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 2 10 193
Debt composition and lax screening in the Israel corporate bond market 0 0 0 11 0 2 9 65
National Culture and Banks' Stock Market Volatility 0 0 0 2 0 2 11 16
PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT 0 0 0 5 1 1 12 70
Predicting default more accurately: to proxy or not to proxy for default? 0 0 1 25 0 2 9 80
Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models 0 1 4 26 0 4 19 46
Rating Shopping and Rating Inflation: Empirical Evidence from Israel 0 0 1 23 0 1 8 130
Ratings as Predictors of Default in the Long Term:an Empirical Investigation 0 1 1 2 1 4 10 29
Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR) 1 1 3 7 3 6 18 28
Socioeconomic Status and Individual Investors’ Behavior during a Financial Crisis 0 0 0 1 0 1 10 13
THE DETERMINANTS OF CDS SPREADS 0 0 0 90 2 7 21 239
Trustworthiness of Firm Valuations: Bias and Market Perception in Compliance with Capital Market Regulations 0 0 1 4 2 3 13 17
Using Merton model: an empirical assessment of alternatives 0 0 0 20 2 4 17 102
Using Merton model: an empirical assessment of alternatives 0 0 0 95 0 3 13 304
Total Working Papers 1 3 11 349 11 42 180 1,332

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 1 4 9 54
Are time preferences for risky outcomes, riskless outcomes and commodities really different? 0 0 0 3 0 3 12 55
Bailouts and the modeling of bank distress 0 0 1 6 1 5 10 18
Cross-currency basis swap spreads and corporate dollar funding 0 1 1 9 2 7 36 63
Debt composition and lax screening in the corporate bond market 0 0 0 1 0 1 7 51
Do ultimate owners follow the pecking order theory? 1 1 2 60 4 9 18 239
Good news, bad news and rating announcements: An empirical investigation 0 0 0 95 0 2 8 320
Have ratings become more accurate? 1 2 9 9 1 8 32 32
National culture and banks stock volatility 0 0 1 1 1 3 26 28
Predicting Default More Accurately: To Proxy or Not to Proxy for Default? 0 0 1 4 1 4 12 37
Prediction of corporate credit ratings with machine learning: Simple interpretative models 0 0 0 10 0 5 23 46
Rating shopping and rating inflation in Israel 0 0 0 11 0 3 10 85
Socioeconomic status and individual investors’ behavior during a financial crisis 0 0 1 1 0 3 13 19
The (un)informative value of credit rating announcements in small markets 0 0 0 26 0 1 12 107
The determinants of CDS spreads 0 0 1 201 2 6 13 533
The dynamics of sovereign yields over swap rates in the Eurozone market 1 2 4 16 2 6 14 48
To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions 0 0 0 16 0 1 11 73
Trustworthiness of firm valuations: Bias and market perception in compliance with capital market regulations 0 1 1 1 2 6 18 18
Using Merton model for default prediction: An empirical assessment of selected alternatives 0 6 10 89 4 23 42 269
Total Journal Articles 3 13 33 566 21 100 326 2,095

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 2 4 5
Total Chapters 0 0 0 1 1 2 4 5

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Statistics updated 2026-06-04