George G. Pennacchi : Citation Profile

University of Illinois at Urbana-Champaign

20

H index

27

i10 index

2181

Citations

RESEARCH PRODUCTION:

35

Articles

40

Papers

3

Chapters

RESEARCH ACTIVITY:

   38 years (1984 - 2022). See details.
   Cites by year: 57
   Journals where George G. Pennacchi has often published
   Relations with other researchers
   Recent citing documents: 150.    Total self citations: 13 (0.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe479
   Updated: 2026-11-07    RAS profile: 2025-04-28    
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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:

Ongena, Steven (24)

Gorton, Gary (23)

Laeven, Luc (16)

Acharya, Viral (15)

Ahnert, Toni (15)

santos, joao (13)

Marques-Ibanez, David (12)

Sentana, Enrique (11)

Kuncl, Martin (11)

Shleifer, Andrei (11)

Peydro, Jose-Luis (11)

Cites to:

merton, robert (13)

Berger, Allen (12)

Rajan, Raghuram (9)

Haubrich, Joseph (8)

Udell, Gregory (7)

Duffie, Darrell (7)

Campbell, John (6)

Jarrow, Robert (6)

Flannery, Mark (5)

Purnanandam, Amiyatosh (5)

Gorton, Gary (4)

Main data

Where George G. Pennacchi has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking5
Journal of Financial Intermediation4
Journal of Financial Services Research4
The Review of Financial Studies3
Journal of Financial and Quantitative Analysis3
Proceedings2
Journal of Pension Economics and Finance2
Journal of Monetary Economics2
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 (2025 and 2024)

YearTitle of citing document
2026Settlement Infrastructure, Inside Money Elasticity, and the Network Economics of Distributed Ledger Technology. (2026). Samawi, Michail. In: Papers. RePEc:arx:papers:2607.22459.

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2026A prelude to the theory of Real-World Asset (RWA) Tokenization. (2026). Tang, Wenpin. In: Papers. RePEc:arx:papers:2609.15797.

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2024The (Mis)Allocation of Corporate News. (2024). Macaulay, Alistair ; Guo, Xing ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:24-47.

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2025Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34.

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2025Financial stability considerations on bail-in. (2025). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_968_25.

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2026Global pension asset allocations and debt markets. (2026). Lewis, Karen ; Hardy, Bryan ; Fang, Xiang ; Ding, Ding. In: BIS Papers. RePEc:bis:bisbps:172.

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2026The rise and risks of synthetic risk transfers. (2026). Stephanou, Costas ; Chui, Michael ; Babu, Prashant. In: BIS Quarterly Review. RePEc:bis:bisqtr:2603c.

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2026Bank executive compensation and risk-taking. (2026). Gelos, R. Gaston ; Tracol, Kevin ; Rime, Bertrand. In: BIS Quarterly Review. RePEc:bis:bisqtr:2609c.

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2026Making stablecoins stabler(r): can regulation help?. (2026). Lewrick, Ulf ; Goel, Tirupam ; Agarwal, Isha. In: BIS Working Papers. RePEc:bis:biswps:1355.

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2026The macroeconomics of stablecoins. (2026). Hofmann, Boris ; Rottner, Matthias ; Kaldorf, Matthias. In: BIS Working Papers. RePEc:bis:biswps:1363.

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2026Financial Market Participants Inflation Expectations: Measurement, Interpretation, and Anchoring. (2026). Tymchenko, Evgeniy. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:85:y:2026:i:3:p:3-21.

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2024Forbes Magazines Americas Best Banks: Are they best for investors?. (2024). Zhao, Xin ; Filbeck, Greg ; Preece, Dianna. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3535-3557.

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2024Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728.

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2026When the Spare Tyre Goes Flat: Monetary Policy Transmission through Non-Banks. (2026). Lukmanova, Elizaveta ; Goncharenko, Roman. In: Research Technical Papers. RePEc:cbi:wpaper:02/rt/26.

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2025Prime vs. Subprime: Asymmetric Information and Equilibrium Securitization in a Business Cycle Model. (2025). Ravenna, Federico. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:751.

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2024Interest Rate Risk in Banking. (2024). Nagel, Stefan ; Krishnamurthy, Arvind ; Demarzo, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11581.

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2025The Uninsured Deposit Premium. (2025). Schmidt-Eisenlohr, Tim ; Dias, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12103.

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2024Household Disagreement about Expected Inflation. (2024). Reis, Ricardo ; Fofana, Salome ; Patzelt, Paula. In: Discussion Papers. RePEc:cfm:wpaper:2418.

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

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2025Private safe-asset supply and financial instability. (2025). Castells-Jauregui, Madalen. In: Working Paper Series. RePEc:ecb:ecbwps:20253044.

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2026Bank to non-bank lending and the reallocation of credit. (2026). Supera, Dominik ; Mendicino, Caterina ; Ma, Yiming ; Li, Jian. In: Working Paper Series. RePEc:ecb:ecbwps:20263220.

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2026Time-varying capital ratios under CECL. (2026). Zhang, Lanyi Yan ; Lu, Tong. In: Advances in accounting. RePEc:eee:advacc:v:70:y:2026:i:c:s0882611025000604.

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2025The inflationary impact of oil price shock in Korea: The role of inflation expectations. (2025). Kim, Young Min ; Lee, Seojin. In: Journal of Asian Economics. RePEc:eee:asieco:v:96:y:2025:i:c:s1049007824001568.

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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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2025Tacit collusion among dominant banks: Evidence from round-yard loan pricing. (2025). Lin, Tse-Chun ; Chan, Yu-Ju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000185.

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2025Market pressure or regulatory pressure? U.S. small bank pre-emptive IT investment to data privacy regulation. (2025). Shi, Xiaomeng ; Lin, Xiangyu ; Zhang, Sarah S ; Huang, Jin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:95:y:2025:i:c:s0929119925001312.

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2026Deregulation and bank stability: Evidence from loan-to-deposit ratio requirement in China. (2026). Zhou, Tianhang ; Wu, Jin ; Lu, Liping ; Li, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:98:y:2026:i:c:s0929119926000143.

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2026Extreme weather events and payment timeliness in supply chains: Evidence from Hurricane Katrina. (2026). Lin, Hongge ; Gao, Ning ; Dang, Viet A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:98:y:2026:i:c:s0929119926000222.

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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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2025Inside money, fraud and self-fulfilling liquidity dry-up. (2025). Park, Jaevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:181:y:2025:i:c:s0165188925001824.

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2025Impact of Chinese environmental protection tax law on high-pollution firms employment growth - A quasi natural experiment. (2025). Cheng, Yuxiang ; Shao, Yunshu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:416-437.

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2025Deposit insurance pricing and monetary policy transmission. (2025). Billon, Steve ; Andries, Natalia. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s026499932500313x.

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2026Sustainability disclosure and bank liquidity risk: evidence from global banking sector. (2026). Wang, Jia ; Hsieh, Song-Lin ; Huang, Jianjin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:83:y:2026:i:c:s1062940826000021.

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2026Equity risk premiums across horizons and their link to inflation: A quadratic Gaussian approach. (2026). Kikuchi, Kentaro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:85:y:2026:i:c:s1062940826000641.

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2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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2026An empirical evaluation of some long-horizon macroeconomic forecasts. (2026). Lunsford, Kurt ; West, Kenneth D. In: Journal of Econometrics. RePEc:eee:econom:v:255:y:2026:i:c:s0304407626000424.

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2025Asymmetric information and the securitization of SME loans. (2025). Ongena, Steven ; Gambacorta, Leonardo ; Bottero, Margherita ; Albertazzi, Ugo. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125001035.

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2026Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices. (2026). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan ; Li, Mengheng. In: European Economic Review. RePEc:eee:eecrev:v:187:y:2026:i:c:s0014292126001212.

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

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2025Enhancing bank liquidity creation through digital innovation: Exploring the impact of macroprudential policy sentiments. (2025). Wang, Yanan ; Fa, Zhan ; Li, Shangda. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s156601412500024x.

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2024Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975.

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2026Investors awaken: Fragility in China’s wealth management product market. (2026). Wu, Zhang ; Wang, Yabin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:87:y:2026:i:c:s0927539826000319.

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2025Natural gas prices, inflation expectations, and the pass-through to euro area inflation. (2025). Zoerner, Thomas ; Boeck, Maximilian ; Zrner, Thomas O. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007709.

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2025The financial sectors response to environmental policy stringency: Comparative analysis of developed and developing economies. (2025). Chen, Xihui Haviour ; Hoang, Yen Hai ; al Najjar, Basil ; Nasim, Asma. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002014.

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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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2025Optimal conversion ratio of contingent capital under issuance constraints. (2025). Zhang, Sijia ; Xia, Xin ; Gan, Liu. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s105752192500050x.

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2025Exchange traded products: Taxonomy, risk and mitigations. (2025). Orlando, Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000560.

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2025Explicit deposit insurance, active risk taking, and bank efficiency in China. (2025). Dai, Zixuan ; Wu, Xiao ; Xu, Lei ; Ding, Ning. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002261.

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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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2024Climate policy uncertainty and bank liquidity creation. (2024). Ren, Xingzi ; Xu, Xiaoming ; He, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324004331.

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2026Platform marketing growth and mutual fund outcomes: Evidence from China. (2026). Yang, Can ; Ning, Wei ; Jiang, Fuwei. In: Journal of Financial Markets. RePEc:eee:finmar:v:78:y:2026:i:c:s1386418125000631.

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2024Funding deposit insurance. (2024). Zalla, Ryan ; Oosthuizen, Dick. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s157230892400127x.

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2025Digital currency and banking-sector stability. (2025). Phelan, Gregory ; Chen, William. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000439.

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2026Enough liquidity with enough capital—and vice versa?. (2026). Gersbach, Hans ; Zelzner, Sebastian ; Haller, Hans. In: Journal of Financial Stability. RePEc:eee:finsta:v:83:y:2026:i:c:s157230892600015x.

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2025The determinants of funding liquidity risk in decentralized lending. (2025). Pham, Thi Thu Tra ; Tra, Thi Thu ; Thanh, Binh Nguyen ; Nguyen, Minh Hong. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001273.

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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). Greppmair, Stefan ; Paludkiewicz, Karol ; Fricke, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001320.

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2024Bound by ancestors: Immigration, credit frictions, and global supply chain formation. (2024). Hyun, Jay ; Choi, Jaerim ; Park, Ziho. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001411.

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2025The impact of corporate diversification on liquidity management: Evidence from lines of credit. (2025). Atanasova, Christina ; Willeboordse, Frederick H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000290.

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2024Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). Boermans, Martijn A ; van der Kroft, Bram. 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). Zhao, Ran ; Zhu, LU. 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). Hasa, Sidita ; Salva, Carolina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000323.

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2024The Impact of Risk Retention on Moral Hazard in the Securitization Market. (2024). Osterkamp, Werner ; Hibbeln, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624000736.

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2024Mortgage lending through a fintech web platform. The roles of competition, diversification, and automation. (2024). Ongena, Steven ; Basten, Christoph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001110.

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2024On the cash-flow and control rights of contingent capital. (2024). Mitchell, Chris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001158.

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2026Does options trading stabilize stock prices? : Evidence from a natural experiment. (2026). Kim, Da-Hea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:185:y:2026:i:c:s0378426625002328.

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2025Achieving safety: Personal, private, and public provision. (2025). Perotti, Enrico ; Terovitis, Spyros. In: Journal of Economic Theory. RePEc:eee:jetheo:v:224:y:2025:i:c:s0022053125000080.

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2025Fragility under joint financing: The (moral) hazards of diversification. (2025). Gottardi, Piero ; Monnet, Cyril ; Maurin, Vincent. In: Journal of Economic Theory. RePEc:eee:jetheo:v:225:y:2025:i:c:s0022053125000365.

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2026Optimal screening with securities. (2026). Inostroza, Nicolas ; Figueroa, Nicolas. In: Journal of Economic Theory. RePEc:eee:jetheo:v:231:y:2026:i:c:s0022053125001711.

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2026Bank runs and interventions with wholesale funding. (2026). Izumi, Ryuichiro ; Araujo, Luis ; Mattesini, Fabrizio. In: Journal of Economic Theory. RePEc:eee:jetheo:v:232:y:2026:i:c:s0022053126000074.

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2024Real effects of supplying safe private money. (2024). Yang, HE ; Xu, Chenzi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000916.

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2024Modeling volatility in dynamic term structure models. (2024). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001491.

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2025Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 1933. (2025). Jaremski, Matthew ; Vossmeyer, Angela ; Richardson, Gary. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001910.

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2026Bank consolidation and uniform pricing. (2026). Paixao, Nuno ; Granja, Joao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:176:y:2026:i:c:s0304405x25002120.

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2026Social media as a bank run catalyst. (2026). Gil-Bazo, Javier ; Imbet, Juan F ; Fox, Corbin ; Schiller, Christoph ; Cookson, Anthony J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:176:y:2026:i:c:s0304405x25002260.

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2026The secular decline in interest rates and the rise of shadow banks. (2026). Wang, Olivier ; Sarto, Andrs. In: Journal of Financial Economics. RePEc:eee:jfinec:v:177:y:2026:i:c:s0304405x25002363.

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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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2024Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x.

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2025Scope and limits of bank liquidity creation. (2025). Gehrig, Thomas ; Dietrich, Diemo. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:61:y:2025:i:c:s1042957324000512.

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2025Carbon transition risk and corporate loan securitization. (2025). Mueller, Isabella ; Nguyen, Huyen. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s1042957325000142.

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2025Adverse selection in deposit insurance and government funding following the 2023 banking crisis. (2025). Huberdeau-Reid, David A ; Pennacchi, George G. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s1042957325000336.

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2026Mutual-to-stock conversions and depositor welfare: Evidence from U.S. savings banks. (2026). Meade, Richard ; Girotti, Mattia. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:66:y:2026:i:c:s1042957326000161.

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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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2024The inflation expectations of U.S. firms: Evidence from a new survey. (2024). Gorodnichenko, Yuriy ; Coibion, Olivier ; Candia, Bernardo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000229.

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2026Climate change and the macroeconomics of bank capital regulation. (2026). Kaldorf, Matthias ; Giovanardi, Francesco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:159:y:2026:i:c:s030439322600022x.

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2024The belt and road initiative and the over-leverage of securities companies. (2024). Duan, Yuejiao ; Liu, Lanbiao ; Zhang, Jingjia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x2400091x.

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2024Digital payment, money market fund and investment behavior. (2024). Wang, Wei ; Li, Lin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000994.

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2025Navigating competitive pressures: The impact of banking competition on corporate short-term borrowing for long-term investment. (2025). Xu, Shaokang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002082.

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2026Investor sentiment and bank liquidity risk: Theory and evidence. (2026). Yao, Yue ; Wang, Yiqiu ; Liu, Xiaoxing ; He, Liang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:95:y:2026:i:c:s0927538x25003129.

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2024Independent institution or cooperative institution? China’s deposit insurance institution model and the Honey Badger Algorithm. (2024). Wu, Sibin ; Yao, Shuai ; Zhou, Rongji ; So, Jacky Yuk-Chow. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000723.

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2024Liquidity policies with opacity. (2024). Asano, Koji. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000917.

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2026On the optimality of the deposit insurance premium. (2026). Maldonado, Wilfredo ; De-Losso, Rodrigo ; de Freitas, Wesley Augusto. In: International Review of Economics & Finance. RePEc:eee:reveco:v:106:y:2026:i:c:s1059056026000675.

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2026Review on the applications of Kalman filter class approaches to term structure estimation of interest rates. (2026). Li, Rende ; Zhang, Lina ; Wu, Shu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:109:y:2026:i:c:s1059056026005538.

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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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2025The impact of mega-mergers on uninsured depositors: Evidence from Indian commercial banks. (2025). Narula, Sakshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001467.

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2024Disentangling the impact of foreign bank presence on domestic banks performance: Does the degree of foreign ownership in domestic banks matter?. (2024). Yuan, Xiaohui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003143.

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2025Peer effects in bank liquidity hoarding and its impact on bank risk: Evidence from Chinese commercial banks. (2025). Ke, Konglin ; Rui, Haohao ; Tan, Dekai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925004015.

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2026The impact of sukuk issuances on liquidity, profitability, and asset quality of Islamic banks. (2026). Tekdogan, Omer Faruk ; Ner, Muhammed Hadin ; Hassan, Kabir M ; Kazak, Hasan ; Akcan, Ahmet Tayfur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004143.

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2026Deposit insurance, bank competition, and corporate lending in China: A loan-level analysis. (2026). Zhan, Xinyu ; Chen, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:89:y:2026:i:c:s0275531926001832.

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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]		article512
1999Bank Deposit Rate Clustering: Theory and Empirical Evidence In: Journal of Finance.
[Full Text][Citation analysis]		article70
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: 70		paper
2010Contingent Capital: The Case for COERCs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper112
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]		article62
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]		article23
2010Portfolio Allocation for Public Pension Funds.(2010) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 23		chapter
2010Portfolio Allocation for Public Pension Funds.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		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]		article16
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: 16		paper
1987Alternative forms of deposit insurance : Pricing and bank incentive issues In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article47
2005Risk-based capital standards, deposit insurance, and procyclicality In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article47
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]		article265
1990Banks and Loan Sales: Marketing Non-Marketable Assets.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265		paper
2006Deposit insurance, bank regulation, and financial system risks In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article142
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]		article18
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: 18		article
1996The behavior of interest rates implied by the term structure of Eurodollar future In: Proceedings.
[Citation analysis]		article75
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: 75		article
2007Harming depositors and helping borrowers: the disparate impact of bank consolidation In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper85
2004Harming depositors and helping borrowers: the disparate impact of bank consolidation.(2004) In: Proceedings.
[Citation analysis]
This paper has nother version. Agregated cites: 85		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: 85		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]		paper29
2010A structural model of contingent bank capital In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper53
2011Inflation expectations, real rates, and risk premia: evidence from inflation swaps In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper150
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: 150		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.
[Full Text][Citation analysis]		paper0
1992Nonbanks and the future of banking In: Proceedings.
[Full Text][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 nother version. Agregated cites: 11		paper
1985An empirical analysis of bank risk In: Proceedings.
[Full Text][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]		paper23
2018Why do banks target ROE?.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2022The Role of Regulation and Bank Competition in Small Firm Financing: Evidence from the Community Reinvestment Act In: Working Papers.
[Full Text][Citation analysis]		paper6
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 nother 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 nother 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 nother 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]		paper107
1991Security Baskets and Index-Linked Securities.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		paper
1993Security Baskets and Index-Linked Securities..(1993) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		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]		article10
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]		article75
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]		chapter14
2015Discounting Pension Liabilities: Funding versus Value.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		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: The Review of Financial Studies.
[Full Text][Citation analysis]		article86
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: The Social Policy and Labor Discussion Paper Series.
[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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