George G. Pennacchi : Citation Profile

Are you George G. Pennacchi?

University of Illinois at Urbana-Champaign

19

H index

25

i10 index

1994

Citations

RESEARCH PRODUCTION:

35

Articles

39

Papers

3

Chapters

RESEARCH ACTIVITY:

   34 years (1984 - 2018). See details.
   Cites by year: 58
   Journals where George G. Pennacchi has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 13 (0.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe479
   Updated: 2024-12-03    RAS profile: 2020-07-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with George G. Pennacchi.

Is cited by:

Gorton, Gary (23)

Ongena, Steven (23)

Laeven, Luc (16)

Acharya, Viral (15)

Ahnert, Toni (13)

Marques-Ibanez, David (12)

santos, joao (12)

Sentana, Enrique (11)

Shleifer, Andrei (11)

Peydro, Jose-Luis (11)

Yu, Min-Teh (10)

Cites to:

merton, robert (13)

Berger, Allen (8)

Haubrich, Joseph (8)

Duffie, Darrell (7)

Jarrow, Robert (6)

Campbell, John (6)

Udell, Gregory (5)

Thakor, Anjan (4)

Rajan, Raghuram (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 Services Research4
Journal of Financial Intermediation4
Journal of Financial and Quantitative Analysis3
The Review of Financial Studies3
Journal of Monetary Economics2
Journal of Finance2
Proceedings2
Journal of Pension Economics and Finance2
Proceedings2

Working Papers Series with more than one paper published# docs
Working Papers (Old Series) / Federal Reserve Bank of Cleveland6
Proceedings / Federal Reserve Bank of Chicago6
NBER Working Papers / National Bureau of Economic Research, Inc5

Recent works citing George G. Pennacchi (2024 and 2023)

YearTitle of citing document
2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2023Contingent Convertible Bonds in Financial Networks. (2020). Tantari, Daniele ; Sala, Carlo ; Calice, Giovanni . In: Papers. RePEc:arx:papers:2009.00062.

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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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2023Bank Resolution, Deposit Insurance, and Fragility. (2023). Guennewig, Maxi ; Georgiadis-Harris, Alkis. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_477.

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2024Financial Crisis as a Run on Profitable Banks. (2024). Kim, Sang Rae. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2024:v:25:i:1:kim.

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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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2024As interest rates surge: flighty deposits and lending. (2024). Reghezza, Alessio ; Salleo, Carmelo ; Marques-Ibaez, David ; Cappelletti, Giuseppe. In: Working Paper Series. RePEc:ecb:ecbwps:20242923.

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2024Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x.

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2024The transitional impact of state pension reform. (2024). Winkelmann, Kurt ; Pandolfo, Jordan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002130.

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2024Financial decisions involving credit default swaps over the business cycle. (2024). Yang, Zhaojun ; Gan, Liu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000228.

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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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2024Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Wang, Liang ; Zhao, LU. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141.

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2023Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919.

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2023What drives the TIPS–Treasury bond mispricing?. (2023). Ahn, Yongkil. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001056.

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2024Inland Bills of Exchange: Private Money Production without Banks+. (2024). Gorton, Gary. In: Explorations in Economic History. RePEc:eee:exehis:v:92:y:2024:i:c:s0014498323000414.

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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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2024CSR in the banking industry: A longitudinal analysis of the impact on financial performance and risk-taking. (2024). Mataigne, V ; Hojer, A. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005270.

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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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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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2023Bank credit, inflation, and default risks over an infinite horizon. (2023). Wang, Xuan ; Tsomocos, Dimitrios P. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000311.

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2023Be nice to the air: Severe haze pollution and mutual fund risk. (2023). Visaltanachoti, Nuttawat ; Nguyen, Harvey ; Roy, Suvra. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000881.

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2024You can’t always get what you want (where you want it): Cross-border effects of the US money market fund reform. (2024). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001320.

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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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2023Decentralized lending and its users: Insights from compound. (2023). Saengchote, Kanis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000756.

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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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2023The real effects of financial technology: Marketplace lending and personal bankruptcy. (2023). Elard, Ilaf ; Danisewicz, Piotr. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s037842662300184x.

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2024Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). van der Kroft, Bram ; Boermans, Martijn A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002212.

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2024Credit default swaps and corporate ESG performance. (2024). Zhu, LU ; Zhao, Ran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002741.

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2024Cash holdings in pension funds. (2024). Salva, Carolina ; Hasa, Sidita. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000323.

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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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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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2023Florida (Un)chained. (2023). Jaremski, Matthew ; Calomiris, Charles W. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000268.

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2024Financial intermediation services and competition analyses: Review and paths forward for improvement. (2024). , Arnoud ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:57:y:2024:i:c:s1042957324000019.

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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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2023The impact of financialization on the efficiency of commodity futures markets. (2023). Sulewski, Christoph ; Putz, Alexander ; Irwin, Scott H ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s240585132300020x.

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2024Towards carbon neutrality: The role of innovation and resources efficiency in Chinas economic transformation. (2024). Yang, Xiao ; Wang, Qian. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002782.

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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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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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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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2023COVID-19, bank risk, and capital regulation: The aggregate shock and social distancing. (2023). Tseng, Ping-Lun ; Guo, Wen-Chung. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:155-173.

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2024Managing financial expertise. (2024). Asano, Koji. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:351-365.

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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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2023The Distributional Predictive Content of Measures of Inflation Expectations. (2023). Zaman, Saeed ; Mitchell, James. In: Working Papers. RePEc:fip:fedcwq:97395.

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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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2024How Private Equity Fuels Non-Bank Lending. (2024). Wang, Teng ; Haque, Sharjil ; Mayer, Simon. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-15.

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2024Tale About Inflation Tails. (2024). Grishchenko, Olesya ; Wilcox, Laura. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-28.

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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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2023On the Hedging of Interest Rate Margins on Bank Demand Deposits. (2023). Prigent, Jean-Luc ; Cherrat, Hamza. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10287-x.

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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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2023Deposit insurance pricing and monetary policy transmission. (2023). Andries, Natalia ; Billon, Steve. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2023-03.

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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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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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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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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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2023.

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2023Is tax return information useful to equity investors?. (2023). Demere, Paul. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:3:d:10.1007_s11142-023-09792-7.

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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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2023.

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2023Competition from Large, Multimarket Firms and the Performance of Small, Single‐Market Firms: Evidence from the Banking Industry. (2007). White, Lawrence J ; Goldberg, Lawrence G ; Dick, Astrid A ; Berger, Allen N. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:331-368.

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2023.

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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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2023.

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2024The color of corporate loan securitization. (2022). Nguyen, Huyen ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:222022.

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2024Deposit competition and the securitisation boom. (2021). Nguyen, Huyen ; McGowan, Danny. In: IWH Discussion Papers. RePEc:zbw:iwhdps:62021.

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2023Inflation news coverage, expectations and risk premium. (2023). Ortiz, Daniel Perico. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052023.

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Works by George G. Pennacchi:

YearTitleTypeCited
1990 Financial Intermediaries and Liquidity Creation. In: Journal of Finance.
[Full Text][Citation analysis]		article478
1999Bank Deposit Rate Clustering: Theory and Empirical Evidence In: Journal of Finance.
[Full Text][Citation analysis]		article66
1996Bank deposit rate clustering: theory and empirical evidence.(1996) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2010Contingent Capital: The Case for COERCs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper107
1996Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article41
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]		article58
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]		article50
2011Portfolio allocation for public pension funds* In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article22
2010Portfolio Allocation for Public Pension Funds.(2010) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 22		chapter
2010Portfolio Allocation for Public Pension Funds.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		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 nother version. Agregated cites: 15		paper
1987Alternative forms of deposit insurance : Pricing and bank incentive issues In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article46
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]		article251
1990Banks and Loan Sales: Marketing Non-Marketable Assets.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 251		paper
2006Deposit insurance, bank regulation, and financial system risks In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article128
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 nother 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 nother version. Agregated cites: 71		article
2007Harming depositors and helping borrowers: the disparate impact of bank consolidation In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper76
2004Harming depositors and helping borrowers: the disparate impact of bank consolidation.(2004) In: Proceedings.
[Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2009Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2008Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates In: Working Papers (Old Series).
[Full Text][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]		paper123
2012Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps.(2012) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123		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.
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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.
[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.
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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.
[Citation analysis]		paper5
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: The 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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