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 4 410
A structural model of contingent bank capital 0 0 0 163 0 1 10 370
An Empirical Investigation of Bond Prices and Inflation 0 0 0 0 0 1 4 194
An empirical analysis of bank risk 0 0 0 0 1 1 8 11
Are Loan Sales Really Off-Balance Sheet 0 0 0 1 1 2 15 1,873
Bank Consolidation and Consumer Loan Interest Rates 0 0 0 471 0 0 12 2,933
Bank consolidation and consumer loan interest rates 0 0 0 0 0 3 12 68
Bank deposit rate clustering: theory and empirical evidence 0 0 0 436 0 2 16 1,436
Banks and Loan Sales: Marketing Non-Marketable Assets 0 0 0 769 0 3 10 2,328
Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) 0 0 0 1 0 0 9 434
Contingent Capital: The Case for COERCs 0 0 0 71 0 0 11 233
Deriving developing country repayment capacity from the market prices of sovereign debt 0 0 0 59 0 0 10 474
Discounting Pension Liabilities: Funding versus Value 0 0 0 31 0 1 18 113
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 0 1 99
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 0 4 383
Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology 0 0 0 0 0 0 5 17
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 0 344 1 3 18 1,091
Estimating the cost of U.S. indexed bonds 0 0 0 324 0 2 14 927
Government Guarantees for Old Age Income 0 0 0 0 0 0 5 120
Government guarantees on pension fund returns 0 0 0 30 0 3 11 147
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 0 0 0 0 1 17 52
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 0 1 175 0 0 8 602
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 1 2 2 162 2 9 30 469
Information Disclosure and Bank Runs 0 0 0 0 0 0 5 138
Loan Sales and the Cost of Bank Capital 0 0 0 0 0 3 14 350
Loan Sales and the Cost of Bank Capital 0 0 0 0 0 0 4 460
Market discipline, information disclosure, and uninsured deposits 0 0 0 0 0 0 7 18
Nonbanks and the future of banking 0 0 0 0 0 0 8 28
Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime 0 0 0 0 0 0 6 110
Partial Deposit, Bank Runs and Private Deposit Insurance 0 0 0 0 0 0 8 223
Portfolio Allocation for Public Pension Funds 0 0 0 52 1 3 9 165
Security Baskets and Index-Linked Securities 0 0 0 0 0 1 15 831
Security Baskets and Index-Linked Securities 0 0 0 90 0 0 8 455
Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term 0 0 0 64 1 2 17 291
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 1 0 0 8 199
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 0 0 0 3 47
Transaction Contracts 0 0 0 0 0 0 5 2,067
Why Do Banks Target ROE? 0 0 1 19 0 2 12 76
Why do banks target ROE? 0 0 0 34 0 5 15 163
Total Working Papers 1 2 4 3,297 8 49 396 20,405


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 0 173 0 1 9 479
Alternative forms of deposit insurance: Pricing and bank incentive issues 0 0 0 195 0 1 6 478
Bank Deposit Rate Clustering: Theory and Empirical Evidence 0 0 0 149 0 2 18 652
Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums 0 0 1 110 0 0 11 486
Banks and loan sales Marketing nonmarketable assets 0 4 11 618 0 14 33 1,664
Comment on "Intermediation and Vertical Integration." 0 0 0 0 1 1 4 61
Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? 0 0 0 0 1 2 8 211
Comments on Morgan and Stiroh 0 0 0 5 0 0 6 40
Deposit insurance, bank regulation, and financial system risks 0 0 4 348 0 2 47 849
Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence 0 0 2 106 3 4 18 277
Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds 0 0 0 37 0 0 11 164
Financial Intermediaries and Liquidity Creation 1 5 15 681 7 21 73 1,856
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation 0 0 0 58 0 1 14 202
Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data 1 1 1 306 1 4 14 772
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 0 2 3 204 0 13 39 502
Introduction: Special Issue on Pricing the Risks of Deposit Insurance 0 0 0 22 0 1 10 82
Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits 0 1 4 277 1 2 16 496
Optimal portfolio choice and the collapse of a fixed-exchange rate regime 0 0 0 31 0 0 3 103
Portfolio allocation for public pension funds* 0 0 0 54 2 3 17 220
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 1 2 8 51
Risk-based capital standards, deposit insurance, and procyclicality 0 0 1 131 0 1 16 349
Security Baskets and Index-Linked Securities 0 0 4 260 0 1 25 1,248
Special Issue: Risk Transfer Mechanisms and Financial Stability 0 0 0 37 0 0 12 123
Special issue: Banking and bank regulation: Challenges for the future 0 0 0 167 0 1 11 341
The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis 0 1 2 95 0 2 14 270
The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 390 0 1 5 1,073
The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach 0 0 1 64 0 0 10 181
The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves 0 0 0 66 2 2 12 149
The Value of Pension Benefit Guaranty Corporation Insurance 0 0 0 100 1 3 11 361
The behavior of interest rates implied by the term structure of Eurodollar future 0 0 0 1 0 1 11 1,316
The opening of new markets for bank assets 0 0 0 0 0 0 7 429
The value of Pension Benefit Guaranty Corporation insurance 0 0 0 1 0 1 3 277
Valuation of Interest Payment Guarantees on Developing Country Debt 0 0 0 6 0 1 6 37
Total Journal Articles 2 14 49 4,702 20 88 508 15,799
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 1 11 45
Discounting Pension Liabilities: Funding versus Value 0 0 0 0 1 2 12 74
Portfolio Allocation for Public Pension Funds 0 0 0 0 0 2 14 19
Total Chapters 0 0 0 9 2 5 37 138


Statistics updated 2026-08-07