Access Statistics for Haluk Unal

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Approach to Estimate Recovery Rates with APR Violation from Debt Spreads 0 0 1 165 0 0 1 473
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 0 366 0 0 0 889
Callable Bonds and Hedging 0 0 5 413 2 7 23 1,640
Capital Positions of Japanese Banks 0 0 0 32 1 1 3 173
Capital positions of Japanese banks 0 0 0 0 0 0 0 31
Capital positions of Japanese banks 0 0 0 26 0 1 1 366
Change in Market Assessments of Deposit-Institution Riskiness 0 0 0 107 0 0 0 302
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 0 512 0 1 2 1,565
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 1 1 49 0 1 1 240
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns 0 0 0 0 0 0 0 33
Parameter variability, event studies, and the two-index model 0 0 0 0 0 0 0 22
Pricing the Risk of Recovery in Default with APR Violation 0 0 0 183 0 0 2 588
Pricing the Risks of Default 1 1 1 557 2 3 5 1,034
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 0 0 1 674
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 0 0 0 20
Risky debt prices and term-structure of credit spreads 0 0 0 0 0 0 0 10
The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan 0 0 2 83 0 0 7 1,094
The Technical Process of Bank Privatization in Mexico 0 0 0 218 0 0 0 482
Total Working Papers 1 2 10 2,712 5 14 46 9,636


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 0 20 0 0 1 101
Editorial 0 0 0 3 0 0 0 31
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 0 14 0 0 0 64
Gains in bank mergers: Evidence from the bond markets 0 0 2 303 0 1 5 747
Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns 0 0 0 57 0 0 0 284
Inside debt, bank default risk, and performance during the crisis 1 1 2 42 1 2 8 174
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 0 0 0 87
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 0 0 0 31 0 0 0 233
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 1 1 31 0 1 2 195
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 0 1 14 0 1 3 37
POLICY PAPER: The Technical Process of Bank Privatization in Mexico 0 0 0 14 0 0 0 72
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 0 1 23 2 2 6 116
Pricing the risk of recovery in default with absolute priority rule violation 0 0 1 80 0 0 1 182
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 9 0 0 0 39
Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis 0 0 0 66 0 1 1 275
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 4 121 0 0 4 553
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 0 1 19 0 0 6 89
Total Journal Articles 1 2 13 871 3 8 37 3,279


Statistics updated 2024-06-06