George Pennacchi

15 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3806-7414

Department of Finance, University of Illinois, Champaign, Illinois 61820

Publications

• The Role of Marketplace Lending in Credit Markets: Evidence from Bank Mergers — Management Science 2022
• On Equilibrium When Contingent Capital Has a Market Trigger: A Correction to Sundaresan and WangJournal of Finance(2015) — The Journal of Finance 2019
• Contingent Convertibles with Stock Price Triggers: The Case of Perpetuities — The Review of Financial Studies 2019
• Ratings-Based Regulation and Systematic Risk Incentives — The Review of Financial Studies 2019
• Corporate Taxes and Securitization — The Journal of Finance 2015
• Contingent Capital: The Case of COERCs — Journal of Financial and Quantitative Analysis 2014
• Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps — The Review of Financial Studies 2012
• Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation — The Review of Financial Studies 2009
• Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence — Journal of Financial and Quantitative Analysis 2009
• Bank Deposit Rate Clustering: Theory and Empirical Evidence — The Journal of Finance 1999
• Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds — Journal of Financial and Quantitative Analysis 1996
• Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits — Journal of Financial and Quantitative Analysis 1996
• Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data — The Review of Financial Studies 1991
• Financial Intermediaries and Liquidity Creation — The Journal of Finance 1990
• Loan Sales and the Cost of Bank Capital — The Journal of Finance 1988