Access Statistics for Koresh Galil

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 re-examination of value-creation through strategic alliances 0 0 0 38 0 0 9 193
Debt composition and lax screening in the Israel corporate bond market 0 0 0 11 0 0 9 65
National Culture and Banks' Stock Market Volatility 0 0 0 2 0 0 11 16
PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT 0 0 0 5 0 0 12 70
Predicting default more accurately: to proxy or not to proxy for default? 0 0 1 25 0 0 8 80
Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models 0 0 3 26 1 4 21 50
Rating Shopping and Rating Inflation: Empirical Evidence from Israel 0 0 0 23 0 0 7 130
Ratings as Predictors of Default in the Long Term:an Empirical Investigation 0 0 1 2 0 0 10 29
Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR) 0 0 3 7 0 0 16 28
Socioeconomic Status and Individual Investors’ Behavior during a Financial Crisis 0 0 0 1 0 0 10 13
THE DETERMINANTS OF CDS SPREADS 0 0 0 90 0 0 21 239
Trustworthiness of Firm Valuations: Bias and Market Perception in Compliance with Capital Market Regulations 0 0 1 4 0 0 13 17
Using Merton model: an empirical assessment of alternatives 0 0 0 95 1 3 16 307
Using Merton model: an empirical assessment of alternatives 0 0 0 20 0 1 18 103
Total Working Papers 0 0 9 349 2 8 181 1,340

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A reexamination of value creation through strategic alliances 0 0 0 7 0 0 8 54
Are time preferences for risky outcomes, riskless outcomes and commodities really different? 0 0 0 3 0 0 11 55
Bailouts and the modeling of bank distress 0 0 1 6 0 1 11 19
Cash conversion cycle and bargaining power in the product market:A global perspective 0 0 1 1 1 1 4 4
Country financial development and the extension of trade credit by firms with market power 0 0 7 7 1 2 33 33
Cross-currency basis swap spreads and corporate dollar funding 0 0 1 9 1 1 35 64
Debt composition and lax screening in the corporate bond market 0 1 1 2 0 3 9 54
Do ultimate owners follow the pecking order theory? 0 0 2 60 0 0 17 239
Good news, bad news and rating announcements: An empirical investigation 0 0 0 95 0 1 8 321
Have ratings become more accurate? 1 1 5 10 1 1 23 33
National culture and banks stock volatility 0 0 1 1 0 1 27 29
Predicting Default More Accurately: To Proxy or Not to Proxy for Default? 0 0 1 4 0 2 12 39
Prediction of corporate credit ratings with machine learning: Simple interpretative models 0 0 0 10 1 2 25 48
Rating shopping and rating inflation in Israel 0 0 0 11 1 2 11 87
Socioeconomic status and individual investors’ behavior during a financial crisis 0 0 1 1 1 1 13 20
The (un)informative value of credit rating announcements in small markets 0 0 0 26 0 0 12 107
The determinants of CDS spreads 0 0 1 201 0 3 16 536
The dynamics of sovereign yields over swap rates in the Eurozone market 0 0 3 16 0 4 16 52
To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions 0 0 0 16 2 3 12 76
Trustworthiness of firm valuations: Bias and market perception in compliance with capital market regulations 0 0 1 1 2 2 20 20
Using Merton model for default prediction: An empirical assessment of selected alternatives 0 3 13 92 0 4 44 273
Total Journal Articles 1 5 39 579 11 34 367 2,163

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Unobserved Heterogeneity and the Term-Structure of Default 1 1 1 2 1 1 5 6
Total Chapters 1 1 1 2 1 1 5 6

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Statistics updated 2026-09-10