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

  • Brigham Young University

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    • Tel: (801) 422-4782

  • Wharton Financial Institutions Center

SCHOLARLY PAPERS

8

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35

CROSSREF CITATIONS

55

Scholarly Papers (8)

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1.

Default Risk and the Effective Duration of Bonds

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 994 (39,985)

Abstract:

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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 861 (48,767)
Citation 27

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Annuities, Asset allocation, Retirement, Default, Insurance

3.

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

Downloads 419 (120,905)
Citation 8

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
Craig B. Merrill, Taylor Nadauld, René M. Stulz and Shane M. Sherlund
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 367 (139,433)

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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 Last Revised: 04 Jun 2023
Craig B. Merrill, Taylor Nadauld, René M. Stulz and Shane Sherlund
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 52 (657,984)
Citation 2

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4.

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
Craig B. Merrill, Taylor Nadauld, René M. Stulz and Shane M. Sherlund
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 390 (131,300)
Citation 4

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

5.

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
Craig B. Merrill, Taylor Nadauld, René M. Stulz and Shane M. Sherlund
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 386 (132,866)
Citation 24

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

6.

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
David F. Babbel, Craig B. Merrill, Mark F. Meyer and Meiring De Villiers
University of Pennsylvania - The Wharton School - Finance and Insurance Departments, Brigham Young University, Princeton Economics Group, Inc. and University of New South Wales (UNSW) - UNSW Law & Justice
Downloads 295 (177,406)
Citation 1

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

7.

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 and Brigham Young University
Downloads 294 (178,030)
Citation 2

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

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 208 (249,810)
Citation 26

Abstract:

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Demand, RMBS, Capital Requirements