Center for Financial Institutions Working Papers

From Wharton School Center for Financial Institutions, University of Pennsylvania
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99-35: Credit Enhancement through Financial Engineering: Freeport-McMoRan's Gold-Denominated Depository Shares

N. K. Chidambaran, Chitru S. Fernando and Paul A. Spindt

99-34: Customizing Reinsurance and Cat Bonds for Natural Hazard Risks

David Croson and Howard C. Kunreuther

99-33: Optimal Financial Contracts for Large Investors: The Role of Lender Liability

Mitchell Berlin and Loretta Mester

99-32: A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads

Dilip Madan and Haluk Unal

99-31: Demand Curves and the Pricing of Money Management

Susan Christoffersen and David K. Musto

99-30: What Do Financial Intermediaries Do?

Franklin Allen and Anthony M. Santomero

99-29: Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry

Allen Berger, John Cummins, Mary Weiss and Hongmin Zi

99-28: Corporate Governance and Competition

Franklin Allen and Douglas Gale

99-27: Real Estate Booms and Banking Busts: An International Perspective

Richard J. Herring and Susan Wachter

99-26: A Cat Bond Premium Puzzle?

Vivek J. Bantwal and Howard C. Kunreuther

99-25: The Supply of Catastrophe Insurance Under Regulatory Constraints

Robert W. Klein and Paul R. Kleindorfer

99-24: Assessing the Benefits and Costs of Earthquake Mitigation

Patricia A. Grossi

99-22: The Reaquisition of Credit Following Chapter 7 Personal Bankruptcy

David K. Musto

99-21: Do Better Customers Utilize Electronic Distribution Channels: The Case of PC Banking

Lorin Hitt and Frances X. Frei

99-20: Service Competition, Outsourcing and Co-Production in a Queuing Game

Gérard P. Cachon and Patrick T. Harker

99-19: Blockholder Identity, Equity Ownership Structures and Hostile Takeovers

Gary Gorton and Matthias Kahl

99-18: The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program

Jeffrey Brown, Olivia Mitchell and James Poterba

99-17: Overcoming the Inherent Dependency of DEA Efficiency Scores: A Bootstrap Approach

Mei Xue and Patrick T. Harker

99-16: Value Creation and Process Management: Evidence from Retail Banking Diversity of Opinion and Financing of New Technologies

Frances X. Frei and Patrick T. Harker

99-15: Scenario Modeling of Selective Hedging Strategies

Andrea Beltratti, Andrea Laurent and Stavros Zenios

99-14: Tail Estimation and Catastrophe Security Pricing: Can We Tell What Target We Hit if We Are Shooting in the Dark?

James F. Moore

99-13: Why Focus? A Study of Intra-Industry Focus Effects

Nicolaj Siggelkow

99-12: Customer Loyalty and Supplier Strategies for Quality Competition

Noah Gans

99-11: Customer Learning and Loyalty When Quality is Uncertain

Noah Gans

99-10: What Explains the Dramatic Changes in Cost and Profit Performance of the U.S. Banking Industry?

Allen Berger and Loretta Mester

99-09: Expense Shifting: An Empirical Study of Agency Costs in the Mutual Fund Industry

Nicolaj Siggelkow

99-08: The Distribution of Exchange Rate Volatility

Torben Andersen, Tim Bollerslev, Francis Diebold and Paul Labys

99-07: Extensions of Modified DEA

Mei Xue and Patrick T. Harker

99-06: Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management

Anil Bangia, Francis Diebold, Til Schuermann and John D. Stroughair

99-05: Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange

Francis Diebold, Jinyong Hahn and Anthony S Tay

99-04: The Dollars and Sense of Bank Consolidation

Joseph Hughes, William Lang, Loretta Mester and Choon-Geol Moon

99-03: Deposits and Relationship Lending Review of Financial Studies

Mitchell Berlin and Loretta Mester

99-02: Checking Accounts and Bank Monitoring

Loretta Mester, Leonard Nakamura and Micheline Renault

99-01: Aggregate Price Effects of Institutional Trading: A Study of Mutual Fund Flow and Market Returns

Roger M. Edelen and Jerold B. Warner

98-35: Is There an Optimal Size for the Financial Sector

Anthony M. Santomero and John Seater

98-34: How Financial Firms Decide on Technology

Lorin Hitt, Frances X. Frei and Patrick T. Harker

98-33: Creating Value in Post-Acquisition Integration Processes

Harbir Singh and Maurizio Zollo

98-32: The Design of Private Reinsurance Contracts

Eslyn Jean Baptiste and Anthony M. Santomero

98-31: Financial Contagion Journal of Political Economy

Franklin Allen and Douglas Gale

98-30: Diversity of Opinion and Financing of New Technologies

Franklin Allen and Douglas Gale

98-29: Designing the Future of Banking: Lessons Learned from the Trenches

Patrick T. Harker and Larry W. Hunter

98-28: An Empirical Analysis of Personal Bankruptcy and Delinquency

David B. Gross and Nicholas Souleles

98-27: Social Security Money's Worth

John Geanakoplos, Olivia Mitchell and Stephen Zeldes

98-26: Would a Privatized Social Security System Really Pay a Higher Rate of Return?

Olivia Mitchell, John Geanakoplos and Stephen Zeldes

98-25: Effective Call Center Management: Evidence from Financial Services

Ann Evenson, Patrick T. Harker and Frances X. Frei

98-24: The Impact of Knowledge Codification, Experience Trajectories and Integration Strategies on the Performance of Corporate Acquisitions

Harbir Singh and Maurizio Zollo

98-23: Finance Applications of Game Theory

Franklin Allen and Stephen Morris

98-22: Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency Methods

John Cummins and Mary Weiss

98-21: What Drives the Performance of Financial Institutions?

Patrick T. Harker and Stavros Zenios

98-20: Scenario Modeling for the Management of International Bond Portfolios

Andrea Beltratti, Andrea Consiglio and Stavros Zenios