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Center for Financial Institutions Working Papers

From Wharton School Center for Financial Institutions, University of Pennsylvania
Contact information at EDIRC.

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03-16: Political Relationships, Global Financing and Corporate Transparency Downloads
Christian Leuz and Felix Oberholzer-Gee
03-15: A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations Downloads
Michael W. Brandt, Francis Diebold and April
03-14: The New Basel Capital Accord and Questions for Research Downloads
Marc Saidenberg, Til Schuermann and May
03-13: Macroeconomic Dynamics and Credit Risk: A Global Perspective Downloads
M Pesaran, Til Schuermann, Björn-Jakob Treutler, Scott M. Weiner and April
03-12: Statistical Analysis of a Telephone Call Center: A Queueing-Science Perspective Downloads
Lawrence Brown, Noah Gans, Avishai Mandelbaum, Anat Sakov, Haipeng Shen, Sergey Zeltyn, Linda Zhao and Novemer
03-11: Who Owns the Major US Subsidiaries of Foreign Banks? A Note Downloads
Adrian Tschoegl
03-10: Foreign Banks in the Pacific: Some History and Policy Issues Downloads
Adrian Tschoegl
03-09: Metrics for Comparing Credit Migration Matrices Downloads
Yusuf Jafry and Til Schuermann
03-08: Measurement and Estimation of Credit Migration Matrices Downloads
Til Schuermann and Yusuf Jafry
03-06: Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale Downloads
Franklin Allen, Stephen Morris and Hyun Song Shin
03-05: Venture Capital and Corporate Governance Downloads
Franklin Allen and Wei-ling Song
03-04: Incorporating the Dual Customer Roles in e-Service Design Downloads
Mei Xue, Patrick T. Harker and Gregory R. Heim
03-03: Service Co-Production, Customer Efficiency and Market Competition Downloads
Mei Xue and Patrick T. Harker
03-02: Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates Downloads
Andrew Kuritzkes, Til Schuermann and Scott M. Weiner
03-01: Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market Downloads
Evan Gatev and Philip E. Strahan
02-44: Law, Finance, and Economic Growth in China Downloads
Franklin Allen, Jun Qian and Meijun Qian
02-43: Commonality in Liquidity: Transmission of Liquidity Shocks across Investors and Securities Downloads
Chitru S. Fernando
02-42: Weather Forecasting for Weather Derivatives Downloads
Sean D. Campbell and Francis Diebold
02-41: The Benefits of a Secondary Market ForLife Insurance Policies Downloads
Neil A. Doherty, Hal J. Singer and October
02-40: Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-term Contracting in the Insurance Market: The Case of Terrorism Insurance Downloads
John Cummins and Christopher M. Lewis
02-39: The Real Effects of U.S. Banking Deregulation Downloads
Philip E. Strahan
02-38: Financial Integration, Dis-integration and Emerging Re-Integration in the Eastern Mediterranean, c.1850 to the Present Downloads
Adrian Tschoegl
02-37: An Evolutionary View of Internationalization: Chase Manhattan Bank, 1917 to 1996 Downloads
Gino Cattani and Adrian Tschoegl
02-36: Banks and the World's Major Banking Centers, 2000 Downloads
Sang Rim Choi, Daekeun Park and Adrian Tschoegl
02-35: Bank Asset Liquidation and the Propagation of the U.S. Great Depression Downloads
Ali Anari, James Kolari and Joseph Mason
02-34: Forecasting the Term Structure of Government Bond Yields Downloads
Francis Diebold and Canlin Li
02-33: Liquidity, Efficiency and Bank Bailouts Downloads
Gary Gorton and Lixin Huang
02-32: Corporate Governance and Equity Prices Downloads
Paul Gompers, Joy L. Ishii and Andrew Metrick
02-31: Banking Prices and the Origin of Central Banking Downloads
Gary Gorton and Lixin Huang
02-30: The Scarcity of Effective Monitors and Its Implications For Corporate Takeovers and Ownership Structures Downloads
Gary Gorton and Matthias Kahl
02-29: Bank Panics and the Endogeneity of Central Banking Downloads
Gary Gorton and Lixin Huang
02-28: Financial Intermediation Downloads
Gary Gorton and Andrew Winton
02-27: Parametric and Nonparametric Volatility Measurement Downloads
Torben Andersen, Tim Bollerslev and Francis Diebold
02-26: Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions Downloads
Kabir K. Dutta and David Babbel
02-25: On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates Downloads
Kabir K. Dutta and David Babbel
02-24: Economic Consequences of SEC Disclosure Regulation Downloads
Brian J. Bushee and Christian Leuz
02-23: Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? Downloads
Torben Andersen, Tim Bollerslev, Francis Diebold and Clara Vega
02-22: Asset Price Bubbles and Stock Market Interlinkages Downloads
Franklin Allen and Douglas Gale
02-21: Pricing the Risk of Recovery in Default with APR Violation Downloads
Haluk Unal, Dilip Madan and Levent Güntay
02-20: A Real Options Approach to Bankruptcy Costs: Evidence from Failed Commercial Banks During the 1990s Downloads
Joseph R. Mason
02-19: Implications of Auction Theory for New Issues Markets Downloads
Lawrence M. Ausubel
02-18: Do Bankers Sacrifice Value to Build Empires? Managerial Incentives, Industry Consolidation and Financial Performance Downloads
Joseph Hughes, William W. Lang, Loretta Mester, Choon-Geol Moon and Michael S. Pagano
02-17: Information Technology and the Organization of Securities Markets Downloads
Paul G. Mahoney
02-16: The Structure of the US Equity Markets Downloads
Marshall E. Blume
02-15: Changes in the Ownership and Governance of Securities Exchanges: Causes and Consequences Downloads
Benn Steil
02-14: The Future of Securities Exchanges Downloads
Ruben Lee
02-13: Callable Bonds and Hedging Downloads
Levent Güntay, N. R. Prabhala and Haluk Unal
02-12: Throwing Good Money after Bad? Board Connections and Conflicts in Bank Lending Downloads
Randall S. Kroszner and Philip E. Strahan
02-11: The Immediacy Implications of Exchange Orgzanization Downloads
James Moser
02-10: Bank Integration and Business Volatility Downloads
Donald Morgan, Bertrand Rime and Philip E. Strahan
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