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 2 3 5 187
Debt composition and lax screening in the Israel corporate bond market 0 0 0 11 4 4 6 60
National Culture and Banks' Stock Market Volatility 0 0 0 2 2 2 4 7
PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT 0 0 1 5 3 3 4 61
Predicting default more accurately: to proxy or not to proxy for default? 0 1 1 25 1 2 5 74
Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models 0 1 5 24 3 10 20 39
Rating Shopping and Rating Inflation: Empirical Evidence from Israel 0 0 1 23 1 1 2 124
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) 1 2 3 6 2 6 13 18
Socioeconomic Status and Individual Investors’ Behavior during a Financial Crisis 0 0 0 1 2 3 4 6
THE DETERMINANTS OF CDS SPREADS 0 0 0 90 1 3 6 221
Trustworthiness of Firm Valuations: Bias and Market Perception in Compliance with Capital Market Regulations 0 0 0 3 4 6 7 10
Using Merton model: an empirical assessment of alternatives 0 0 0 20 3 4 8 89
Using Merton model: an empirical assessment of alternatives 0 0 1 95 2 4 7 295
Total Working Papers 1 4 12 344 30 53 94 1,212

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 1 2 47
Are time preferences for risky outcomes, riskless outcomes and commodities really different? 0 0 0 3 2 2 5 46
Bailouts and the modeling of bank distress 0 1 1 6 0 2 2 10
Cross-currency basis swap spreads and corporate dollar funding 0 0 1 8 1 5 11 34
Debt composition and lax screening in the corporate bond market 0 0 0 1 1 1 2 46
Do ultimate owners follow the pecking order theory? 0 1 1 59 2 5 10 227
Good news, bad news and rating announcements: An empirical investigation 0 0 0 95 0 2 5 315
Have ratings become more accurate? 1 1 6 6 4 9 19 19
National culture and banks stock volatility 0 0 0 0 2 3 4 5
Predicting Default More Accurately: To Proxy or Not to Proxy for Default? 0 0 0 3 0 0 4 27
Prediction of corporate credit ratings with machine learning: Simple interpretative models 0 0 6 10 1 5 14 28
Rating shopping and rating inflation in Israel 0 0 0 11 1 4 5 80
Socioeconomic status and individual investors’ behavior during a financial crisis 0 1 1 1 1 2 6 9
The (un)informative value of credit rating announcements in small markets 0 0 1 26 2 5 7 100
The determinants of CDS spreads 0 0 1 200 1 3 7 523
The dynamics of sovereign yields over swap rates in the Eurozone market 0 0 1 13 2 2 4 38
To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions 0 0 1 16 1 2 7 66
Trustworthiness of firm valuations: Bias and market perception in compliance with capital market regulations 0 0 0 0 0 1 1 1
Using Merton model for default prediction: An empirical assessment of selected alternatives 0 1 7 80 0 6 15 235
Total Journal Articles 1 5 28 545 22 60 130 1,856

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 2025-12-06