Details about Koresh Galil

Access statistics for papers by Koresh Galil.

Last updated 2021-08-10. Update your information in the RePEc Author Service.

Short-id: pga571

Working Papers

2018

1. PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT
   Working Papers, Ben-Gurion University of the Negev, Department of Economics
   Also in Working Papers, Ben-Gurion University of the Negev, Department of Economics (2015)
   See also Journal Article in International Review of Finance (2019)

2015

2. Debt composition and lax screening in the Israel corporate bond market
   Working Papers, Ben-Gurion University of the Negev, Department of Economics
3. Using Merton model: an empirical assessment of alternatives
   Working Papers, Ben-Gurion University of the Negev, Department of Economics View citations (1)
   Also in Working Papers, Ben-Gurion University of the Negev, Department of Economics (2012) View citations (6)

2013

4. THE DETERMINANTS OF CDS SPREADS
   Working Papers, Ben-Gurion University of the Negev, Department of Economics View citations (5)
   See also Journal Article in Journal of Banking & Finance (2014)

2011

5. Rating Shopping and Rating Inflation: Empirical Evidence from Israel
   Working Papers, Ben-Gurion University of the Negev, Department of Economics

2009

6. A re-examination of value-creation through strategic alliances
   Working Papers, Ben-Gurion University of the Negev, Department of Economics
   See also Journal Article in International Journal of Banking, Accounting and Finance (2011)

2005

7. Ratings as Predictors of Default in the Long Term:an Empirical Investigation
   Working Papers, Ben-Gurion University of the Negev, Department of Economics

Journal Articles

2020

1. The dynamics of sovereign yields over swap rates in the Eurozone market
   International Review of Financial Analysis, 2020, 72, (C) View citations (1)
2. To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions
   Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2020, 87, (C) View citations (3)

2019

3. Predicting Default More Accurately: To Proxy or Not to Proxy for Default?
   International Review of Finance, 2019, 19, (4), 731-758
   See also Working Paper (2018)

2018

4. Debt composition and lax screening in the corporate bond market
   International Review of Economics & Finance, 2018, 56, (C), 178-189 View citations (1)
5. Do ultimate owners follow the pecking order theory?
   The Quarterly Review of Economics and Finance, 2018, 67, (C), 45-50 View citations (4)

2016

6. Using Merton model for default prediction: An empirical assessment of selected alternatives
   Journal of Empirical Finance, 2016, 35, (C), 43-67 View citations (11)

2014

7. Rating shopping and rating inflation in Israel
   International Review of Financial Analysis, 2014, 33, (C), 270-280 View citations (8)
8. The (un)informative value of credit rating announcements in small markets
   Journal of Financial Stability, 2014, 14, (C), 66-80 View citations (7)
9. The determinants of CDS spreads
   Journal of Banking & Finance, 2014, 41, (C), 271-282 View citations (54)
   See also Working Paper (2013)

2013

10. Are time preferences for risky outcomes, riskless outcomes and commodities really different?
    Economics Letters, 2013, 118, (3), 512-514 View citations (4)

2011

11. A reexamination of value creation through strategic alliances
    International Journal of Banking, Accounting and Finance, 2011, 3, (2/3), 133-154 View citations (1)
    See also Working Paper (2009)
12. Good news, bad news and rating announcements: An empirical investigation
    Journal of Banking & Finance, 2011, 35, (11), 3101-3119 View citations (53)