The following papers are examples of my recent research.
How Should Governments Create Liquidity?
Are Contingent Convertibles Going-Concern Capital?
Contingent Convertibles with Stock Price Triggers: The Case of Perpetuities
On Equilibrium when Contingent Capital has a Market Trigger
Syndicated Loan Risk: The Effects of Covenants and Collateral
Ratings-Based Regulation and Systematic Risk Incentives
Banks, Taxes, and Nonbank Competition
Discounting Pension Liabilities: Funding versus Value
A Structural Model of Contingent Bank Capital
Contingent Capital: The Case of COERCs
Corporate Taxes and Securitization
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps
Portfolio Allocation for Public Pension Funds
Deposit Insurance Reform
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation
Technical Appendix to Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation
My curriculum vitae is given below.
CV of George Pennacchi
Last modified on 05/20/2018, Copyright© 2018, George Pennacchi