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

24

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11,255

SSRN CITATIONS
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SSRN RANKINGS

Top 12,701

in Total Papers Citations

52

CROSSREF CITATIONS

41

Scholarly Papers (24)

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 1,795 (13,234)
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 624 (60,137)

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

2.

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 1,650 (15,386)
Citation 34

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

3.

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 1,632 (15,638)

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Convertible, Credit, credit spread, CPI, Volatility

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 1,223 (24,157)
Citation 16

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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 625 (60,745)

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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 472 (86,065)
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 386 (108,823)
Citation 6

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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 360 (117,616)
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 326 (131,007)

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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 312 (137,043)

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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 295 (145,357)
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 294 (145,856)

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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 281 (152,807)
Citation 1

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

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 160 (257,325)

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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: 30 Jul 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 23 (700,780)

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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.

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 151 (269,077)

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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

16.

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 144 (279,538)
Citation 3

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

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 94 (380,801)

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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 50 (534,946)

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18.

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 88 (393,398)

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option prices, inflation derivatives, Arrow-Debreu securities

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 78 (426,922)

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

Bank Risk Dynamics Where Assets are Risky Debt Claims

European Financial Management, Vol. 23, Issue 1, pp. 3-31, 2017
Number of pages: 29 Posted: 10 Jan 2017
Sharon Peleg Lazar and Alon Raviv
Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 0
Citation 2

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risk taking, asset risk, financial institutions, stress test, leverage

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 68 (454,860)

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non-marketability discount, illiquidity, thin-traded securities

21.

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 56 (499,916)

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

22.

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 48 (534,566)

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

23.

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 20 (703,460)
Citation 1

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

24.

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 (910,623)
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Arrow-Debreu securities, inflation derivatives, Option prices