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Information about:
Michael Gordy

Personal Details | Affiliation | Works
This is information that was supplied by Michael Gordy in registering through RePEc. If you are Michael Gordy , 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: Michael
Middle Name:
Last Name: Gordy
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RePEc Short-ID: pgo10

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Homepage: http://mgordy.tripod.com/
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Affiliation

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This author is among the top 5% authors according to these criteria:
  1. Number of Downloads through RePEc Services over the past 12 months
  2. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  3. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Software | 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. Michael B. Gordy, 2002. "A risk-factor model foundation for ratings-based bank capital rules," Finance and Economics Discussion Series 2002-55, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  2. Michael B. Gordy, 1998. "A generalization of generalized beta distributions," Finance and Economics Discussion Series 1998-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  3. Michael B. Gordy, 1998. "A comparative anatomy of credit risk models," Finance and Economics Discussion Series 1998-47, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  4. Michael B. Gordy, 1997. "Computationally convenient distributional assumptions for common value auctions," Finance and Economics Discussion Series 1997-5, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:
    Also available as:

  5. Robert B. Avery & Michael Gordy, . "Estimation of a Markov Model of Loan Seasoning with Aggregated Performance Data," Computing in Economics and Finance 1997 95, Society for Computational Economics. [Downloadable!]

  6. Michael B. Gordy, . "Multiple Bids in a Multiple-Unit Common Value Auction," Computing in Economics and Finance 1996 _021, Society for Computational Economics. [Downloadable!]

Articles

  1. Michael B. Gordy, 2000. "Credit VAR and risk-bucket capital rules: a reconciliation," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 406-417.

  2. Michael B. Gordy, 1999. "Hedging Winner'S Curse With Multiple Bids: Evidence From The Portuguese Treasury Bill Auction," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 448-465, August. [Downloadable!] (restricted)

  3. Gordy, Michael B, 1998. "Computationally Convenient Distributional Assumptions for Common-Value Auctions," Computational Economics, Springer, vol. 12(1), pages 61-78, August. [Downloadable!]
    Other versions:

Software components

  1. Michael Gordy & Margaret Kyle, 1997. "MATLAB/C code for GIG and BNLG common value auction specifications," Matlab codes gigbnlg, . [Downloadable!]
    Other versions:

  2. Michael B. Gordy, . "GA.M: A Matlab routine for function maximization using a Genetic Algorithm," Matlab codes ga, , revised 12 Feb 1996. [Downloadable!]
    Published as:

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2003-01-27 Author is listed
  2. NEP-RMG: Risk Management (1) 2003-01-27 Author is listed
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This page was last updated on 2009-11-30.

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.