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 2 406
A structural model of contingent bank capital 0 0 1 163 1 1 3 361
An Empirical Investigation of Bond Prices and Inflation 0 0 0 0 0 0 1 191
An empirical analysis of bank risk 0 0 0 0 0 0 0 3
Are Loan Sales Really Off-Balance Sheet 0 0 0 1 0 1 2 1,859
Bank Consolidation and Consumer Loan Interest Rates 0 0 1 471 0 1 3 2,922
Bank consolidation and consumer loan interest rates 0 0 0 0 1 2 3 58
Bank deposit rate clustering: theory and empirical evidence 0 0 1 436 0 0 2 1,420
Banks and Loan Sales: Marketing Non-Marketable Assets 0 0 1 769 2 2 4 2,320
Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) 0 0 0 1 3 3 5 428
Contingent Capital: The Case for COERCs 0 0 0 71 1 1 4 224
Deriving developing country repayment capacity from the market prices of sovereign debt 0 0 0 59 4 4 4 468
Discounting Pension Liabilities: Funding versus Value 0 0 1 31 0 1 3 96
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 1 1 380
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 0 0 98
Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology 0 0 0 0 0 0 0 12
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 0 344 1 5 8 1,079
Estimating the cost of U.S. indexed bonds 0 0 0 324 1 2 3 916
Government Guarantees for Old Age Income 0 0 0 0 0 0 0 115
Government guarantees on pension fund returns 0 0 0 30 2 2 6 138
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 0 0 174 3 3 6 597
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 0 0 0 3 4 4 39
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 0 2 160 2 3 13 443
Information Disclosure and Bank Runs 0 0 0 0 0 0 3 133
Loan Sales and the Cost of Bank Capital 0 0 0 0 1 2 2 338
Loan Sales and the Cost of Bank Capital 0 0 0 0 0 0 3 456
Market discipline, information disclosure, and uninsured deposits 0 0 0 0 0 0 0 11
Nonbanks and the future of banking 0 0 0 0 0 0 3 20
Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime 0 0 0 0 1 1 1 105
Partial Deposit, Bank Runs and Private Deposit Insurance 0 0 0 0 0 0 0 215
Portfolio Allocation for Public Pension Funds 0 0 0 52 1 3 3 159
Security Baskets and Index-Linked Securities 0 0 0 0 0 3 4 819
Security Baskets and Index-Linked Securities 0 0 0 90 1 2 7 449
Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term 0 0 0 64 0 1 2 275
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 0 0 0 0 44
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 1 1 2 4 193
Transaction Contracts 0 0 0 0 0 0 2 2,062
Why Do Banks Target ROE? 1 1 1 19 3 3 4 68
Why do banks target ROE? 0 0 0 34 1 1 3 149
Total Working Papers 1 1 8 3,294 33 54 118 20,069


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 2 173 0 0 7 470
Alternative forms of deposit insurance: Pricing and bank incentive issues 0 0 1 195 0 0 3 472
Bank Deposit Rate Clustering: Theory and Empirical Evidence 0 0 1 149 1 2 8 636
Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums 0 1 1 110 1 4 4 479
Banks and loan sales Marketing nonmarketable assets 1 3 11 611 3 5 23 1,638
Comment on "Intermediation and Vertical Integration." 0 0 0 0 1 1 2 58
Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? 0 0 0 0 0 0 1 203
Comments on Morgan and Stiroh 0 0 0 5 1 1 3 35
Deposit insurance, bank regulation, and financial system risks 0 1 6 346 4 6 17 810
Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence 0 0 0 104 0 0 1 259
Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds 0 0 0 37 3 3 3 156
Financial Intermediaries and Liquidity Creation 1 3 23 670 4 9 53 1,795
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation 0 0 1 58 2 2 8 191
Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data 0 0 0 305 1 1 5 759
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 0 0 8 201 2 2 18 466
Introduction: Special Issue on Pricing the Risks of Deposit Insurance 0 0 0 22 0 0 0 72
Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits 0 0 2 273 1 1 5 481
Optimal portfolio choice and the collapse of a fixed-exchange rate regime 0 0 0 31 0 0 6 101
Portfolio allocation for public pension funds* 0 0 2 54 0 1 8 205
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 0 43
Risk-based capital standards, deposit insurance, and procyclicality 1 1 3 131 2 4 10 338
Security Baskets and Index-Linked Securities 0 0 4 256 0 2 15 1,226
Special Issue: Risk Transfer Mechanisms and Financial Stability 0 0 0 37 0 0 0 111
Special issue: Banking and bank regulation: Challenges for the future 0 0 1 167 0 1 5 331
The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis 0 1 1 94 1 3 4 259
The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 390 0 0 0 1,068
The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach 0 0 0 63 1 2 2 173
The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves 0 0 0 66 1 4 5 141
The Value of Pension Benefit Guaranty Corporation Insurance 0 0 0 100 0 0 3 351
The behavior of interest rates implied by the term structure of Eurodollar future 0 0 0 1 0 0 0 1,305
The opening of new markets for bank assets 0 0 0 0 0 0 0 422
The value of Pension Benefit Guaranty Corporation insurance 0 0 0 1 0 0 0 274
Valuation of Interest Payment Guarantees on Developing Country Debt 0 0 0 6 0 0 0 31
Total Journal Articles 3 10 67 4,666 29 54 219 15,359
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 0 0 0 34
Discounting Pension Liabilities: Funding versus Value 0 0 0 0 0 1 6 63
Portfolio Allocation for Public Pension Funds 0 0 0 0 1 1 4 7
Total Chapters 0 0 0 9 1 2 10 104


Statistics updated 2025-12-06