Ke Wang

Board of Governors of the Federal Reserve System

Senior Economist - Supervision & Regulation Divsion

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

5

DOWNLOADS
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1,237

CITATIONS
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Top 23,959

in Total Papers Citations

18

Scholarly Papers (5)

Multi-Period Corporate Default Prediction with Stochastic Covariates

FDIC Center For Financial Research Working Paper No. 2006-05
Number of pages: 44 Posted: 23 May 2006
Stanford University - Graduate School of Business, Independent and Board of Governors of the Federal Reserve System
Downloads 689 (35,473)
Citation 9

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default, bankruptcy, duration analysis, doubly stochastic

Multi-Period Corporate Default Prediction with Stochastic Covariates

NBER Working Paper No. w11962
Number of pages: 46 Posted: 24 Apr 2006 Last Revised: 09 Sep 2010
Stanford University - Graduate School of Business, Independent and Board of Governors of the Federal Reserve System
Downloads 68 (334,215)
Citation 195

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Multi-Period Corporate Failure Prediction with Stochastic Covariates

AFA 2005 Philadelphia Meetings Paper
Number of pages: 43 Posted: 12 Jan 2005
Darrell Duffie and Ke Wang
Stanford University - Graduate School of Business and Board of Governors of the Federal Reserve System
Downloads 250 (120,163)
Citation 1

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Multi-Period Corporate Failure Prediction with Stochastic Covariates

NBER Working Paper No. w10743
Number of pages: 46 Posted: 23 Sep 2004 Last Revised: 24 Aug 2009
Darrell Duffie and Ke Wang
Stanford University - Graduate School of Business and Board of Governors of the Federal Reserve System
Downloads 76 (313,700)
Citation 14

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3.

The Fall of Organ Bank Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-War Japan

Number of pages: 41 Posted: 26 Mar 2006
University of Tokyo - Faculty of Economics, Nagoya City University and Board of Governors of the Federal Reserve System
Downloads 88 (284,227)

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bank, relationship lending, Japan, failure, M&A, banking consolidation

4.

Information and Liquidity of Over-the-Counter Securities: Evidence from Public Registration of Rule 144A Bonds

Number of pages: 56 Posted: 12 Jun 2017 Last Revised: 27 May 2018
Federal Reserve Board - Division of Research and Statistics, University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University and Board of Governors of the Federal Reserve System
Downloads 41 (415,121)

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Rule 144A bond, broker-dealers, public registration, liquidity, information disclosure

5.

Information and Liquidity of OTC Securities: Evidence from Public Registration of Rule 144a Bonds

FEDS Working Paper No. 2018-061
Number of pages: 46 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Federal Reserve Board - Division of Research and Statistics, University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University and Board of Governors of the Federal Reserve System
Downloads 25 (492,325)

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Rule 144A bond, Public registration, Information disclosure, Broker-dealers, Liquidity