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 0 165 0 0 1 474
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads 0 0 1 367 0 1 3 892
Callable Bonds and Hedging 0 0 4 417 2 4 20 1,660
Capital Positions of Japanese Banks 0 0 0 32 0 0 1 174
Capital positions of Japanese banks 0 0 0 0 0 0 0 31
Capital positions of Japanese banks 0 0 0 26 1 2 2 368
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 1 513 0 0 3 1,568
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 2 51 0 0 4 244
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 1 1 2 590
Pricing the Risks of Default 0 0 1 558 0 1 8 1,042
Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process 0 0 0 1 0 1 2 676
Relationship lending and credit availability during the Asian financial crisis 0 0 0 0 0 0 1 21
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 0 0 1 483
Total Working Papers 0 0 10 2,722 4 10 51 9,687


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 2 22 1 2 5 106
Editorial 0 0 0 3 0 0 0 31
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 2 3 4 307 2 6 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 0 1 43 0 1 5 179
Introduction to the Special Issue: The Bank Structure Conference through the years 0 0 0 24 1 1 1 88
Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions 0 1 1 32 0 1 3 236
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms 0 0 4 35 1 1 5 200
On the Intertemporal Behavior of the Short-Term Rate of Interest 0 0 1 15 0 0 2 39
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 2 25 0 2 6 122
Pricing the risk of recovery in default with absolute priority rule violation 0 0 2 82 0 1 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 1 1 276
The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan 0 0 0 121 0 0 0 553
The effects of resolution methods and industry stress on the loss on assets from bank failures 0 0 0 19 0 1 3 92
Total Journal Articles 3 5 17 888 5 17 46 3,325


Statistics updated 2025-06-06