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 1 2 475
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 1 367 1 1 4 893
Callable Bonds and Hedging 0 0 4 417 1 4 20 1,662
Capital Positions of Japanese Banks 0 0 0 32 0 0 1 174
Capital positions of Japanese banks 0 0 0 26 0 1 2 368
Capital positions of Japanese banks 0 0 0 0 0 0 0 31
Change in Market Assessments of Deposit-Institution Riskiness 0 0 1 108 0 0 2 304
Hedging and Coordinated Risk Management: Evidence from Thrift Conversions 0 0 0 513 0 1 3 1,569
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 2 51 1 1 5 245
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns 0 0 0 0 0 0 0 33
Parameter variability, event studies, and the two-index model 0 0 0 0 0 0 0 22
Pricing the Risk of Recovery in Default with APR Violation 0 0 0 183 0 1 2 590
Pricing the Risks of Default 0 0 1 558 0 0 8 1,042
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 1 1 3 677
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 1 1 2 22
Risky debt prices and term-structure of credit spreads 0 0 0 0 0 0 0 10
The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan 0 0 0 83 0 0 1 1,095
The Technical Process of Bank Privatization in Mexico 0 0 0 218 1 1 1 484
Total Working Papers 0 0 9 2,722 6 13 56 9,696


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 1 2 22 0 2 6 107
Editorial 0 0 0 3 1 1 1 32
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 0 0 14 0 0 0 64
Gains in bank mergers: Evidence from the bond markets 0 2 4 307 0 2 11 758
Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns 0 0 0 57 0 0 0 284
Inside debt, bank default risk, and performance during the crisis 0 1 2 44 1 2 6 181
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 0 1 1 88
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 0 0 1 32 0 0 2 236
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 4 35 0 1 5 200
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 1 2 16 0 1 3 40
POLICY PAPER: The Technical Process of Bank Privatization in Mexico 0 0 0 14 0 0 1 73
Pay for Performance? CEO Compensation and Acquirer Returns in BHCs 0 0 0 25 1 2 6 124
Pricing the risk of recovery in default with absolute priority rule violation 0 0 2 82 0 0 3 185
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 9 0 0 0 39
Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis 0 0 0 66 0 0 1 276
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 0 121 1 2 2 555
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 0 0 19 2 2 5 94
Total Journal Articles 0 5 17 890 6 16 53 3,336


Statistics updated 2025-08-05