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George Pennacchi
George Pennacchi
Professor of Finance, University of Illinois
Verified email at illinois.edu - Homepage
Title
Cited by
Cited by
Year
Financial intermediaries and liquidity creation
G Gorton, G Pennacchi
The Journal of Finance 45 (1), 49-71, 1990
14901990
Banks and loan sales: Marketing nonmarketable assets
G Gorton, G Pennacchi
Journal of Monetary Economics 35, 389-411, 1995
9191995
Loan sales and the cost of bank capital
GG Pennacchi
The Journal of Finance 43 (2), 375-396, 1988
6611988
Security baskets and index-linked securities
G Gorton, G Pennacchi
Journal of Business 66(1), 1-27, 1993
4461993
Deposit insurance, bank regulation, and financial system risks
G Pennacchi
Journal of Monetary Economics 53 (1), 1-30, 2006
4012006
Inflation expectations, real rates, and risk premia: Evidence from inflation swaps
J Haubrich, G Pennacchi, P Ritchken
The Review of Financial Studies 25 (5), 1588-1629, 2012
344*2012
Identifying the dynamics of real interest rates and inflation: Evidence using survey data
GG Pennacchi
The Review of Financial Studies 4 (1), 53-86, 1991
3351991
A reexamination of the over-(or under-) pricing of deposit insurance
GG Pennacchi
Journal of Money, Credit and Banking 19 (3), 340-360, 1987
3281987
Theory of asset pricing
GG Pennacchi
Pearson/Addison-Wesley, 2008
2702008
Does prior performance affect a mutual fund’s choice of risk? Theory and further empirical evidence
H Chen, GG Pennacchi
Journal of Financial and Quantitative Analysis 44 (4), 745-775, 2009
2652009
A structural model of contingent bank capital
G Pennacchi
FRB of Cleveland Working Paper, 2010
2612010
Contingent capital: The case of COERCs
G Pennacchi, T Vermaelen, CCP Wolff
Journal of Financial and Quantitative analysis 49 (3), 541-574, 2014
2452014
The behavior of interest rates implied by the term structure of eurodollar futures
N Jegadeesh, GG Pennacchi
Journal of Money, Credit and Banking 28 (3), 426-446, 1996
2211996
Harming depositors and helping borrowers: The disparate impact of bank consolidation
K Park, G Pennacchi
The Review of Financial Studies 22 (1), 1-40, 2008
2202008
Alternative forms of deposit insurance: Pricing and bank incentive issues
GG Pennacchi
Journal of Banking & Finance 11 (2), 291-312, 1987
1771987
Can a stock exchange improve corporate behavior? Evidence from firms' migration to premium listings in Brazil
AG De Carvalho, GG Pennacchi
Journal of Corporate Finance 18 (4), 883-903, 2012
1712012
Bank deposit rate clustering: Theory and empirical evidence
C Kahn, G Pennacchi, B Sopranzetti
The Journal of Finance 54 (6), 2185-2214, 1999
1621999
Measuring rents and interest rate risk in imperfect financial markets: The case of retail bank deposits
DE Hutchison, GG Pennacchi
Journal of Financial and Quantitative Analysis 31 (3), 399-417, 1996
1581996
Risk-based capital standards, deposit insurance, and procyclicality
GG Pennacchi
Journal of financial intermediation 14 (4), 432-465, 2005
1522005
The value of guarantees on pension fund returns
GG Pennacchi
Journal of Risk and Insurance, 219-237, 1999
1321999
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