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Interest rate derivatives at commercial banks : an empirical investigation

Purnanandam, Amiyatosh - In: Journal of monetary economics 54 (2007) 6, pp. 1769-1808

Persistent link: https://www.econbiz.de/10003556151

Originate-to-distribute model and the subprime mortgage crisis

Purnanandam, Amiyatosh - In: The review of financial studies 24 (2011) 6, pp. 1881-1915

Persistent link: https://www.econbiz.de/10009155240

Regime shifts in a dynamic term structure model of US treasury bond yields

Dai, Qiang; Singleton, Kenneth J.; Wei Yang - In: The review of financial studies 20 (2007) 5, pp. 1669-1706

Persistent link: https://www.econbiz.de/10003621217

Do shareholders rights affect the cost of bank loans?

Chava, Sudheer; Livdan, Dmitry; Purnanandam, Amiyatosh - In: The review of financial studies 22 (2009) 8, pp. 2993-3003

Persistent link: https://www.econbiz.de/10003868520

Is default risk negatively related to stock returns?

Chava, Sudheer; Purnanandam, Amiyatosh - In: The review of financial studies 23 (2010) 6, pp. 2523-2599

Persistent link: https://www.econbiz.de/10003976077

The effect of banking crisis on bank-dependent borrowers

Chava, Sudheer; Purnanandam, Amiyatosh - In: Journal of financial economics 99 (2011) 1, pp. 116-135

Persistent link: https://www.econbiz.de/10009241435

The strategic under-reporting of bank risk

Begley, Taylor A.; Purnanandam, Amiyatosh; Zheng, Kuncheng - 2015 - This draft: April 30, 2015

Persistent link: https://www.econbiz.de/10011285310

Are IPOs really underpriced?

Purnanandam, Amiyatosh; Swaminathan, Bhaskaran - In: The review of financial studies 17 (2004) 3, pp. 811-848

Persistent link: https://www.econbiz.de/10002149311

Judging Banks' Risk by the Profits They Report

Meiselman, Ben S. - 2020

In competitive capital markets, portfolios of risky debt claims have high systematic risk exposure in bad times if they offer a high "yield" in good times. We apply this idea to measurement of bank risk. Rather than trying to directly measure asset risks on the balance sheet — the typical...

Persistent link: https://www.econbiz.de/10012852407

Banks' risk dynamics and distance to default

Nagel, Stefan; Purnanandam, Amiyatosh - In: The review of financial studies 33 (2020) 6, pp. 2421-2467

Persistent link: https://www.econbiz.de/10012244750