George G. Pennacchi : Citation Profile


Are you George G. Pennacchi?

University of Illinois at Urbana-Champaign

18

H index

24

i10 index

1484

Citations

RESEARCH PRODUCTION:

35

Articles

39

Papers

2

Chapters

RESEARCH ACTIVITY:

   34 years (1984 - 2018). See details.
   Cites by year: 43
   Journals where George G. Pennacchi has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 13 (0.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe479
   Updated: 2021-01-16    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)

Suarez, Javier (9)

Peydro, Jose-Luis (9)

Viceira, Luis (9)

Cites to:

Berger, Allen (7)

Duffie, Darrell (7)

Campbell, John (6)

Haubrich, Joseph (6)

Jarrow, Robert (6)

merton, robert (6)

Udell, Gregory (5)

Gorton, Gary (4)

Huizinga, Harry (4)

Thakor, Anjan (4)

Purnanandam, Amiyatosh (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
Journal of Pension Economics and Finance2
Proceedings2

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 (2021 and 2020)


YearTitle of citing document
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). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871.

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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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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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2020The Value of Central Clearing. (2020). Vuillemey, Guillaume. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2021-2053.

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2020Safety 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.

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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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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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2020Optimal 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.

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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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2020Are 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.

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2020Illiquidity as a signal. (2020). Kahn, Charles ; Jorge, Jose. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300723.

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2020The 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.

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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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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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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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2020The 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.

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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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2020Bank 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.

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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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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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2020SME 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.

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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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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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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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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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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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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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2020Structural 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.

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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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2020When 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.

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2020Private Money Production without Banks. (2020). Gorton, Gary. In: NBER Working Papers. RePEc:nbr:nberwo:26663.

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2020Banking Crises without Panics. (2020). Xiong, Wei ; Baron, Matthew ; Verner, Emil. In: NBER Working Papers. RePEc:nbr:nberwo:26908.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: NBER Working Papers. RePEc:nbr:nberwo:27416.

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2020U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Liao, Gordon Y ; Du, Wenxin. In: NBER Working Papers. RePEc:nbr:nberwo:27491.

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2020Regulatory 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.

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2020Contingent 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.

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2020Regulators 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.

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2020Inside Money, Business Cycle, and Bank Capital Requirements. (). Park, Jaevin. In: Review of Economic Dynamics. RePEc:red:issued:17-385.

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2020Market 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.

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2020Market 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.

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2020The 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.

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2020Bank 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.

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2020Understanding 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.

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2020The 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.

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2020Public-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.

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2020Inflation‐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.

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2020The 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.

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Works by George G. Pennacchi:


YearTitleTypeCited
1990 Financial Intermediaries and Liquidity Creation. In: Journal of Finance.
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article347
1999Bank Deposit Rate Clustering: Theory and Empirical Evidence In: Journal of Finance.
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article55
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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paper80
1996Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds In: Journal of Financial and Quantitative Analysis.
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article37
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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article40
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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article25
2011Portfolio allocation for public pension funds In: Journal of Pension Economics and Finance.
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article14
2010Portfolio Allocation for Public Pension Funds.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14
paper
2008Restructuring Retirement Risks. Edited by Blitzstein David, S. Mitchell Olivia, and P. Utkus Stephen. Oxford University Press, 2006, ISBN 0-19-920465-9, 272 pages. In: Journal of Pension Economics and Finance.
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article0
1989Optimal portfolio choice and the collapse of a fixed-exchange rate regime In: Journal of International Economics.
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article15
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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article37
2005Risk-based capital standards, deposit insurance, and procyclicality In: Journal of Financial Intermediation.
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article35
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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article11
1995Banks and loan sales Marketing nonmarketable assets In: Journal of Monetary Economics.
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article189
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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article87
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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article15
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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article63
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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paper58
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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paper25
2010A structural model of contingent bank capital In: Working Papers (Old Series).
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paper28
2011Inflation expectations, real rates, and risk premia: evidence from inflation swaps In: Working Papers (Old Series).
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paper69
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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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.
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paper1
1987Market discipline, information disclosure, and uninsured deposits In: Proceedings.
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paper0
1992Nonbanks and the future of banking In: Proceedings.
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paper0
2000Bank consolidation and consumer loan interest rates In: Proceedings.
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paper11
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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paper0
2001Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology In: Proceedings.
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paper0
1992The opening of new markets for bank assets In: Proceedings.
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article0
2018Why Do Banks Target ROE? In: Liberty Street Economics.
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paper1
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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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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1987Loan Sales and the Cost of Bank Capital In: Rodney L. White Center for Financial Research Working Papers.
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paper0
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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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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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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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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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 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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