Access Statistics for Michael Gordy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative anatomy of credit risk models 2 7 8 1,586 4 15 25 3,368
A generalization of generalized beta distributions 0 0 2 790 0 1 8 4,177
A risk-factor model foundation for ratings-based bank capital rules 5 30 57 2,018 9 55 120 3,849
Bayesian Estimation of Time-Changed Default Intensity Models 0 2 7 23 0 2 16 39
Computationally Convenient Distributional Assumptions for Common Value Auctions 0 0 0 0 0 0 1 1
Computationally convenient distributional assumptions for common value auctions 0 0 2 222 0 2 7 740
Constant proportion debt obligations: a post-mortem analysis of rating models 0 0 0 42 0 0 1 125
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market 1 1 21 21 1 1 19 19
Credit VAR and risk-bucket capital rules: a reconciliation 0 0 0 0 1 4 13 36
Estimation of a Markov Model of Loan Seasoning with Aggregated Performance Data 0 0 1 186 0 0 4 587
Expectations of functions of stochastic time with application to credit risk modeling 0 1 4 29 0 1 7 52
Granularity adjustment for Basel II 3 9 49 932 16 29 151 2,632
Granularity adjustment for mark-to-market credit risk models 0 3 6 80 0 3 14 161
Hedging Winner's Curse with Multiple Bids: Evidence from the Portuguese Treasury Bill Auction 0 0 1 247 1 1 3 1,276
Multiple Bids in a Multiple-Unit Common Value Auction 1 1 1 193 1 1 5 531
Nested simulation in portfolio risk measurement 0 2 4 98 1 4 13 251
On the distribution of a discrete sample path of a square-root diffusion 0 0 0 3 0 0 4 39
Switching costs and adverse selection in the market for credit cards: new evidence 0 3 4 396 1 13 71 1,438
The Bank as Grim Reaper: Debt Composition and Bankruptcy Thresholds 0 0 8 8 0 0 12 12
The bank as grim reaper: debt composition and recoveries on defaulted debt 0 0 0 0 0 0 3 30
Total Working Papers 12 59 175 6,874 35 132 497 19,363


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative anatomy of credit risk models 4 26 47 816 12 49 126 1,602
A risk-factor model foundation for ratings-based bank capital rules 6 33 84 595 18 82 180 1,148
Computationally Convenient Distributional Assumptions for Common-Value Auctions 0 0 0 41 0 0 3 167
Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models 0 0 0 2 0 0 3 37
EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING 0 0 2 2 0 1 13 13
Granularity Adjustment for Regulatory Capital Assessment 2 5 15 61 4 12 56 298
Granularity adjustment for mark-to-market credit risk models 0 0 1 40 1 3 9 213
Hedging Winner'S Curse With Multiple Bids: Evidence From The Portuguese Treasury Bill Auction 0 0 1 81 0 1 6 301
Nested Simulation in Portfolio Risk Measurement 0 1 1 5 0 2 6 39
Procyclicality in Basel II: Can we treat the disease without killing the patient? 1 5 21 624 8 17 69 1,534
Saddlepoint approximation of CreditRisk+ 0 0 2 689 0 4 16 1,142
Switching costs and adverse selection in the market for credit cards: New evidence 1 1 1 66 1 9 36 285
Total Journal Articles 14 71 175 3,022 44 180 523 6,779


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GA.M: A Matlab routine for function maximization using a Genetic Algorithm 10 30 164 10,269 33 102 505 25,324
MATLAB/C code for GIG and BNLG common value auction specifications 1 7 26 1,610 5 19 87 5,413
Total Software Items 11 37 190 11,879 38 121 592 30,737


Statistics updated 2017-08-03