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 1 164 0 0 3 462
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 0 362 1 1 3 861
Callable Bonds and Hedging 1 1 6 390 1 6 41 1,430
Capital Positions of Japanese Banks 0 0 0 31 0 0 2 152
Capital positions of Japanese banks 0 0 2 25 0 1 5 320
Capital positions of Japanese banks 0 0 0 0 0 0 1 12
Change in Market Assessments of Deposit-Institution Riskiness 0 0 0 106 0 0 1 288
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 3 509 0 0 7 1,524
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 2 48 0 0 2 220
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns 0 0 0 0 1 1 1 22
Parameter variability, event studies, and the two-index model 0 0 0 0 0 0 0 10
Pricing the Risk of Recovery in Default with APR Violation 0 0 2 178 4 5 15 527
Pricing the Risks of Default 0 0 1 552 3 4 8 986
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 0 0 3 659
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 0 0 1 10
Risky debt prices and term-structure of credit spreads 0 0 0 0 0 0 5 7
The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan 0 0 0 78 0 2 18 1,061
The Technical Process of Bank Privatization in Mexico 0 0 1 216 0 0 3 466
Total Working Papers 1 1 18 2,660 10 20 119 9,017


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 16 1 2 2 79
Editorial 0 0 0 3 1 1 3 23
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 1 12 1 2 5 47
Gains in bank mergers: Evidence from the bond markets 2 3 15 281 3 5 29 669
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 2 33 1 6 12 177
Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns 0 0 0 56 0 0 1 278
Inside debt, bank default risk, and performance during the crisis 0 0 0 12 1 1 17 65
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 1 1 6 80
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 0 0 1 28 0 0 1 215
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 0 26 0 0 1 158
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 0 0 12 0 0 0 26
POLICY PAPER: The Technical Process of Bank Privatization in Mexico 0 0 1 11 1 1 3 61
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 0 2 18 0 0 6 91
Pricing the risk of recovery in default with absolute priority rule violation 0 0 3 70 0 0 8 156
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 7 1 1 1 29
Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis 0 0 3 66 0 1 6 216
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 0 115 0 1 2 524
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 0 0 11 0 0 3 44
Total Journal Articles 2 3 28 801 11 22 106 2,938


Statistics updated 2018-11-07