Amelia Pais

Massey University - Department of Commerce

Senior Lecturer

Private Bag 102-904

Auckland

New Zealand

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 18,542

in Total Papers Downloads

2,784

SSRN CITATIONS
Rank 27,230

SSRN RANKINGS

Top 27,230

in Total Papers Citations

8

CROSSREF CITATIONS

20

Scholarly Papers (11)

1.

The Role of Securitisation in the Capital Structure of Banks

Number of pages: 44 Posted: 08 Sep 2006
Amelia Pais
Massey University - Department of Commerce
Downloads 820 (31,118)
Citation 3

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securitisation, shareholders wealth, banks capital srtutcure

2.

Why Do Depository Institutions Use Securitisation

Journal of Banking Regulation, Vol. 10, No. 2, 2009
Number of pages: 31 Posted: 08 Sep 2006 Last Revised: 24 Feb 2011
Amelia Pais
Massey University - Department of Commerce
Downloads 635 (44,042)
Citation 1

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securitisation, depository institutions

3.

Securitisation and Rate Setting in the UK Mortgage Market

EFA 2002 Berlin Meetings Discussion Paper, City University Business School Finance Working Paper No. 2, Cass Business School Research Paper
Number of pages: 36 Posted: 09 Mar 2002
Amelia Pais
Massey University - Department of Commerce
Downloads 491 (61,085)
Citation 1

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Securitisation, centralised lenders, rate setting

4.

Bank Size and Systemic Risk

Forthcoming in European Financial Management.
Number of pages: 35 Posted: 01 Jun 2010 Last Revised: 11 Feb 2011
Amelia Pais and Philip A. Stork
Massey University - Department of Commerce and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 332 (96,896)

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systemic risk, banks, Extreme Value Theory, too big to fail

5.

Contagion Risk in the Australian Banking and Property Sectors

Journal of Banking and Finance, Vol. 3, No. 3, pp.691-697, 2011, 22nd Australasian Finance and Banking Conference 2009
Number of pages: 41 Posted: 25 Aug 2009 Last Revised: 11 Feb 2011
Philip A. Stork and Amelia Pais
Vrije Universiteit Amsterdam, School of Business and Economics and Massey University - Department of Commerce
Downloads 202 (161,101)

Abstract:

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Contagion Risk, Extreme Value Theory, Banks, Australia

6.

The Determinants of the Spread and Secondary Returns of UK Mortgage-Backed Securities

Number of pages: 33 Posted: 22 Feb 2007
Amelia Pais
Massey University - Department of Commerce
Downloads 119 (250,581)

Abstract:

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mortgage-backed securities, floating rate notes

7.

Short-Selling, Leverage, and Systemic Risk

Number of pages: 39 Posted: 05 Nov 2013
Amelia Pais and Philip A. Stork
Massey University - Department of Commerce and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 92 (298,667)

Abstract:

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bear raids, short-selling bans, financial institutions’ risk, systemic risk, leverage capital requirements, Extreme Value Theory

8.

The Transmission of Interest Rate Changes in the New Zealand Economy

Banks and Bank Systems, Vol 2, No. 3
Number of pages: 35 Posted: 21 Feb 2007 Last Revised: 24 Feb 2011
Amelia Pais
Massey University - Department of Commerce
Downloads 89 (304,944)

Abstract:

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monetary policy pass through, banking, competition, mortgage market

9.

Securitization and Rate Setting in the UK Mortgage Market

International Review of Finance, Vol. 8, Issue 1-2, pp. 57-80, March/June 2008
Number of pages: 24 Posted: 30 May 2008
Amelia Pais
Massey University - Department of Commerce
Downloads 3 (670,544)
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10.

Bank Size and Systemic Risk

European Financial Management, Vol. 19, Issue 3, pp. 429-451, 2013
Number of pages: 23 Posted: 05 Jun 2013
Amelia Pais and Philip A. Stork
Massey University - Department of Commerce and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 1 (692,042)
Citation 3
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systemic risk, banks, Extreme Value Theory, too big to fail

11.

Short-Selling Bans and Contagion Risk

Journal of Financial Transformation, Forthcoming
Posted: 20 Feb 2012 Last Revised: 27 Feb 2012
Amelia Pais and Philip A. Stork
Massey University - Department of Commerce and Vrije Universiteit Amsterdam, School of Business and Economics

Abstract:

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systemic risk, short selling, bank’s risk, Extreme Value Theory