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Information about:
David Frederick Babbel

Personal Details | Affiliation | Works
This is information that was supplied by David Babbel in registering through RePEc. If you are David Frederick Babbel , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: David
Middle Name: Frederick
Last Name: Babbel
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RePEc Short-ID: pba115

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Kabir K. Dutta & David F. Babbel, 2002. "On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates," Center for Financial Institutions Working Papers 02-25, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

  2. Kabir K. Dutta & David F. Babbel, 2002. "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," Center for Financial Institutions Working Papers 02-26, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Published as:

  3. David F. Babbel & Craig B. Merrill & Mark F. Meyer & Meiring de Villiers, 2001. "The Effect of Transaction Size on Off-the-Run Treasury Prices," Center for Financial Institutions Working Papers 01-03, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

  4. David F. Babbel, 1998. "Components of Insurance Firm Value and the Present Value of Liabilities," Center for Financial Institutions Working Papers 98-18, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

  5. David F. Babbel & Anthony M. Santomero, 1997. "Risk Management by Insurers: An Analysis of the Process," Center for Financial Institutions Working Papers 96-16, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

  6. David F. Babbel & Craig Merrill, 1997. "Economic Valuation Models for Insurers," Center for Financial Institutions Working Papers 97-44, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

  7. Babbel, D.F., 1996. "Insuring Sovereign Debt Against Default," World Bank - Discussion Papers 328, World Bank.

  8. McIsaac, Donald A. & Babbel, David F., 1995. "The World Bank primer on reinsurance," Policy Research Working Paper Series 1512, The World Bank. [Downloadable!]

  9. Babbel, David F. & Merrill, Craig & Panning, William, 1995. "Default risk and the effective duration of bonds," Policy Research Working Paper Series 1511, The World Bank. [Downloadable!]

  10. David F. Babbel & Laurence K. Eisenberg, 1991. "Generalized put-call parity," Working Paper 91-9, Federal Reserve Bank of Atlanta.
    Other versions:

  11. David F. Babbel & Laurence K. Eisenberg, 1991. "Quantity-adjusting options and forward contracts," Working Paper 91-15, Federal Reserve Bank of Atlanta.
    Other versions:

  12. David F. Babbel and Jaime Cuevas Dermody., 1985. "Optimal Insurance of the Common Form Under Moral Hazard," Research Program in Finance Working Papers 154, University of California at Berkeley.

  13. David F. Babbel and Eisaku Ohtsuka., 1985. "Aspects of Optimal Multiperiod Life Insurance," Research Program in Finance Working Papers 156, University of California at Berkeley.

  14. David F. Babbel & Laurence K. Eisenberg, . "Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041)," Rodney L. White Center for Financial Research Working Papers 29-91, Wharton School Rodney L. White Center for Financial Research.

  15. David F. Babbel & Laurence K. Eisenberg, . "Quantity-Adjusting Options and Forward Contracts (Revised: 29-91)," Rodney L. White Center for Financial Research Working Papers 24-91, Wharton School Rodney L. White Center for Financial Research.

  16. David F. Babbel & Laurence K. Eisenberg, . "Generalized Put-Call Parity (Reprint 040)," Rodney L. White Center for Financial Research Working Papers 23-91, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Kabir K. Dutta & David F. Babbel, 2005. "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," Journal of Business, University of Chicago Press, vol. 78(3), pages 841-870, May. [Downloadable!]
    Other versions:

  2. Babbel, David F., 1988. "Interest rate dynamics and the term structure : A note," Journal of Banking & Finance, Elsevier, vol. 12(3), pages 401-417, September. [Downloadable!] (restricted)

  3. Babbel, David F, 1985. " The Price Elasticity of Demand for Whole Life Insurance," Journal of Finance, American Finance Association, vol. 40(1), pages 225-39, March. [Downloadable!] (restricted)

  4. Babbel, David F & Staking, Kim B, 1983. " A Capital Budgeting Analysis of Life Insurance Costs in the United States: 1950-1979," Journal of Finance, American Finance Association, vol. 38(1), pages 149-70, March. [Downloadable!] (restricted)

  5. David F Babbel, 1983. "Determining The Optimum Strategy for Hedging Currency Exposure," Journal of International Business Studies, Palgrave Macmillan Journals, vol. 14(1), pages 133-139, March. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2002-10-08 2002-10-08 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2002-10-08 Author is listed
  3. NEP-FMK: Financial Markets (1) 2001-07-23 Author is listed
  4. NEP-RMG: Risk Management (2) 2002-10-08 2002-10-08 Author is listed
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This page was last updated on 2008-5-3.

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