Craig B. Merrill

Brigham Young University

Provo, UT 84602

United States

Wharton Financial Institutions Center

Fellow

2306 Steinberg Hall-Dietrich Hall

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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2,801

CITATIONS
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SSRN RANKINGS

Top 15,425

in Total Papers Citations

23

Scholarly Papers (8)

1.

Default Risk and the Effective Duration of Bonds

World Bank Policy Research Working Paper No. 1511
Number of pages: 22 Posted: 20 Apr 2016
David F. Babbel and Craig B. Merrill
University of Pennsylvania - The Wharton School - Finance and Insurance Departments and Brigham Young University
Downloads 733 (23,964)
Citation 5

Abstract:

2.

Rational Decumulation

Wharton Financial Institutions Center Working Paper No. 06-14
Number of pages: 35 Posted: 18 Jul 2006
David F. Babbel and Craig B. Merrill
University of Pennsylvania - The Wharton School - Finance and Insurance Departments and Brigham Young University
Downloads 472 (43,857)
Citation 13

Abstract:

Annuities, Asset allocation, Retirement, Default, Insurance

Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?

Fisher College of Business Working Paper No. 2012-03-12, Charles A. Dice Center Working Paper No. 2012-12
Number of pages: 47 Posted: 24 Jul 2012 Last Revised: 10 Feb 2013
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Federal Reserve Board of Governors
Downloads 304 (81,797)
Citation 1

Abstract:

Mark-to-market accounting, capital requirements, RMBS, fire sale, financial crisis

Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?

NBER Working Paper No. w18270
Number of pages: 47 Posted: 03 Aug 2012
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 28 (419,934)
Citation 1

Abstract:

4.

The Effect of Transaction Size on Off-the-Run Treasury Prices

Wharton Financial Institutions Center Working Paper No. 01-03
Number of pages: 29 Posted: 04 May 2001
University of Pennsylvania - The Wharton School - Finance and Insurance Departments, Brigham Young University, Princeton Economics Group, Inc. and University of New South Wales (UNSW) - Faculty of Law
Downloads 248 (99,009)
Citation 3

Abstract:

Price pressure, off-the-run Treasury bond and note, segmentation, liquidity

5.

Risky Loss Distributions and Modeling the Loss Reserve Payout Tail

Number of pages: 34 Posted: 01 Nov 2004
J David Cummins, James McDonald and Craig B. Merrill
Temple University - Risk Management & Insurance & Actuarial Science, Brigham Young University - Department of Economics and Brigham Young University
Downloads 236 (100,234)
Citation 1

Abstract:

Loss distributions, loss reserves, generalized beta distribution, liability insurance

6.

Why Were There Fire Sales of Mortgage-Backed Securities by Financial Institutions during the Financial Crisis?

Charles A. Dice Center Working Paper No. 2013-02, Fisher College of Business Working Paper No. 2013-03-02
Number of pages: 57 Posted: 26 Feb 2013 Last Revised: 15 May 2014
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Federal Reserve Board of Governors
Downloads 215 (96,621)

Abstract:

Fire sale, RMBS, capital requirements, fair value, financial crisis

7.

Were There Fire Sales in the RMBS Market?

Charles A. Dice Center Working Paper No. 2014-09, Fisher College of Business Working Paper No. 2014-03-09
Number of pages: 58 Posted: 15 May 2014
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Federal Reserve Board of Governors
Downloads 133 (120,423)

Abstract:

Fire sale, RMBS, capital requirements, fair value, financial crisis

8.

Final Demand for Structured Finance Securities

Number of pages: 57 Posted: 19 Jan 2014 Last Revised: 31 Aug 2014
Craig B. Merrill, Taylor Nadauld and Philip E. Strahan
Brigham Young University, Brigham Young University and Boston College - Department of Finance
Downloads 125 (154,055)

Abstract:

Demand, RMBS, Capital Requirements