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 0 165 0 0 1 474
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 1 367 1 1 2 891
Callable Bonds and Hedging 0 1 4 417 0 3 23 1,656
Capital Positions of Japanese Banks 0 0 0 32 0 0 2 174
Capital positions of Japanese banks 0 0 0 26 0 0 1 366
Capital positions of Japanese banks 0 0 0 0 0 0 0 31
Change in Market Assessments of Deposit-Institution Riskiness 1 1 1 108 2 2 2 304
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 1 513 0 1 4 1,568
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 1 3 51 1 2 5 244
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 1 589
Pricing the Risks of Default 0 0 2 558 1 3 10 1,041
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 0 1 1 675
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 1 1 1 21
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 0 83 0 1 1 1,095
The Technical Process of Bank Privatization in Mexico 0 0 0 218 0 0 1 483
Total Working Papers 1 3 12 2,722 6 15 55 9,677


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 1 1 21 2 3 3 104
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 1 1 304 1 3 6 752
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 0 0 2 43 0 0 6 178
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 1 1 2 235
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 5 35 0 0 5 199
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 0 1 15 0 0 3 39
POLICY PAPER: The Technical Process of Bank Privatization in Mexico 0 0 0 14 0 1 1 73
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 0 2 25 1 1 6 120
Pricing the risk of recovery in default with absolute priority rule violation 0 1 2 82 0 1 2 184
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 0 1 275
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 0 121 0 0 0 553
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 0 0 19 0 1 2 91
Total Journal Articles 0 3 14 883 5 11 37 3,308


Statistics updated 2025-03-03