The following working papers are examples of my recent research.
A Structural Model of Contingent Bank Capital
Contingent Capital: The Case of COERCs
Bank Regulation, Credit Ratings,and Systematic Risk
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps
Portfolio Allocation for Public Pension Funds
Corporate Taxes and Securitization
Deposit Insurance Reform
Narrow Banking
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 02/26/2012, Copyright© 2012, George Pennacchi