This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Citations of
Julapa A. Jagtiani

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Linda Allen & Julapa Jagtiani & Stavros Peristiani & Anthony Saunders, 2002. "The role of bank advisors in mergers and acquisitions," Staff Reports 143, Federal Reserve Bank of New York. [Downloadable!]

    Cited by:

    1. Kenneth Daniels & Richard A. Phillips, 2007. "The Valuation Impact of Financial Advisors: An Empirical Analysis of REIT Mergers and Acquisitions," Journal of Real Estate Research, American Real Estate Society, vol. 29(1), pages 57-64. [Downloadable!]

  2. Elijah Brewer, III & William E. Jackson, III & Julapa A. Jagtiana, 2000. "Impact of independent directors and the regulatory environment on bank merger prices: evidence from takeover activity in the 1990s," Working Paper Series WP-00-31, Federal Reserve Bank of Chicago. [Downloadable!]

    Cited by:

    1. Elijah Brewer, III & William E. Jackson, III & Larry D. Wall, 2006. "When target CEOs contract with acquirers: evidence from bank mergers and acquisitions," Working Paper 2006-28, Federal Reserve Bank of Atlanta. [Downloadable!]

  3. Linda Allen & Julapa Jagtiani, 1996. "Risk and Market Segmentation in Financial Intermediaries’ Returns," Center for Financial Institutions Working Papers 96-36, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

    Cited by:

    1. Victoria Geyfman, 2005. "Risk-adjusted performance measures at bank holding companies with section 20 subsidiaries," Working Papers 05-26, Federal Reserve Bank of Philadelphia. [Downloadable!]


Articles

  1. Julapa Jagtiani & James Kolari & Catharine Lemieux & Hwan Shin, 2003. "Early warning models for bank supervision: Simpler could be better," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 49-60. [Downloadable!]

    Cited by:

    1. Peresetsky, Anatoly A. & Karminsky, Alexandr A. & Golovan, Sergei V., 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition. [Downloadable!]

  2. Jagtiani, Julapa & Lemieux, Catharine, 2001. "Market discipline prior to bank failure," Journal of Economics and Business, Elsevier, vol. 53(2-3), pages 313-324. [Downloadable!] (restricted)

    Cited by:

    1. Abhiman Das & Saibal Ghosh, 2004. "Market Discipline In The Indian Banking Sector: An Empirical Exploration," Finance 0410020, EconWPA. [Downloadable!]

  3. Linda Allen & Julapa Jagtiani & James Moser, 2001. "Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications," Journal of Financial Services Research, Springer, vol. 20(2), pages 213-232, October. [Downloadable!] (restricted)

    Cited by:

    1. John Krainer & Jose A. Lopez, 2001. "Incorporating equity market information into supervisory monitoring models," Working Papers in Applied Economic Theory 2001-14, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    2. John Krainer & Jose A. Lopez, 2003. "How might financial market information be used for supervisory purposes?," Economic Review, Federal Reserve Bank of San Francisco, pages 29-45. [Downloadable!]

  4. Julapa Jagtiani & Catharine Lemieux, 2000. "Market discipline prior to failure," Emerging Issues, Federal Reserve Bank of Chicago, issue Sep. [Downloadable!]

    Cited by:

    1. Frederick T. Furlong & Robard Williams, 2006. "Financial market signals and banking supervision: are current practices consistent with research findings?," Economic Review, Federal Reserve Bank of San Francisco, pages 17-29. [Downloadable!]

  5. Julapa A. Jagtiani & James W. Kolari & Catharine M. Lemieux & G. Hwan Shin, 2000. "Predicting inadequate capitalization: early warning system for bank supervision," Emerging Issues, Federal Reserve Bank of Chicago, issue Sep. [Downloadable!]

    Cited by:

    1. Christian A. Johnson, 2005. "Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Economics Department, vol. 20(1), pages 95-121, June. [Downloadable!]

  6. Allen, Linda & Jagtiani, Julapa, 2000. "The risk effects of combining banking, securities, and insurance activities," Journal of Economics and Business, Elsevier, vol. 52(6), pages 485-497. [Downloadable!] (restricted)

    Cited by:

    1. Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison, 2005. "Regulating Financial Conglomerates," OFRC Working Papers Series 2005fe03, Oxford Financial Research Centre. [Downloadable!]
      Other versions:
    2. Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison, 2005. "Regulating Financial Conglomerates," Economics Working Papers 820, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    3. Marcel Canoy & Machiel van Dijk & Jan Lemmen & Ruud de Mooij & Juergen Weigand, . "Competition and Stability in Banking," CPB Documents 15, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
    4. Freixas, Xavier & Lóránth, Gyöngyi & Morrison, Alan, 2005. "Regulating Financial Conglomerates," CEPR Discussion Papers 5036, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    5. William R. Emmons & R. Alton Gilbert & Timothy J. Yeager, 2002. "Scale economies and geographic diversification as forces driving community bank mergers," Supervisory Policy Analysis Working Papers 2002-02, Federal Reserve Bank of St. Louis. [Downloadable!]
    6. Chakraborty, Suparna & Allen, Linda, 2007. "Revisiting the Level Playing Field: International Lending Responses to Divergences in Japanese Bank Capital Regulations from the Basel Accord," MPRA Paper 1805, University Library of Munich, Germany. [Downloadable!]
    7. William R. Emmons & R. Alton Gilbert & Timothy J. Yeager, 2001. "The importance of scale economies and geographic diversification in community bank mergers," Working Papers 2001-024, Federal Reserve Bank of St. Louis. [Downloadable!]
    8. Mälkönen , Ville, 2004. "Capital adequacy regulation and financial conglomerates," Research Discussion Papers 10/2004, Bank of Finland. [Downloadable!]

  7. William C. Hunter & Julapa Jagtiani, 2000. "Merger advisory fees and advisor's effort," Emerging Issues, Federal Reserve Bank of Chicago, issue Dec. [Downloadable!]

    Cited by:

    1. Linda Allen & Julapa Jagtiani & Stavros Peristiani & Anthony Saunders, 2002. "The role of bank advisors in mergers and acquisitions," Staff Reports 143, Federal Reserve Bank of New York. [Downloadable!]

  8. Julapa Jagtiani & George Kaufman & Catharine Lemieux, 1999. "Do markets discipline banks and bank holding companies? evidence from debt pricing," Emerging Issues, Federal Reserve Bank of Chicago, issue Jun. [Downloadable!]

    Cited by:

    1. Andrea Sironi, 2000. "Testing for market discipline in the European banking industry: evidence from subordinated debt issues," Finance and Economics Discussion Series 2000-40, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. Adam Ashcraft & Hoyt Bleakley, 2006. "On the market discipline of informationally opaque firms: evidence from bank borrowers in the federal funds market," Staff Reports 257, Federal Reserve Bank of New York. [Downloadable!]
    3. Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2002. "Market discipline in banking reconsidered: the roles of deposit insurance reform, funding manager decisions and bond market liquidity," Finance and Economics Discussion Series 2002-46, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    4. Adam B. Ashcraft, 2006. "Does the market discipline banks? New evidence from the regulatory capital mix," Staff Reports 244, Federal Reserve Bank of New York. [Downloadable!]
    5. Douglas D. Evanoff & Larry D. Wall, 2000. "Subordinated debt and bank capital reform," Working Paper 2000-24, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    6. Douglas D. Evanoff & Larry D. Wall, 2001. "Sub-debt yield spreads as bank risk measures," Working Paper Series WP-01-03, Federal Reserve Bank of Chicago. [Downloadable!]
      Other versions:
    7. Charles W. Calomiris & Andrew Powell, 2000. "Can Emerging Market Bank Regulators Establish Credible Discipline? The Case of Argentina, 1992-1999," NBER Working Papers 7715, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Andrea Sironi, 2001. "Testing for market discipline in the European banking industry: evidence from subordinated debt issues," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 366-384.
    9. Reint Gropp & Jukka Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston. [Downloadable!]
      Other versions:
    10. Diana Hancock & Myron L. Kwast, 2001. "Using subordinated debt to monitor bank holding companies: is it feasible?," Finance and Economics Discussion Series 2001-22, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    11. Douglas D. Evanoff & Larry D. Wall, 2001. "Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings," Working Paper 2001-25, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    12. Mark J. Flannery & Kasturi P. Rangan, 2002. "Market forces at work in the banking industry: evidence from the capital buildup of the 1990s," Proceedings, Federal Reserve Bank of Chicago, issue May. [Downloadable!]
    13. C. N. V. Krishnan & P. H. Ritchken & J. B. Thomson, 2003. "Monitoring and controlling bank risk: does risky debt serve any purpose?," Working Paper 0301, Federal Reserve Bank of Cleveland. [Downloadable!]
    14. anonymous, 1999. "Using subordinated debt as an instrument of market discipline," Staff Studies 172, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    15. John Krainer & Jose A. Lopez, 2003. "How might financial market information be used for supervisory purposes?," Economic Review, Federal Reserve Bank of San Francisco, pages 29-45. [Downloadable!]
    16. Robert R. Bliss, 2001. "Market discipline and subordinated debt: a review of some salient issues," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 24-45. [Downloadable!]

  9. Julapa Jagtiani & Catharine Lemieux, 1999. "Stumbling blocks to increasing market discipline in the banking sector: a note on bond pricing and funding strategy prior to failure," Emerging Issues, Federal Reserve Bank of Chicago, issue Sep. [Downloadable!]

    Cited by:

    1. Ari Hyytinen & Tuomas Takalo, 2001. "Preventing Systemic Crises through Bank Transparency," Discussion Papers 776, The Research Institute of the Finnish Economy. [Downloadable!]
      Other versions:

  10. Linda Allen & Julapa Jagtiani, 1997. "Risk and Market Segmentation in Financial Intermediaries' Returns," Journal of Financial Services Research, Springer, vol. 12(2), pages 159-173, October. [Downloadable!] (restricted)

    Cited by:

    1. Chakraborty, Suparna & Allen, Linda, 2007. "Revisiting the Level Playing Field: International Lending Responses to Divergences in Japanese Bank Capital Regulations from the Basel Accord," MPRA Paper 1805, University Library of Munich, Germany. [Downloadable!]
    2. George Alessandria & Horag Choi, 2005. "Do sunk costs of exporting matter for net export dynamics?," Working Papers 05-20, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    3. Victoria Geyfman, 2005. "Banks in the securities business: market-based risk implications of section 20 subsidiaries," Working Papers 05-17, Federal Reserve Bank of Philadelphia. [Downloadable!]

  11. Allen, Linda & Jagtiani, Julapa & Landskroner, Yoram, 1996. "Interest rate risk subsidization in international capital standards," Journal of Economics and Business, Elsevier, vol. 48(3), pages 251-267, August. [Downloadable!] (restricted)

    Cited by:

    1. Linda Allen & Julapa Jagtiani, 1996. "Risk and Market Segmentation in Financial Intermediaries’ Returns," Center for Financial Institutions Working Papers 96-36, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    2. Chakraborty, Suparna & Allen, Linda, 2007. "Revisiting the Level Playing Field: International Lending Responses to Divergences in Japanese Bank Capital Regulations from the Basel Accord," MPRA Paper 1805, University Library of Munich, Germany. [Downloadable!]
    3. Patrick Van Roy, 2005. "The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study," Finance 0509013, EconWPA. [Downloadable!]

  12. Jagtiani, Julapa & Nathan, Alli & Sick, Gordon, 1995. "Scale economies and cost complementarities in commercial banks: On-and off-balance-sheet activities," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1175-1189, October. [Downloadable!] (restricted)

    Cited by:

    1. Barbara Casu & Claudia Girardone, 2005. "An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking," Applied Financial Economics, Taylor and Francis Journals, vol. 15(15), pages 1053-1061, October. [Downloadable!] (restricted)
      Other versions:
    2. Allen N. Berger & Loretta J. Mester, 1997. "Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?," Center for Financial Institutions Working Papers 97-04, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
      Other versions:
    3. Santiago Carbó Valverde & Francisco Rodríguez Fernández, 2004. "Scope Economies and Competition Beyond the Balance Sheet: a ‘broad banking’ Experience," Economic Working Papers at Centro de Estudios Andaluces E2004/13, Centro de Estudios Andaluces. [Downloadable!]
    4. Michael Koetter, 2004. "The Stability of Efficiency Rankings when Risk-Preferences are different," Working Papers 04-08, Utrecht School of Economics. [Downloadable!]
    5. José A Delfino, 1997. "Economías de Escala y de Producción Conjunta en las Entidades Financieras: Un Análisis Empírico del Sistema Bancario," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 87-100. [Downloadable!]
    6. Timothy J. Yeager, 2004. "Economies of integration in banking: an application of the survivor principle," Supervisory Policy Analysis Working Papers 2004-04, Federal Reserve Bank of St. Louis. [Downloadable!]

  13. Jagtiani, Julapa & Saunders, Anthony & Udell, Gregory, 1995. "The effect of bank capital requirements on bank off-balance sheet financial innovations," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 647-658, June. [Downloadable!] (restricted)

    Cited by:

    1. Linda Allen & Julapa Jagtiani, 1996. "Risk and Market Segmentation in Financial Intermediaries’ Returns," Center for Financial Institutions Working Papers 96-36, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    2. Inwon Song, 1998. "Korean banks' responses to the strengthening of capital adequacy requirements," Pacific Basin Working Paper Series 98-01, Federal Reserve Bank of San Francisco. [Downloadable!]
    3. Chakraborty, Suparna & Allen, Linda, 2007. "Revisiting the Level Playing Field: International Lending Responses to Divergences in Japanese Bank Capital Regulations from the Basel Accord," MPRA Paper 1805, University Library of Munich, Germany. [Downloadable!]
    4. Gabe de Bondt & David Marqués, 2004. "The high-yield segment of the corporate bond market: a diffusion modelling approach for the United States, the United Kingdom and the euro area," Working Paper Series 313, European Central Bank. [Downloadable!]
    5. Joe Peek & Eric S. Rosengren, 1996. "Derivatives Activity at Troubled Banks," Boston College Working Papers in Economics 358, Boston College Department of Economics. [Downloadable!]
      Other versions:

  14. Bailey, Warren & Jagtiani, Julapa, 1994. "Foreign ownership restrictions and stock prices in the Thai capital market," Journal of Financial Economics, Elsevier, vol. 36(1), pages 57-87, August. [Downloadable!] (restricted)

    Cited by:

    1. Peter Christoffersen & Hyunchul Chung & Vihang Errunza, 2003. "Size Matters: The Impact of Capital Market Liberalization on Individual Firms," CIRANO Working Papers 2003s-13, CIRANO. [Downloadable!]
    2. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "The Only Game in Town: Stock-Price Consequences of Local Bias," NBER Working Papers 11488, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Jianping Mei & Jose Scheinkman & Wei Xiong, 2005. "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," NBER Working Papers 11362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Korajczyk, Robert A., 1995. "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series 1482, The World Bank. [Downloadable!]
      Other versions:
    5. G. Andrew Karolyi & Rene M. Stulz, 2002. "Are Financial Assets Priced Locally or Globally?," NBER Working Papers 8994, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Jie Zhu, 2008. "Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach," CREATES Research Papers 2008-15, School of Economics and Management, University of Aarhus. [Downloadable!]
    7. Ji, Gang, 2005. "Cross listing and firm value - corporate governance or market segmentation? An empirical study of the stock market," BOFIT Discussion Papers 14/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    8. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda 0005, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
      Other versions:
    9. John Fernald & John H. Rogers, 1998. "Puzzles in the Chinese stock market," International Finance Discussion Papers 619, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    10. Raul Susmel & Ramon Rabinovitch & Ana Silva, 2000. "Impact of Capital Controls and Transaction Costs on the Return Distribution of Dually Traded Securities: Evidence from Chile and Argentina," CEMA Working Papers: Serie Documentos de Trabajo. 171, Universidad del CEMA. [Downloadable!]
    11. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Research Paper 9820, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    12. Roger H. Gordon & Wei Li, 1999. "Government as a Discriminating Monopolist in the Financial Market: The Case of China," NBER Working Papers 7110, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    13. Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Chien-Liang Chiu & Mingchih Lee & Chun-Da Chen, 2005. "Removal of an investment restriction: the 'B' share experience from China's stock markets," Applied Financial Economics, Taylor and Francis Journals, vol. 15(4), pages 273-285, February. [Downloadable!] (restricted)
    15. Xiaonian Xu & Yan Wang, 1997. "Ownership structure, corporate governance, and corporate performance : the case of Chinese stock companies," Policy Research Working Paper Series 1794, The World Bank. [Downloadable!]
    16. Reena Aggarwal & Leora Klapper & Peter D. Wysocki, 2003. "Portfolio preferences of foreign institutional investors," Policy Research Working Paper Series 3101, The World Bank. [Downloadable!]
      Other versions:
    17. Geert Bekaert & Michael S. Urias, 1996. "Diversification, Integration and Emerging Market Closed-End Funds," NBER Working Papers 4990, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    18. Jianping Mei & Jose Scheinkman & Wei Xiong, 2005. "Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia," Levine's Bibliography 122247000000000867, UCLA Department of Economics. [Downloadable!]


Did you know? About 900 archives contribute their bibliographic data to RePEc.

This page was last updated on 2008-8-14.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.