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Content
1998
- 98-15 Responsiveness: Emotion and Information Dynamics in Service Interactions
by Lorna Doucet - 98-10 Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
by Francis X. Diebold & Til Schuermann & John D. Stroughair - 98-09 Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss
by J. David Cummins & Christopher M. Lewis & Richard D. Phillips - 98-08 Consolidation and Efficiency in the U.S. Life Insurance Industry
by J. David Cummins & Sharon Tennyson & Mary A. Weiss - 98-07 Measuring Aggregate Process Performance Using AHP
by Frances X. Frei & Patrick T. Harker - 98-05 Problem Bank Resolution: Evaluating the Options
by Paul Hoffman & Anthony M. Santomero - 98-04 Life Insurance Firms in the Retirement Market: Is the News All Bad?
by Paul Hoffman & Anthony M. Santomero - 98-03 Competition and Integration among Stock Exchanges in Europe: Network Effects, Implicit Mergers and Remote Access
by Carmine di Noia - 98-01 Bubbles and Crises The Economic Journal
by Franklin Allen & Douglas Gale - 97-20 Inside the Black Box: What Makes a Bank Efficient?
by Frances X. Frei & Patrick T. Harker & Larry W. Hunter - 97-10 Strategies or Routines ? Knowledge Codification, Path-Dependence and the Evolution of Post-Acquisition Integration Practices in the U.S. Banking Industry
by Maurizio Zollo - 97-02 Organizational Form and Efficiency: An Analysis of Stock and Mutual Property-Liability Insurers
by J. David Cummins & Mary A. Weiss & Hongmin Zi - 96-07 To Sell or Not To Sell: Determining the Tradeoffs between Service and Sales in Retail Banking Phone Centers
by O. Zeynep Aksin & Patrick T. Harker - 96-02 Computing Performance Measures in a Multi-Class Multi-Resource Processor-Shared Loss System
by O. Zeynep Aksin & Patrick T. Harker - 95-22 Projections onto Efficient Frontiers: Theoretical and Computational Extensions to DEA
by Frances X. Frei & Patrick T. Harker
1997
- 98-14 The Complementary Roles of Mitigation and Insurance in Managing Catastrophic Risks
by Paul Kleindorfer & Howard Kunreuther - 98-13 Managing Catastrophic Risks Through Insurance and Mitigation
by Howard Kunreuther - 98-12 Financial Innovation in the Management of Catastrophe Risk
by Neil A. Doherty - 98-06 Incorporating New Fixed Income Approaches into Commercial Loan Valuation
by Scott D. Aguais & Anthony M. Santomero - 97-55 The Internationalization of Securities Markets Since the 1987 Crash
by Ingrid M. Werner & Linda L. Tesar - 97-54 Has the Rise of Mutual Funds Increased Market Instability?
by Vincent A. Warther - 97-53 Derivative Risks, Old and New
by Stephen Figlewski - 97-52 Advances in Financial Market Clearing and Settlement
by David B. Humphrey - 97-51 Stock Market Volatility: Ten Years After the Crash
by G. William Schwert - 97-50 Circuit Breakers and Program Trading Limits: What Have We Learned?
by Lawrence Harris - 97-49 Investment Decisions Depend on Portfolio Disclosure
by David K. Musto - 97-45 How Relevant is Volatility Forecasting for Financial Risk Management?
by Peter F. Christoffersen & Francis X. Diebold - 97-44 Economic Valuation Models for Insurers
by David F. Babbel & Craig Merrill - 97-43 On the Profitability and Cost of Relationship Lending
by Mitchell Berlin & Loretta J. Mester - 97-41 Problems of Bank Lending in Bulgaria: Information Asymmetry and Institutional Learning
by Kenneth Koford & Adrian E. Tschoegl - 97-40 Entry and Survival: The Case of Foreign Banks in Norway
by Adrian E. Tschoegl - 97-39 The Norwegian Banks in the Nordic Consortia: A Case of International Strategic Alliances in Banking
by Siv Fagerland Jacobsen & Adrian E. Tschoegl - 97-38 The International Expansion of the Norwegian Banks
by Siv Fagerland Jacobsen & Adrian E. Tschoegl - 97-37 Evaluating Density Forecasts
by Francis X. Diebold & Todd A. Gunther & Anthony S. Tay - 97-36 Process Variation as a Determinant of Service Quality and Bank Performance: Evidence from the Retail Banking Study
by Frances X. Frei & Ravi Kalakota & Leslie M. Marx - 97-35 Deposit Insurance: Do We Need It and Why?
by Anthony M. Santomero - 97-34 Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think
by Francis X. Diebold & Andrew Hickman & Atsushi Inoue & Til Schuermann - 97-17 Disentangling Within- and Between-Country Efficiency Differences of Bank Branches
by Antreas D. Athanassopoulos & Andreas Soteriou & Stavros Zenios - 97-16 Product Focus versus Diversification: Estimates of X-Efficiency for the US Life Insurance Industry
by Joseph W. Meador & Harley E. Ryan Jr. - 97-15 Empirical Evidence on the Duration of Bank Relationships
by Steven Ongena & David C. Smith - 97-14 The Competitive Performance of Life Insurance Firms in the Retirement Asset Market
by Harris Chorney & Jill Goldman & Olivia S. Mitchell & Anthony M. Santomero - 97-13 Life Insurance Firms in the Retirement Market: Is the News All Bad?
by Paul Hoffman & Anthony M. Santomero - 97-12 Retirement Wealth Accumulation and Decumulation: New Developments and Outstanding Opportunities
by Olivia S. Mitchell & James F. Moore - 97-11 Monies and Banking
by Anthony M. Santomero & John J. Seater - 97-09 Examining the Contribution of Information Technology Toward Productivity and Profitability in U.S. Retail Banking
by Baba Prasad & Patrick T. Harker - 97-08 Property Exemptions and Loan Repayments
by Richard Hynes - 97-05 Efficiency of Financial Institutions: International Survey and Directions for Future Research
by Allen N. Berger & David B. Humphrey - 97-04 Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?
by Allen N. Berger & Loretta J. Mester - 97-03 Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry
by J. David Cummins & Hongmin Zi - 96-16 Risk Management by Insurers: An Analysis of the Process
by David F. Babbel & Anthony M. Santomero - 95-11 Commercial Bank Risk Management: An Analysis of the Process
by Anthony M. Santomero - 95-05 The Place of Risk Management in Financial Institutions
by George S. Oldfield & Anthony M. Santomero
1996
- 97-19 Country and Firm Sources of International Competitiveness: The Case of the Foreign Exchange Market
by Adrian Tschoegl - 97-18 Profits and Productivity
by C. A. Knox Lovell & E. Grifell-Tatjé - 97-07 The Value Effects of Bank Mergers and Acquisitions
by Steven J. Pilloff & Anthony M. Santomero - 96-56 The Future of the Japanese Financial System
by Franklin Allen - 96-55 The Exchange Rate Exposure of U.S. and Japanese Banking Institutions
by Sandra L. Chamberlain & John S. Howe & Helen Popper - 96-54 European Banking with a Single Currency
by Jean Dermine - 96-53 Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks
by Jongmoo Jay Choi & Elyas Elyasiani - 96-52 Derivatives Activity at Troubled Banks
by Joe Peek & Eric S. Rosengren - 96-51 Regulatory Evaluation of Value-at-Risk Models
by Jose A. Lopez - 96-50 Stress Tests of Capital Requirements
by Elroy Dimson & Paul Marsh - 96-49 Calculating Value-at-Risk
by William Fallon - 96-48 Evaluating Value-at-Risk Methodologies: Accuracy versus Computational Time
by Matthew Pritsker - 96-47 Value at Risk: Implementing a Risk Measurement Standard
by Christopher Marshall & Michael Siegel - 96-46 Stopping Information Asymmetries in Government from Promoting Risk Shifting by Banks
by Edward J. Kane - 96-45 Interest Rate Exposure and Bank Mergers: A Preliminary Empirical Analysis
by Benjamin Esty & Bhanu Narasimhan & Peter Tufano - 96-44 The Market Value and Dynamic Interest Rate Risk of Swaps
by Andrew H. Chen & Mohammed M. Chaudhury - 96-43 Derivatives, Portfolio Composition and Bank Holding Company Interest Rate Risk Exposure
by Beverly J. Hirtle - 96-42 Banks and Credit Derivatives: Is It Always Good to Have More Risk Management Tools?
by Credit Derivatives: Is It Always Good to Have More Risk Management Tools? Gregory Duffee 96-42 Banks & Chungsheng Zhou - 96-41 Corporate Bond and Commercial Loan Portfolio Analysis
by Edward Altman - 96-40 RAROC Based Capital Budgeting and Performance Evaluation: A Case Study of Bank Capital Allocation
by Christopher James - 96-39 Market Discipline in Conglomerate Banks: Is an Internal Allocation of Cost of Capital Necessary as an Incentive Device?
by Arnoud W.A. Boot & Anjolein Schmeits - 96-38 The Owner-Manager Conflict in Insured Banks: Predetermined Salary vs. Bonus Payments
by Ben Z. Schreiber - 96-37 A Market-Based Risk Classification of Financial Institutions
by Alan C. Hess & Kirati Laisathit - 96-36 Risk and Market Segmentation in Financial Intermediaries’ Returns
by Linda Allen & Julapa Jagtiani - 96-34 The Regulatory and Public Policy Agenda for Effective Intermediation in Post Socialist Economies
by Anthony M. Santomero - 96-33 Financial Markets, Intermediaries and Intertemporal Smoothing
by Franklin Allen & Douglas Gale - 96-32 The Theory of Financial Intermediation
by Franklin Allen & Anthony M. Santomero - 96-31 Measuring the Efficiency of Service Delivery Processes: With Application to Retail Banking Journal of Service Research
by Frances X. Frei & Patrick Harker - 96-30 Hedging the Tax Liability of a Property-Liability Insurance Company
by Richard Derrig & Krzysztof Ostaszewski - 96-29 On the Risk of Life Insurance Liabilities: Debunking Some Common Pitfalls
by Eric Briys & François de Varenne - 96-28 Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach
by Kenneth A. Froot & Jeremy C. Stein - 96-27 How Are Derivatives Used? Evidence from the Mutual Fund Industry
by Jennifer Koski & Jeffrey Pontiff - 96-26 Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers
by J. David Cummins & Richard Phillips & Stephen D. Smith - 96-25 An Integrated Approach to Hedging and Pricing Eurodollar Derivatives
by Robert Jarrow & Stuart Turnbull - 96-24 Risks in Derivatives Markets
by Clifford W. Smith96-24 Risks in Derivatives Markets Ludger Hentschel Jr. - 96-22 Controlling Information Premia by Repackaging Asset-Backed Securities
by Alexander David - 96-21 The Effect of Risk-Based Capital on Life Insurers' Investment Portfolios
by Kathy Petroni & Douglas Shackelford - 96-20 Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products
by Knut Aase & Svein-Arne Persson - 96-19 Intertemporal Insurance
by Bryan Ellickson & José Penalva-Zuasti - 96-18 Empirical Tests of Models of Catastrophe Insurance Futures
by Knut Aase & Bernt-Arne Ødegaard - 96-17 Actuarial versus Financial Pricing of Insurance
by Paul Embrechts - 96-15 The Role of Monitoring in Reducing the Moral Hazard Problem Associated with Government Guarantees: Evidence from the Life Insurance Industry
by Elijah Brewer III & Thomas H. Mondschean & Philip Strahan - 96-14 An Investigation of the Performance of the U.S. Property-Casualty Insurance Industry
by Thomas A. Pugel & Anthony Saunders & N. K. Chidambaran - 96-13 Risk-Taking Behavior with Limited Liability and Risk Aversion
by Christian Gollier & Pierre-François Koehl & Jean-Charles Rochet - 96-12 Catastrophe Insurance, Capital Markets and Uninsurable Risks
by Dwight M. Jaffee & Thomas Russell - 96-10 Productivity and Technical Efficiency in the Italian Insurance Industry
by J. David Cummins & Giuseppe Turchetti - 96-09 Financial Pricing of Insurance in the Multiple Line Insurance Company
by Richard D. Phillips & J. David Cummins & Franklin Allen - 96-03 The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function
by Jalal D. Akhavein & Allen N. Berger & David B. Humphrey - 95-24 Using Wharton's FDIC Research Database
by Jalal D. Akhavein - 94-16 Pricing the Risks of Default
by Dilip Madan & Haluk Unal
1995
- 96-35 Bank Risk, Capitalization and Inefficiency
by Simon Kwan & Robert A. Eisenbeis - 96-11 Universal Banking and the Performance of German Firms Federal Reserve Bank of Chicago
by Gary Gorton & Frank A. Schmid - 96-08 Alternative Monies and the Demand for Media of Exchange
by Anthony M. Santomero & John J. Seater - 96-06 The Transformation of the U.S. Banking Industry: What a Long, Strange Trip It's Been
by Allen N. Berger & Anil K. Kashyap & Joseph Scalise - 96-05 Hedging and Coordinated Risk Management: Evidence from Thrift Conversions
by Catherine M. Schrand & Haluk Unal - 96-01 Problem Loans and Cost Efficiency in Commercial Banks
by Allen N. Berger & Robert DeYoung - 95-23 The Effect of Regulatory Oversight on Internal and External Mechanisms to Change Corporate Control
by Douglas O. Cook & Arthur Hogan & Robert Kieschnick - 95-21 Stochastic Growth Prospects and Corporate Demand for Lines of Credit
by J. Spencer Martin & Anthony M. Santomero - 95-20 Universal Banking, Intertemporal Smoothing and European Financial Integration
by Franklin Allen & Douglas Gale - 95-19 Probability and Statistics Applied to the Practice of Financial Risk Management: The Case of JP Morgan's RiskMetrics™
by Michael Phelan - 95-18 The Impact of Information Technology on the Organization of Economic Activity: The "Move to the Middle" Hypothesis
by Eric K. Clemons & Sashidhar P. Reddi & Michael C. Rowe - 95-17 Universal Banking and the Future of Small Business Lending
by Allen N. Berger & Gregory F. Udell - 95-16 Recovering Technologies that Account for Generalized Managerial Preferences: An Application to Non-Risk-Neutral Banks
by Joseph P. Hughes & William Lang & Loretta J. Mester & Choon-Geol Moon - 95-15 Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process
by Haluk Unal - 95-14 Banking Markets: Productivity, Risk, and Customer Satisfaction
by Gerald R. Faulhaber - 95-13 The Coexistence of Multiple Distributions Systems for Financial Services: The Case of Property-Liability Insurance
by Allen N. Berger & J. David Cummins & Mary A. Weiss - 95-07 Banks and Derivatives
by Gary Gorton & Richard Rosen - 95-06 nsolvency Experience, Risk-Based Capital, and Prompt Corrective Action in Property-Liability Insurance
by J. David Cummins & Scott E. Harrington & Robert Klein - 95-04 How Will Competition Change Human Resource Management in Retail Banking? A Strategic Perspective
by Larry W. Hunter - 95-03 Performance in Consumer Financial Services Organizations: Framework and Results from the Pilot Study
by Frances X. Frei & Patrick T. Harker & Larry W. Hunter - 95-02 Financial Markets, Intermediaries, and Intertemporal Smoothing
by Franklin Allen & Douglas Gale - 95-01 The Role of Capital in Financial Institutions
by Allen N. Berger & Richard J. Herring & Giorgio P. Szegö - 94-21 The Marketing of Closed-End Fund IPOs
by Kathleen Weiss Hanley & Charles Lee & Paul Seguin
1994
- 95-12 The Impact of I.T. on the Degree of Outsourcing, the Number of Suppliers, and the Duration of Contracts
by Eric K. Clemons & Sashidhar P. Reddi - 95-10 Noise Trading, Delegated Portfolio Management, and Economic Welfare
by James Dow & Gary Gorton - 95-09 Corporate Control, Portfolio Choice, and the Decline of Banking
by Gary Gorton & Richard Rosen - 94-31 Structuring Deposit Insurance in Europe: Some Considerations and a Regulatory Game
by Carmine DiNoia - 94-30 Evolution of Capabilities and Industry: The Evolution of Mutual Fund Processing
by Daniel A. Levinthal & Jennifer Myatt - 94-29 The Efficiency Cost of Market Power in the Banking Industry: A Test of the 'Quiet Life' and Related Hypotheses
by Allen Berger & Timothy Hannan - 94-28 Management Jobs in the Insurance Industry: Organizational Deskilling and Rising Pay Inequality
by Elizabeth Scott & K. C. O'Shaughnessy & Peter Cappelli - 94-27 The Efficiency of Bank Branches
by Allen Berger & John Leusner & John Mingo - 94-26 A General Method of Deriving the Efficiencies of Banks from a Profit Function
by Jalal Akhavein & PVBA Swamy & Stephen Taubman - 94-25 Bank Scale Economies, Mergers, Concentration, and Efficiency: The U.S. Experience
by Allen Berger & David Humphrey - 94-24 The Information Content of Bank Examinations
by Allen Berger & Sally Davies - 94-23 International Financial Integration: The Continuing Process
by Richard Herring - 94-18 Firm and Guarantor Risk, Risk Contagion and the Interfirm Spread Among Insured Deposits
by Douglas Cook & Lewis Spellman - 94-17 The Relationship Between Capital and Earnings in Banking
by Allen Berger - 94-14 Consumer Behavior and the Stickiness of Credit Card Interest Rates
by Paul S. Calem & Loretta J. Mester - 94-12 A Welfare Comparison of the German and U.S. Financial Systems
by Franklin Allen & Douglas Gale - 94-11 Lines of Credit and Relationship Lending in Small Firm Finance
by Allen Berger & Gregory Udell - 94-10 Performance Changes and Shareholder Wealth Creation Associated with Mergers of Publicly Traded Banking Institutions
by Steven Pilloff - 94-09 The Allocation of Risk in Cross-Border Deposit Transactions
by Richard Herring & Friedrich Kübler - 94-08 Financial Innovation and Bank Risk Taking
by Anthony Santomero & Jeffrey Trester - 94-07 Did Risk-Based Capital Allocate Bank Credit and Cause a `Credit Crunch' in the U.S.?
by Allen Berger & Gregory Udell
1993
- 94-22 Structuring Deposit Insurance for a United Europe
by Anthony Santomero & Jeffrey Trester - 94-20 The Structure of Mutual Fund Charges
by Tarun Chordia - 94-19 Asymmetric Information and the Closed-End Fund Puzzle
by Gyutaeg Oh & Stephen Ross - 94-13 Efficiency of Banks in the Third Federal Reserve District
by Loretta Mester - 94-06 Venture Capital Contracting Under Asymmetric Information
by Jeffrey Trester - 94-05 The Tort System "Lottery" and Insurance Fraud
by J. David Cummins & Sharon Tennyson - 94-04 Strategic Management and Financial Markets
by Franklin Allen - 94-03 An Asian Option to the Valuation of Insurance Futures Contracts
by J. David Cummins & Hèlyette Geman - 94-02 Managing Financial Reports of Commercial Banks
by Anne Beatty & Sandra Chamberlain & Joseph Magliolo - 94-01 Do Consumers Pay for One-Stop Banking?
by Lawrence Pulley & Allen Berger & David Humphrey
1992
- 94-15 Evidence on the Objectives of Bank Managers
by Joseph Hughes & Loretta Mester
1991
- 95-08 The Role of the Financial Sector in Economic Performance
by Richard J. Herring & Anthony M. Santomero
1976
- 97-01 Optimal Financial Crises
by Franklin Allen & Douglas Gale
Undated
- 99-37 Marriages of Convenience and Other Trade-offs: Exploring the Ambivalent Nature of Organizational Relationships
by Michael G. Pratt & Lorna Doucet - 97-33 Technological Change, Financial Innovation, and Financial Regulation: The Challenges for Public Policy
by Lawrence J. White - 97-32 Payment System Settlement and Bank Incentives
by Charles M. Kahn & William Roberds - 97-31 Outperformance: Does Managerial Specialization Pay?
by Piet Eichholtz & Hans Op t Veld & Mark Schweitzer - 97-30 Entry Restrictions, Industry Evolution and Dynamic Efficiency: Evidence from Commercial Banking
by Jith Jayaratne & Philp E. Strahan - 97-29 How the Environment Determines the Efficiency of Banks: A Comparison between French and Spanish Banking Industry
by Michel Dietsch & Ana Lozano Vivas - 97-28 Efficiency, Profitability and Quality of Banking Services
by Stavros Zenios & Andreas Soteriou - 97-27 Diversification, Organization, and Efficiency: Evidence from Bank Holding Companies
by Peter G. Klein & Marc R. Saidenberg - 97-26 Innovation in Financial Services, Relationships and Risk Sharing
by H. Franklin Allen & Douglas Gale - 97-25 The Effect of TBTF Deregulation on Bank Cost of Funds
by Lazarus Angbazo & Anthony Saunders - 97-24 On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance
by Kenneth A. Froot & Paul G.J. O'Connell - 97-22 Acceptable Risk: A Study of Global Currency Trading Rooms in the US and Japan
by Srilata A. Zaheer - 97-21 Linking and Weighting Efficiency Estimates with Stock Performance in Banking Firms
by Belarmino Adenso-Díaz & Fernando Gascón - 96-04 Process Design and Efficiency: Evidence from Retail Banking Hedging and Coordinated Risk Management: Evidence from Thrift Conversions
by Frances X. Frei & Patrick T. Harker - 03-16 Political Relationships, Global Financing and Corporate Transparency
by Christian Leuz & Felix Oberholzer-Gee - 03-15 A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
by Michael W. Brandt & Francis X. Diebold & April - 03-14 The New Basel Capital Accord and Questions for Research
by Marc Saidenberg & Til Schuermann & May - 03-13 Macroeconomic Dynamics and Credit Risk: A Global Perspective
by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April - 03-12 Statistical Analysis of a Telephone Call Center: A Queueing-Science Perspective
by Lawrence Brown & Noah Gans & Avishai Mandelbaum & Anat Sakov & Haipeng Shen & Sergey Zeltyn & Linda Zhao & Novemer - 02-41 The Benefits of a Secondary Market ForLife Insurance Policies
by Neil A. Doherty & Hal J. Singer & October - 02-17 Information Technology and the Organization of Securities Markets
by Paul G. Mahoney - 02-16 The Structure of the US Equity Markets
by Marshall E. Blume - 02-15 Changes in the Ownership and Governance of Securities Exchanges: Causes and Consequences
by Benn Steil - 02-14 The Future of Securities Exchanges
by Ruben Lee - 02-13 Callable Bonds and Hedging
by Levent Güntay & N. R. Prabhala & Haluk Unal