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Alphabetical Listing


Economics Working Papers


2008 

WP2008-3 (New version posted March 2010)
Limits to Relative Performance Evaluation: Evidence from Bank Executive Turnover
Irina Barakova and Ajay Palvia
Abstract | Full Paper (224 KB PDF)

WP2008-2 (August)
Alternative Assets and Public Pension Plan Performance
Douglas Robertson and Ellen Wielezynski
Abstract | Full Paper (809 KB PDF)

WP2008-1 (April)
Management Turnover, Regulatory Oversight, and Performance: Evidence From Community Banks
Ajay A. Palvia
Abstract | Full Paper (275 KB PDF)

2007 

WP2007-4 (August)
Loss Given Default of High Loan-to-Value Residential Mortgages
Min Qi and Xiaolong Yang
Abstract | Full Paper (222 KB PDF)

WP2007-3 (July)
Community Bank Strategic Lending Choices and Performance
Gary Whalen
Abstract | Full Paper (515 KB PDF)

WP2007-2 (March)
Bank Failure - Evidence from the Colombian Financial Crisis
Jose E. Gomez-Gonzalez and Nicholas M. Kiefer
Abstract | Full Paper (178 KB PDF)

WP2007-1 (March)
The Probability Approach to Default Probabilities
Nicholas M. Kiefer
Abstract | Full Paper (148 KB PDF)

2006 

WP2006-3 (November)
Multivariate Estimation for Operational Risk with Judicious Use of Extreme Value Theory
Mahmoud El-Gamal, Hulusi Inanoglu, and Mitch Stengel
Abstract | Full Paper (860 KB PDF)

WP2006-2 (September)
Default Estimation for Low-Default Portfolios
Nicholas M. Kiefer
Abstract | Full Paper (230 KB PDF)

WP2006-1 (August)
Foreclosures of Subprime Mortgages in Chicago - Analyzing the Role of Predatory Lending Practices
Morgan Rose
Abstract | Full Paper (517 KB PDF)

2005 

WP2005-3 (September)
Searching for an Optimal Strategy for Identifying Files to Review for Fair Lending Exams
Jason Dietrich
Abstract | Full Paper (1.50 MB PDF)

WP2005-2 (August)
Searching for Age and Gender Discrimination in Mortgage Lending
Jason Dietrich and Hannes Johannsson
Abstract | Full Paper (443 KB PDF)

WP2005-1 (May)
A Hazard Model of CAMELS Downgrades of Low-Risk Community Banks
Gary Whalen 
Abstract | Full Paper (196 KB PDF)

2004 

WP2004-5 (December)
Specification and Informational Issues in Credit Scoring
Nicholas M. Kiefer and C. Erik Larson
Abstract | Full Paper (316 KB PDF)

WP2004-4 (December)
The Wealth Effects of OCC Preemption Announcements After the Passage of the Georgia Fair Lending Act
Gary Whalen
Abstract | Full Paper (380 KB PDF)

WP2004-3 (October)
Testing Simple Markov Structures for Credit Rating Transitions
Nicholas M. Kiefer and C. Erik Larson
Abstract | Full Paper (324 KB PDF)

WP2004-2 (September)
Evaluating Design Choices in Economic Capital Modeling: A Loss Function Approach
Nicholas M. Kiefer and C. Erik Larson
Abstract | Full Paper (2.63 MB PDF)

WP2004-1 (January)
Comparative International Characteristics of Banking
James R. Barth, Gerard Caprio Jr., and Daniel E. Nolle
Abstract | Full Paper (2.51 MB PDF)

2003 

WP2003-2 (March)
Under-specified Models and Detection of Discrimination in Mortgage Lending
Jason Dietrich
Abstract | Full Paper (421 KB PDF)

WP2003-1 (March)
A Markov Model of Bank Failure Estimated Using an Information-Theoretic Approach
Dennis Glennon and Amos Golan
Abstract | Full Paper (371 KB PDF)

2002 

WP2002-2 (September)
A Cross-Country Analysis of the Bank Supervisory Framework and Bank Performance
James R. Barth, Daniel E. Nolle, Triphon Phumiwasana, Glenn Yago
Abstract | Full Paper (1.60 MB PDF)

WP2002-1 (June)
Charter Flips by National Banks
Gary Whalen
Abstract | Full Paper (333 KB PDF)

2001 

WP2001-5 (December)
The Impact of the Growth of Large, Multistate Banking Organizations on Community Bank Profitability
Gary Whalen
Abstract | Full Paper (432 KB PDF)

WP2001-4 (September)
A Markov View of Bank Consolidation: 1960-2000
Douglas D. Robertson
Abstract | Full Paper (169 KB PDF)

WP2001-3 (August)
How Low Can You Go? An Optimal Sampling Strategy for Fair Lending Exams
Jason Dietrich
Abstract | Full Paper (477 KB PDF)

WP2001-2 (June)
The Effects of Choice-based Sampling and Small-sample Bias on Past Fair Lending Exams
Jason Dietrich
Abstract | Full Paper (174 KB PDF)

WP2001-1 (March)
Missing Race Data in HMDA and the Implications for the Monitoring of Fair Lending Compliance
Jason Dietrich
Abstract | Full Paper (91 KB PDF)

2000 

WP2000-10 (December)
Recent Trends in Bank Loan Syndications - Evidence for 1995 to 1999
Jonathan Jones, William W. Lang, Peter Nigro 
Abstract | Full Paper (83 KB PDF)

WP2000-9 (September)
Internet Banking: Developments and Prospects
Karen Furst, William W. Lang, and Daniel E. Nolle
Abstract | Full Paper (312 KB PDF)

WP2000-8 (September)
The Risks and Returns Associated with the Insurance Activities of Foreign Subsidiaries of U.S. Banking Organizations
Gary Whalen
Abstract | Full Paper (97 KB PDF)

WP2000-7 (July)
Interstate Banking, Branching, Organization Size, and Market Rivalry
Gary Whalen
Abstract | Full Paper (86 KB PDF)

WP2000-6 (April)
Discrete-Time Continuous-State Interest Rate Models
Michael A. Sullivan
Abstract | Full Paper (204 KB PDF)

WP2000-5 (April)
The Repeal of Glass-Steagall and the Advent of Broad Banking
James R. Barth, R. Dan Brumbaugh Jr. and James A. Wilcox
Abstract | Full Paper (44 KB PDF)

WP2000-4 (March)
Analysis of Proposals for a Minimum Subordinated Debt Requirement
William W. Lang and Douglas Robertson
Abstract | Full Paper (71 KB PDF)

WP2000-3 (March)
An Empirical Evaluation of Value at Risk by Scenario Simulation
Peter A. Abken
Abstract | Full Paper (200 KB PDF)

WP2000-2 (February)
Large Bank Retirement Services - A Comparative Practices Study
Douglas Robertson, Jim Cambruzzi, Kevin Jacques, Peter Nigro, Bill Pate, Hugh Rich, and Art Steele
Abstract | Full Paper (273 KB PDF)

WP2000-1 (January)
Predicting Large U.S. Commercial Bank Failures
James Kolari, Dennis Glennon, Hwan Shin, and Michele Caputo 
Abstract | Full Paper (99 KB PDF)