Year |
Citation |
Score |
2020 |
Fiordelisi F, Pennacchi G, Ricci O. Are contingent convertibles going-concern capital? Journal of Financial Intermediation. 43: 100822. DOI: 10.1016/J.Jfi.2019.03.007 |
0.427 |
|
2019 |
Pennacchi GG, Tchistyi AV. On Equilibrium When Contingent Capital Has a Market Trigger: A Correction to Sundaresan and Wang Journal of Finance (2015) Journal of Finance. 74: 1559-1576. DOI: 10.1111/Jofi.12762 |
0.498 |
|
2019 |
Pennacchi G, Tchistyi A. Contingent Convertibles with Stock Price Triggers: The Case of Perpetuities Review of Financial Studies. 32: 2302-2340. DOI: 10.1093/Rfs/Hhy092 |
0.49 |
|
2019 |
Iannotta G, Pennacchi GG, Santos JAC. Ratings-Based Regulation and Systematic Risk Incentives Review of Financial Studies. 32: 1374-1415. DOI: 10.1093/Rfs/Hhy091 |
0.433 |
|
2019 |
Pennacchi G. Banks, Taxes, and Nonbank Competition Journal of Financial Services Research. 55: 1-30. DOI: 10.1007/S10693-017-0277-2 |
0.54 |
|
2016 |
Brown JR, Pennacchi GG. Discounting pension liabilities: Funding versus value Journal of Pension Economics and Finance. 15: 254-284. DOI: 10.1017/S1474747215000487 |
0.428 |
|
2015 |
Han J, Park K, Pennacchi G. Corporate Taxes and Securitization Journal of Finance. 70: 1287-1321. DOI: 10.1111/Jofi.12157 |
0.485 |
|
2014 |
Pennacchi G, Vermaelen T, Wolff CCP. Contingent Capital: The Case of COERCs Journal of Financial and Quantitative Analysis. 49: 541-574. DOI: 10.1017/S0022109014000398 |
0.5 |
|
2012 |
de Carvalho AG, Pennacchi GG. Can a stock exchange improve corporate behavior? Evidence from firms' migration to premium listings in Brazil Journal of Corporate Finance. 18: 883-903. DOI: 10.1016/j.jcorpfin.2011.01.003 |
0.315 |
|
2011 |
Haubrich JG, Pennacchi G, Ritchken PH. Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps Review of Financial Studies. 25: 1588-1629. DOI: 10.1093/Rfs/Hhs003 |
0.443 |
|
2011 |
Pennacchi G, Rastad M. Portfolio allocation for public pension funds Journal of Pension Economics and Finance. 10: 221-245. DOI: 10.1017/S1474747211000102 |
0.422 |
|
2010 |
Pennacchi GG. Special Issue: Risk Transfer Mechanisms and Financial Stability Journal of Financial Intermediation. 19: 305-307. DOI: 10.1016/J.Jfi.2010.04.002 |
0.337 |
|
2009 |
Park K, Pennacchi G. Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation Review of Financial Studies. 22: 1-40. DOI: 10.1093/Rfs/Hhn051 |
0.508 |
|
2009 |
Chen HL, Pennacchi GG. Does prior performance affect a mutual funds choice of risk? Theory and further empirical evidence Journal of Financial and Quantitative Analysis. 44: 745-775. DOI: 10.1017/S002210900999010X |
0.371 |
|
2008 |
Pennacchi G. Restructuring Retirement Risks. Edited by Blitzstein David, S. Mitchell Olivia, and P. Utkus Stephen. Oxford University Press, 2006, ISBN 0-19-920465-9, 272 pages Journal of Pension Economics & Finance. 7: 363-365. DOI: 10.1017/S1474747207003484 |
0.307 |
|
2008 |
Beck T, Laeven L, Levine R, Pennacchi G. Special issue: Banking and bank regulation: Challenges for the future Journal of Financial Intermediation. 17: 509-510. DOI: 10.1016/J.Jfi.2008.08.003 |
0.339 |
|
2006 |
Pennacchi GG. Deposit insurance, bank regulation, and financial system risks Journal of Monetary Economics. 53: 1-30. DOI: 10.1016/J.Jmoneco.2005.10.007 |
0.515 |
|
2005 |
Pennacchi GG. Risk-based capital standards, deposit insurance, and procyclicality Journal of Financial Intermediation. 14: 432-465. DOI: 10.1016/J.Jfi.2004.09.001 |
0.429 |
|
2003 |
Falkenheim M, Pennacchi G. The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach Journal of Financial Services Research. 24: 121-148. DOI: 10.1023/B:Fina.0000003320.95646.5F |
0.537 |
|
2003 |
Madan D, Pennacchi G. Introduction: Special issue on pricing the risks of deposit insurance Journal of Financial Services Research. 24: 89-92. DOI: 10.1023/B:Fina.0000003318.37611.B9 |
0.473 |
|
2001 |
Pennacchi GG. Comment on Market Discipline of Banks: the Asset Test Journal of Financial Services Research. 20. DOI: 10.1023/A:10124162 |
0.453 |
|
2000 |
Pennacchi GG. Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? Journal of Money, Credit and Banking. 32: 702-705. DOI: 10.2307/2601203 |
0.306 |
|
1999 |
Pennacchi GG. The value of guarantees on pension fund returns Journal of Risk and Insurance. 66: 219-237. DOI: 10.2307/253610 |
0.383 |
|
1999 |
Kahn CM, Pennacchi G, Sopranzetti BJ. Bank Deposit Rate Clustering: Theory and Empirical Evidence Journal of Finance. 54: 2185-2214. DOI: 10.1111/0022-1082.00185 |
0.418 |
|
1999 |
Pennacchi GG. The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves Journal of Financial Services Research. 16: 153-180. DOI: 10.1007/978-1-4757-5228-1_6 |
0.407 |
|
1996 |
Hutchison DE, Pennacchi GG. Measuring rents and interest rate risk in imperfect financial markets: The case of retail bank deposits Journal of Financial and Quantitative Analysis. 31: 399-417. DOI: 10.2307/2331398 |
0.559 |
|
1996 |
Claessens S, Pennacchi G. Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds Journal of Financial and Quantitative Analysis. 31: 109-126. DOI: 10.2307/2331389 |
0.474 |
|
1996 |
Jegadeesh N, Pennacchi GG. The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures Journal of Money, Credit and Banking. 28: 426-451. DOI: 10.2307/2077890 |
0.35 |
|
1996 |
Pennacchi G, Ritchken PH, Sankarasubramanian L. On Pricing Kernels and Finite State Variable Heath Jarrow Morton Models Review of Derivatives Research. 1: 87-99. DOI: 10.1007/Bf01536396 |
0.43 |
|
1995 |
Gorton GB, Pennacchi GG. Banks and loan sales Marketing nonmarketable assets Journal of Monetary Economics. 35: 389-411. DOI: 10.1016/0304-3932(95)01199-X |
0.526 |
|
1995 |
Cooperstein RL, Pennacchi GG, Redburn FS. The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis Journal of Financial Intermediation. 4: 242-271. DOI: 10.1006/Jfin.1995.1011 |
0.447 |
|
1994 |
Pennacchi GG, Lewis CM. The Value of Pension Benefit Guaranty Corporation Insurance Journal of Money, Credit and Banking. 26: 735-756. DOI: 10.2307/2078002 |
0.379 |
|
1993 |
Gorton GB, Pennacchi GG. Security Baskets and Index-Linked Securities The Journal of Business. 66: 1-27. DOI: 10.1086/296591 |
0.338 |
|
1991 |
Pennacchi GG. Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data Review of Financial Studies. 4: 53-86. DOI: 10.1093/Rfs/4.1.53 |
0.411 |
|
1990 |
Borensztein E, Pennacchi G. Valuation of Interest Payment Guarantees on Developing Country Debt Imf Economic Review. 37: 806-824. DOI: 10.2307/3867229 |
0.488 |
|
1990 |
Gorton G, Pennacchi GG. Financial Intermediaries and Liquidity Creation Journal of Finance. 45: 49-71. DOI: 10.1111/J.1540-6261.1990.Tb05080.X |
0.425 |
|
1989 |
Penati A, Pennacchi GG. Optimal portfolio choice and the collapse of a fixed-exchange rate regime Journal of International Economics. 27: 1-24. DOI: 10.1016/0022-1996(89)90075-5 |
0.472 |
|
1988 |
PENNACCHI GG. Loan Sales and the Cost of Bank Capital The Journal of Finance. 43: 375-396. DOI: 10.1111/J.1540-6261.1988.Tb03945.X |
0.451 |
|
1987 |
Pennacchi GG. A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance Journal of Money, Credit and Banking. 19: 340-360. DOI: 10.2307/1992081 |
0.48 |
|
1987 |
Pennacchi GG. Alternative forms of deposit insurance. Pricing and bank incentive issues Journal of Banking and Finance. 11: 291-312. DOI: 10.1016/0378-4266(87)90054-9 |
0.51 |
|
1985 |
Fischer S, Pennacchi G. Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term National Bureau of Economic Research. DOI: 10.3386/W1625 |
0.356 |
|
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