A Comparative Anatomy of Credit Risk Models
Capital Structure and Firm Performance: A New Approach to Testing Agency Theory and an Application to the Banking Industry
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
A Coherent Framework for Stress-Testing
New Keynesian, Open-Economy Models and Their Implications for Monetary Policy
Credit Scoring and the Availability, Price, and Risk of Small Business Credit
Bank Risk Rating of Business Loan
Is Corporate Governance Ineffective in Emerging Markets?
Understanding the Risk of Synthetic Cdos
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
There are 2 versions of this paper
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
The Implications of Risk Management Information Systems for the Organization of Financial Firms
Credit Derivatives and Risk Management
Do Indicators of Financial Crises Work? An Evaluation of an Early Warning System
Explaining Credit Default Swap Spreads With the Equity Volatility and Jump Risks of Individual Firms
Corporate Share Repurchases in the 1990s: What Role Do Stock Options Play?
Currency Hedging and Corporate Governance: A Cross-Country Analysis
Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure
There are 3 versions of this paper
Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure
Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure
Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure
Stock Prices, Expected Returns, and Inflation
Parameterizing Credit Risk Models with Rating Data
There are 2 versions of this paper
Parameterizing Credit Risk Models with Rating Data
Parameterizing Credit Risk Models with Rating Data
The Dynamics of Market Entry: The Effects of Mergers and Acquisitions on Entry in the Banking Industry
Testing Conflicts of Interest at Bond Rating Agencies with Market Anticipation: Evidence that Reputation Incentives Dominate
The Current International Financial Crisis: How Much is New?
Preventing Deflation: Lessons from Japan's Experience in the 1990s
'Big Bang' Deregulation and Japanese Corporate Governance: A Survey of the Issues
Consumer Sentiment and the Stock Market
The Resurgence of Growth in the Late 1990s: Is Information Technology the Story?
Good News is No News? The Impact of Credit Rating Changes on the Pricing of Asset-Backed Securities
Information Systems for Risk Management
The Integration of the Financial Services Industry: Where are the Efficiencies?
Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates
Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities
The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function
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The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function
The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function
Currency and Banking Crises: The Early Warnings of Distress
There are 2 versions of this paper
Currency and Banking Crises: The Early Warnings of Distress
Currency and Banking Crises: The Early Warnings of Distress
Evaluating Correlation Breakdowns During Periods of Market Volatility
How Accurate are Value-at-Risk Models at Commercial Banks
Earnings Forecasts and the Predictability of Stock Returns:Evidence from Trading the S&P
Good News and Bad News About Share Repurchases
The Growth of Consumer Credit and the Household Debt Service Burden
Learning from History: Volatility and Financial Crises
Uncovering Country Risk in Emerging Market Bond Prices
Measuring Counterparty Credit Exposure to a Margined Counterparty
Information Costs and Home Bias: An Analysis of U.S. Holdings of Foreign Equities
Bitcoin: Technical Background and Data Analysis
Information Technology and Productivity: Where are We Now and Where are We Going?
Size, Charter Value and Risk in Banking: An International Perspective
The Rise in U.S. Household Indebtedness: Causes and Consequences
Measuring the Reaction of Monetary Policy to the Stock Market
There are 2 versions of this paper