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 3 5 8 190
Debt composition and lax screening in the Israel corporate bond market 0 0 0 11 0 4 6 60
National Culture and Banks' Stock Market Volatility 0 0 0 2 2 4 6 9
PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT 0 0 0 5 2 5 5 63
Predicting default more accurately: to proxy or not to proxy for default? 0 1 1 25 2 4 6 76
Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models 0 1 4 24 0 10 17 39
Rating Shopping and Rating Inflation: Empirical Evidence from Israel 0 0 1 23 1 2 3 125
Ratings as Predictors of Default in the Long Term:an Empirical Investigation 0 0 0 1 0 2 3 21
Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR) 0 1 3 6 0 3 13 18
Socioeconomic Status and Individual Investors’ Behavior during a Financial Crisis 0 0 0 1 2 5 6 8
THE DETERMINANTS OF CDS SPREADS 0 0 0 90 4 6 10 225
Trustworthiness of Firm Valuations: Bias and Market Perception in Compliance with Capital Market Regulations 1 1 1 4 2 8 9 12
Using Merton model: an empirical assessment of alternatives 0 0 1 95 2 6 9 297
Using Merton model: an empirical assessment of alternatives 0 0 0 20 1 4 9 90
Total Working Papers 1 4 11 345 21 68 110 1,233

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 4 5 50
Are time preferences for risky outcomes, riskless outcomes and commodities really different? 0 0 0 3 2 4 7 48
Bailouts and the modeling of bank distress 0 1 1 6 2 4 4 12
Cross-currency basis swap spreads and corporate dollar funding 0 0 0 8 10 15 19 44
Debt composition and lax screening in the corporate bond market 0 0 0 1 1 2 3 47
Do ultimate owners follow the pecking order theory? 0 1 1 59 1 5 10 228
Good news, bad news and rating announcements: An empirical investigation 0 0 0 95 0 2 5 315
Have ratings become more accurate? 1 2 7 7 1 6 20 20
National culture and banks stock volatility 1 1 1 1 9 12 13 14
Predicting Default More Accurately: To Proxy or Not to Proxy for Default? 0 0 0 3 1 1 3 28
Prediction of corporate credit ratings with machine learning: Simple interpretative models 0 0 6 10 10 14 23 38
Rating shopping and rating inflation in Israel 0 0 0 11 1 5 6 81
Socioeconomic status and individual investors’ behavior during a financial crisis 0 1 1 1 1 3 6 10
The (un)informative value of credit rating announcements in small markets 0 0 1 26 0 5 7 100
The determinants of CDS spreads 0 0 1 200 0 1 6 523
The dynamics of sovereign yields over swap rates in the Eurozone market 0 0 1 13 0 2 4 38
To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions 0 0 0 16 3 5 9 69
Trustworthiness of firm valuations: Bias and market perception in compliance with capital market regulations 0 0 0 0 4 5 5 5
Using Merton model for default prediction: An empirical assessment of selected alternatives 2 2 9 82 6 10 21 241
Total Journal Articles 4 8 30 549 55 105 176 1,911

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

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Statistics updated 2026-01-09