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| 1997 | Efficiency of Financial Institutions: International Survey and Directions for Future Research
RePEc:wop:pennin:97-05 [Citation Analysis] | 245 |
| 1997 | Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?
RePEc:wop:pennin:97-04 [Citation Analysis] | 223 |
| 1998 | Financial Contagion Journal of Political Economy
RePEc:wop:pennin:98-31 [Citation Analysis] | 113 |
| 1995 | The Transformation of the U.S. Banking Industry: What a Long, Strange Trip Its Been
RePEc:wop:pennin:96-06 [Citation Analysis] | 112 |
| 1995 | The Role of Capital in Financial Institutions
RePEc:wop:pennin:95-01 [Citation Analysis] | 107 |
| 2002 | Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?
RePEc:wop:pennin:02-23 [Citation Analysis] | 57 |
| 1994 | The Efficiency Cost of Market Power in the Banking Industry: A Test of the Quiet Life and Related Hypotheses
RePEc:wop:pennin:94-29 [Citation Analysis] | 57 |
| 1996 | The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function
RePEc:wop:pennin:96-03 [Citation Analysis] | 51 |
| 2002 | Payout Policy
RePEc:wop:pennin:01-21 [Citation Analysis] | 45 |
| 1976 | Optimal Financial Crises
RePEc:wop:pennin:97-01 [Citation Analysis] | 45 |
| 1999 | Real Estate Booms and Banking Busts: An International Perspective
RePEc:wop:pennin:99-27 [Citation Analysis] | 44 |
| 1996 | The Theory of Financial Intermediation
RePEc:wop:pennin:96-32 [Citation Analysis] | 42 |
| 1999 | Diversity of Opinion and Financing of New Technologies
RePEc:wop:pennin:98-30 [Citation Analysis] | 41 |
| 1996 | Catastrophe Insurance, Capital Markets and Uninsurable Risks
RePEc:wop:pennin:96-12 [Citation Analysis] | 37 |
| 2002 | Parametric and Nonparametric Volatility Measurement
RePEc:wop:pennin:02-27 [Citation Analysis] | 37 |
| 1998 | Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
RePEc:wop:pennin:98-10 [Citation Analysis] | 31 |
| 2002 | Financial Intermediation
RePEc:wop:pennin:02-28 [Citation Analysis] | 31 |
| 2000 | Optimal Currency Crises
RePEc:wop:pennin:00-23 [Citation Analysis] | 30 |
| 1999 | The Distribution of Exchange Rate Volatility
RePEc:wop:pennin:99-08 [Citation Analysis] | 29 |
| 2000 | Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing
RePEc:wop:pennin:00-26 [Citation Analysis] | 28 |
| 2002 | Forecasting the Term Structure of Government Bond Yields
RePEc:wop:pennin:02-34 [Citation Analysis] | 27 |
| 1999 | The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program
RePEc:wop:pennin:99-18 [Citation Analysis] | 27 |
| 1999 | Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies
RePEc:wop:pennin:00-11 [Citation Analysis] | 26 |
| 1995 | Financial Markets, Intermediaries, and Intertemporal Smoothing
RePEc:wop:pennin:95-02 [Citation Analysis] | 22 |
| 1999 | Corporate Governance and Competition
RePEc:wop:pennin:99-28 [Citation Analysis] | 22 |
| 1999 | What Do Financial Intermediaries Do?
RePEc:wop:pennin:99-30 [Citation Analysis] | 19 |
| 2001 | Modeling and Forecasting Realized Volatility
RePEc:wop:pennin:01-01 [Citation Analysis] | 19 |
| 2002 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
RePEc:wop:pennin:01-38 [Citation Analysis] | 18 |
| 1997 | On the Profitability and Cost of Relationship Lending
RePEc:wop:pennin:97-43 [Citation Analysis] | 17 |
| 1997 | Retirement Wealth Accumulation and Decumulation: New Developments and Outstanding Opportunities
RePEc:wop:pennin:97-12 [Citation Analysis] | 17 |
| 1998 | Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management
RePEc:wop:pennin:99-06 [Citation Analysis] | 16 |
| 2001 | Comparative Financial Systems: A Survey
RePEc:wop:pennin:01-15 [Citation Analysis] | 16 |
| 1995 | Banks and Derivatives
RePEc:wop:pennin:95-07 [Citation Analysis] | 15 |
| 1997 | Risk Management by Insurers: An Analysis of the Process
RePEc:wop:pennin:96-16 [Citation Analysis] | 15 |
| 2002 | Liquidity, Efficiency and Bank Bailouts
RePEc:wop:pennin:02-33 [Citation Analysis] | 15 |
| 2000 | The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development
RePEc:wop:pennin:01-08 [Citation Analysis] | 14 |
| 2003 | Financial Fragility, Liquidity and Asset Prices
RePEc:wop:pennin:01-37 [Citation Analysis] | 14 |
| 2000 | Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry
RePEc:wop:pennin:99-29 [Citation Analysis] | 14 |
| 1998 | Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss
RePEc:wop:pennin:98-09 [Citation Analysis] | 14 |
| 1997 | Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry
RePEc:wop:pennin:97-03 [Citation Analysis] | 14 |
| 2002 | The Future of Stock Exchanges in Emerging Economies: Evolution and Prosepcts
RePEc:wop:pennin:02-03 [Citation Analysis] | 14 |
| 1999 | An Empirical Analysis of Personal Bankruptcy and Delinquency
RePEc:wop:pennin:98-28 [Citation Analysis] | 13 |
| 1999 | At Last the Internationalization of Retail Banking? The Case of the Spanish Banks in Latin America
RePEc:wop:pennin:99-41 [Citation Analysis] | 13 |
| 1999 | Can Insurers Pay for the Big One? Measuring the Capacity of an Insurance Market to Respond to Catastrophic Losses
RePEc:wop:pennin:98-11 [Citation Analysis] | 12 |
| 1997 | On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance
RePEc:wop:pennin:97-24 [Citation Analysis] | 11 |
| 1998 | Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency Methods
RePEc:wop:pennin:98-22 [Citation Analysis] | 11 |
| 1997 | Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think
RePEc:wop:pennin:97-34 [Citation Analysis] | 11 |
| 2002 | Law, Finance, and Economic Growth in China
RePEc:wop:pennin:02-44 [Citation Analysis] | 11 |
| 2001 | Explaining the Dramatic Changes in Performance of U.S. Banks: Technological Change, Deregulation and Dynamic Changes in Competition
RePEc:wop:pennin:01-22 [Citation Analysis] | 11 |
| 1998 | Horizon Problems and Extreme Events in Financial Risk Management
RePEc:wop:pennin:98-16 [Citation Analysis] | 10 |
