Access Statistics for Haluk Unal

Author contact details at EconPapers.

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 3 4 478
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 0 367 1 5 8 898
Callable Bonds and Hedging 0 0 1 417 1 3 12 1,665
Capital Positions of Japanese Banks 0 0 0 32 0 0 0 174
Capital positions of Japanese banks 0 0 0 0 3 5 5 36
Capital positions of Japanese banks 0 0 0 26 1 1 3 369
Change in Market Assessments of Deposit-Institution Riskiness 0 0 1 108 1 1 3 305
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 0 513 2 2 4 1,571
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 1 51 2 3 6 248
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns 0 0 0 0 1 1 1 34
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 1 4 9 1,047
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 0 1 4 678
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 2 2 4 24
Risky debt prices and term-structure of credit spreads 0 0 0 0 0 1 2 12
The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan 0 0 0 83 1 1 2 1,096
The Technical Process of Bank Privatization in Mexico 0 0 0 218 0 0 1 484
Total Working Papers 0 1 5 2,724 16 34 70 9,732


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 2 22 0 3 9 110
Editorial 0 0 0 3 0 0 2 33
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 0 14 1 1 1 65
Gains in bank mergers: Evidence from the bond markets 0 0 4 307 1 2 12 761
Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns 0 0 0 57 0 4 4 288
Inside debt, bank default risk, and performance during the crisis 0 0 1 44 0 0 4 182
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 1 1 2 89
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 0 1 2 201
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 0 1 16 0 1 2 41
POLICY PAPER: The Technical Process of Bank Privatization in Mexico 0 0 0 14 0 3 4 76
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 0 0 25 2 3 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 1 1 1 40
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 0 0 2 555
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 1 1 20 2 4 8 98
Total Journal Articles 0 1 11 891 8 28 70 3,367


Statistics updated 2025-12-06