Linda Allen

City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Professor

17 Lexington Avenue

New York, NY 10010

United States

http://stern.nyu.edu/~lallen

  • City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

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    • Tel: 646-312-3463
    • Fax: 646-312-3451
SCHOLARLY PAPERS

24

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242

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554

Scholarly Papers (24)

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1.

A Survey of Cyclical Effects in Credit Risk Measurement Models

Downloads 2,556 ( 5,272)
Citation 46

A Survey of Cyclical Effects in Credit Risk Measurement Models

BIS Working Paper No. 126, NYU Stern School of Business, Finance Working Paper No. FIN-02-018
Number of pages: 43 Posted: 13 Dec 2005
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 1,938 (8,230)
Citation 65

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macroeconomic, systematic risk effects, credit risk exposure, PD, LDG

A Survey of Cyclical Effects in Credit Risk Measurement Models

NYU Working Paper No. S-CDM-02-04
Number of pages: 66 Posted: 05 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 319 (101,015)

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A Survey of Cyclical Effects in Credit Risk Measurement Models

NYU Working Paper No. FIN-02-018
Number of pages: 66 Posted: 03 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 251 (130,447)

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A Survey of Cyclical Effects in Credit Risk Measurement Models

NYU Working Paper No. S-FI-02-05
Number of pages: 66 Posted: 11 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 48 (429,487)

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2.

The Role of Bank Advisors in Mergers and Acquisitions

Downloads 2,510 ( 5,412)
Citation 21

The Role of Bank Advisors in Mergers and Acquisitions

FRB of New York Staff Report No. 143, NYU Stern Department of Finance Working Paper No. FIN-01-058
Number of pages: 50 Posted: 14 Dec 2001
Linda Allen, Julapa Jagtiani, Stavros Peristiani and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of New York--Retired and New York University - Leonard N. Stern School of Business
Downloads 1,928 (8,316)
Citation 5

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relationship banking, investment bank advisors, commercial bank advisors, mergers and acquisitions

The Role of Bank Advisors in Mergers and Acquisitions

NYU Working Paper No. S-FI-01-10
Number of pages: 50 Posted: 11 Nov 2008
Linda Allen, Julapa Jagtiani and Stavros Peristiani
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of New York--Retired
Downloads 332 (96,531)
Citation 2

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Relationship banking, investment bank advisors, commercial bank advisors, certification effect, conflict of interest effect, mergers, acquisitions

The Role of Bank Advisors in Mergers and Acquisitions

NYU Working Paper No. FIN-01-058
Number of pages: 50 Posted: 03 Nov 2008
Linda Allen, Julapa Jagtiani, Stavros Peristiani and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of New York--Retired and New York University - Leonard N. Stern School of Business
Downloads 136 (227,489)

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Relationship banking, investment bank advisors, commercial bank advisors, commercial bank advisors, conflict of interest effect, mergers, acquisitions

The Role of Bank Advisors in Mergers and Acquisitions

NYU Working Paper No. FIN-00-007
Number of pages: 34 Posted: 03 Nov 2008
Linda Allen, Julapa Jagtiani and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and New York University - Leonard N. Stern School of Business
Downloads 114 (260,242)

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Relationship banking, investment bank advisors, commercial bank advisors, certification effect,, conflict of interest effect, mergers, acquisitions

3.

Issues in the Credit Risk Modeling of Retail Markets

Downloads 2,178 ( 6,871)
Citation 39

Issues in the Credit Risk Modeling of Retail Markets

NYU Stern School of Business Working Paper No. FIN-03-007
Number of pages: 47 Posted: 15 Jul 2003
Linda Allen, Gayle L. DeLong and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 1,821 (9,124)
Citation 6

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Issues in the Credit Risk Modeling of Retail Markets

NYU Working Paper No. S-CDM-03-03
Number of pages: 47 Posted: 05 Nov 2008
Linda Allen, Gayle L. DeLong and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 147 (213,608)

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Issues in the Credit Risk Modeling of Retail Markets

NYU Working Paper No. FIN-03-007
Number of pages: 48 Posted: 03 Nov 2008
Linda Allen and Gayle L. DeLong
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 106 (274,333)
Citation 4

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Issues in the Credit Risk Modeling of Retail Markets

NYU Working Paper No. S-FI-03-03
Number of pages: 47 Posted: 11 Nov 2008
Linda Allen and Gayle L. DeLong
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 104 (278,048)
Citation 1

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4.

Risk and Market Segmentation in Financial Intermediaries' Returns

96-36
Number of pages: 32 Posted: 17 Dec 1996
Linda Allen and Julapa Jagtiani
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 1,185 (18,264)
Citation 7

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5.

Cyclicality in Catastrophic and Operational Risk Measurements

Downloads 1,039 ( 22,168)
Citation 20

Cyclicality in Catastrophic and Operational Risk Measurements

Number of pages: 51 Posted: 18 Feb 2004
Turan G. Bali and Linda Allen
Georgetown University - Robert Emmett McDonough School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 752 (34,616)
Citation 14

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operational risk, catastrophic risk, value at risk, extreme value theory, skewed fat tailed distribution.

Cyclicality in Catastrophic and Operational Risk Measurements

NYU Working Paper No. FIN-04-019
Number of pages: 51 Posted: 03 Nov 2008
Linda Allen and Turan G. Bali
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Georgetown University - Robert Emmett McDonough School of Business
Downloads 179 (180,283)

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operational risk, catastrophic risk, value at risk, extreme value theory, skewed fat tailed distribution

Cyclicality in Catastrophic and Operational Risk Measurements

NYU Working Paper No. S-FI-03-13
Number of pages: 37 Posted: 11 Nov 2008
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 54 (407,194)

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operational risk, catastrophic risk, value at risk, extreme value theory, skewed fat tailed distribution

Cyclicality in Catastrophic and Operational Risk Measurements

NYU Working Paper No. S-DRP-03-12
Number of pages: 38 Posted: 07 Nov 2008
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 27 (530,008)

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operational risk, catastrophic risk, value at risk, extreme value theory, skewed fat tailed distribution

Cyclicality in Catastrophic and Operational Risk Measurements

NYU Working Paper No. FIN-03-037
Number of pages: 38 Posted: 11 Nov 2008
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 27 (530,008)
Citation 2

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operational risk, catastrophic risk, value at risk, extreme value theory, skewed fat tailed distribution

6.

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Downloads 997 ( 23,607)
Citation 39

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Number of pages: 85 Posted: 12 Jun 2010 Last Revised: 07 Jul 2012
Linda Allen, Turan G. Bali and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Georgetown University - Robert Emmett McDonough School of Business and Fordham University - Gabelli School of Business
Downloads 788 (32,443)
Citation 25

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Systemic risk, value at risk, expected shortfall, financial crisis, banking crises, Too Big to Fail

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Georgetown McDonough School of Business Research Paper No. 1993312
Number of pages: 85 Posted: 30 Jan 2012 Last Revised: 14 Jul 2015
Turan G. Bali, Linda Allen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 209 (156,153)
Citation 21

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Systemic risk, value at risk, expected shortfall, financial crisis, banking crises, Too Big to Fail

7.

Incorporating Systemic Influences into Risk Measurements: A Survey of the Literature

Downloads 804 ( 32,085)
Citation 31

Incorporating Systemic Influences into Risk Measurements: A Survey of the Literature

Journal of Financial Services Research, Forthcoming
Number of pages: 83 Posted: 15 Feb 2004
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 606 (46,322)

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Operational risk, credit risk, market risk, procyclicality

Incorporating Systemic Influences into Risk Measurements: A Survey of the Literature

NYU Working Paper No. FIN-02-044
Number of pages: 78 Posted: 03 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 75 (342,396)
Citation 2

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Incorporating Systemic Influences into Risk Measurements: A Survey of the Literature

NYU Working Paper No. S-FI-02-12
Number of pages: 78 Posted: 11 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 72 (350,482)

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Incorporating Systemic Influences into Risk Measurements: A Survey of the Literature

NYU Working Paper No. S-CDM-02-07
Number of pages: 78 Posted: 05 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 51 (418,028)

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8.

The Role of Banks in Dividend Policy

Downloads 717 ( 37,451)
Citation 6

The Role of Banks in Dividend Policy

Pace University Finance Research Paper No. 2009/07
Number of pages: 37 Posted: 13 Aug 2009 Last Revised: 04 Sep 2019
Linda Allen, Aron A. Gottesman, Anthony Saunders and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Pace University - Lubin School of Business - Department of Finance and Economics, New York University - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 473 (63,563)
Citation 5

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dividend, bank lending intensity, monitoring, corporate governance

The Role of Banks in Dividend Policy

NYU Working Paper No. FIN-09-005, Pace University Finance Research Paper No. 2009/08
Number of pages: 31 Posted: 08 Sep 2009
Linda Allen, Aron A. Gottesman, Anthony Saunders and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Pace University - Lubin School of Business - Department of Finance and Economics, New York University - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 244 (134,295)
Citation 3

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9.

Conflicts of Interest in Merger Advisory Services

Number of pages: 38 Posted: 18 Feb 2004
Linda Allen and Stavros Peristiani
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Federal Reserve Bank of New York--Retired
Downloads 576 (50,173)
Citation 8

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Relationship banking, investment bank advisors, commercial bank advisors, certification effect, conflict of interest effect, mergers, acquisitions

10.

The Informational Efficiency of the Equity Market as Compared to the Syndicated Bank Loan Market

Downloads 404 ( 77,840)
Citation 11

The Informational Efficiency of the Equity Market as Compared to the Syndicated Bank Loan Market

Pace University Finance Research Paper No. 2004/05
Number of pages: 77 Posted: 24 Aug 2004
Linda Allen and Aron A. Gottesman
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Pace University - Lubin School of Business - Department of Finance and Economics
Downloads 339 (94,636)
Citation 14

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Informational efficiency, cointegration, Granger Causality, syndicated bank loans, equity

The Informational Efficiency of the Equity Market as Compared to the Syndicated Bank Loan Market

NYU Working Paper No. FIN-04-017, Pace University Finance Research Paper No. 2008/05
Number of pages: 47 Posted: 03 Nov 2008
Linda Allen and Aron A. Gottesman
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Pace University - Lubin School of Business - Department of Finance and Economics
Downloads 65 (370,782)

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11.

The Information Content of Quarterly Earnings in Syndicated Bank Loans Prices

Number of pages: 47 Posted: 05 Aug 2004
Linda Allen, Hongtao Guo and Joseph Weintrop
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York - Stan Ross Department of Accountancy and City University of New York - Baruch College - Stan Ross Department of Accountancy
Downloads 325 (99,473)
Citation 8

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Earnings announcements, syndicated bank loans

12.

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

Downloads 225 (145,914)
Citation 2

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

2016 Financial Markets and Corporate Governance
Number of pages: 43 Posted: 11 Nov 2015 Last Revised: 26 May 2016
Linda Allen and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 112 (263,624)
Citation 1

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contingent capital, callable put option, dual trigger exercise price, systemic risk

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

Number of pages: 43 Posted: 25 Oct 2014 Last Revised: 26 May 2016
Linda Allen and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 70 (356,128)

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contingent capital, callable put option, dual trigger exercise price, systemic risk

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

Number of pages: 17 Posted: 22 Jun 2014
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 43 (449,889)

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contingent capital, callable put option, dual trigger exercise price, systemic risk

13.

Accounting for Contingent Liabilities: What You Disclose Can Be Used Against You

Number of pages: 20 Posted: 22 Jun 2014
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 193 (168,516)

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contingent liabilities, litigation damages, accounting standards

14.

Bank Delays in the Resolution of Delinquent Mortgages: The Problem of Limbo Loans

Fordham University Schools of Business Research Paper No. 2018948
Number of pages: 64 Posted: 11 Mar 2012 Last Revised: 14 Dec 2013
Linda Allen, Stavros Peristiani and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Bank of New York--Retired and Fordham University - Gabelli School of Business
Downloads 169 (189,553)

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Mortgage, MERS, foreclosure

15.

The Impact of Joint Participation on Liquidity in Equity and Syndicated Bank Loan Markets

Pace University Finance Research Paper No. 2008/02
Number of pages: 55 Posted: 27 Mar 2008 Last Revised: 04 Sep 2019
Linda Allen, Aron A. Gottesman and Lin Peng
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Pace University - Lubin School of Business - Department of Finance and Economics and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 169 (189,553)
Citation 1

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Syndicated Bank Loans, Joint Participation, Market Liquidity

16.

The Information Content of Quarterly Earnings in Syndicated Bank Loan Prices

NYU Working Paper No. FIN-04-018
Number of pages: 48 Posted: 03 Nov 2008
Linda Allen, Hongtao Guo and Joseph Weintrop
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York - Stan Ross Department of Accountancy and City University of New York - Baruch College - Stan Ross Department of Accountancy
Downloads 94 (295,376)
Citation 1

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earnings announcements, syndicated bank loans

17.

Decomposition of Debt and the Road to REIT Returns

Number of pages: 41 Posted: 23 Dec 2015
Linda Allen and Mariya Letdin
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Florida State University
Downloads 78 (331,129)
Citation 2

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Bank Certification, Collateral, REIT, Interest Rates, Bank Hold Up, Debt overhang, Equity alpha returns

18.

Accounting for Contingent Litigation Liabilities: What You Disclose Can Be Used Against You

Baruch College Zicklin School of Business Research Paper No. 2019-02-02
Number of pages: 33 Posted: 10 Feb 2019 Last Revised: 15 Feb 2019
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 70 (352,043)

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Contingent Liabilities, Litigation Damages, Accounting Disclosure

19.

Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

Downloads 65 (366,112)

Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

NYU Working Paper No. S-FI-00-04
Number of pages: 32 Posted: 11 Nov 2008
Linda Allen, Julapa Jagtiani and James T. Moser
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and American University - Kogod School of Business
Downloads 42 (454,180)

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Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

NYU Working Paper No. FIN-00-030
Number of pages: 32 Posted: 13 Nov 2008
Linda Allen, Julapa Jagtiani and James T. Moser
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and American University - Kogod School of Business
Downloads 23 (555,830)

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20.

Accounting for Contingent Litigation Liabilities: What You Disclose Can Be Used Against You

Number of pages: 29 Posted: 28 May 2017
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 41 (449,178)

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Contingent liabilities, litigation damages, accounting disclosure

21.

Revisiting the Level Playing Field: International Lending Responses to Divergences in Japanese Bank Capital Regulations from the Basel Accord

Number of pages: 47 Posted: 20 Feb 2007
Suparna Chakraborty and Linda Allen
University of San Francisco and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 39 (457,569)
Citation 1

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Basel, Land revaluation, International lending, allocative effects, aggregate effects

22.

The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature

Financial Markets, Institutions & Instruments, Vol. 13, No. 2, pp. 41-108, May 2004
Number of pages: 68 Posted: 03 May 2004
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 31 (493,992)
Citation 1
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23.

The Cost of Debt for REITs: The Mortgage Puzzle

Journal of Real Estate Research, Forthcoming , Baruch College Zicklin School of Business Research Paper No. 2020-01-03
Number of pages: 39 Posted: 24 Feb 2020 Last Revised: 28 Feb 2020
Mariya Letdin and Linda Allen
Florida State University and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 21 (551,017)

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24.

Bank Dependence in Emerging Countries: Cross-Border Information Percolation in Mutual Fund Equity Investing

Forthcoming, Journal of International Business Studies
Number of pages: 41 Posted: 12 Apr 2019 Last Revised: 13 Sep 2019
Linda Allen, Suparna Chakraborty, Sonali Hazarika and Chih-Huei (Debby) Su
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of San Francisco, Zicklin School of Business, Department of Economics and Finance, Baruch College - The City University of New York and University of St. Thomas, Houston
Downloads 21 (551,017)

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insider information, syndicated bank loans, international mutual fund investing