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 1 1 1 363 4 6 8 866
Callable Bonds and Hedging 0 1 4 390 3 10 41 1,439
Capital Positions of Japanese Banks 0 0 0 31 0 1 2 153
Capital positions of Japanese banks 0 0 0 0 0 0 1 12
Capital positions of Japanese banks 0 0 2 25 2 2 6 322
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 1 509 0 1 6 1,525
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 1 48 2 2 3 222
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns 0 0 0 0 0 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 0 178 2 8 15 531
Pricing the Risks of Default 0 0 1 552 1 6 10 989
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 0 0 1 659
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 1 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 0 12 1,061
The Technical Process of Bank Privatization in Mexico 0 0 1 216 2 2 5 468
Total Working Papers 1 2 12 2,661 16 39 117 9,046


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 1 17 1 3 4 81
Editorial 0 0 0 3 2 3 5 25
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 1 12 3 4 8 50
Gains in bank mergers: Evidence from the bond markets 0 2 15 281 1 6 30 672
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 0 33 0 2 11 178
Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns 0 0 0 56 0 0 0 278
Inside debt, bank default risk, and performance during the crisis 0 0 0 12 0 1 15 65
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 0 1 6 80
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 1 1 2 29 1 2 3 217
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 0 11 0 1 2 61
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 0 0 18 0 0 3 91
Pricing the risk of recovery in default with absolute priority rule violation 0 0 3 70 1 2 8 158
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 7 0 1 1 29
Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis 0 0 2 66 0 0 5 216
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 0 115 2 2 4 526
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 1 1 12 1 2 5 46
Total Journal Articles 2 5 25 804 12 30 111 2,957


Statistics updated 2019-01-02