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 3 7 481
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 0 367 2 10 17 907
Callable Bonds and Hedging 0 1 1 418 4 7 15 1,671
Capital Positions of Japanese Banks 0 0 0 32 4 8 8 182
Capital positions of Japanese banks 0 0 0 26 4 6 8 374
Capital positions of Japanese banks 0 0 0 0 4 7 9 40
Change in Market Assessments of Deposit-Institution Riskiness 0 0 1 108 3 5 7 309
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 0 513 4 6 7 1,575
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 0 51 4 8 11 254
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns 0 0 0 0 2 5 5 38
Parameter variability, event studies, and the two-index model 0 0 0 0 2 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 1 1 3 561 4 7 13 1,053
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 4 4 7 682
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 4 6 8 28
Risky debt prices and term-structure of credit spreads 0 0 0 0 1 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 0 3 3 1,098
The Technical Process of Bank Privatization in Mexico 0 0 0 218 6 9 10 493
Total Working Papers 1 2 5 2,726 53 98 143 9,814


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 2 4 12 114
Editorial 0 0 0 3 2 3 5 36
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 0 14 4 5 5 69
Gains in bank mergers: Evidence from the bond markets 0 0 3 307 3 5 14 765
Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns 0 0 0 57 3 6 10 294
Inside debt, bank default risk, and performance during the crisis 0 0 1 44 5 7 11 189
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 2 5 6 93
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 0 0 1 32 4 4 7 241
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 0 35 3 4 6 205
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 0 1 16 2 4 6 45
POLICY PAPER: The Technical Process of Bank Privatization in Mexico 0 0 0 14 4 5 8 81
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 0 0 25 2 4 10 129
Pricing the risk of recovery in default with absolute priority rule violation 0 0 0 82 2 2 5 189
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 9 5 10 10 49
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 4 7 9 562
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 0 1 20 2 7 12 103
Total Journal Articles 0 1 9 892 49 82 138 3,441


Statistics updated 2026-02-12