George G. Pennacchi : Citation Profile


Are you George G. Pennacchi?

University of Illinois at Urbana-Champaign

18

H index

24

i10 index

1459

Citations

RESEARCH PRODUCTION:

35

Articles

39

Papers

2

Chapters

RESEARCH ACTIVITY:

   34 years (1984 - 2018). See details.
   Cites by year: 42
   Journals where George G. Pennacchi has often published
   Relations with other researchers
   Recent citing documents: 142.    Total self citations: 13 (0.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe479
   Updated: 2020-11-21    RAS profile: 2020-07-06    
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Relations with other researchers


Works with:

santos, joao (2)

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 (27)

Kane, Edward (16)

Laeven, Luc (15)

Ongena, Steven (14)

Acharya, Viral (11)

Marques-Ibanez, David (11)

Calomiris, Charles (10)

Sentana, Enrique (10)

Viceira, Luis (9)

Shleifer, Andrei (9)

Peydro, Jose-Luis (9)

Cites to:

Berger, Allen (7)

Duffie, Darrell (7)

Haubrich, Joseph (6)

Campbell, John (6)

merton, robert (6)

Jarrow, Robert (6)

Udell, Gregory (5)

Huizinga, Harry (4)

Croushore, Dean (4)

Singleton, Kenneth (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 Intermediation4
Journal of Financial Services Research4
Journal of Financial and Quantitative Analysis3
Review of Financial Studies3
Journal of Finance2
Proceedings2
Journal of Monetary Economics2
Proceedings2
Journal of Pension Economics and Finance2

Working Papers Series with more than one paper published# docs
Proceedings / Federal Reserve Bank of Chicago6
Working Papers (Old Series) / Federal Reserve Bank of Cleveland6

Recent works citing George G. Pennacchi (2020 and 2019)


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

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2020Contingent Convertible Bonds in Financial Networks. (2020). Tantari, Daniele ; Sala, Carlo ; Calice, Giovanni . In: Papers. RePEc:arx:papers:2009.00062.

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2020Inflation, 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.

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2020Implicit Incentives for Fund Managers with Partial Information. (2020). Nicolosi, Marco ; Herzel, Stefano ; Colaneri, Katia ; Angelini, Flavio . In: Papers. RePEc:arx:papers:2011.07871.

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2019Loan Insurance, Market Liquidity, and Lending Standards. (2019). Ahnert, Toni ; Kuncl, Martin. In: Staff Working Papers. RePEc:bca:bocawp:19-47.

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2019An assessment of recent trends in market-based expected iflation in the euro area. (2019). Pericoli, Marcello. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_542_19.

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2020The 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.

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2019The Rise of Shadow Banking: Evidence from Capital Regulation. (2019). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M. In: Working Papers. RePEc:bge:wpaper:1098.

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2019Unintended consequences of unemployment insurance benefits: the role of banks. (2019). Kabaş, Gazi ; arslan, yavuz ; Degerli, Ahmet. In: BIS Working Papers. RePEc:bis:biswps:795.

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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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2019MANAGING RISK TAKING WITH INTEREST RATE POLICY AND MACROPRUDENTIAL REGULATIONS. (2019). Shukayev, Malik ; Cociuba, Simona ; Ueberfeldt, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1056-1081.

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2019Contingent capital with repeated interconversion between debt‐ and equity‐like instruments. (2019). Zhao, Zhiming ; Yang, Zhaojun ; Cai, Yanping. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:358-379.

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2019Securitization and credit quality in the European market. (2019). Marques-Ibanez, David ; Ongena, Steven ; MARQUESIBANEZ, DAVID ; Kara, Alper. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:407-434.

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2020Bank 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.

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2019Shareholder risk-taking incentives in the presence of contingent capital. (2019). McMunn, Ayowande ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0775.

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2019On the preferences of CoCo bond buyers and sellers: a logistic regression analysis. (2019). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7551.

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2019Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme. (2019). Pennacchi, George ; Jokivuolle, Esa. In: ifo DICE Report. RePEc:ces:ifodic:v:17:y:2019:i:01:p:21-25.

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2019Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme. (2019). Pennacchi, George ; Jokivuolle, Esa. In: ifo DICE Report. RePEc:ces:ifodic:v:17:y:2019:i:1:p:50000000005874.

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2019Sistema Financiero en Chile: Lecciones de la Historia Reciente. (2019). Marcel, Mario ; Berstein, Solange. In: Economic Policy Papers Central Bank of Chile. RePEc:chb:bcchep:67.

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2019Corporate Pension Plan Funding Levels and Pension Assumptions. (2019). Milidonis, Andreas ; Papakyriakou, Panayiotis ; Michaelides, Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13591.

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2019Bank Risk Dynamics and Distance to Default. (2019). Nagel, Stefan ; Purnanandam, Amiyatosh. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13715.

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2019Risk-Free Interest Rates. (2019). van Binsbergen, Jules H ; Grotteria, Marco ; Diamond, William . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13899.

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2019The Financial Development of London in the 17th Century Revisited: A View from the Accounts of the Corporation of London. (2019). Sussman, Nathan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13920.

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2019A Unified Approach to Measuring u*. (2019). Giannoni, Marc ; Crump, Richard ; Sahin, Aysegul ; Eusepi, Stefano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13939.

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2019Money Runs. (2019). Piacentino, Giorgia ; Donaldson, Jason Roderick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13955.

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2020Investors 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.

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2020Loan Insurance, Market Liquidity, and Lending Standards. (2020). Ahnert, Toni ; Kuncl, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14458.

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2020The aggregate demand for bank capital. (2020). Harris, Milton ; Opp, Christian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14524.

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2020The 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.

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2019Mind the Conversion Risk: a Theoretical Assessment of Contingent Convertible Bonds. (2019). Le Quang, Gaëtan. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-5.

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2020Bank capital regulation in a zero interest environment. (2020). Döttling, Robin ; Dottling, Robin. In: Working Paper Series. RePEc:ecb:ecbwps:20202422.

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2020What is the tipping point? Low rates and financial stability. (2020). Porcellacchia, Davide. In: Working Paper Series. RePEc:ecb:ecbwps:20202447.

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2020A 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.

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2019Inflation risk premia and risk-adjusted expectations of inflation. (2019). Miccoli, Marcello ; Casiraghi, Marco. In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:36-39.

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2019Pricing of Islamic deposit insurance. (2019). Hassan, Kabir M ; Sabah, Nasim. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:91-94.

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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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2019U.S. municipal yields and unfunded state pension liabilities. (2019). Ponds, Eduard ; Beetsma, Roel ; Leknit, Zina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:15-32.

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2019Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

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2019Inflation expectation, monetary policy credibility, and exchange rates. (2019). Kim, Young Min ; Lee, Seojin. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306184.

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2020Price 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.

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2020Deposit 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.

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2019Valuation of risk-based premium of DB pension plan with terminations. (2019). Yang, Zhixin ; Wang, Wei ; Shen, Yang ; Qian, Linyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:51-63.

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2020Forecasting 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.

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2019Fear, deposit insurance schemes, and deposit reallocation in the German banking system. (2019). Fecht, Falko ; Weber, Patrick ; Thum, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:151-165.

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2019Stock vs. Bond yields and demographic fluctuations. (2019). Morin, Annaig ; Gozluklu, Arie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302572.

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2020Bank 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.

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2020Cross-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.

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2020Foreign 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.

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2019Clustered pricing in the corporate loan market: Theory and empirical evidence. (2019). Nandeibam, Shasi ; Bajoori, Elnaz ; Chaudhry, Sajid M. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:275-296.

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2020Optimal 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.

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2020Does 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.

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2020Capital 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.

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2020Time-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.

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2020Private 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.

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2020The 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.

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2020Off-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.

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2019Collateral, rehypothecation, and efficiency. (2019). Kahn, Charles M ; Park, Hyejin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:39:y:2019:i:c:p:34-46.

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2019Customers and investors: A framework for understanding the evolution of financial institutions. (2019). Thakor, Richard T ; Merton, Robert C. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:39:y:2019:i:c:p:4-18.

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2019Bank culture. (2019). Thakor, Anjan V ; Song, Fenghua . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:39:y:2019:i:c:p:59-79.

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2020Information spillover of bailouts. (2020). Kim, Hugh Hoikwang . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300099.

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2020Are 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.

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2019Private money creation, liquidity crises, and government interventions. (2019). Robatto, Roberto ; Benigno, Pierpaolo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:106:y:2019:i:c:p:42-58.

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2019Disagreement beta. (2019). Yan, Hongjun ; Song, Zhaogang ; Lu, Xiaomeng ; Gao, George P. In: Journal of Monetary Economics. RePEc:eee:moneco:v:107:y:2019:i:c:p:96-113.

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2019Clustering and discounting in auction-style SEOs – Evidence from China. (2019). Zhou, Jun ; Gao, Shenghao ; Liu, Jinzhao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18306048.

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2020Asymmetric 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.

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2019The student loan consolidation option. (2019). Moore, Damien ; Lucas, Deborah . In: Journal of Public Economics. RePEc:eee:pubeco:v:174:y:2019:i:c:p:1-12.

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2019Premiums of the Pension Benefit Guarantee Corporation and risk-taking by pension plans. (2019). Romaniuk, Katarzyna. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:301-307.

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2020Securitization 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.

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2020The 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.

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2020Do 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.

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2019Reach for Yield by U.S. Public Pension Funds. (2019). Zlate, Andrei ; Bohn, James ; Anadu, Kenechukwu E ; Pritsker, Matthew ; Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa19-2.

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2019Reach for Yield by U.S. Public Pension Funds. (2019). Zlate, Andrei ; Bohn, James ; Anadu, Kenechukwu E ; Pritsker, Matthew ; Lu, Lina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-48.

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2020Designing a Main Street Lending Facility. (2020). Vardoulakis, Alexandros. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-52.

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2020U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Liao, Gordon Y ; Du, Wenxin. In: International Finance Discussion Papers. RePEc:fip:fedgif:1289.

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2019Imperfect Information Transmission from Banks to Investors: Macroeconomic Implications. (2018). Leukhina, Oksana ; Figueroa, Nicolas ; Ramirez, Carlos. In: Working Papers. RePEc:fip:fedlwp:2018-018.

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2019Information Management in Times of Crisis. (2019). Copeland, Adam ; Anderson, Haelim. In: Staff Reports. RePEc:fip:fednsr:86679.

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2020The Myth of the Lead Arranger’s Share. (2020). Blickle, Kristian ; Saunders, Anthony ; Hillenbrand, Sebastian ; Fleckenstein, Quirin. In: Staff Reports. RePEc:fip:fednsr:87916.

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2019A unified approach to measuring u*. (2019). Sahin, Aysegul ; Giannoni, Marc ; Crump, Richard ; Eusepi, Stefano. In: Staff Reports. RePEc:fip:fednsr:889.

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2019Dynamic specification tests for dynamic factor models. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_07.

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2019Contingent Convertible Debt: The Impact on Equity Holders. (2019). Pourkalbassi, Farhad ; Gauthier, Genevieve ; Boursicot, Delphine. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:47-:d:227019.

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2020Assessing 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.

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2020Bundlers Dilemmas in Financial Markets with Sampling Investors. (2020). Jehiel, Philippe ; Bianchi, Milo. In: Post-Print. RePEc:hal:journl:hal-02909219.

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2020Bundlers 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.

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2019Market Imperfection: Credit Rationing and Excess Liquidity. (2019). Cho, Hye-Jin. In: Working Papers. RePEc:hal:wpaper:hal-02266107.

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2020Financial 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.

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2019THE CREDIT RISK DYNAMICS OF INTERNATIONAL BONDS: THE INDONESIAN CASE. (2019). Thuraisamy, Kannan S. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp6:p:1-20.

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2020Real 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.

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2019Money Creation in Fiat and Digital Currency Systems. (2019). Siebenbrunner, Christoph ; Gross, Marco. In: IMF Working Papers. RePEc:imf:imfwpa:19/285.

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2019Final Demand for Structured Finance Securities. (2019). Strahan, Philip E ; Nadauld, Taylor D ; Merrill, Craig B. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:1:p:390-412.

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2020Market 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.

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2020Dynamic Prudential Regulation. (2020). Yang, Baozhong ; Subramanian, Ajay. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:7:p:3183-3210.

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2019.

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2019Optimal bailouts, bank’s incentive and risk. (2019). moretto, michele ; Parigi, Bruno M ; Lucchetta, Marcella. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:3:d:10.1007_s10436-019-00346-z.

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2019The aggregate impacts of tournament incentives in experimental asset markets. (2019). Owen, Sian ; Henker, Julia ; Paul, Debapriya Jojo. In: Experimental Economics. RePEc:kap:expeco:v:22:y:2019:i:2:d:10.1007_s10683-018-9562-7.

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2019Banks, Taxes, and Nonbank Competition. (2019). Pennacchi, George. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:55:y:2019:i:1:d:10.1007_s10693-017-0277-2.

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2019Liquidity Creation and Bank Capital. (2019). Trujillo-Ponce, Antonio ; Pietro, Filippo ; Casu, Barbara. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:56:y:2019:i:3:d:10.1007_s10693-018-0304-y.

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2019How local is local? Evidence from bank competition and corporate innovation in U.S.. (2019). Tian, Lin ; Han, Liang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:1:d:10.1007_s11156-018-0710-0.

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2020Securitized 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.

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2019The Valuation of Deposit Insurance Premiums Based on a Specific Banks Official Default Probability. (2019). Tsai, Ming Shann ; Chiang, Shu Ling. In: Multinational Finance Journal. RePEc:mfj:journl:v:23:y:2019:i:3-4:p:141-167.

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2019.

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

Works by George G. Pennacchi:


YearTitleTypeCited
1990 Financial Intermediaries and Liquidity Creation. In: Journal of Finance.
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1999Bank Deposit Rate Clustering: Theory and Empirical Evidence In: Journal of Finance.
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1996Bank deposit rate clustering: theory and empirical evidence.(1996) In: Working Papers (Old Series).
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2010Contingent Capital: The Case for COERCs In: CEPR Discussion Papers.
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1996Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds In: Journal of Financial and Quantitative Analysis.
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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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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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2011Portfolio allocation for public pension funds In: Journal of Pension Economics and Finance.
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2010Portfolio Allocation for Public Pension Funds.(2010) In: NBER Working Papers.
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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.
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1989Optimal portfolio choice and the collapse of a fixed-exchange rate regime In: Journal of International Economics.
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1986Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime.(1986) In: Rodney L. White Center for Financial Research Working Papers.
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1987Alternative forms of deposit insurance : Pricing and bank incentive issues In: Journal of Banking & Finance.
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2005Risk-based capital standards, deposit insurance, and procyclicality In: Journal of Financial Intermediation.
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2008Special issue: Banking and bank regulation: Challenges for the future In: Journal of Financial Intermediation.
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2010Special Issue: Risk Transfer Mechanisms and Financial Stability In: Journal of Financial Intermediation.
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1995The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis In: Journal of Financial Intermediation.
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1995Banks and loan sales Marketing nonmarketable assets In: Journal of Monetary Economics.
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1990Banks and Loan Sales: Marketing Non-Marketable Assets.(1990) In: NBER Working Papers.
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2006Deposit insurance, bank regulation, and financial system risks In: Journal of Monetary Economics.
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2002Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums In: Conference Series ; [Proceedings].
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1994The value of Pension Benefit Guaranty Corporation insurance In: Proceedings.
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1994The Value of Pension Benefit Guaranty Corporation Insurance..(1994) In: Journal of Money, Credit and Banking.
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1996The behavior of interest rates implied by the term structure of Eurodollar future In: Proceedings.
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1996The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures..(1996) In: Journal of Money, Credit and Banking.
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2007Harming depositors and helping borrowers: the disparate impact of bank consolidation In: Working Papers (Old Series).
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2004Harming depositors and helping borrowers: the disparate impact of bank consolidation.(2004) In: Proceedings.
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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 Papers (Old Series).
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2010A structural model of contingent bank capital In: Working Papers (Old Series).
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2011Inflation expectations, real rates, and risk premia: evidence from inflation swaps In: Working Papers (Old Series).
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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 Papers (Old Series).
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1989Banks and loan sales: evidence of implicit contracts In: Proceedings.
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1998Deposit insurance premiums and the value of the banking insurance fund: should they be linked? In: Proceedings.
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1992A framework for estimating the value and interest rate risk of retail bank deposits In: Working Paper Series, Issues in Financial Regulation.
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1987Market discipline, information disclosure, and uninsured deposits In: Proceedings.
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1992Nonbanks and the future of banking In: Proceedings.
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2000Bank consolidation and consumer loan interest rates In: Proceedings.
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2001Bank Consolidation and Consumer Loan Interest Rates.(2001) In: Center for Financial Institutions Working Papers.
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1985An empirical analysis of bank risk In: Proceedings.
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2001Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology In: Proceedings.
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1992The opening of new markets for bank assets In: Proceedings.
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2018Why Do Banks Target ROE? In: Liberty Street Economics.
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2018Why do banks target ROE?.(2018) In: Staff Reports.
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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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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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1987Loan Sales and the Cost of Bank Capital In: Rodney L. White Center for Financial Research Working Papers.
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1987Loan Sales and the Cost of Bank Capital.(1987) 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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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.
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1986Information Disclosure and Bank Runs In: Rodney L. White Center for Financial Research Working Papers.
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paper0
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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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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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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article46
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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article1
2015Discounting Pension Liabilities: Funding versus Value In: NBER Chapters.
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chapter8
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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chapter0
1985Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term In: NBER Working Papers.
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paper1
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 Discussion Papers and 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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1997Government Guarantees for Old Age Income. In: Pension Research Council Working Papers.
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