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 2 5 6 480
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 0 367 7 12 15 905
Callable Bonds and Hedging 1 1 1 418 2 4 13 1,667
Capital Positions of Japanese Banks 0 0 0 32 4 4 4 178
Capital positions of Japanese banks 0 0 0 0 0 5 5 36
Capital positions of Japanese banks 0 0 0 26 1 2 4 370
Change in Market Assessments of Deposit-Institution Riskiness 0 0 1 108 1 2 4 306
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 0 513 0 2 3 1,571
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 1 51 2 5 8 250
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns 0 0 0 0 2 3 3 36
Parameter variability, event studies, and the two-index model 0 0 0 0 0 1 1 23
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 2 560 2 6 10 1,049
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 0 1 3 678
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 0 2 4 24
Risky debt prices and term-structure of credit spreads 0 0 0 0 1 2 3 13
The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan 0 0 0 83 2 3 3 1,098
The Technical Process of Bank Privatization in Mexico 0 0 0 218 3 3 4 487
Total Working Papers 1 2 5 2,725 29 62 94 9,761


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 2 23 2 5 10 112
Editorial 0 0 0 3 1 1 3 34
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 0 14 0 1 1 65
Gains in bank mergers: Evidence from the bond markets 0 0 4 307 1 3 13 762
Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns 0 0 0 57 3 7 7 291
Inside debt, bank default risk, and performance during the crisis 0 0 1 44 2 2 6 184
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 2 3 4 91
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 0 0 1 32 0 1 3 237
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 0 35 1 2 3 202
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 0 1 16 2 2 4 43
POLICY PAPER: The Technical Process of Bank Privatization in Mexico 0 0 0 14 1 4 4 77
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 0 0 25 0 2 8 127
Pricing the risk of recovery in default with absolute priority rule violation 0 0 1 82 0 2 4 187
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 9 4 5 5 44
Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis 0 0 0 66 0 1 2 277
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 0 121 3 3 5 558
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 1 1 20 3 7 10 101
Total Journal Articles 1 2 11 892 25 51 92 3,392


Statistics updated 2026-01-09