Alon Raviv

Bar-Ilan University - Graduate School of Business Administration

The Graduate School of Business Administration

Ana and Max Web st

Ramat Gan

Israel

SCHOLARLY PAPERS

29

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SSRN CITATIONS
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Top 10,716

in Total Papers Citations

114

CROSSREF CITATIONS

37

Scholarly Papers (29)

The 2007-2009 Financial Crisis and Executive Compensation: An Analysis and a Proposal for a Novel Structure

Number of pages: 31 Posted: 17 Jun 2009 Last Revised: 07 Oct 2009
Alon Raviv and Yoram Landskroner
Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Department of Finance and Banking
Downloads 1,823 (17,418)
Citation 6

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compensation practices, executive compensation, excessive risk taking, executive stock options, financial crisis

The 2007-2009 Financial Crisis and Executive Compensation: An Analysis and a Proposal for a Novel Structure

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 32 Posted: 22 Oct 2010
Alon Raviv and Yoram Landskroner
Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Department of Finance and Banking
Downloads 659 (74,439)

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compensation practices, executive compensation, risk taking, regulation, executive stock options, financial crisis

2.

Credit Spread Implied by Convertible Bonds Prices

Number of pages: 30 Posted: 09 Dec 2003
Alon Raviv and Yoram Landskroner
Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Department of Finance and Banking
Downloads 1,766 (18,636)

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Convertible, Credit, credit spread, CPI, Volatility

3.

Bank Stability and Market Discipline: The Effect of Contingent Capital on Risk Taking and Default Probability

Number of pages: 45 Posted: 13 Aug 2004 Last Revised: 26 Mar 2014
Jens Hilscher and Alon Raviv
University of California, Davis and Bar-Ilan University - Graduate School of Business Administration
Downloads 1,718 (19,430)
Citation 34

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contingent capital, executive compensation, risk taking, banking regulation, bank default probability, financial crisis

4.

Liquidation Triggers and the Valuation of Equity and Debt

Number of pages: 35 Posted: 03 Aug 2005
Dan Galai, Alon Raviv and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,258 (31,023)
Citation 18

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default, bankruptcy, liquidation trigger, debt pricing, distress threshold

5.

The Valuation of Inflation-Indexed and FX Convertible Bonds

Number of pages: 47 Posted: 29 Jan 2004
Yoram Landskroner and Alon Raviv
Hebrew University of Jerusalem - Department of Finance and Banking and Bar-Ilan University - Graduate School of Business Administration
Downloads 655 (76,024)

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Convertible bonds, credit spread, pricing, inflation, foreign exchange

6.

Executive Compensation, Risk Taking and the State of the Economy

Number of pages: 39 Posted: 06 Dec 2010 Last Revised: 01 Sep 2011
Alon Raviv and Elif Sisli Ciamarra
Bar-Ilan University - Graduate School of Business Administration and Stonehill College
Downloads 502 (105,968)
Citation 6

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executive compensation, risk taking, regulation, equity based compensation, economic crisis

7.

Optimal Regulation, Executive Compensation and Risk Taking by Financial Institutions

Number of pages: 68 Posted: 07 Mar 2015 Last Revised: 09 Aug 2021
University of California, Davis, Hebrew University of Jerusalem - Department of Finance and Banking and Bar-Ilan University - Graduate School of Business Administration
Downloads 422 (130,099)
Citation 9

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bank regulation; fnancial institutions; executive compensation; risk taking; fnancial crises.

8.

How Much Can Illiquidity Affect Corporate Debt Yield Spread?

Number of pages: 43 Posted: 19 Jun 2015 Last Revised: 20 Jun 2016
Menachem (Meni) Abudy and Alon Raviv
Bar-Ilan University - Graduate School of Business Administration and Bar-Ilan University - Graduate School of Business Administration
Downloads 413 (133,398)
Citation 1

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corporate bonds, illiquidity, illiquidity spread, yield spread, financial crises

9.

Pricing Inflation-Indexed Convertible Bonds with Credit

NYU Working Paper No. FIN-02-048
Number of pages: 49 Posted: 03 Nov 2008
Yoram Landskroner and Alon Raviv
Hebrew University of Jerusalem - Department of Finance and Banking and Bar-Ilan University - Graduate School of Business Administration
Downloads 356 (157,554)

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convertible bonds, credit spread, binomial tree, pricing, inflation

10.

Inflation Derivatives Under Inflation Target Regimes

Number of pages: 37 Posted: 19 Aug 2008 Last Revised: 27 Apr 2012
Mordecai Avriel, Jens Hilscher and Alon Raviv
Technion-Israel Institute of Technology, University of California, Davis and Bar-Ilan University - Graduate School of Business Administration
Downloads 344 (163,547)

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inflation derivatives, inflation targeting, target zones, option pricing

11.

The Risk Spiral: The Effects of Bank Capital and Diversification on Risk Taking

Number of pages: 46 Posted: 23 Feb 2017 Last Revised: 09 Feb 2019
Sharon Peleg Lazar and Alon Raviv
Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 329 (171,541)
Citation 1

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Risk taking, Banks, Co-movements, Deposit insurance, Zombie lending

12.

The 2007-2009 Financial Crisis and Executive Compensation: Analysis and a Proposal for a Novel Structure

NYU Working Paper No. FIN-09-003
Number of pages: 33 Posted: 15 Jul 2009
Alon Raviv and Yoram Landskroner
Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Department of Finance and Banking
Downloads 316 (178,953)

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13.

A Balance Sheet Approach for Sovereign Debt

Number of pages: 23 Posted: 14 Jan 2011
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Hebrew University of Jerusalem - Department of Finance and Banking, Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 313 (180,766)
Citation 2

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currency crisis, exchange rate, sovereign debt, jump diffusion, asset pricing

14.
Downloads 246 (231,083)
Citation 15

Inflating Away the Public Debt? An Empirical Assessment

Number of pages: 51 Posted: 23 Jul 2014 Last Revised: 30 Nov 2020
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
Downloads 196 (285,342)

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inflation, debt debasement, value at risk, inflation derivatives, debt maturity structure, financial repression

Inflating Away the Public Debt? An Empirical Assessment

NBER Working Paper No. w20339
Number of pages: 67 Posted: 28 Jul 2014 Last Revised: 28 Jan 2023
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
Downloads 50 (730,177)

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Inflating Away the Public Debt? An Empirical Assessment

CEPR Discussion Paper No. DP10078
Number of pages: 69 Posted: 25 Sep 2014
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
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copulas, inflation options, maturity of government debt, required reserves

15.

How Likely Is an Inflation Disaster?

Number of pages: 36 Posted: 27 Apr 2022 Last Revised: 28 Apr 2022
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
Downloads 242 (234,809)

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option prices, inflation derivatives, Arrow-Debreu securities

16.

Economists in the 2008 Financial Crisis: Slow to See, Fast to Act

Journal of Financial Stability, Forthcoming
Number of pages: 89 Posted: 23 Mar 2020 Last Revised: 16 Feb 2022
Daniel Levy, Tamir Mayer and Alon Raviv
Bar-Ilan University - Department of Economics, Bar-Ilan University - Graduate School of Business Administration and Bar-Ilan University - Graduate School of Business Administration
Downloads 211 (267,481)
Citation 8

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2008 Financial Crisis, Financial Crises, Economic Crisis, Great Recession, Textual Analysis, LDA Topic Modeling, Dynamic Topic Modeling, Machine Learning, Securitization, Repo, Sudden Stop

Pricing Inflation-Indexed Convertible Bonds with Credit Risk

NYU Working Paper No. S-DRP-02-09
Number of pages: 49 Posted: 07 Nov 2008
Yoram Landskroner and Alon Raviv
Hebrew University of Jerusalem - Department of Finance and Banking and Bar-Ilan University - Graduate School of Business Administration
Downloads 126 (414,952)

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Pricing Inflation-Indexed Convertible Bonds with Credit Risk

NYU Working Paper No. S-CDM-02-08
Number of pages: 49 Posted: 05 Nov 2008
Yoram Landskroner and Alon Raviv
Hebrew University of Jerusalem - Department of Finance and Banking and Bar-Ilan University - Graduate School of Business Administration
Downloads 77 (582,871)

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18.

Heterogeneous Beliefs and the Choice between Private Restructuring and Formal Bankruptcy

Number of pages: 33 Posted: 27 Nov 2013 Last Revised: 13 Dec 2016
Pascal Francois and Alon Raviv
HEC Montreal - Department of Finance and Bar-Ilan University - Graduate School of Business Administration
Downloads 176 (314,884)
Citation 3

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formal procedure, informal process, heterogeneous beliefs, judicial discretion, bankruptcy, liquidation

19.

The Effects of the Financial Crisis and Basel III on Banks’ Risk Disclosure: A Textual Analysis

Number of pages: 19 Posted: 11 Sep 2022
Avinoam Blum and Alon Raviv
Bar Ilan University and Bar-Ilan University - Graduate School of Business Administration
Downloads 125 (416,020)
Citation 5

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Topic modeling, LDA, Financial crisis, Basel III, Banks, Financial Reports

20.

The Effect of Liquidity on Non-Marketable Securities

Number of pages: 11 Posted: 26 Sep 2017 Last Revised: 09 Nov 2017
Bar-Ilan University - Graduate School of Business Administration, Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 121 (426,243)

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non-marketability discount, illiquidity, thin-traded securities

21.

Bank Risk Dynamics Where Assets Are Risky Debt Claims

Number of pages: 40 Posted: 03 Jun 2016 Last Revised: 23 Jun 2016
Sharon Peleg Lazar and Alon Raviv
Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 112 (451,592)
Citation 1

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Risk taking, Asset risk, Financial institutions, Stress test, Leverage

22.

Banks' Risk Taking and Creditors' Bargaining Power

Journal of Corporate Finance, Forthcoming
Number of pages: 45 Posted: 11 Jan 2019 Last Revised: 27 Apr 2022
Bar Ilan University, Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 92 (516,697)

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Risk-taking, asset risk, financial institutions, stress test, leverage, bargaining, bail-in debt.

23.

Designing Bankers' Pay: Using Contingent Capital to Reduce Risk-shifting Incentives

Number of pages: 25 Posted: 09 Mar 2021 Last Revised: 28 May 2021
University of California, Davis, Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 75 (584,165)

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contingent capital, executive compensation, risk-shifting, banking regulation, coco compensation

24.

A Closed-Form Solution to the Risk-Taking Motivation of Subordinated Debtholders

Number of pages: 13 Posted: 20 May 2019
Bar Ilan University, Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 62 (646,093)
Citation 1

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Risk Taking, Banks, Asset Risk, Leverage, Subordinated Debt

25.

Information in Central Bank Sentiment: An Analysis of Fed and ECB Communication

Number of pages: 28 Posted: 18 Apr 2024
Jens Hilscher, Kyle Nabors and Alon Raviv
University of California, Davis, University of California, Davis and Bar-Ilan University - Graduate School of Business Administration
Downloads 47 (733,276)

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sentiment, textual analysis, central bank communication, Federal Reserve, European Central Bank, Taylor rule

26.

Dynamic Volatility Regulation of Financial Institutions

Number of pages: 13 Posted: 02 Oct 2023 Last Revised: 05 Mar 2024
Jens Hilscher, Alon Raviv and Zvi Wiener
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 32 (843,996)

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asset risk, dynamic volatility, Banks, regulator, Leverage, deposit insurance, credit spread, stress test, financial crisis, Basel II

ניתוח דוחות כספיים של בנקים – גישת מידול נושאים (Topic Modeling) לזיהוי סיכונים

Number of pages: 15 Posted: 03 Apr 2024
Avinoam Blum and Alon Raviv
Bar Ilan University and Bar-Ilan University - Graduate School of Business Administration
Downloads 9 (1,104,614)

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LDA, NMF, Basel III,TBTF

28.

The Financial Crisis, Basel III, and Large Banks Financial Reports - a Topic Modeling Approach

Number of pages: 45 Posted: 18 Apr 2024
Avinoam Blum and Alon Raviv
Bar Ilan University and Bar-Ilan University - Graduate School of Business Administration
Downloads 24 (915,241)

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Topic modeling, LDA, Financial crisis, Basel III, Banks, Financial Reports, TBTF

29.

How Likely is an Inflation Disaster?

CEPR Discussion Paper No. DP17224
Number of pages: 54 Posted: 27 May 2022
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
Downloads 0 (1,137,719)
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Arrow-Debreu securities, inflation derivatives, Option prices