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George G. Pennacchi

Global rank #3295 96%

Institution: University of Illinois at Urbana-Champaign

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/site/georgegpennacchi/

First Publication: 1987

Most Recent: 2012

RePEc ID: ppe479 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 9.38 10.22 0.00 28.99

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 19.69

Publications (16)

Year Article Journal Tier Authors
2012 Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps The Review of Financial Studies A 3
2010 Special Issue: Risk Transfer Mechanisms and Financial Stability Journal of Financial Intermediation B 1
2009 Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence Journal of Financial and Quantitative Analysis B 2
2009 Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation The Review of Financial Studies A 2
2008 Special issue: Banking and bank regulation: Challenges for the future Journal of Financial Intermediation B 4
2006 Deposit insurance, bank regulation, and financial system risks Journal of Monetary Economics A 1
2005 Risk-based capital standards, deposit insurance, and procyclicality Journal of Financial Intermediation B 1
1999 Bank Deposit Rate Clustering: Theory and Empirical Evidence Journal of Finance A 3
1996 Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds Journal of Financial and Quantitative Analysis B 2
1996 Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits Journal of Financial and Quantitative Analysis B 2
1995 Banks and loan sales Marketing nonmarketable assets Journal of Monetary Economics A 2
1995 The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis Journal of Financial Intermediation B 3
1991 Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data. The Review of Financial Studies A 1
1990 Financial Intermediaries and Liquidity Creation. Journal of Finance A 2
1989 Optimal portfolio choice and the collapse of a fixed-exchange rate regime Journal of International Economics A 2
1987 Alternative forms of deposit insurance : Pricing and bank incentive issues Journal of Banking & Finance B 1