determinants. (2020). Hunter, William ; Nourzad, Farrokh ; Szczesniak, Katherine . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:240-246. Full description at Econpapers || Download paper |
2020 | The valuation of deposit insurance allowing for the interest rate spread and early-bankruptcy risk. (2020). Tsai, Ming Shann ; Chiang, Shu Ling. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:345-356. Full description at Econpapers || Download paper |
2020 | Do bond markets find inflation targets credible? Evidence from five inflation-targeting countries. (2020). Ka, Kook ; Ho, Kyu ; Kim, Young Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:66-84. Full description at Econpapers || Download paper |
2020 | SME financing with new credit guarantee contracts over the business cycle. (2020). Gan, Liu ; Xia, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:515-538. Full description at Econpapers || Download paper |
2020 | Designing a Main Street Lending Facility. (2020). Vardoulakis, Alexandros. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-52. Full description at Econpapers || Download paper |
2020 | U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Liao, Gordon Y ; Du, Wenxin. In: International Finance Discussion Papers. RePEc:fip:fedgif:1289. Full description at Econpapers || Download paper |
2020 | The Myth of the Lead Arranger’s Share. (2020). Blickle, Kristian ; Saunders, Anthony ; Hillenbrand, Sebastian ; Fleckenstein, Quirin. In: Staff Reports. RePEc:fip:fednsr:87916. Full description at Econpapers || Download paper |
2020 | Assessing the Sustainability of China’s Basic Pension Funding for Urban and Rural Residents. (2020). Xian, Xinghui ; Su, Changhao ; Sun, Lanying. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2833-:d:340637. Full description at Econpapers || Download paper |
2020 | Bundlers Dilemmas in Financial Markets with Sampling Investors. (2020). Jehiel, Philippe ; Bianchi, Milo. In: Post-Print. RePEc:hal:journl:hal-02909219. Full description at Econpapers || Download paper |
2020 | Bundlers Dilemmas in Financial Markets with Sampling Investors. (2020). Jehiel, Philippe ; Bianchi, Milo. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-02909219. Full description at Econpapers || Download paper |
2020 | Financial and Non-Financial Measures in Evaluating Performance: The Role of Strategic Intelligence in the Context of Commercial Banks in Kenya. (2020). Maina, Samuel Mwangi ; Stephen, ; Kori, Blandina Walowe. In: International Business Research. RePEc:ibn:ibrjnl:v:13:y:2020:i:10:p:130. Full description at Econpapers || Download paper |
2020 | Real Term Structure and New Keynesian Models. (2020). Kısacıkoğlu, Burçin ; Kisacikolu, Burin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:2:a:3. Full description at Econpapers || Download paper |
2020 | Market Discipline and Systemic Risk. (2020). Walther, Ansgar ; Morrison, Alan D. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:764-782. Full description at Econpapers || Download paper |
2020 | Dynamic Prudential Regulation. (2020). Yang, Baozhong ; Subramanian, Ajay. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:7:p:3183-3210. Full description at Econpapers || Download paper |
2020 | Structural Pricing of CoCos and Deposit Insurance with Regime Switching and Jumps. (2020). Su, Xiaoshan ; Courtois, Olivier. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09304-6. Full description at Econpapers || Download paper |
2020 | Securitized banking and interest rate sensitivity. (2020). Du, Brian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00809-4. Full description at Econpapers || Download paper |
2020 | When enough is not enough: bank capital and the Too-Big-To-Fail subsidy. (2020). Imerman, Michael B. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00877-x. Full description at Econpapers || Download paper |
2020 | Private Money Production without Banks. (2020). Gorton, Gary. In: NBER Working Papers. RePEc:nbr:nberwo:26663. Full description at Econpapers || Download paper |
2020 | Banking Crises without Panics. (2020). Xiong, Wei ; Baron, Matthew ; Verner, Emil. In: NBER Working Papers. RePEc:nbr:nberwo:26908. Full description at Econpapers || Download paper |
2020 | Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: NBER Working Papers. RePEc:nbr:nberwo:27416. Full description at Econpapers || Download paper |
2020 | U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Liao, Gordon Y ; Du, Wenxin. In: NBER Working Papers. RePEc:nbr:nberwo:27491. Full description at Econpapers || Download paper |
2020 | Regulatory changes to bank liability structures: implications for deposit insurance design. (2020). Davis, Kevin. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:1:d:10.1057_s41261-019-00094-0. Full description at Econpapers || Download paper |
2020 | Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00122-z. Full description at Econpapers || Download paper |
2020 | Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms?. (2020). Wu, Eliza ; Politsidis, Panagiotis ; Delis, Manthos ; Kim, Suk-Joong. In: MPRA Paper. RePEc:pra:mprapa:98548. Full description at Econpapers || Download paper |
2020 | Inside Money, Business Cycle, and Bank Capital Requirements. (). Park, Jaevin. In: Review of Economic Dynamics. RePEc:red:issued:17-385. Full description at Econpapers || Download paper |
2020 | Market risk and Bitcoin returns. (2020). Koutmos, Dimitrios. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-019-03255-6. Full description at Econpapers || Download paper |
2020 | Market capitalization and growth with nominal and real rigidities: the case of emerging economies. (2020). Sarkar, Agnirup. In: Indian Economic Review. RePEc:spr:inecre:v:55:y:2020:i:2:d:10.1007_s41775-020-00096-0. Full description at Econpapers || Download paper |
2020 | The Impact of Market Power on Bank Risk-Taking: an Empirical Investigation. (2020). Bahri, Ferdaous ; Hamza, Taher. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:11:y:2020:i:3:d:10.1007_s13132-019-0584-y. Full description at Econpapers || Download paper |
2020 | Bank capital, fire sales, and the social value of deposits. (2020). Yorulmazer, Tanju ; Gale, Douglas. In: Economic Theory. RePEc:spr:joecth:v:69:y:2020:i:4:d:10.1007_s00199-019-01189-5. Full description at Econpapers || Download paper |
2020 | Understanding the Short Run Relationship Between Stock Market and Growth in Emerging Economies. (2020). Sarkar, Agnirup . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:2:d:10.1007_s40953-019-00183-x. Full description at Econpapers || Download paper |
2020 | The rise of shadow banking: evidence from capital regulation. (2018). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M. In: Economics Working Papers. RePEc:upf:upfgen:1652. Full description at Econpapers || Download paper |
2020 | Public-Sector Pension Plans and the Discount Rate Assumption: The Role of Political Incentives. (2020). Bagchi, Sutirtha ; Naughton, James. In: Villanova School of Business Department of Economics and Statistics Working Paper Series. RePEc:vil:papers:48. Full description at Econpapers || Download paper |
2020 | Inflationâ€Indexed Bonds and Nominal Bonds: Financial Innovation and Precautionary Motives. (2020). Kang, Min Wook. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:721-745. Full description at Econpapers || Download paper |
2020 | The Rise of Shadow Banking: Evidence from Capital Regulation. (2020). Meisenzahl, Ralf ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Irani, Rustom. In: EconStor Preprints. RePEc:zbw:esprep:216799. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1990 | Financial Intermediaries and Liquidity Creation. In: Journal of Finance. [Full Text][Citation analysis] | article | 347 |
1999 | Bank Deposit Rate Clustering: Theory and Empirical Evidence In: Journal of Finance. [Full Text][Citation analysis] | article | 55 |
1996 | Bank deposit rate clustering: theory and empirical evidence.(1996) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2010 | Contingent Capital: The Case for COERCs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 80 |
1996 | Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 37 |
1996 | Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 40 |
2009 | Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 25 |
2011 | Portfolio allocation for public pension funds In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 14 |
2010 | Portfolio Allocation for Public Pension Funds.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2008 | Restructuring 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] | article | 0 |
1989 | Optimal portfolio choice and the collapse of a fixed-exchange rate regime In: Journal of International Economics. [Full Text][Citation analysis] | article | 15 |
1986 | Optimal 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: 15 | paper | |
1987 | Alternative forms of deposit insurance : Pricing and bank incentive issues In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 37 |
2005 | Risk-based capital standards, deposit insurance, and procyclicality In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 35 |
2008 | Special issue: Banking and bank regulation: Challenges for the future In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 0 |
2010 | Special Issue: Risk Transfer Mechanisms and Financial Stability In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 0 |
1995 | The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 11 |
1995 | Banks and loan sales Marketing nonmarketable assets In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 189 |
1990 | Banks and Loan Sales: Marketing Non-Marketable Assets.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | paper | |
2006 | Deposit insurance, bank regulation, and financial system risks In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 87 |
2002 | Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 1 |
1994 | The value of Pension Benefit Guaranty Corporation insurance In: Proceedings. [Citation analysis] | article | 15 |
1994 | The 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: 15 | article | |
1996 | The behavior of interest rates implied by the term structure of Eurodollar future In: Proceedings. [Citation analysis] | article | 63 |
1996 | The 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: 63 | article | |
2007 | Harming depositors and helping borrowers: the disparate impact of bank consolidation In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 58 |
2004 | Harming depositors and helping borrowers: the disparate impact of bank consolidation.(2004) In: Proceedings. [Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
2009 | Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
2008 | Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 25 |
2010 | A structural model of contingent bank capital In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 28 |
2011 | Inflation expectations, real rates, and risk premia: evidence from inflation swaps In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 69 |
2012 | Inflation 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: 69 | article | |
1997 | Estimating the cost of U.S. indexed bonds In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 1 |
1989 | Banks and loan sales: evidence of implicit contracts In: Proceedings. [Citation analysis] | article | 0 |
1998 | Deposit insurance premiums and the value of the banking insurance fund: should they be linked? In: Proceedings. [Citation analysis] | article | 0 |
1992 | A framework for estimating the value and interest rate risk of retail bank deposits In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 1 |
1987 | Market discipline, information disclosure, and uninsured deposits In: Proceedings. [Citation analysis] | paper | 0 |
1992 | Nonbanks and the future of banking In: Proceedings. [Citation analysis] | paper | 0 |
2000 | Bank consolidation and consumer loan interest rates In: Proceedings. [Citation analysis] | paper | 11 |
2001 | Bank Consolidation and Consumer Loan Interest Rates.(2001) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
1985 | An empirical analysis of bank risk In: Proceedings. [Citation analysis] | paper | 0 |
2001 | Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology In: Proceedings. [Citation analysis] | paper | 0 |
1992 | The opening of new markets for bank assets In: Proceedings. [Citation analysis] | article | 0 |
2018 | Why Do Banks Target ROE? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2018 | Why do banks target ROE?.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1985 | Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1985 | Effects 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 | |
1987 | Loan Sales and the Cost of Bank Capital In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1987 | Loan 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 | |
1985 | Serial 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] | paper | 0 |
1985 | Serial 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 | |
1986 | Information Disclosure and Bank Runs In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1984 | Partial Deposit, Bank Runs and Private Deposit Insurance In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1988 | An Empirical Investigation of Bond Prices and Inflation In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1988 | Are Loan Sales Really Off-Balance Sheet In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 5 |
1990 | Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1989 | Security Baskets and Index-Linked Securities In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 83 |
1991 | Security Baskets and Index-Linked Securities.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
1993 | Security Baskets and Index-Linked Securities..(1993) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | article | |
1988 | Transaction Contracts In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1999 | The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 4 |
2001 | Comments on Morgan and Stiroh In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 1 |
2003 | The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 10 |
2003 | Introduction: Special Issue on Pricing the Risks of Deposit Insurance In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 3 |
1987 | A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 47 |
1998 | Comment on Intermediation and Vertical Integration. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 1 |
2000 | Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 1 |
2015 | Discounting Pension Liabilities: Funding versus Value In: NBER Chapters. [Citation analysis] | chapter | 8 |
2015 | Discounting Pension Liabilities: Funding versus Value.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | Comment on Pricing Personal Account Benefit Guarantees: A Simplified Approach In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
1985 | Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1991 | Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 68 |
1990 | Valuation of Interest Payment Guarantees on Developing Country Debt In: IMF Staff Papers. [Full Text][Citation analysis] | article | 1 |
1998 | Government guarantees on pension fund returns In: Social Protection Discussion Papers and Notes. [Full Text][Citation analysis] | paper | 1 |
1992 | Deriving developing country repayment capacity from the market prices of sovereign debt In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
1997 | Government Guarantees for Old Age Income. In: Pension Research Council Working Papers. [Citation analysis] | paper | 3 |
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