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 1 1 2 467
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 1 364 1 1 5 873
Callable Bonds and Hedging 1 1 5 395 4 7 44 1,508
Capital Positions of Japanese Banks 0 0 0 31 2 3 6 160
Capital positions of Japanese banks 0 0 0 25 3 4 25 351
Capital positions of Japanese banks 0 0 0 0 3 6 13 27
Change in Market Assessments of Deposit-Institution Riskiness 0 0 0 106 1 2 8 296
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 0 511 1 3 8 1,543
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 0 48 2 2 8 230
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns 0 0 0 0 2 3 8 30
Parameter variability, event studies, and the two-index model 0 0 0 0 3 4 9 19
Pricing the Risk of Recovery in Default with APR Violation 0 1 2 180 4 7 21 561
Pricing the Risks of Default 1 1 1 555 3 4 14 1,014
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 2 3 7 667
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 1 3 5 15
Risky debt prices and term-structure of credit spreads 0 0 0 0 1 2 3 10
The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan 0 0 0 78 2 7 12 1,074
The Technical Process of Bank Privatization in Mexico 0 0 0 216 3 3 5 475
Total Working Papers 2 3 9 2,674 39 65 203 9,320


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 17 1 3 7 88
Editorial 0 0 0 3 1 1 4 30
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 1 14 1 1 6 60
Gains in bank mergers: Evidence from the bond markets 1 1 3 286 3 4 16 696
Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns 0 0 0 56 2 2 3 281
Inside debt, bank default risk, and performance during the crisis 0 1 7 22 1 3 34 116
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 1 1 5 85
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 0 1 1 30 1 2 4 222
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 1 27 1 4 12 172
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 0 0 12 1 1 2 29
POLICY PAPER: The Technical Process of Bank Privatization in Mexico 0 0 3 14 1 1 4 65
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 2 3 21 1 3 5 96
Pricing the risk of recovery in default with absolute priority rule violation 0 0 2 74 2 3 7 170
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 7 1 1 5 34
Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis 0 0 0 66 2 11 32 252
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 1 116 4 5 11 538
The effects of resolution methods and industry stress on the loss on assets from bank failures 1 1 1 14 3 3 13 60
Total Journal Articles 2 6 23 803 27 49 170 2,994


Statistics updated 2020-09-04