Details about Haluk Unal

Access statistics for papers by Haluk Unal.

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

Short-id: pun48

Working Papers

2005

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

2001

2. 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 View citations (5)
3. 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 View citations (4)

1999

4. 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 View citations (5)
   See also Journal Article A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads, Journal of Financial and Quantitative Analysis, Cambridge University Press (2000) View citations (47) (2000)
5. The Technical Process of Bank Privatization in Mexico
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (16)

1998

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

1996

7. Pricing the Risks of Default
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (20)

1995

8. Hedging and Coordinated Risk Management: Evidence from Thrift Conversions
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania
9. 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 Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process, Journal of Financial Services Research, Springer (1997) View citations (10) (1997)

1992

10. 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
    See also Journal Article The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan, Journal of Money, Credit and Banking, Blackwell Publishing (1993) View citations (5) (1993)

1991

11. Capital positions of Japanese banks
    Policy Research Working Paper Series, The World Bank View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1990) View citations (3)
    Proceedings, Federal Reserve Bank of Chicago (1990)

1988

12. Change in Market Assessments of Deposit-Institution Riskiness
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (82)
13. Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (29)
    See also Journal Article Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms, Journal of Finance, American Finance Association (1990) View citations (46) (1990)
14. Parameter variability, event studies, and the two-index model
    Proceedings, Federal Reserve Bank of Chicago

1987

15. 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 (2)

Undated

16. Callable Bonds and Hedging
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (3)

Journal Articles

2015

1. Inside debt, bank default risk, and performance during the crisis
   Journal of Financial Intermediation, 2015, 24, (4), 487-513 View citations (50)

2014

2. Editorial
   Journal of Financial Services Research, 2014, 45, (1), 1-3
3. 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 View citations (18)

2012

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

2011

5. Pay for Performance? CEO Compensation and Acquirer Returns in BHCs
   The Review of Financial Studies, 2011, 24, (2), 439-472 View citations (43)

2008

6. Introduction to the Special Issue: The Bank Structure Conference through the years
   Journal of Financial Services Research, 2008, 34, (2), 93-97
7. 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 (47)

2004

8. Gains in bank mergers: Evidence from the bond markets
   Journal of Financial Economics, 2004, 74, (1), 149-179 View citations (119)

2003

9. Pricing the risk of recovery in default with absolute priority rule violation
   Journal of Banking & Finance, 2003, 27, (6), 1001-1025 View citations (18)

2000

10. 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 View citations (47)
    See also Working Paper A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads, Center for Financial Institutions Working Papers (1999) View citations (5) (1999)

1999

11. POLICY PAPER: The Technical Process of Bank Privatization in Mexico
    Journal of Financial Services Research, 1999, 16, (1), 61-83 View citations (11)

1997

12. Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process
    Journal of Financial Services Research, 1997, 11, (3), 239-254 View citations (10)
    See also Working Paper Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process, Center for Financial Institutions Working Papers (1995) View citations (1) (1995)

1993

13. Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions
    Journal of Finance, 1993, 48, (5), 1659-92 View citations (20)
14. 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 View citations (5)
    See also Working Paper The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan, Policy Research Working Paper Series (1992) (1992)

1990

15. Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms
    Journal of Finance, 1990, 45, (1), 113-36 View citations (46)
    See also Working Paper Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms, NBER Working Papers (1988) View citations (29) (1988)

1989

16. Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns
    Journal of Money, Credit and Banking, 1989, 21, (2), 206-20 View citations (9)

1988

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

Editor

1. Journal of Financial Services Research
   Springer