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 1 2 184
Debt composition and lax screening in the Israel corporate bond market 0 0 0 11 0 0 4 56
National Culture and Banks' Stock Market Volatility 0 0 0 2 0 0 2 5
PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT 0 0 1 5 0 0 1 58
Predicting default more accurately: to proxy or not to proxy for default? 0 0 0 24 1 1 5 72
Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models 0 1 6 23 0 2 14 29
Rating Shopping and Rating Inflation: Empirical Evidence from Israel 0 1 1 23 0 1 2 123
Ratings as Predictors of Default in the Long Term:an Empirical Investigation 0 0 0 1 0 0 2 19
Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR) 0 0 2 4 0 2 9 12
Socioeconomic Status and Individual Investors’ Behavior during a Financial Crisis 0 0 0 1 0 0 2 3
THE DETERMINANTS OF CDS SPREADS 0 0 0 90 0 0 5 218
Trustworthiness of Firm Valuations: Bias and Market Perception in Compliance with Capital Market Regulations 0 0 0 3 0 0 1 4
Using Merton model: an empirical assessment of alternatives 0 0 1 95 0 0 4 291
Using Merton model: an empirical assessment of alternatives 0 0 0 20 0 0 4 85
Total Working Papers 0 2 11 340 1 7 57 1,159

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 1 1 7 0 1 1 46
Are time preferences for risky outcomes, riskless outcomes and commodities really different? 0 0 0 3 0 1 5 44
Bailouts and the modeling of bank distress 0 0 0 5 0 0 0 8
Cross-currency basis swap spreads and corporate dollar funding 0 0 1 8 0 2 8 29
Debt composition and lax screening in the corporate bond market 0 0 0 1 1 1 1 45
Do ultimate owners follow the pecking order theory? 0 0 1 58 0 1 7 222
Good news, bad news and rating announcements: An empirical investigation 0 0 0 95 0 1 5 313
Have ratings become more accurate? 1 5 5 5 3 10 10 10
National culture and banks stock volatility 0 0 0 0 0 0 1 2
Predicting Default More Accurately: To Proxy or Not to Proxy for Default? 0 0 0 3 0 2 4 27
Prediction of corporate credit ratings with machine learning: Simple interpretative models 0 0 8 10 0 0 14 23
Rating shopping and rating inflation in Israel 0 0 0 11 0 1 1 76
Socioeconomic status and individual investors’ behavior during a financial crisis 0 0 0 0 0 1 5 7
The (un)informative value of credit rating announcements in small markets 0 0 1 26 0 0 6 95
The determinants of CDS spreads 0 0 3 200 0 0 14 520
The dynamics of sovereign yields over swap rates in the Eurozone market 0 1 1 13 1 2 2 36
To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions 0 0 2 16 0 2 10 64
Trustworthiness of firm valuations: Bias and market perception in compliance with capital market regulations 0 0 0 0 0 0 0 0
Using Merton model for default prediction: An empirical assessment of selected alternatives 0 0 6 79 0 2 11 229
Total Journal Articles 1 7 29 540 5 27 105 1,796

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 0 0 1
Total Chapters 0 0 0 1 0 0 0 1

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Statistics updated 2025-09-05