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 1 405
A structural model of contingent bank capital 0 0 0 162 0 1 1 359
An Empirical Investigation of Bond Prices and Inflation 0 0 0 0 0 0 0 190
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 0 10 1,858
Bank Consolidation and Consumer Loan Interest Rates 0 0 0 470 0 1 1 2,920
Bank consolidation and consumer loan interest rates 0 0 0 0 0 1 1 56
Bank deposit rate clustering: theory and empirical evidence 0 0 2 436 0 0 3 1,419
Banks and Loan Sales: Marketing Non-Marketable Assets 0 0 1 768 0 0 2 2,316
Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) 0 0 0 1 0 1 2 425
Contingent Capital: The Case for COERCs 0 0 1 71 0 1 3 221
Deriving developing country repayment capacity from the market prices of sovereign debt 0 0 0 59 0 0 0 464
Discounting Pension Liabilities: Funding versus Value 0 0 0 30 0 1 2 94
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 0 2 98
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions 0 0 0 0 0 0 2 379
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 0 2 3 1,073
Estimating the cost of U.S. indexed bonds 0 0 0 324 0 0 0 913
Government Guarantees for Old Age Income 0 0 0 0 0 0 1 115
Government guarantees on pension fund returns 0 0 0 30 1 1 2 133
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 0 0 174 1 3 4 594
Harming depositors and helping borrowers: the disparate impact of bank consolidation 0 0 0 0 0 0 1 35
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 1 3 159 0 3 13 433
Information Disclosure and Bank Runs 0 0 0 0 0 1 1 131
Loan Sales and the Cost of Bank Capital 0 0 0 0 0 1 1 454
Loan Sales and the Cost of Bank Capital 0 0 0 0 0 0 3 336
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 2 3 3 20
Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime 0 0 0 0 0 0 1 104
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 0 0 1 156
Security Baskets and Index-Linked Securities 0 0 0 0 0 0 5 815
Security Baskets and Index-Linked Securities 0 0 1 90 1 1 2 443
Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term 0 0 0 64 0 1 3 274
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 1 0 1 1 190
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term 0 0 0 0 0 0 0 44
Transaction Contracts 0 0 0 0 0 0 5 2,061
Why Do Banks Target ROE? 0 0 1 18 0 0 4 64
Why do banks target ROE? 0 0 0 34 0 1 7 147
Total Working Papers 0 1 9 3,288 6 25 91 19,980


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 1 172 1 2 3 466
Alternative forms of deposit insurance: Pricing and bank incentive issues 0 0 2 195 0 0 5 470
Bank Deposit Rate Clustering: Theory and Empirical Evidence 0 0 2 149 0 2 6 631
Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums 0 0 0 109 0 0 3 475
Banks and loan sales Marketing nonmarketable assets 0 1 5 601 1 5 23 1,623
Banks and loan sales: evidence of implicit contracts 0 0 0 0 0 0 0 116
Comment on "Intermediation and Vertical Integration." 0 0 0 0 0 1 1 57
Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? 0 0 0 0 0 0 1 202
Comments on Morgan and Stiroh 0 0 0 5 0 1 1 33
Deposit insurance premiums and the value of the banking insurance fund: should they be linked? 0 0 0 0 0 0 0 222
Deposit insurance, bank regulation, and financial system risks 0 2 4 342 4 7 12 800
Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence 0 0 0 104 0 1 5 259
Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds 0 0 0 37 0 0 0 153
Financial Intermediaries and Liquidity Creation 2 11 23 661 2 18 49 1,769
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation 0 0 0 57 0 0 2 184
Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data 0 0 1 305 0 2 5 756
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 0 0 6 194 1 6 21 456
Introduction: Special Issue on Pricing the Risks of Deposit Insurance 0 0 0 22 0 0 1 72
Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits 0 1 10 272 0 3 23 479
Optimal portfolio choice and the collapse of a fixed-exchange rate regime 0 0 1 31 1 1 4 96
Portfolio allocation for public pension funds* 0 1 2 53 0 2 11 200
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 0 1 2 130 0 3 8 333
Security Baskets and Index-Linked Securities 0 2 7 256 1 7 31 1,221
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 1 2 167 0 2 4 328
The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis 0 0 2 93 0 1 4 256
The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 390 0 0 2 1,068
The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach 0 0 1 63 0 0 1 171
The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves 0 0 0 66 0 1 2 137
The Value of Pension Benefit Guaranty Corporation Insurance 0 0 0 100 0 0 0 348
The behavior of interest rates implied by the term structure of Eurodollar future 0 0 0 1 0 0 6 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 2 20 71 4,629 11 65 234 15,567


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 2 4 60
Portfolio Allocation for Public Pension Funds 0 0 0 0 0 0 3 3
Total Chapters 0 0 0 9 0 2 7 97


Statistics updated 2025-04-04