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Information about:
Ramon P. Degennaro

Personal Details | Affiliation | Works
This is information that was supplied by Ramon Degennaro in registering through RePEc. If you are Ramon P. Degennaro , 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: Ramon
Middle Name: P.
Last Name: Degennaro
Suffix:

RePEc Short-ID: pde94

Email:
Homepage:
Postal Address: 423 Stokely Management Center Department of Finance The University of Tennessee Knoxville, TN 37996
Phone:

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 (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Thomas P. Boehm & Ramon P. DeGennaro, 2007. "A discrete choice model of dividend reinvestment plans: classification and prediction," Working Paper 2007-22, Federal Reserve Bank of Atlanta. [Downloadable!]

  2. Ramon P. DeGennaro, 2005. "Market imperfections," Working Paper 2005-12, Federal Reserve Bank of Atlanta. [Downloadable!]

  3. Ramon P. DeGennaro & Deborah L. Murphy, 2004. "Understanding 401(k) plans," Working Paper 2004-21, Federal Reserve Bank of Atlanta. [Downloadable!]

  4. Halima Bensmail & Ramon P. DeGennaro, 2004. "Analyzing imputed financial data: a new approach to cluster analysis," Working Paper 2004-20, Federal Reserve Bank of Atlanta. [Downloadable!]

  5. Ramon P. DeGennaro, 2003. "Asset allocation and section 529 plans," Working Paper 2003-1, Federal Reserve Bank of Atlanta. [Downloadable!]

  6. Harold A. Black & Thomas P. Boehm & Ramon P. DeGennaro, 2001. "Is there discrimination in mortgage pricing? the case of overages," Working Paper 2001-4, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  7. Ken B. Cyree & Ramon P. DeGennaro, 2001. "A generalized method for detecting abnormal returns and changes in systematic risk," Working Paper 2001-8, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  8. Ramon P. DeGennaro & James B. Thomson, 1994. "Anticipating bailouts: the incentive-conflict model and the collapse of the Ohio Deposit Guarantee Fund," Working Paper 9407, Federal Reserve Bank of Cleveland. [Downloadable!]
    Published as:

  9. Ramon P. DeGennaro & James B. Thomson, 1992. "Capital forbearance and thrifts: an ex post examination of regulatory gambling," Working Paper 9209, Federal Reserve Bank of Cleveland. [Downloadable!]
    Published as:

  10. Ramon P. DeGennaro & Larry H. Lang & James B. Thomson, 1991. "Troubled savings and loan institutions: voluntary restructuring under insolvency," Working Paper 9112, Federal Reserve Bank of Cleveland. [Downloadable!]

  11. Peter Ritchken & James Thomson & Ray DeGennaro & Anlong Li, 1991. "On flexibility, capital structure, and investment decisions for the insured bank," Working Paper 9110, Federal Reserve Bank of Cleveland. [Downloadable!]
    Published as:

  12. Ramon P. DeGennaro & James T. Moser, 1990. "Failed delivery and daily Treasury bill returns," Working Paper 9003, Federal Reserve Bank of Cleveland. [Downloadable!]

  13. Nan-Ting Chou & Ramon P. DeGennaro, 1989. "Regime changes in stock returns," Working Paper 8915, Federal Reserve Bank of Cleveland. [Downloadable!]

  14. Ramon P. DeGennaro & James T. Moser, 1989. "Variability and stationarity of term premia," Working Paper Series, Issues in Financial Regulation 89-16, Federal Reserve Bank of Chicago.

  15. Baillie, R.T. & Degennaro, R.P., 1988. "Stock Returns And Volatility," Papers 8803, Michigan State - Econometrics and Economic Theory.
    Published as:

  16. Baillie, R.T. & Degennaro, R., 1988. "The Impact Of Delivery Terms On Stock Return Volatility," Papers 8804, Michigan State - Econometrics and Economic Theory.

Articles

  1. Ramon P. DeGennaro & Cesare Robotti, 2007. "Financial market frictions," Economic Review, Federal Reserve Bank of Atlanta, issue Q 3, pages 1-16. [Downloadable!]

  2. Ramon P. DeGennaro, 2006. "Merchant acquirers and payment card processors: a look inside the black box," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 27-42. [Downloadable!]

  3. Harold Black & Thomas Boehm & Ramon DeGennaro, 2004. "Is discretionary pricing discretionary?: The case of overages in mortgage lending," The Review of Black Political Economy, Springer, vol. 31(4), pages 59-68, June. [Downloadable!] (restricted)

  4. Black, Harold A. & Boehm, Thomas P. & DeGennaro, Ramon P., 2003. "Is there discrimination in mortgage pricing? The case of overages," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1139-1165, June. [Downloadable!] (restricted)
    Other versions:

  5. Ramon P. DeGennaro, 2003. "Direct investments in securities: A primer," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 1-14. [Downloadable!]

  6. Cyree, Ken B & DeGennaro, Ramon P, 2002. " A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk," Review of Quantitative Finance and Accounting, Springer, vol. 19(4), pages 399-416, December. [Downloadable!] (restricted)
    Other versions:

  7. Lee, Junsoo & Degennaro, Ramon P, 2000. " Smooth Transition ARCH Models: Estimation and Testing," Review of Quantitative Finance and Accounting, Springer, vol. 15(1), pages 5-20, July. [Downloadable!] (restricted)

  8. Harold A. Black & Thomas P. Boehm & Ramon P. DeGennaro, 1999. "Overages in mortgage pricing," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 255-280.

  9. DeGennaro, Ramon P. & Shrieves, Ronald E., 1997. "Public information releases, private information arrival and volatility in the foreign exchange market," Journal of Empirical Finance, Elsevier, vol. 4(4), pages 295-315, December. [Downloadable!] (restricted)

  10. DeGennaro, Ramon P & Domian, Dale L, 1996. "Market Efficiency and Money Market Fund Portfolio Managers: Beliefs versus Reality," The Financial Review, Eastern Finance Association, vol. 31(2), pages 453-74, May.

  11. DeGennaro, Ramon P. & Thomson, James B., 1995. "Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund," Journal of Banking & Finance, Elsevier, vol. 19(8), pages 1401-1418, November. [Downloadable!] (restricted)
    Other versions:

  12. DeGennaro, Ramon P & Kunkel, Robert A & Lee, Junsoo, 1994. "Modeling International Long-Term Interest Rates," The Financial Review, Eastern Finance Association, vol. 29(4), pages 577-97, November.

  13. Ramon P. DeGennaro & James B. Thomson & Robert A. Eisenbeis & ary, 1993. "Capital forbearance and thrifts: an ex post examination of regulatory gambling," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 406-420, .
    Other versions:

  14. Ramon P. DeGennaro & Larry H.P. Lang & James B. Thomson, 1993. "Troubled Savings and Loan Institutions: Turnaround Strategies Under Insolvency," Financial Management, Financial Management Association, vol. 22(3), Fall.

  15. Ritchken, Peter & Thomson, James B. & DeGennaro, Ramon P. & Li, Anlong, 1993. "On flexibility, capital structure and investment decisions for the insured bank," Journal of Banking & Finance, Elsevier, vol. 17(6), pages 1133-1146, December. [Downloadable!] (restricted)
    Other versions:

  16. M. Cary Collins & Ramon P. DeGennaro & Fayez A. Elayan & James W. Wansley, 1992. "Sources of value in lines of credit: evidence from the lender's perspective," Proceedings, Federal Reserve Bank of Chicago, pages 230-252.

  17. Peter Ritchken & James Thomson & Ramon DeGennaro & Anlong Li, 1991. "The asset flexibility option and the value of deposit insurance," Proceedings, Federal Reserve Bank of Chicago, pages 153-176.

  18. Baillie, Richard T. & DeGennaro, Ramon P., 1990. "Stock Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(02), pages 203-214, June. [Downloadable!]
    Other versions:

  19. Ramon P. DeGennaro & Christopher J. Pike, 1990. "Standardizing world securities clearance systems," Economic Commentary, Federal Reserve Bank of Cleveland, issue Apr 15. [Downloadable!]

  20. Ramon P. DeGennaro, 1989. "Settlement delays and stock prices," Economic Review, Federal Reserve Bank of Cleveland, issue Q IV, pages 19-28. [Downloadable!]

  21. DeGennaro, Ramon P, 1988. "Payment Delays: Bias in the Yield Curve: Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(4), pages 684-90, November. [Downloadable!] (restricted)

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DCM: Discrete Choice Models (1) 2007-10-27
  2. NEP-PKE: Post Keynesian Economics (1) 2002-02-15
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This page was last updated on 2009-11-12.

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