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 1 2 10 193
Debt composition and lax screening in the Israel corporate bond market 0 0 0 11 0 2 10 65
National Culture and Banks' Stock Market Volatility 0 0 0 2 2 5 11 16
PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT 0 0 0 5 0 1 11 69
Predicting default more accurately: to proxy or not to proxy for default? 0 0 1 25 2 2 9 80
Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models 0 1 5 26 3 4 20 46
Rating Shopping and Rating Inflation: Empirical Evidence from Israel 0 0 1 23 0 2 8 130
Ratings as Predictors of Default in the Long Term:an Empirical Investigation 1 1 1 2 3 4 9 28
Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR) 0 0 3 6 3 5 17 25
Socioeconomic Status and Individual Investors’ Behavior during a Financial Crisis 0 0 0 1 1 2 10 13
THE DETERMINANTS OF CDS SPREADS 0 0 0 90 4 5 19 237
Trustworthiness of Firm Valuations: Bias and Market Perception in Compliance with Capital Market Regulations 0 0 1 4 1 1 11 15
Using Merton model: an empirical assessment of alternatives 0 0 0 95 2 3 13 304
Using Merton model: an empirical assessment of alternatives 0 0 0 20 0 4 16 100
Total Working Papers 1 2 12 348 22 42 174 1,321

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 1 7 3 3 8 53
Are time preferences for risky outcomes, riskless outcomes and commodities really different? 0 0 0 3 3 3 12 55
Bailouts and the modeling of bank distress 0 0 1 6 1 4 9 17
Cross-currency basis swap spreads and corporate dollar funding 1 1 1 9 3 9 35 61
Debt composition and lax screening in the corporate bond market 0 0 0 1 1 2 7 51
Do ultimate owners follow the pecking order theory? 0 0 1 59 4 5 14 235
Good news, bad news and rating announcements: An empirical investigation 0 0 0 95 1 2 8 320
Have ratings become more accurate? 0 1 8 8 2 7 31 31
National culture and banks stock volatility 0 0 1 1 2 3 25 27
Predicting Default More Accurately: To Proxy or Not to Proxy for Default? 0 1 1 4 3 4 11 36
Prediction of corporate credit ratings with machine learning: Simple interpretative models 0 0 1 10 2 5 25 46
Rating shopping and rating inflation in Israel 0 0 0 11 3 3 10 85
Socioeconomic status and individual investors’ behavior during a financial crisis 0 0 1 1 3 4 14 19
The (un)informative value of credit rating announcements in small markets 0 0 0 26 1 2 12 107
The determinants of CDS spreads 0 1 1 201 3 5 11 531
The dynamics of sovereign yields over swap rates in the Eurozone market 1 1 3 15 4 5 12 46
To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions 0 0 0 16 0 2 12 73
Trustworthiness of firm valuations: Bias and market perception in compliance with capital market regulations 1 1 1 1 4 5 16 16
Using Merton model for default prediction: An empirical assessment of selected alternatives 2 6 11 89 7 19 40 265
Total Journal Articles 5 12 32 563 50 92 312 2,074

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 0 0 0 1 1 1 3 4
Total Chapters 0 0 0 1 1 1 3 4

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Statistics updated 2026-05-06