5
H index
4
i10 index
192
Citations
Bar Ilan University | 5 H index 4 i10 index 192 Citations RESEARCH PRODUCTION: 11 Articles 20 Papers 1 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 Alon Raviv. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 2 |
Journal of Financial Stability | 2 |
Journal of Corporate Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 5 |
Finance / University Library of Munich, Germany | 3 |
Working Papers / Brandeis University, Department of Economics and International Businesss School | 3 |
Year | Title of citing document |
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2022 | What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274. Full description at Econpapers || Download paper |
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 |
2021 | Collateral in bank lending during the financial crises:a borrower and a lender story.. (2021). Affinito, Massimiliano ; Stacchini, Massimiliano ; Sabatini, Fabiana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1352_21. Full description at Econpapers || Download paper |
2022 | Inflation and public debt reversals in advanced economies. (2022). Matsuoka, Hideaki ; Fukunaga, Ichiro ; Komatsuzaki, Takuji. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:40:y:2022:i:1:p:124-137. Full description at Econpapers || Download paper |
2020 | A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2809-2844. Full description at Econpapers || Download paper |
2021 | Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938. 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 | Managerial incentives to take asset risk. (2020). Wolff, Vincent ; Wagner, Alexander F ; Stromberg, Jacob ; Chesney, Marc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302029. Full description at Econpapers || Download paper |
2021 | Contingent capital, Tobin’s q and corporate capital structure. (2021). Yang, BO ; Gan, Liu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301935. Full description at Econpapers || Download paper |
2021 | Bail-in vs bail-out: Bank resolution and liability structure. (2021). Tarelli, Andrea ; Sbuelz, Alessandro ; Leanza, Luca. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302830. Full description at Econpapers || Download paper |
2021 | Debt holder monitoring and implicit guarantees: Did the BRRD improve market discipline?. (2021). Cutura, Jannic Alexander. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000395. Full description at Econpapers || Download paper |
2020 | Infation, default and sovereign debt: The role of denomination and ownership. (2020). Sunder-Plassmann, Laura. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620301082. Full description at Econpapers || Download paper |
2021 | A closed formula for illiquid corporate bonds and an application to the European market. (2021). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000020. Full description at Econpapers || Download paper |
2021 | On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330. Full description at Econpapers || Download paper |
2021 | Could Chapter 11 redeem itself? Wealth and welfare effects of the redemption option. (2021). Franois, Pascal ; Breton, Michele ; Annabi, Amira. In: International Review of Law and Economics. RePEc:eee:irlaec:v:67:y:2021:i:c:s0144818821000296. Full description at Econpapers || Download paper |
2020 | CoCo issuance and bank fragility. (2020). Avdjiev, Stefan ; Kartasheva, Anastasia ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:593-613. Full description at Econpapers || Download paper |
2021 | Benchmark interest rates when the government is risky. (2021). Chernov, Mikhail ; Song, D ; Schmid, L ; Augustin, P. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:74-100. 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 |
2021 | The agency of CoCos: Why contingent convertible bonds are not for everyone. (2021). Rauf, Asad ; Ongena, Steven ; Goncharenko, Roman. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s104295732030036x. Full description at Econpapers || Download paper |
2020 | Aging and deflation from a fiscal perspective. (2020). Ueda, Kozo ; Konishi, Hideki ; Katagiri, Mitsuru. In: Journal of Monetary Economics. RePEc:eee:moneco:v:111:y:2020:i:c:p:1-15. Full description at Econpapers || Download paper |
2021 | An empirical study on the regulated Chinese agricultural commodity futures market based on skew Ornstein-Uhlenbeck model. (2021). Xue, Cheng ; Bai, Yizhou. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s027553192100026x. Full description at Econpapers || Download paper |
2020 | Shotgun Wedding: Fiscal and Monetary Policy. (2020). Sargent, Thomas ; Bassetto, Marco. In: Staff Report. RePEc:fip:fedmsr:87731. Full description at Econpapers || Download paper |
2020 | Shotgun Wedding: Fiscal and Monetary Policy. (2020). Sargent, Thomas ; Bassetto, Marco. In: NBER Working Papers. RePEc:nbr:nberwo:27004. Full description at Econpapers || Download paper |
2021 | Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis. (2021). Zimmermann, Kevin ; Sigmund, Michael. In: Working Papers. RePEc:onb:oenbwp:236. 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 | . Full description at Econpapers || Download paper |
2021 | The Impact of Cross-Border Capital Flows on the Chinese Banking System. (2021). Xu, Zichun ; Zhao, Yang. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211021410. Full description at Econpapers || Download paper |
2021 | What drives inflation and how? Evidence from additive mixed models selected by cAIC. (2021). Rossi, Enzo ; Volkmann, Alexander. In: Working Papers. RePEc:snb:snbwpa:2021-12. Full description at Econpapers || Download paper |
2020 | Crisis Contracts. (2020). Gersbach, Hans ; Britz, Volker ; Aptus, Elias . In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:1:d:10.1007_s00199-019-01204-9. Full description at Econpapers || Download paper |
2022 | Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital. (2022). Giuliana, Raffaele. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022133. Full description at Econpapers || Download paper |
2022 | Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?. (2022). van Wijnbergen, Sweder ; Neamtu, Ioana ; Fatouh, Mahmoud. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220017. Full description at Econpapers || Download paper |
2020 | Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking. (2020). Modena, Andrea. In: Working Papers. RePEc:ven:wpaper:2020:23. Full description at Econpapers || Download paper |
2020 | Bank riskâ€taking and market discipline: Evidence from CoCo bonds in Korea. (2020). Lee, Young Hwan ; Park, Haerang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:885-894. Full description at Econpapers || Download paper |
2022 | Revisiting the valuation of deposit insurance. (2022). Hsiao, Yujen ; Ho, Rueyjenn ; Chung, Sanlin ; Chang, Chuangchang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:77-103. Full description at Econpapers || Download paper |
2022 | Fighting Fire with Gasoline: CoCos in Lieu of Equity. (2022). Goncharenko, Roman. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:493-517. Full description at Econpapers || Download paper |
2020 | Recapitalization, bailout, and long-run welfare in a dynamic model of banking. (2020). Modena, Andrea. In: SAFE Working Paper Series. RePEc:zbw:safewp:292. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | A closed-form solution to the risk-taking motivation of subordinated debtholders In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | A closed-form solution to the risk-taking motivation of subordinated debtholders.(2019) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2019 | A closed-form solution to the risk-taking motivation of subordinated debtholders.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers.(2020) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers.(2020) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Bank Risk Dynamics Where Assets are Risky Debt Claims In: European Financial Management. [Full Text][Citation analysis] | article | 3 |
2012 | Inflation Derivatives Under Inflation Target Regimes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Inflation Derivatives Under Inflation Target Regimes.(2013) In: Journal of Futures Markets. [Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2014 | Bank stability and market discipline: The effect of contingent capital on risk taking and default probability In: Working Papers. [Full Text][Citation analysis] | paper | 66 |
2014 | Bank stability and market discipline: The effect of contingent capital on risk taking and default probability.(2014) In: Journal of Corporate Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
2014 | Inflating Away the Public Debt? An Empirical Assessment In: Working Papers. [Full Text][Citation analysis] | paper | 63 |
2014 | Inflating Away the Public Debt? An Empirical Assessment.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2022 | Inflating away the public debt? An empirical assessment.(2022) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2014 | Inflating Away the Public Debt? An Empirical Assessment.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2021 | Optimal regulation, executive compensation and risk taking by financial institutions In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 0 |
2019 | The risk spiral: The effects of bank capital and diversification on risk taking In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2019 | The Risk Spiral: The Effects of Bank Capital and Diversification on Risk Taking.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | The effect of liquidity on non-marketable securities In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2016 | How much can illiquidity affect corporate debt yield spread? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 4 |
2013 | Executive compensation, risk taking and the state of the economy In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 9 |
2007 | Liquidation triggers and the valuation of equity and debt In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
2003 | Liquidation Triggers and the Valuation of Equity and Debt.(2003) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2014 | Heterogeneous Beliefs and the Choice Between Private Restructuring and Formal Bankruptcy In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
2021 | Designing bankers pay: Using contingent capital to reduce risk-shifting In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Banks Risk Taking and Creditors Bargaining Power In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | The valuation of inflation?indexed and FX convertible bonds In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2004 | The Valuation of Inflation-Indexed and FX Convertible Bonds.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2004 | Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes In: Finance. [Full Text][Citation analysis] | paper | 20 |
2012 | A Balance Sheet Approach for Sovereign Debt In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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