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 4 8 191
Debt composition and lax screening in the Israel corporate bond market 0 0 0 11 0 3 8 63
National Culture and Banks' Stock Market Volatility 0 0 0 2 3 7 11 14
PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT 0 0 0 5 1 8 11 69
Predicting default more accurately: to proxy or not to proxy for default? 0 0 1 25 0 4 7 78
Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models 0 1 4 25 0 3 16 42
Rating Shopping and Rating Inflation: Empirical Evidence from Israel 0 0 1 23 1 5 7 129
Ratings as Predictors of Default in the Long Term:an Empirical Investigation 0 0 0 1 1 4 7 25
Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR) 0 0 3 6 2 4 17 22
Socioeconomic Status and Individual Investors’ Behavior during a Financial Crisis 0 0 0 1 1 6 10 12
THE DETERMINANTS OF CDS SPREADS 0 0 0 90 0 11 15 232
Trustworthiness of Firm Valuations: Bias and Market Perception in Compliance with Capital Market Regulations 0 1 1 4 0 4 10 14
Using Merton model: an empirical assessment of alternatives 0 0 0 20 2 9 15 98
Using Merton model: an empirical assessment of alternatives 0 0 0 95 0 6 10 301
Total Working Papers 0 2 10 346 11 78 152 1,290

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 0 3 5 50
Are time preferences for risky outcomes, riskless outcomes and commodities really different? 0 0 0 3 0 6 11 52
Bailouts and the modeling of bank distress 0 0 1 6 0 3 5 13
Cross-currency basis swap spreads and corporate dollar funding 0 0 0 8 4 22 30 56
Debt composition and lax screening in the corporate bond market 0 0 0 1 1 4 6 50
Do ultimate owners follow the pecking order theory? 0 0 1 59 0 3 11 230
Good news, bad news and rating announcements: An empirical investigation 0 0 0 95 0 3 7 318
Have ratings become more accurate? 0 1 7 7 0 5 24 24
National culture and banks stock volatility 0 1 1 1 1 20 23 25
Predicting Default More Accurately: To Proxy or Not to Proxy for Default? 1 1 1 4 1 6 8 33
Prediction of corporate credit ratings with machine learning: Simple interpretative models 0 0 4 10 0 13 23 41
Rating shopping and rating inflation in Israel 0 0 0 11 0 2 7 82
Socioeconomic status and individual investors’ behavior during a financial crisis 0 0 1 1 1 7 12 16
The (un)informative value of credit rating announcements in small markets 0 0 1 26 1 6 13 106
The determinants of CDS spreads 1 1 1 201 1 4 7 527
The dynamics of sovereign yields over swap rates in the Eurozone market 0 1 2 14 1 4 8 42
To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions 0 0 0 16 1 6 11 72
Trustworthiness of firm valuations: Bias and market perception in compliance with capital market regulations 0 0 0 0 1 11 12 12
Using Merton model for default prediction: An empirical assessment of selected alternatives 0 3 7 83 0 11 23 246
Total Journal Articles 2 8 28 553 13 139 246 1,995

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 0 2 2 3
Total Chapters 0 0 0 1 0 2 2 3

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Statistics updated 2026-03-04