Michael Shafer

Providence College

Assistant Professor

1 Cunningham Square

Providence, RI 02918

United States

SCHOLARLY PAPERS

4

DOWNLOADS

340

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Operational Risk and Equity Prices

Number of pages: 43 Posted: 21 Nov 2011 Last Revised: 07 Sep 2018
Michael Shafer and Yildiray Yildirim
Providence College and Zicklin School of Business, Baruch College - The City University of New York
Downloads 199 (155,000)

Abstract:

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Operational risk, stock prices, stock returns

2.

Environmental, Social, and Governance Practices and Perceived Tail Risk

Number of pages: 39 Posted: 13 Aug 2018 Last Revised: 01 Nov 2018
Michael Shafer and Edward Szado
Providence College and Providence College
Downloads 98 (272,951)

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ESG, CSR, Tail Risk, Crash Risk

3.

The Impact of Policy Decisions on Global Liquidity During the Recent Financial Crisis

Number of pages: 22 Posted: 10 Feb 2015
Center For Computational Finance, Ozyegin University, Providence College and Zicklin School of Business, Baruch College - The City University of New York
Downloads 43 (419,714)

Abstract:

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Covered Interest Rate Parity, Economic Policy, Financial Crisis, Currency Liquidity, Foreign Exchange Rates

4.

The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties

Journal of Real Estate Finance and Economics, Vol. 56, No. 1, 2018, Baruch College Zicklin School of Business Research Paper No. 2018-02-07
Posted: 08 Feb 2018 Last Revised: 27 Feb 2018
Brent W. Ambrose, Michael Shafer and Yildiray Yildirim
Pennsylvania State University, Providence College and Zicklin School of Business, Baruch College - The City University of New York

Abstract:

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Commercial Mortgages; Mortgage Spreads; Mortgage Default Rates; Tenant Diversification