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 0 164 0 0 0 472
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 0 366 0 0 1 887
Callable Bonds and Hedging 1 1 6 404 2 3 35 1,590
Capital Positions of Japanese Banks 0 0 0 32 0 0 3 170
Capital positions of Japanese banks 0 0 0 26 0 0 0 365
Capital positions of Japanese banks 0 0 0 0 0 0 0 31
Change in Market Assessments of Deposit-Institution Riskiness 0 0 1 107 0 0 1 302
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 0 512 0 0 7 1,563
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 0 48 0 0 3 239
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 1 183 0 2 6 583
Pricing the Risks of Default 0 0 0 556 2 5 5 1,027
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 0 0 2 673
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 0 0 0 19
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 1 80 1 1 4 1,085
The Technical Process of Bank Privatization in Mexico 0 0 1 217 0 0 2 481
Total Working Papers 1 1 10 2,696 5 11 69 9,552


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 1 1 1 20 2 2 3 98
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 3 300 0 0 6 739
Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns 0 0 1 57 0 0 2 284
Inside debt, bank default risk, and performance during the crisis 0 1 4 38 1 3 14 159
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 0 0 1 87
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 0 0 0 31 0 0 0 232
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 0 30 0 0 3 192
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 0 0 12 0 0 1 33
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 0 22 0 1 3 109
Pricing the risk of recovery in default with absolute priority rule violation 0 0 1 78 0 0 1 180
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 3 273
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 0 117 0 0 1 545
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 0 0 16 0 2 7 79
Total Journal Articles 1 2 10 851 3 9 45 3,216


Statistics updated 2022-11-05