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 0 0 3 151 1 1 21 318
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 6 14 100 1,331
Bank Consolidation and Consumer Loan Interest Rates 0 0 0 470 0 1 2 2,880
Bank deposit rate clustering: theory and empirical evidence 0 1 2 426 1 2 8 1,389
Banks and Loan Sales: Marketing Non-Marketable Assets 0 0 0 754 0 1 8 2,237
Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) 0 0 0 1 0 0 2 390
Contingent Capital: The Case for COERCs 1 1 1 68 1 4 9 193
Deriving developing country repayment capacity from the market prices of sovereign debt 0 0 0 58 0 2 4 444
Discounting Pension Liabilities: Funding versus Value 0 1 1 26 1 5 14 71
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 1 1 2 93
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 1 3 374
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 1 6 330 3 5 14 1,006
Estimating the cost of U.S. indexed bonds 0 0 0 324 0 1 2 907
Government Guarantees for Old Age Income 0 0 0 0 0 0 0 104
Government guarantees on pension fund returns 0 0 1 27 1 2 6 99
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 1 2 168 1 5 13 556
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 1 3 131 0 1 9 340
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 1 5 279
Loan Sales and the Cost of Bank Capital 0 0 0 0 1 4 4 403
Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime 0 0 0 0 0 0 2 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 0 2 7 134
Security Baskets and Index-Linked Securities 0 0 0 0 0 1 10 740
Security Baskets and Index-Linked Securities 0 0 2 86 0 2 8 404
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 0 0 0 0 41
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 1 0 0 1 185
Transaction Contracts 0 0 0 0 0 1 21 2,020
Why do banks target ROE? 0 0 20 22 1 10 36 40
Total Working Papers 1 6 41 3,153 18 67 315 18,227


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 0 166 0 1 5 437
Alternative forms of deposit insurance: Pricing and bank incentive issues 0 2 2 190 0 2 5 450
Bank Deposit Rate Clustering: Theory and Empirical Evidence 0 0 2 141 1 3 10 598
Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums 0 0 0 105 0 1 7 452
Banks and loan sales Marketing nonmarketable assets 4 9 44 497 11 31 122 1,245
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 1 2 197
Comments on Morgan and Stiroh 0 1 1 5 0 1 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 1 4 11 275 2 11 27 661
Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence 0 0 1 91 0 1 5 208
Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds 0 1 2 35 0 1 3 133
Financial Intermediaries and Liquidity Creation 2 6 30 514 8 19 98 1,352
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation 0 0 0 50 0 0 0 155
Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data 0 0 3 273 0 2 8 684
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 0 1 2 150 1 2 7 327
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 1 3 14 195 1 6 26 325
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 0 0 7 153
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 1 2 119 0 4 9 292
Security Baskets and Index-Linked Securities 1 6 15 212 2 12 41 1,005
Special Issue: Risk Transfer Mechanisms and Financial Stability 0 1 1 34 0 1 1 99
Special issue: Banking and bank regulation: Challenges for the future 0 1 1 160 0 1 3 299
The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis 0 2 4 79 1 3 6 227
The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 2 5 374 1 3 10 1,015
The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach 0 0 0 57 0 0 1 155
The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves 0 0 2 59 0 0 3 116
The Value of Pension Benefit Guaranty Corporation Insurance 0 1 2 99 0 2 6 335
The behavior of interest rates implied by the term structure of Eurodollar future 0 0 0 1 0 0 4 1,273
The opening of new markets for bank assets 0 0 0 0 0 0 0 406
The value of Pension Benefit Guaranty Corporation insurance 0 0 0 1 1 2 7 261
Valuation of Interest Payment Guarantees on Developing Country Debt 0 0 1 5 0 0 4 25
Total Journal Articles 9 41 147 3,991 29 110 433 13,459


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 30
Discounting Pension Liabilities: Funding versus Value 0 0 0 0 0 1 6 38
Total Chapters 0 0 0 9 0 1 6 68


Statistics updated 2019-07-03