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 2 4 408
A structural model of contingent bank capital 0 0 1 163 1 5 7 366
An Empirical Investigation of Bond Prices and Inflation 0 0 0 0 1 1 2 192
An empirical analysis of bank risk 0 0 0 0 0 6 6 9
Are Loan Sales Really Off-Balance Sheet 0 0 0 1 4 10 11 1,869
Bank Consolidation and Consumer Loan Interest Rates 0 0 1 471 1 8 10 2,930
Bank consolidation and consumer loan interest rates 0 0 0 0 1 4 6 62
Bank deposit rate clustering: theory and empirical evidence 0 0 0 436 4 12 13 1,432
Banks and Loan Sales: Marketing Non-Marketable Assets 0 0 1 769 0 2 6 2,322
Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) 0 0 0 1 2 5 8 433
Contingent Capital: The Case for COERCs 0 0 0 71 1 6 9 230
Deriving developing country repayment capacity from the market prices of sovereign debt 0 0 0 59 1 5 9 473
Discounting Pension Liabilities: Funding versus Value 0 0 1 31 3 12 14 108
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 1 1 99
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 1 2 3 382
Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology 0 0 0 0 1 4 4 16
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 0 344 0 5 11 1,084
Estimating the cost of U.S. indexed bonds 0 0 0 324 1 6 9 922
Government Guarantees for Old Age Income 0 0 0 0 0 4 4 119
Government guarantees on pension fund returns 0 0 0 30 0 3 9 141
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 1 1 175 0 4 8 601
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 0 0 0 2 11 15 50
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 0 1 160 2 10 20 453
Information Disclosure and Bank Runs 0 0 0 0 1 5 7 138
Loan Sales and the Cost of Bank Capital 0 0 0 0 0 3 5 459
Loan Sales and the Cost of Bank Capital 0 0 0 0 3 7 9 345
Market discipline, information disclosure, and uninsured deposits 0 0 0 0 2 6 6 17
Nonbanks and the future of banking 0 0 0 0 2 6 8 26
Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime 0 0 0 0 1 3 4 108
Partial Deposit, Bank Runs and Private Deposit Insurance 0 0 0 0 1 7 7 222
Portfolio Allocation for Public Pension Funds 0 0 0 52 0 1 4 160
Security Baskets and Index-Linked Securities 0 0 0 0 1 9 13 828
Security Baskets and Index-Linked Securities 0 0 0 90 0 5 12 454
Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term 0 0 0 64 5 9 10 284
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 0 1 3 3 47
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 1 0 6 9 199
Transaction Contracts 0 0 0 0 1 5 6 2,067
Why Do Banks Target ROE? 0 0 1 19 0 6 10 74
Why do banks target ROE? 0 0 0 34 0 5 7 154
Total Working Papers 0 1 7 3,295 44 214 309 20,283


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 6 11 476
Alternative forms of deposit insurance: Pricing and bank incentive issues 0 0 0 195 0 5 7 477
Bank Deposit Rate Clustering: Theory and Empirical Evidence 0 0 0 149 3 10 15 646
Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums 0 0 1 110 0 3 7 482
Banks and loan sales Marketing nonmarketable assets 0 0 10 611 0 6 22 1,644
Comment on "Intermediation and Vertical Integration." 0 0 0 0 1 2 3 60
Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? 0 0 0 0 1 3 4 206
Comments on Morgan and Stiroh 0 0 0 5 0 2 4 37
Deposit insurance, bank regulation, and financial system risks 0 2 6 348 1 33 47 843
Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence 0 1 1 105 1 8 8 267
Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds 0 0 0 37 2 5 8 161
Financial Intermediaries and Liquidity Creation 3 4 15 674 10 25 53 1,820
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation 0 0 1 58 4 10 17 201
Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data 0 0 0 305 1 6 9 765
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 1 1 8 202 6 14 25 480
Introduction: Special Issue on Pricing the Risks of Deposit Insurance 0 0 0 22 0 7 7 79
Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits 1 3 4 276 5 12 14 493
Optimal portfolio choice and the collapse of a fixed-exchange rate regime 0 0 0 31 0 2 8 103
Portfolio allocation for public pension funds* 0 0 1 54 1 7 12 212
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 1 1 44
Risk-based capital standards, deposit insurance, and procyclicality 0 0 1 131 3 7 12 345
Security Baskets and Index-Linked Securities 2 2 2 258 7 17 23 1,243
Special Issue: Risk Transfer Mechanisms and Financial Stability 0 0 0 37 6 10 10 121
Special issue: Banking and bank regulation: Challenges for the future 0 0 0 167 0 8 11 339
The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis 0 0 1 94 2 9 12 268
The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 390 2 3 3 1,071
The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach 1 1 1 64 2 6 8 179
The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves 0 0 0 66 1 5 9 146
The Value of Pension Benefit Guaranty Corporation Insurance 0 0 0 100 1 6 9 357
The behavior of interest rates implied by the term structure of Eurodollar future 0 0 0 1 5 8 8 1,313
The opening of new markets for bank assets 0 0 0 0 1 4 4 426
The value of Pension Benefit Guaranty Corporation insurance 0 0 0 1 0 1 1 275
Valuation of Interest Payment Guarantees on Developing Country Debt 0 0 0 6 2 4 4 35
Total Journal Articles 8 14 53 4,680 70 255 396 15,614
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 6 8 8 42
Discounting Pension Liabilities: Funding versus Value 0 0 0 0 0 8 11 71
Portfolio Allocation for Public Pension Funds 0 0 0 0 1 7 11 14
Total Chapters 0 0 0 9 7 23 30 127


Statistics updated 2026-03-04