The following papers are examples of my recent research.
A Reexamination of Contingent Convertibles with Stock Price Triggers
Banks, Taxes, and Nonbank Competition
Discounting Pension Liabilities: Funding versus Value
A Structural Model of Contingent Bank Capital
Contingent Capital: The Case of COERCs
Ratings-Based Regulation and Systematic Risk Incentives
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 9/2/2016, Copyright© 2016, George Pennacchi