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Details about Haluk Unal

Workplace:Finance Department, Robert H. Smith School of Business, University of Maryland, (more information at EDIRC)

Access statistics for papers by Haluk Unal.

Last updated 2016-09-22. Update your information in the RePEc Author Service.

Short-id: pun48


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Working Papers

2005

  1. Relationship lending and credit availability during the Asian financial crisis
    Proceedings, Federal Reserve Bank of Chicago

2001

  1. A Simple Approach to Estimate Recovery Rates with APR Violation from Debt Spreads
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads View citations (3)
  2. Pricing the Risk of Recovery in Default with APR Violation
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads View citations (4)

1999

  1. A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads View citations (3)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2000)
  2. The Technical Process of Bank Privatization in Mexico
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads View citations (15)

1998

  1. Risky debt prices and term-structure of credit spreads
    Proceedings, Federal Reserve Bank of Chicago

1996

  1. Pricing the Risks of Default
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads View citations (17)

1995

  1. Hedging and Coordinated Risk Management: Evidence from Thrift Conversions
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads
  2. Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (1)
    See also Journal Article in Journal of Financial Services Research (1997)

1992

  1. The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan
    Policy Research Working Paper Series, The World Bank Downloads
    See also Journal Article in Journal of Money, Credit and Banking (1993)

1991

  1. Capital positions of Japanese banks
    Policy Research Working Paper Series, The World Bank Downloads View citations (2)
    Also in Proceedings, Federal Reserve Bank of Chicago (1990)
    NBER Working Papers, National Bureau of Economic Research, Inc (1990) Downloads View citations (2)

1988

  1. Change in Market Assessments of Deposit-Institution Riskiness
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (72)
  2. Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    See also Journal Article in Journal of Finance (1990)
  3. Parameter variability, event studies, and the two-index model
    Proceedings, Federal Reserve Bank of Chicago

1987

  1. Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns
    Proceedings, Federal Reserve Bank of Chicago View citations (1)

Undated

  1. Callable Bonds and Hedging
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads View citations (2)

Journal Articles

2015

  1. Inside debt, bank default risk, and performance during the crisis
    Journal of Financial Intermediation, 2015, 24, (4), 487-513 Downloads View citations (15)

2014

  1. Editorial
    Journal of Financial Services Research, 2014, 45, (1), 1-3 Downloads
  2. The effects of resolution methods and industry stress on the loss on assets from bank failures
    Journal of Financial Stability, 2014, 15, (C), 18-31 Downloads View citations (8)

2012

  1. Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference
    Journal of Financial Services Research, 2012, 42, (1), 1-3 Downloads

2011

  1. Pay for Performance? CEO Compensation and Acquirer Returns in BHCs
    Review of Financial Studies, 2011, 24, (2), 439-472 Downloads View citations (22)

2008

  1. Introduction to the Special Issue: The Bank Structure Conference through the years
    Journal of Financial Services Research, 2008, 34, (2), 93-97 Downloads
  2. Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis
    Journal of Money, Credit and Banking, 2008, 40, (1), 25-55 View citations (27)

2004

  1. Gains in bank mergers: Evidence from the bond markets
    Journal of Financial Economics, 2004, 74, (1), 149-179 Downloads View citations (84)

2003

  1. Pricing the risk of recovery in default with absolute priority rule violation
    Journal of Banking & Finance, 2003, 27, (6), 1001-1025 Downloads View citations (11)

2000

  1. A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
    Journal of Financial and Quantitative Analysis, 2000, 35, (1), 43-65 Downloads View citations (37)
    See also Working Paper (1999)

1999

  1. POLICY PAPER: The Technical Process of Bank Privatization in Mexico
    Journal of Financial Services Research, 1999, 16, (1), 61-83 Downloads View citations (10)

1997

  1. Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process
    Journal of Financial Services Research, 1997, 11, (3), 239-254 Downloads View citations (7)
    See also Working Paper (1995)

1993

  1. Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions
    Journal of Finance, 1993, 48, (5), 1659-92 Downloads View citations (10)
  2. The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan
    Journal of Money, Credit and Banking, 1993, 25, (3), 410-29 Downloads View citations (1)
    See also Working Paper (1992)

1990

  1. Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms
    Journal of Finance, 1990, 45, (1), 113-36 Downloads View citations (36)
    See also Working Paper (1988)

1989

  1. Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns
    Journal of Money, Credit and Banking, 1989, 21, (2), 206-20 Downloads View citations (7)

1988

  1. On the Intertemporal Behavior of the Short-Term Rate of Interest
    Journal of Financial and Quantitative Analysis, 1988, 23, (4), 417-423 Downloads View citations (14)

Editor

  1. Journal of Financial Services Research
    Springer
 
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