George G. Pennacchi : Citation Profile

Are you George G. Pennacchi?

University of Illinois at Urbana-Champaign

19

H index

25

i10 index

1924

Citations

RESEARCH PRODUCTION:

35

Articles

39

Papers

3

Chapters

RESEARCH ACTIVITY:

   34 years (1984 - 2018). See details.
   Cites by year: 56
   Journals where George G. Pennacchi has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 13 (0.67 %)

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   Permalink: http://citec.repec.org/ppe479
   Updated: 2023-11-04    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 (23)

Ongena, Steven (22)

Laeven, Luc (16)

Acharya, Viral (15)

Ahnert, Toni (13)

Peydro, Jose-Luis (11)

Marques-Ibanez, David (11)

Sentana, Enrique (11)

Calomiris, Charles (10)

Yu, Min-Teh (10)

santos, joao (10)

Cites to:

merton, robert (13)

Berger, Allen (8)

Haubrich, Joseph (8)

Duffie, Darrell (7)

Campbell, John (6)

Jarrow, Robert (6)

Udell, Gregory (5)

Thomson, James (4)

Huizinga, Harry (4)

Rajan, Raghuram (4)

Marcus, Alan (4)

Main data

Where George G. Pennacchi has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking5
Journal of Financial Services Research4
Journal of Financial Intermediation4
Journal of Financial and Quantitative Analysis3
Review of Financial Studies3
Journal of Pension Economics and Finance2
Journal of Monetary Economics2
Proceedings2
Journal of 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
NBER Working Papers / National Bureau of Economic Research, Inc5

Recent works citing George G. Pennacchi (2023 and 2022)

YearTitle of citing document
2022Decentralized lending and its users: Insights from Compound. (2022). Saengchote, Kanis. In: Papers. RePEc:arx:papers:2212.05734.

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2022An analysis of objective inflation expectations and inflation risk premia. (2022). Pericoli, Marcello ; Grasso, Adriana ; Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1380_22.

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2022Ultimate ownership and bank competition. (2022). Schmalz, Martin ; Raina, Sahil ; Azar, Jose. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:227-269.

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2022The role of credit default swaps in determining corporate payout policy. (2022). Oh, Frederick Dongchuhl ; Lee, Hwang Hee. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:635-661.

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2022Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

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2023Do Municipal Bond Dealers Give Their Customers “Fair and Reasonable” Pricing?. (2023). Kruger, Samuel ; Hirschey, Nicholas ; Griffin, John M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:887-934.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2023The market for inflation risk. (2023). Czech, Robert ; Reis, Ricardo ; Ding, Sitong ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:1028.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2022Accounting for the slowdown in output growth after the Great Recession: A wealth preference approach. (2022). Tsuruga, Takayuki ; Ono, Yoshiyasu ; Inagaki, Kazuma. In: ISER Discussion Paper. RePEc:dpr:wpaper:1174.

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2023Accounting for the slowdown in output growth after the Great Recession: A wealth preference approach. (2023). Ono, Yoshiyasu ; Tsuruga, Takayuki ; Inagakli, Kazuma. In: ISER Discussion Paper. RePEc:dpr:wpaper:1174r.

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2022Monetary policy & anchored expectations: an endogenous gain learning model. (2022). Gáti, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20222685.

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2022Funding deposit insurance. (2022). Zalla, Ryan ; Oosthuizen, Dick. In: Working Paper Series. RePEc:ecb:ecbwps:20222704.

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2022Government loan guarantees, market liquidity, and lending standards. (2022). Kuncl, Martin ; Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20222710.

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2022Contingent convertible bonds: Optimal call strategy and the impact of refinancing. (2022). Rossmann, Philipp ; Koziol, Christian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001201.

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2022Can we measure inflation expectations using Twitter?. (2022). Marcucci, Juri ; Angelico, Cristina ; Quarta, Filippo ; Miccoli, Marcello. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:259-277.

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2022Bayesian nonparametric learning of how skill is distributed across the mutual fund industry. (2022). Fisher, Mark ; Jensen, Mark J. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:131-153.

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2023Diamond–Dybvig and beyond: On the instability of banking. (2023). Wright, Randall ; Nosal, ED ; Monnet, Cyril ; Gu, Chao. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000430.

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2022Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38.

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2022COVID-19, bank deposits, and lending. (2022). Schandlbauer, Alexander ; Dursun-De, Ozlem H. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:20-33.

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2022The impact of the FinTech revolution on the future of banking: Opportunities and risks. (2022). Zachariadis, Markos ; Rizopoulos, Efthymios ; Murinde, Victor. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000734.

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2022Climate risk and bank liquidity creation: International evidence. (2022). Lee, Chien-Chiang ; Wang, Chih-Wei ; Thinh, Bui Tien ; Xu, Zhi-Ting. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001594.

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2022Down to the cents: The case of international drug prices. (2022). Zeng, LI ; Washam, Jim ; Jiang, Christine ; Ho, Joon ; Hu, Bill. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003615.

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2023Family competition via divergence in the trading of funds. (2023). Serrano, Miguel ; Gimeno, Ruth ; Andreu, Laura. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007243.

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2023ETF ownership and firm-specific information in corporate bond returns. (2023). Mason, Joseph R ; Rhodes, Meredith E. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000623.

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2022Financial intermediation and the supply of liquidity. (2022). Kreamer, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s157230892200047x.

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2022Leaving the darkness: The emergence of shadow banks. (2022). Samartin, Margarita ; Hasman, Augusto. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000614.

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2022Mutual fund tournaments and fund Active Share. (2022). Tong, Lin ; Tiwari, Ashish ; Li, Wei C. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922001048.

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2023Investor information and bank instability during the European debt crisis. (2023). Ross, Chase P ; Iorgova, Silvia. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001218.

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2023Do CoCos serve the goals of macroprudential supervisors or bank managers?. (2023). Golfari, Andrea ; Allen, Linda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s104244312300029x.

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2022Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

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2022Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009.

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2022Risk taking and low longer-term interest rates: Evidence from the U.S. syndicated term loan market. (2022). Stebunovs, Viktors ; Lee, Seung Jung ; Aramonte, Sirio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426619300354.

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2022Bank levy and household risk-aversion. (2022). Papageorgiou, Stylianos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000462.

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2022Disclosures, rollover risk, and debt runs. (2022). Carre, Sylvain. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001480.

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2022What are reference rates for?. (2022). Kirti, Divya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622002151.

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2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

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2022Incentive schemes, framing, and market behaviour: Evidence from an asset-market experiment. (2022). Feltovich, Nick ; Zhang, Kun ; Cui, Xuegang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:301-324.

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2023Markets for financial innovation. (2023). Hachem, Kinda ; Babus, Ana. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s002205312300011x.

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2023Dynamic banking with non-maturing deposits. (2023). Xiang, Haotian ; Jermann, Urban. In: Journal of Economic Theory. RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000406.

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2023The paradox of safe asset creation. (2023). Villacorta, Alonso ; Segura, Anatoli. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000364.

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2022Risk-free interest rates. (2022). Grotteria, Marco ; Diamond, William F ; van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:1-29.

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2022Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market. (2022). Wang, Ashley ; Sun, Zheng ; Li, YI ; Jiang, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:277-302.

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2022To pool or not to pool? Security design in OTC markets. (2022). Sverchkov, Ruslan ; Opp, Christian C ; Glode, Vincent. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:508-526.

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2022Bank transparency and deposit flows. (2022). Vashishtha, Rahul ; Huang, Zeqiong ; Goldstein, Itay ; Chen, QI. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:475-501.

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2022What lies beneath—Negative interest rates and bank lending. (2022). Towbin, Pascal ; Schelling, Tan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957322000225.

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2022Securitization and aggregate investment efficiency. (2022). Stephens, Eric ; Mirza, Afrasiab. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957320300486.

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2022Safe but fragile: Information acquisition, liquidity support and redemption runs. (2022). Pothier, David ; Koenig, Philipp J. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957320300528.

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2022Private deposit insurance, deposit flows, bank lending, and moral hazard. (2022). Schaeck, Klaus ; Lee, Chun Hei ; Danisewicz, Piotr. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000201.

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2023Inefficient liquidity creation. (2023). Schempp, Paul ; Luck, Stephan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000493.

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2023Banks, deposit rigidity and negative rates. (2023). Guille, Marianne ; Grandi, Pietro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000116.

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2023Flights-to-safety and macroeconomic adjustment in emerging markets: The role of U.S. monetary policy. (2023). Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000281.

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2023Information management in times of crisis. (2023). Copeland, Adam ; Anderson, Haelim. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:35-49.

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2022The effects of economic policy uncertainty and country governance on banks liquidity creation: International evidence. (2022). Lee, Chien-Chiang ; Chen, Ming-Chien ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x22000038.

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2022Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000671.

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2023Over-weighting risk factor augmented with mutual fund managers social networks. (2023). Hou, Keqiang ; Li, Xing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002098.

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2023Does corporate diversification strategy affect stock price crash risk?. (2023). , Eric ; Shen, Jianghua ; Wang, Qian. In: International Journal of Production Economics. RePEc:eee:proeco:v:258:y:2023:i:c:s0925527323000269.

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2022Risk allocation through securitization: Evidence from non-performing loans. (2022). Uhde, Andre ; Hippert, Benjamin ; Wengerek, Sascha Tobias. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:48-64.

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2023Bridging the gap from the current deposit insurance fund to a fund target. (2023). Ufier, Alexander B ; Okeefe, John P ; Kusaya, Charles. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:148-157.

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2022Evaluation of European Deposit Insurance Scheme funding based on risk analysis. (2022). Urea, Antonio Partal ; Ruiz, Rafael Moreno ; Martinez, Eduardo Trigo ; Fernandez-Aguado, Pilar Gomez. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:234-247.

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2022Dynamic asset-backed security design. (2022). Zhang, Shengxing ; Yuan, Kathy ; Ozdenoren, Emre. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118859.

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2023Bank credit, inflation, and default risks over an infinite horizon. (2023). Wang, Xuan ; Tsomocos, Dimitrios P. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119771.

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2023Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618.

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2022Who Can Tell Which Banks Will Fail?. (2022). Luck, Stephan ; Blickle, Kristian ; Brunnermeier, Markus K. In: Staff Reports. RePEc:fip:fednsr:93785.

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2022Fragility of Safe Asset Markets. (2022). Phelan, Gregory ; Eisenbach, Thomas M. In: Staff Reports. RePEc:fip:fednsr:94496.

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2022The Pricing Model of Pension Benefit Guaranty Corporation Insurance with Regime-Switching Processes. (2022). Chang, An-Sing ; Lin, Shih-Kuei ; Chen, Ting-Fu ; Wang, Wei-Hao. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:258-:d:834988.

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2022The Role of Marketplace Lending in Credit Markets: Evidence from Bank Mergers. (2022). Pennacchi, George G ; Mylonopoulos, Nikolaos ; Avramidis, Panagiotis. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:4:p:3090-3111.

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2022Deposit Supply and Bank Transparency. (2022). Xie, Wensi ; Lin, Chen ; Levine, Ross ; Jiang, Liangliang. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:5:p:3834-3855.

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2023The Effect of Government Reference Bonds on Corporate Borrowing Costs: Evidence from a Natural Experiment. (2023). Wang, Baolian ; Hong, Claire Yurong ; Flannery, Mark J. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4051-4077.

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2022Shareholder Disputes and Commonality in Liquidity: Evidence from the Equity Markets in China. (2022). Wang, Mu-Shun. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09350-8.

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2022The impacts of climate change on bank performance: What’s the mediating role of natural disasters?. (2022). Xuan, Yang ; Chang, Chun-Ping ; Zhang, Wan-Li. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09371-3.

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2023A review of inflation expectations and perceptions research in the past four decades: a bibliometric analysis. (2023). Kar, Sujata ; Kapoor, Pooja. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:20:y:2023:i:2:d:10.1007_s10368-023-00557-w.

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2023Liquidity creation, investment, and growth. (2023). Lambert, Thomas ; Döttling, Robin ; Beck, Thorsten ; Dottling, Robin ; Dijk, Mathijs. In: Journal of Economic Growth. RePEc:kap:jecgro:v:28:y:2023:i:2:d:10.1007_s10887-022-09217-1.

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2023Investor Diversity and Liquidity in The Secondary Loan Market. (2023). Shao, Pei. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:3:d:10.1007_s10693-022-00377-0.

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2022Investors’ expectations around quantitative easing: does liquidity injection affect European banks equally?. (2022). Pugliese, Amedeo ; Parbonetti, Antonio ; Longo, Sara. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:26:y:2022:i:3:d:10.1007_s10997-021-09579-5.

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2023Safe Asset Carry Trade. (2023). Ranaldo, Angelo ; Ballensiefen, Benedikt. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:223-265..

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2022Economic Policy Uncertainty and the Yield Curve*. (2022). Matthys, Felix ; Leippold, Markus. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:4:p:751-797..

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2022The Cross-Section of Bank Value. (2022). Sunderam, Adi ; Lewellen, Stefan ; Egan, Mark. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:5:p:2101-2143..

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2022The Return Expectations of Public Pension Funds. (2022). Rauh, Joshua D ; Andonov, Aleksandar. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:8:p:3777-3822..

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2022Public and Private Benefits of Information in Markets for Securitized Assets. (2022). Botsch, Matthew J. In: Eastern Economic Journal. RePEc:pal:easeco:v:48:y:2022:i:3:d:10.1057_s41302-022-00213-2.

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2022.

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2023Bank Stability versus Financial Development: A Generous Deposit Insurers Dilemma. (2023). Ntwaepelo, Kaelo Mpho. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-09.

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2022Financial Intermediation and the Economy. (2022). Committee, Nobel Prize. In: Nobel Prize in Economics documents. RePEc:ris:nobelp:2022_002.

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2022Catastrophe Reinsurance Pricing -Modification of Dynamic Asset-Liability Management. (2022). Chang, Tsangyao ; Kang, Han-Bin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:4:p:5-20.

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2023Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance. (2023). Sinha, Pankaj ; Malhotra, Priya. In: Metamorphosis: A Journal of Management Research. RePEc:sae:metjou:v:22:y:2023:i:1:p:38-54.

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2022On the risk management of demand deposits: quadratic hedging of interest rate margins. (2022). Prigent, Jean-Luc ; Houkari, Mohamed ; Cherrat, Hamza ; Adam, Alexandre ; Laurent, Jean-Paul. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03726-1.

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2022Changes in inflation compensation and oil prices: short-term and long-term dynamics. (2022). Ribeiro, Pedro Pires ; da Cunha, Ines ; Nicolau, Joo. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02032-4.

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2022Contingent convertible lease modeling and credit risk management. (2022). Abid, Fathi ; Triki, Ons. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00393-y.

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2023Haircuts, interest rates, and credit cycles. (2023). Xie, Chengbo ; Liu, Zehao. In: Economic Theory. RePEc:spr:joecth:v:76:y:2023:i:1:d:10.1007_s00199-022-01447-z.

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2023.

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2023Public pension fund investments into hedge funds during the Great Recession: a network analysis. (2023). Koizumi, Naoru ; Siddique, Abu Bakkar ; Li, Meng-Hao ; Listokin, Siona. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00503-7.

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2023Announcement Effect Study of Issuing Tier 2 Capital Bonds on the Stock Price of China Construction Bank. (2023). Jiaxin, Song. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_4.

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2022Revisiting 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.

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2022Fighting 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.

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2022You cant always get what you want (where you want it): Cross-border effects of the US money market fund reform. (2022). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:032022.

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2023Long-term deposit funding and demand for central bank funds: Evidence from targeted longer-term refinancing operations. (2023). Goetz, Martin R ; Fudulache, Adina-Elena. In: Discussion Papers. RePEc:zbw:bubdps:122023.

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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.
[Full Text][Citation analysis]		article459
1999Bank Deposit Rate Clustering: Theory and Empirical Evidence In: Journal of Finance.
[Full Text][Citation analysis]		article65
1996Bank deposit rate clustering: theory and empirical evidence.(1996) In: Working Papers (Old Series).
[Citation analysis]
This paper has another version. Agregated cites: 65		paper
2010Contingent Capital: The Case for COERCs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper103
1996Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article40
1996Measuring 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]		article55
2009Does 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]		article47
2011Portfolio allocation for public pension funds* In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article19
2010Portfolio Allocation for Public Pension Funds.(2010) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 19		chapter
2010Portfolio Allocation for Public Pension Funds.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		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.
[Full Text][Citation analysis]		article0
1989Optimal portfolio choice and the collapse of a fixed-exchange rate regime In: Journal of International Economics.
[Full Text][Citation analysis]		article15
1986Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime.(1986) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
1987Alternative forms of deposit insurance : Pricing and bank incentive issues In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article45
2005Risk-based capital standards, deposit insurance, and procyclicality In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article46
2008Special issue: Banking and bank regulation: Challenges for the future In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article1
2010Special Issue: Risk Transfer Mechanisms and Financial Stability In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article0
1995The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article14
1995Banks and loan sales Marketing nonmarketable assets In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article244
1990Banks and Loan Sales: Marketing Non-Marketable Assets.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 244		paper
2006Deposit insurance, bank regulation, and financial system risks In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article121
2002Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]		article1
1994The value of Pension Benefit Guaranty Corporation insurance In: Proceedings.
[Citation analysis]		article16
1994The 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: 16		article
1996The behavior of interest rates implied by the term structure of Eurodollar future In: Proceedings.
[Citation analysis]		article71
1996The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures..(1996) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71		article
2007Harming depositors and helping borrowers: the disparate impact of bank consolidation In: Working Papers (Old Series).
[Citation analysis]		paper73
2004Harming depositors and helping borrowers: the disparate impact of bank consolidation.(2004) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 73		paper
2009Harming 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: 73		article
2008Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates In: Working Papers (Old Series).
[Citation analysis]		paper27
2010A structural model of contingent bank capital In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper34
2011Inflation expectations, real rates, and risk premia: evidence from inflation swaps In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper116
2012Inflation 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: 116		article
1997Estimating the cost of U.S. indexed bonds In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper1
1989Banks and loan sales: evidence of implicit contracts In: Proceedings.
[Citation analysis]		article0
1998Deposit insurance premiums and the value of the banking insurance fund: should they be linked? In: Proceedings.
[Citation analysis]		article0
1992A framework for estimating the value and interest rate risk of retail bank deposits In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]		paper1
1987Market discipline, information disclosure, and uninsured deposits In: Proceedings.
[Citation analysis]		paper0
1992Nonbanks and the future of banking In: Proceedings.
[Citation analysis]		paper0
2000Bank consolidation and consumer loan interest rates In: Proceedings.
[Citation analysis]		paper11
2001Bank 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
1985An empirical analysis of bank risk In: Proceedings.
[Citation analysis]		paper0
2001Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology In: Proceedings.
[Citation analysis]		paper0
1992The opening of new markets for bank assets In: Proceedings.
[Citation analysis]		article0
2018Why Do Banks Target ROE? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2018Why do banks target ROE?.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1985Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1985Effects 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
1987Loan Sales and the Cost of Bank Capital In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1987Loan Sales and the Cost of Bank Capital.(1987) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1985Serial 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]		paper1
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.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
1986Information Disclosure and Bank Runs In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1984Partial Deposit, Bank Runs and Private Deposit Insurance In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1988An Empirical Investigation of Bond Prices and Inflation In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1988Are Loan Sales Really Off-Balance Sheet In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper5
1990Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1989Security Baskets and Index-Linked Securities In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper98
1991Security Baskets and Index-Linked Securities.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
1993Security Baskets and Index-Linked Securities..(1993) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		article
1988Transaction Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1999The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article9
2001Comments on Morgan and Stiroh In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article1
2003The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article13
2003Introduction: Special Issue on Pricing the Risks of Deposit Insurance In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article3
1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article70
1998Comment on Intermediation and Vertical Integration. In: Journal of Money, Credit and Banking.
[Citation analysis]		article1
2000Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? In: Journal of Money, Credit and Banking.
[Citation analysis]		article2
2015Discounting Pension Liabilities: Funding versus Value In: NBER Chapters.
[Citation analysis]		chapter11
2015Discounting Pension Liabilities: Funding versus Value.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2009Comment on Pricing Personal Account Benefit Guarantees: A Simplified Approach In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
1985Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1991Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data. In: Review of Financial Studies.
[Full Text][Citation analysis]		article73
1990Valuation of Interest Payment Guarantees on Developing Country Debt In: IMF Staff Papers.
[Full Text][Citation analysis]		article1
1998Government guarantees on pension fund returns In: Social Protection Discussion Papers and Notes.
[Full Text][Citation analysis]		paper1
1992Deriving developing country repayment capacity from the market prices of sovereign debt In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper2
1997Government Guarantees for Old Age Income. In: Pension Research Council Working Papers.
[Citation analysis]		paper3

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