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

23

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Scholarly Papers (23)

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1.

A Survey of Cyclical Effects in Credit Risk Measurement Models

Downloads 2,499 ( 4,833)

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 1,924 (7,389)

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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 276 (107,794)

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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 (119,113)

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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 (395,106)

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2.

The Role of Bank Advisors in Mergers and Acquisitions

Downloads 2,460 ( 4,959)

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 1,892 (7,600)

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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 328 (89,254)

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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 133 (212,442)

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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 107 (250,241)

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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 2,136 ( 6,288)

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 1,795 (8,314)

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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 146 (196,931)

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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 103 (257,147)

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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 92 (277,243)

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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 1,178 (16,579)

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5.

Cyclicality in Catastrophic and Operational Risk Measurements

Downloads 1,033 ( 20,140)

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 751 (31,368)

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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 178 (165,979)

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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 53 (377,765)

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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 26 (492,810)

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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 25 (498,801)

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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 959 ( 22,510)

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 754 (31,190)

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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 205 (145,573)

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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 796 ( 29,367)

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 (41,872)

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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. 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 71 (324,785)

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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 68 (332,670)

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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 (384,475)

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8.

The Role of Banks in Dividend Policy

Downloads 700 ( 35,015)

The Role of Banks in Dividend Policy

Number of pages: 37 Posted: 13 Aug 2009 Last Revised: 04 Aug 2011
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 465 (58,925)

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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
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 235 (127,363)

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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 570 (46,049)

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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 393 ( 72,921)

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

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 331 (88,323)

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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
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 62 (349,449)

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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 324 (91,096)

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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 217 (138,161)

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 105 (253,653)

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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 69 (329,947)

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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 (413,771)

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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 184 (161,032)

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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 165 (177,332)

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Mortgage, MERS, foreclosure

15.

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

Number of pages: 55 Posted: 27 Mar 2008 Last Revised: 15 Feb 2011
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 163 (179,166)

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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 90 (278,990)

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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 70 (323,638)

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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 59 (353,429)

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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 59 (353,429)

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 38 (434,140)

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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 21 (523,467)

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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 40 (417,022)

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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 34 (441,209)

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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 (454,376)
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23.

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

Baruch College Zicklin School of Business Research Paper No. 2019-04-01
Number of pages: 36 Posted: 12 Apr 2019 Last Revised: 24 Apr 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 8 (583,215)

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insider information, syndicated bank loans, international mutual fund investing