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 1 4 8 482
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 0 367 1 10 17 908
Callable Bonds and Hedging 0 1 1 418 4 10 19 1,675
Capital Positions of Japanese Banks 0 0 0 32 1 9 9 183
Capital positions of Japanese banks 0 0 0 26 1 6 9 375
Capital positions of Japanese banks 0 0 0 0 1 5 10 41
Change in Market Assessments of Deposit-Institution Riskiness 0 0 0 108 0 4 5 309
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 0 513 0 4 7 1,575
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 0 51 2 8 12 256
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns 0 0 0 0 1 5 6 39
Parameter variability, event studies, and the two-index model 0 0 0 0 0 2 3 25
Pricing the Risk of Recovery in Default with APR Violation 0 0 0 183 0 0 1 590
Pricing the Risks of Default 0 1 3 561 1 7 13 1,054
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 2 6 9 684
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 0 4 7 28
Risky debt prices and term-structure of credit spreads 0 0 0 0 0 2 4 14
The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan 0 0 0 83 1 3 4 1,099
The Technical Process of Bank Privatization in Mexico 0 0 0 218 0 9 10 493
Total Working Papers 0 2 4 2,726 16 98 153 9,830


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 2 23 0 4 10 114
Editorial 0 0 0 3 0 3 5 36
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 0 14 1 5 6 70
Gains in bank mergers: Evidence from the bond markets 0 0 3 307 2 6 15 767
Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns 0 0 0 57 0 6 10 294
Inside debt, bank default risk, and performance during the crisis 0 0 1 44 0 7 11 189
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 1 5 7 94
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 0 0 1 32 0 4 6 241
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 0 35 1 5 7 206
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 0 1 16 0 4 6 45
POLICY PAPER: The Technical Process of Bank Privatization in Mexico 0 0 0 14 0 5 8 81
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 0 0 25 0 2 9 129
Pricing the risk of recovery in default with absolute priority rule violation 0 0 0 82 0 2 5 189
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 9 1 10 11 50
Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis 0 0 0 66 0 0 2 277
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 0 121 0 7 9 562
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 0 1 20 4 9 16 107
Total Journal Articles 0 1 9 892 10 84 143 3,451


Statistics updated 2026-03-04