Access Statistics for George G. Pennacchi

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 framework for estimating the value and interest rate risk of retail bank deposits 0 0 0 0 0 0 3 396
A structural model of contingent bank capital 1 1 4 152 2 4 20 322
An Empirical Investigation of Bond Prices and Inflation 0 0 0 0 0 0 0 184
Are Loan Sales Really Off-Balance Sheet 0 0 0 1 8 14 93 1,345
Bank Consolidation and Consumer Loan Interest Rates 0 0 0 470 2 6 8 2,886
Bank deposit rate clustering: theory and empirical evidence 0 2 4 428 1 3 10 1,392
Banks and Loan Sales: Marketing Non-Marketable Assets 0 1 1 755 1 6 13 2,243
Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) 0 0 0 1 0 0 1 390
Contingent Capital: The Case for COERCs 0 0 1 68 1 3 12 196
Deriving developing country repayment capacity from the market prices of sovereign debt 0 0 0 58 1 2 6 446
Discounting Pension Liabilities: Funding versus Value 0 0 1 26 1 3 13 74
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 0 2 374
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 0 2 93
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 1 1 6 331 3 8 20 1,014
Estimating the cost of U.S. indexed bonds 0 0 0 324 1 1 3 908
Government Guarantees for Old Age Income 0 0 0 0 0 0 0 104
Government guarantees on pension fund returns 0 0 0 27 0 0 4 99
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 1 2 169 1 5 15 561
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 1 1 4 132 2 3 10 343
Information Disclosure and Bank Runs 0 0 0 0 0 0 1 122
Loan Sales and the Cost of Bank Capital 0 0 0 0 0 2 6 405
Loan Sales and the Cost of Bank Capital 0 0 0 0 1 7 8 286
Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime 0 0 0 0 0 0 1 94
Partial Deposit, Bank Runs and Private Deposit Insurance 0 0 0 0 0 0 0 206
Portfolio Allocation for Public Pension Funds 0 0 0 51 1 1 7 135
Security Baskets and Index-Linked Securities 0 0 2 86 2 2 10 406
Security Baskets and Index-Linked Securities 0 0 0 0 1 4 13 744
Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term 0 0 0 58 0 0 0 247
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 1 0 0 0 185
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 0 0 0 0 41
Transaction Contracts 0 0 0 0 0 4 20 2,024
Why do banks target ROE? 2 2 7 24 6 8 32 48
Total Working Papers 5 9 32 3,162 35 86 333 18,313


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance 0 1 1 167 0 1 4 438
Alternative forms of deposit insurance: Pricing and bank incentive issues 0 0 2 190 0 0 4 450
Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums 0 0 0 105 0 0 7 452
Banks and loan sales Marketing nonmarketable assets 3 7 38 504 9 24 119 1,269
Banks and loan sales: evidence of implicit contracts 0 0 0 0 0 0 0 107
Comment on "Intermediation and Vertical Integration." 0 0 0 0 0 0 1 52
Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? 0 0 0 0 0 0 2 197
Comments on Morgan and Stiroh 0 0 1 5 0 0 3 25
Deposit insurance premiums and the value of the banking insurance fund: should they be linked? 0 0 0 0 0 0 0 208
Deposit insurance, bank regulation, and financial system risks 0 3 13 278 3 10 33 671
Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence 0 1 2 92 0 1 5 209
Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds 0 1 2 36 1 2 4 135
Financial Intermediaries and Liquidity Creation 0 7 30 521 7 24 95 1,376
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation 0 0 0 50 1 2 2 157
Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data 0 0 2 273 0 1 7 685
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 0 0 2 150 1 1 8 328
Introduction: Special Issue on Pricing the Risks of Deposit Insurance 0 0 0 22 0 0 1 63
Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits 6 7 16 202 9 11 29 336
Optimal portfolio choice and the collapse of a fixed-exchange rate regime 0 0 0 27 0 0 0 80
Portfolio allocation for public pension funds 0 0 2 45 3 4 9 157
Restructuring Retirement Risks. Edited by Blitzstein David, S. Mitchell Olivia, and P. Utkus Stephen. Oxford University Press, 2006, ISBN 0-19-920465-9, 272 pages 0 0 0 10 0 0 1 39
Risk-based capital standards, deposit insurance, and procyclicality 0 2 4 121 0 2 10 294
Security Baskets and Index-Linked Securities 0 3 14 215 1 10 41 1,015
Special Issue: Risk Transfer Mechanisms and Financial Stability 0 0 1 34 0 0 1 99
Special issue: Banking and bank regulation: Challenges for the future 0 1 2 161 0 1 4 300
The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis 0 1 4 80 0 1 6 228
The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 1 1 5 375 3 4 12 1,019
The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach 1 1 1 58 2 3 4 158
The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves 0 0 1 59 1 1 3 117
The Value of Pension Benefit Guaranty Corporation Insurance 0 0 1 99 2 2 6 337
The behavior of interest rates implied by the term structure of Eurodollar future 0 0 0 1 1 1 4 1,274
The opening of new markets for bank assets 0 0 0 0 1 1 1 407
The value of Pension Benefit Guaranty Corporation insurance 0 0 0 1 1 1 7 262
Valuation of Interest Payment Guarantees on Developing Country Debt 0 0 1 5 0 0 4 25
Total Journal Articles 11 36 145 3,886 46 108 437 12,969
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Pricing Personal Account Benefit Guarantees: A Simplified Approach" 0 0 0 9 1 1 1 31
Discounting Pension Liabilities: Funding versus Value 0 0 0 0 0 0 4 38
Total Chapters 0 0 0 9 1 1 5 69


Statistics updated 2019-10-05