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 1 1 3 463
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 1 363 0 1 8 867
Callable Bonds and Hedging 0 0 1 390 2 8 36 1,447
Capital Positions of Japanese Banks 0 0 0 31 1 1 3 154
Capital positions of Japanese banks 0 0 0 25 2 2 6 324
Capital positions of Japanese banks 0 0 0 0 2 2 3 14
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 1 2 3 511 1 4 9 1,529
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 1 48 0 0 3 222
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns 0 0 0 0 0 0 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 6 19 537
Pricing the Risks of Default 0 0 0 552 2 4 12 993
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 0 0 0 659
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 1 1 10 1,062
The Technical Process of Bank Privatization in Mexico 0 0 1 216 1 1 5 469
Total Working Papers 1 2 8 2,663 15 31 121 9,077

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 1 17 0 0 4 81
Editorial 0 0 0 3 0 0 5 25
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 0 12 1 1 8 51
Gains in bank mergers: Evidence from the bond markets 1 1 12 282 1 3 25 675
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 3 4 4 37 6 9 20 187
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 1 1 1 13 2 4 12 69
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 0 0 3 80
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 0 0 2 29 1 1 4 218
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 0 26 1 1 2 159
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 0 1 61
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 0 0 18 0 0 2 91
Pricing the risk of recovery in default with absolute priority rule violation 0 1 2 71 0 2 7 160
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 7 0 0 1 29
Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis 0 0 2 66 0 0 4 216
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 0 115 1 1 5 527
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 1 2 13 0 1 4 47
Total Journal Articles 5 8 26 812 13 23 107 2,980

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Statistics updated 2019-04-03