Center for Financial Institutions Working Papers

From Wharton School Center for Financial Institutions, University of Pennsylvania
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02-09: Risk Management, Capital Structure and Lending at Banks

A. Sinan Cebenoyan and Philip E. Strahan

02-08: Risk Analysis and Risk Management in an Uncertain World

Howard Kunreuther

02-07: The Role of Insurance in Managing Extreme Events: Implications for Terrorism Coverage

Howard Kunreuther

02-06: The Demand for Homeowners Insurance with Bundled Catastrophe Coverage

Martin Grace, Robert W. Klein and Paul R. Kleindorfer

02-05: The Future of the New Issues Market

Jay Ritter

02-04: Wall Street’s Credibility Problem: Misaligned Incentives and Dubious Fixes?

Leslie Boni and Kent Womack

02-03: The Future of Stock Exchanges in Emerging Economies: Evolution and Prosepcts

Stijn Claessens, Daniela Klingebiel and Sergio Schmukler

02-02: Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays?

Andrew Kuritzkes, Til Schuermann and Scott Weiner

02-01: Deregulation, Consolidation, and Efficiency: Evidence From the Spanish Insurance Industry

John Cummins and Maria Rubio-Misas

01-38: Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model

Mohammad Pesaran, Til Schuermann and Scott M. Weiner

01-37: Financial Fragility, Liquidity and Asset Prices

Franklin Allen and Douglas Gale

01-36: E-Finance: An Introduction

Franklin Allen, James McAndrews and Philip Strahan

01-35: Experience Spillovers across Corporate Development Activities

Maurizio Zollo and Jeffrey J. Reuer

01-34: Liquidity Shocks, Systemic Risk, and Market Collapse: Theory and Application to the Market for Perps

Chitru S. Fernando and Richard J. Herring

01-33: Is the Offer Price in IPOs Informative? Underpricing, Ownership Structure, and Performance

Chitru S. Fernando, Srinivasan Krishnamurthy and Paul A. Spindt

01-32: Broadbasing and Deepening the Bond Market in India

R. H. Patil

01-31: Institutions, Relationships and Bank Competition in Bond Underwriting Markets: An International Comparative Study

Ayako Yasuda

01-30: China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization

William Goetzmann and Andrey Ukhov

01-29: Banking Regulation versus Securities Market Regulation

Franklin Allen and Richard Herring

01-28: Searching for New Regulatory Frameworks for the Intermediate Financial Structure in Post-Crisis Asia

Sayuri Shirai

01-27: Where Do Women's Jobs Come From? Job Resegregation in an American Bank

Eva Skuratowicz and Larry W. Hunter

01-26: Asset Price Bubbles and Monetary Policy

Franklin Allen and Douglas Gale

01-25: Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities

Norbert Jobst and Stavros Zenios

01-24: The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios

Norbert Jobst and Stavros Zenios

01-23: Another View of Predatory Lending

Jack Guttentag

01-22: Explaining the Dramatic Changes in Performance of U.S. Banks: Technological Change, Deregulation and Dynamic Changes in Competition

Allen Berger and Loretta Mester

01-21: Payout Policy

Franklin Allen and Roni Michaely

01-20: The International Expansion of Singapore's Largest Banks

Adrian Tschoegl

01-19: The Diffusion of Financial Innovations: An Examination of The Adoption of Small Business Credit Scoring by Large Banking Organizations

Jalal Akhavein, W Frame and Lawrence White

01-18: Risk Management in an Age of Change

Daniel M.G. Raff

01-17: Vertical Scope Revisited: Transaction Costs vs Capabilities & Profit Opportunities in Mortgage Banking

Michael Jacobides and Lorin Hitt

01-16: Revisiting Vertical Scope: Capabilities, Integration and Profitability in the Mortgage Banking Industry

Michael Jacobides

01-15: Comparative Financial Systems: A Survey

Franklin Allen and Douglas Gale

01-14: Bank Consolidation and Consumer Loan Interest Rates

Charles Kahn, George Pennacchi and Ben Sopranzetti

01-13: Estimating Switching Costs and Oligopolistic Behavior

Moshe Kim, Doron Kliger and Bent Vale

01-12: A Theory of Transactions Privacy

Charles Kahn, James McAndrews and William Roberds

01-11: Personal Bankruptcy and the Level of Entrepreneurial Activity

Wei Fan and Michelle J. White

01-10: Consumer Response to Changes in Credit Supply: Evidence from Credit Card Data

David Gross and Nicholas Souleles

01-09: Infrastructure Requirements in the Area of Bankruptcy Law

Clas Wihlborg and Shubhashis Gangopadhyay

01-08: The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development

Richard J. Herring and Nathporn Chatusripitak

01-07: A Simple Approach to Estimate Recovery Rates with APR Violation from Debt Spreads

Haluk Unal, Dilip Madan and Levent Guntay

01-06: The Value of Integrative Risk Management for Insurance Products with Guarantees

Andrea Consiglio, Flavio Cocco and Stavros Zenios

01-05: Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy

Dean Foster and Robert A. Stine

01-04: Do Financial Institutions Matter?

Franklin Allen

01-03: The Effect of Transaction Size on Off-the-Run Treasury Prices

David Babbel, Craig B. Merrill, Mark F. Meyer and Meiring de Villiers

01-02: Financial Regulation and Supervision in the Euro Area: A Four-Peak Proposal

Giorgio Di Giorgio and Carmine Di Noia

01-01: Modeling and Forecasting Realized Volatility

Torben Andersen, Tim Bollerslev, Francis Diebold and Paul Labys

00-44: Financial Intermediaries and Markets

Franklin Allen and Douglas Gale

00-43: The Interdependence between Mutual Fund Managers and Investors in Setting Fees

Susan Christoffersen

00-42: Foreign Banks in the United States Since World War II: A Useful Fringe

Adrian Tschoegl