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 1 1 4 409
A structural model of contingent bank capital 0 0 1 163 3 4 10 369
An Empirical Investigation of Bond Prices and Inflation 0 0 0 0 1 2 3 193
An empirical analysis of bank risk 0 0 0 0 0 1 7 10
Are Loan Sales Really Off-Balance Sheet 0 0 0 1 2 6 13 1,871
Bank Consolidation and Consumer Loan Interest Rates 0 0 1 471 2 4 13 2,933
Bank consolidation and consumer loan interest rates 0 0 0 0 1 4 9 65
Bank deposit rate clustering: theory and empirical evidence 0 0 0 436 2 6 15 1,434
Banks and Loan Sales: Marketing Non-Marketable Assets 0 0 1 769 3 3 9 2,325
Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) 0 0 0 1 1 3 9 434
Contingent Capital: The Case for COERCs 0 0 0 71 2 4 12 233
Deriving developing country repayment capacity from the market prices of sovereign debt 0 0 0 59 0 2 10 474
Discounting Pension Liabilities: Funding versus Value 0 0 1 31 3 7 18 112
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 2 4 383
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 0 1 99
Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology 0 0 0 0 1 2 5 17
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 0 344 2 4 15 1,088
Estimating the cost of U.S. indexed bonds 0 0 0 324 3 4 12 925
Government Guarantees for Old Age Income 0 0 0 0 1 1 5 120
Government guarantees on pension fund returns 0 0 0 30 2 3 10 144
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 0 0 0 1 3 16 51
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 0 1 175 1 1 8 602
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 0 1 160 2 9 24 460
Information Disclosure and Bank Runs 0 0 0 0 0 1 7 138
Loan Sales and the Cost of Bank Capital 0 0 0 0 0 5 11 347
Loan Sales and the Cost of Bank Capital 0 0 0 0 0 1 6 460
Market discipline, information disclosure, and uninsured deposits 0 0 0 0 0 3 7 18
Nonbanks and the future of banking 0 0 0 0 1 4 8 28
Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime 0 0 0 0 1 3 6 110
Partial Deposit, Bank Runs and Private Deposit Insurance 0 0 0 0 0 2 8 223
Portfolio Allocation for Public Pension Funds 0 0 0 52 1 2 6 162
Security Baskets and Index-Linked Securities 0 0 0 90 1 1 12 455
Security Baskets and Index-Linked Securities 0 0 0 0 2 3 15 830
Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term 0 0 0 64 4 10 15 289
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 1 0 0 9 199
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 0 0 1 3 47
Transaction Contracts 0 0 0 0 0 1 6 2,067
Why Do Banks Target ROE? 0 0 1 19 0 0 10 74
Why do banks target ROE? 0 0 0 34 3 4 11 158
Total Working Papers 0 0 7 3,295 47 117 372 20,356


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 0 1 173 2 4 12 478
Alternative forms of deposit insurance: Pricing and bank incentive issues 0 0 0 195 0 0 7 477
Bank Deposit Rate Clustering: Theory and Empirical Evidence 0 0 0 149 2 7 19 650
Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums 0 0 1 110 3 4 11 486
Banks and loan sales Marketing nonmarketable assets 2 3 12 614 4 6 25 1,650
Comment on "Intermediation and Vertical Integration." 0 0 0 0 0 1 3 60
Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? 0 0 0 0 3 4 7 209
Comments on Morgan and Stiroh 0 0 0 5 2 3 7 40
Deposit insurance, bank regulation, and financial system risks 0 0 5 348 1 5 46 847
Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence 0 1 2 106 3 7 14 273
Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds 0 0 0 37 3 5 11 164
Financial Intermediaries and Liquidity Creation 1 5 11 676 6 25 58 1,835
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation 0 0 1 58 0 4 16 201
Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data 0 0 0 305 1 4 12 768
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 0 1 4 202 5 15 29 489
Introduction: Special Issue on Pricing the Risks of Deposit Insurance 0 0 0 22 2 2 9 81
Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits 0 1 4 276 1 6 15 494
Optimal portfolio choice and the collapse of a fixed-exchange rate regime 0 0 0 31 0 0 7 103
Portfolio allocation for public pension funds* 0 0 1 54 2 6 16 217
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 4 5 6 49
Risk-based capital standards, deposit insurance, and procyclicality 0 0 1 131 1 6 15 348
Security Baskets and Index-Linked Securities 1 4 4 260 3 11 25 1,247
Special Issue: Risk Transfer Mechanisms and Financial Stability 0 0 0 37 2 8 12 123
Special issue: Banking and bank regulation: Challenges for the future 0 0 0 167 1 1 12 340
The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis 0 0 1 94 0 2 12 268
The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 390 0 3 4 1,072
The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach 0 1 1 64 2 4 10 181
The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves 0 0 0 66 1 2 10 147
The Value of Pension Benefit Guaranty Corporation Insurance 0 0 0 100 1 2 10 358
The behavior of interest rates implied by the term structure of Eurodollar future 0 0 0 1 2 7 10 1,315
The opening of new markets for bank assets 0 0 0 0 2 4 7 429
The value of Pension Benefit Guaranty Corporation insurance 0 0 0 1 1 1 2 276
Valuation of Interest Payment Guarantees on Developing Country Debt 0 0 0 6 1 3 5 36
Total Journal Articles 4 16 49 4,688 61 167 464 15,711
2 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 8 10 44
Discounting Pension Liabilities: Funding versus Value 0 0 0 0 0 1 11 72
Portfolio Allocation for Public Pension Funds 0 0 0 0 1 4 13 17
Total Chapters 0 0 0 9 2 13 34 133


Statistics updated 2026-05-06