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Publications

by members of

Santa Clara University → Leavey School of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2018

  1. Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018, "Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression," CESifo Working Paper Series, CESifo, number 7425.

2012

  1. Graham Bird & Alex Mandilaras & Helen Popper, 2012, "Explaining Shifts in Exchange Rate Regimes," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1312, Sep.

2011

  1. Helen Popper & Alex Mandilaras & Graham Bird, 2011, "Trilemma Stability and International Macroeconomic Archetypes in Developing Economies," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0311, Mar.
  2. Graham Bird & Alex Mandilaras & Helen Popper, 2011, "Is There a Beijing Consensus on International Macroeconomic Policy," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0611, Jun.

2009

  1. David Parsley & Helen Popper, 2009, "Evaluating Exchange Rate Management An Application to Korea," Working Papers, Hong Kong Institute for Monetary Research, number 282009, Sep.
  2. Parsley, David & Popper, Helen, 2009, "Understanding Real Exchange Rate Movements with Trade in Intermediate Products," MPRA Paper, University Library of Munich, Germany, number 21117, Feb.

2007

  1. Alex Mandilaras & Helen Popper, 2007, "What Macroeconomic Conditions Best Explain Southeast Asian Capital Flows?," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1407, Jul.

2006

  1. Sanjiv Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita, 2006, "Common Failings: How Corporate Defaults are Correlated," NBER Working Papers, National Bureau of Economic Research, Inc, number 11961, Jan.

2002

  1. Uppal, Raman & Das, Sanjiv Ranjan, 2002, "Systemic Risk and International Portfolio Choice," CEPR Discussion Papers, Centre for Economic Policy Research, number 3305, Apr.
  2. Das, Sanjiv Ranjan & Acharya, Viral & Sundaram, Rangarajan K, 2002, "Pricing Credit Derivatives with Rating Transitions," CEPR Discussion Papers, Centre for Economic Policy Research, number 3329, Apr.
  3. David Parsley & Helen Popper, 2002, "Foreign Exchange Exposure and Exchange Rate Arrangements in East Asia," Working Papers, Hong Kong Institute for Monetary Research, number 172002, Oct.
  4. David Parsley Helen Popper, 2002, "Exchange Rate Pegs and Foreign Exchange Exposure in East Asia," International Finance, University Library of Munich, Germany, number 0211001, Nov.
  5. David Parsley Helen Popper, 2002, "Inflation And Price Dispersion In Equity Markets And In Goods And Services Markets," Macroeconomics, University Library of Munich, Germany, number 0211004, Nov.

1999

  1. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1999, "Fee Speech: Signalling and the Regulation of Mutual Fund Fees," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-085, Apr.

1998

  1. Sanjiv R. Das & Rangarajan K. Sundaram, 1998, "Of Smiles and Smirks: A Term-Structure Perspective," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-024, Feb.
  2. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1998, "The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-085, Feb.
  3. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1998, "A Direct Approach to Arbitrage-Free Pricing of Derivatives," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-013, Nov.
  4. Sanjiv R. Das, 1998, "Poisson-Guassian Processes and the Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 6631, Jul.
  5. Sanjiv R. Das & Rangarajan K. Sundaram, 1998, "A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 6635, Jul.
  6. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1998, "On the Regulation of Fee Structures in Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 6639, Jul.
  7. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1998, "Fee Speech: Adverse Selection and the Regulation of Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 6644, Jul.

1997

  1. Sanjiv Ranjan Das, 1997, "An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0212, Jun.
  2. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1997, "Auction Theory: A Summary with Applications to Treasury Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 5873, Jan.
  3. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1997, "Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 5976, Mar.
  4. George Chacko & Sanjiv Ranjan Das, 1997, "Average Interest," NBER Working Papers, National Bureau of Economic Research, Inc, number 6045, May.

1996

  1. Pierluigi Balduzzi & Sanjiv Das & Silverio Foresi, 1996, "The Central Tendency: A Second Factor in Bond Yields," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-12, Aug.
  2. Chuhan, Punam & Perez-Quiros, Gabriel & Popper, Helen, 1996, "International capital flows : do short-term investment and direct investment differ?," Policy Research Working Paper Series, The World Bank, number 1669, Oct.

1995

  1. Sandra Chamberlain & John S. Howe & Helen Popper, 1995, "The exchange rate exposure of U.S. and Japanese banking institutions," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 95-11.
  2. Kenneth Kasa & Helen Popper, 1995, "Monetary policy in Japan: a structural VAR analysis," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 95-12.

1990

  1. Helen Popper, 1990, "The term structure of interest rates in the onshore markets of the United States, Germany, and Japan," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 382.
  2. Helen Popper, 1990, "International capital mobility: direct evidence from long-term currency swaps," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 386.

Journal articles

2024

  1. Parsley, David & Popper, Helen, 2024, "Climate change salience and international equity returns," Journal of Economic Behavior & Organization, Elsevier, volume 226, issue C, DOI: 10.1016/j.jebo.2024.106685.

2023

  1. Amujala, Someswar & Vossmeyer, Angela & Das, Sanjiv R., 2023, "Digitization and data frames for card index records," Explorations in Economic History, Elsevier, volume 87, issue C, DOI: 10.1016/j.eeh.2022.101469.

2022

  1. Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar, 2022, "Banking networks, systemic risk, and the credit cycle in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101633.
  2. Das, Sanjiv R. & Ostrov, Daniel & Radhakrishnan, Anand & Srivastav, Deep, 2022, "Dynamic optimization for multi-goals wealth management," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2021.106192.

2021

  1. Sanjiv R. Das & Daniel Ostrov & Aviva Casanova & Anand Radhakrishnan & Deep Srivastav, 2021, "Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality," JRFM, MDPI, volume 14, issue 7, pages 1-25, June.

2020

  1. Bubna, Amit & Das, Sanjiv R. & Prabhala, Nagpurnanand, 2020, "Venture Capital Communities," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 2, pages 621-651, March.
  2. Amit Bubna & Sanjiv R. Das & Paul Hanouna, 2020, "The Fast and the Curious: VC Drift," Journal of Financial Services Research, Springer;Western Finance Association, volume 57, issue 1, pages 69-113, February, DOI: 10.1007/s10693-018-0302-0.

2019

  1. Sanjiv R. Das, 2019, "The future of fintech," Financial Management, Financial Management Association International, volume 48, issue 4, pages 981-1007, December, DOI: 10.1111/fima.12297.
  2. Ting Liu & Estefania Vergara‐Cobos & Yiyi Zhou, 2019, "Pricing Schemes and Seller Fraud: Evidence from New York City Taxi Rides," Journal of Industrial Economics, Wiley Blackwell, volume 67, issue 1, pages 56-90, March, DOI: 10.1111/joie.12196.

2015

  1. Das, Sanjiv R. & Kim, Seoyoung, 2015, "Credit spreads with dynamic debt," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 121-140, DOI: 10.1016/j.jbankfin.2014.09.012.

2014

  1. Parsley, David & Popper, Helen, 2014, "Gauging exchange rate targeting," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 155-166, DOI: 10.1016/j.jimonfin.2014.01.002.

2013

  1. Das, Sanjiv R. & Statman, Meir, 2013, "Options and structured products in behavioral portfolios," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 137-153, DOI: 10.1016/j.jedc.2012.07.004.
  2. Das, Sanjiv R. & Meadows, Ray, 2013, "Strategic loan modification: An options-based response to strategic default," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 636-647, DOI: 10.1016/j.jbankfin.2012.10.003.
  3. Popper, Helen & Mandilaras, Alex & Bird, Graham, 2013, "Trilemma stability and international macroeconomic archetypes," European Economic Review, Elsevier, volume 64, issue C, pages 181-193, DOI: 10.1016/j.euroecorev.2013.08.006.

2012

  1. Das, Sanjiv R., 2012, "The Principal Principle," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 6, pages 1215-1246, December.
  2. Bird, Graham & Mandilaras, Alex & Popper, Helen, 2012, "Is there a Beijing Consensus on International Macroeconomic Policy?," World Development, Elsevier, volume 40, issue 10, pages 1933-1943, DOI: 10.1016/j.worlddev.2012.03.013.

2011

  1. Das, Sanjiv R. & Jo, Hoje & Kim, Yongtae, 2011, "Polishing diamonds in the rough: The sources of syndicated venture performance," Journal of Financial Intermediation, Elsevier, volume 20, issue 2, pages 199-230, April.

2010

  1. Das, S., 2010, "Credit default swaps – Financial innovation or financial dysfunction?," Financial Stability Review, Banque de France, issue 14, pages 45-53, July.
  2. Das, Sanjiv & Markowitz, Harry & Scheid, Jonathan & Statman, Meir, 2010, "Portfolio Optimization with Mental Accounts," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 2, pages 311-334, April.
  3. Priya Raghubir & Sanjiv R. Das, 2010, "The Long and Short of It: Why Are Stocks with Shorter Runs Preferred?," Journal of Consumer Research, Journal of Consumer Research Inc., volume 36, issue 6, pages 964-982, April, DOI: 10.1086/644762.
  4. David Parsley & Helen Popper, 2010, "Understanding Real Exchange Rate Movements With Trade In Intermediate Products," Pacific Economic Review, Wiley Blackwell, volume 15, issue 2, pages 171-188, May, DOI: 10.1111/j.1468-0106.2010.00496.x.

2009

  1. Das, Sanjiv R. & Hanouna, Paul, 2009, "Implied recovery," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 11, pages 1837-1857, November.
  2. Bhandari, Rishabh & Das, Sanjiv R., 2009, "Options on portfolios with higher-order moments," Finance Research Letters, Elsevier, volume 6, issue 3, pages 122-129, September.
  3. Das, Sanjiv R. & Hanouna, Paul & Sarin, Atulya, 2009, "Accounting-based versus market-based cross-sectional models of CDS spreads," Journal of Banking & Finance, Elsevier, volume 33, issue 4, pages 719-730, April.
  4. Das, Sanjiv R. & Hanouna, Paul, 2009, "Hedging credit: Equity liquidity matters," Journal of Financial Intermediation, Elsevier, volume 18, issue 1, pages 112-123, January.
  5. Alex Mandilaras & Helen Popper, 2009, "Capital Flows, Capitalization, and Openness in Emerging East Asian Economies," Review of International Economics, Wiley Blackwell, volume 17, issue 4, pages 734-750, September, DOI: 10.1111/j.1467-9396.2009.00843.x.

2007

  1. Sanjiv R. Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita, 2007, "Common Failings: How Corporate Defaults Are Correlated," Journal of Finance, American Finance Association, volume 62, issue 1, pages 93-117, February, DOI: 10.1111/j.1540-6261.2007.01202.x.
  2. Sanjiv R. Das & Mike Y. Chen, 2007, "Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web," Management Science, INFORMS, volume 53, issue 9, pages 1375-1388, September, DOI: 10.1287/mnsc.1070.0704.
  3. Sanjiv R. Das & Rangarajan K. Sundaram, 2007, "An Integrated Model for Hybrid Securities," Management Science, INFORMS, volume 53, issue 9, pages 1439-1451, September, DOI: 10.1287/mnsc.1070.0702.
  4. Sanjiv Das, 2007, "Basel II: Correlation Related Issues," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 1, pages 17-38, October, DOI: 10.1007/s10693-007-0011-6.

2006

  1. Donald Aingworth & Sanjiv Das & Rajeev Motwani, 2006, "A simple approach for pricing equity options with Markov switching state variables," Quantitative Finance, Taylor & Francis Journals, volume 6, issue 2, pages 95-105, DOI: 10.1080/14697680500511215.
  2. Parsley, David C. & Popper, Helen A., 2006, "Exchange rate pegs and foreign exchange exposure in East and South East Asia," Journal of International Money and Finance, Elsevier, volume 25, issue 6, pages 992-1009, October.

2005

  1. Sanjiv Das & Asís Martínez-Jerez & Peter Tufano, 2005, "eInformation: A Clinical Study of Investor Discussion and Sentiment," Financial Management, Financial Management Association, volume 34, issue 3, Fall.
  2. David Godes & Dina Mayzlin & Yubo Chen & Sanjiv Das & Chrysanthos Dellarocas & Bruce Pfeiffer & Barak Libai & Subrata Sen & Mengze Shi & Peeter Verlegh, 2005, "The Firm's Management of Social Interactions," Marketing Letters, Springer, volume 16, issue 3, pages 415-428, December, DOI: 10.1007/s11002-005-5902-4.

2004

  1. Parsley David C. & Popper Helen A., 2004, "Aggregate Price Changes and Dispersion: A Comparison of the Equity and Goods and Services Markets," The B.E. Journal of Macroeconomics, De Gruyter, volume 4, issue 1, pages 1-30, January, DOI: 10.2202/1534-6005.1075.

2002

  1. Das, Sanjiv R., 2002, "The surprise element: jumps in interest rates," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 27-65, January.
  2. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2002, "Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare," The Review of Financial Studies, Society for Financial Studies, volume 15, issue 5, pages 1465-1497.

2001

  1. Popper, Helen & Montgomery, John D., 2001, "Information sharing and central bank intervention in the foreign exchange market," Journal of International Economics, Elsevier, volume 55, issue 2, pages 295-316, December.
  2. Parsley, David C & Popper, Helen A, 2001, "Official Exchange Rate Arrangements and Real Exchange Rate Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, volume 33, issue 4, pages 976-993, November.

2000

  1. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2000, "A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives," Management Science, INFORMS, volume 46, issue 1, pages 46-62, January, DOI: 10.1287/mnsc.46.1.46.15124.

1999

  1. Das, Sanjiv Ranjan & Sundaram, Rangarajan K., 1999, "Of Smiles and Smirks: A Term Structure Perspective," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 34, issue 2, pages 211-239, June.
  2. Chacko, George & Das, Sanjiv Ranjan, 1999, "A theory of optimal timing and selectivity," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 7, pages 929-965, June.
  3. Das, Sanjiv R. & Nanda, Ashish, 1999, "A theory of banking structure," Journal of Banking & Finance, Elsevier, volume 23, issue 6, pages 863-895, June.

1998

  1. Das, Sanjiv Ranjan, 1998, "A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 3, pages 333-369, November.
  2. Pierluigi Balduzzi & Sanjiv Ranjan Das & Silverio Foresi, 1998, "The Central Tendency: A Second Factor In Bond Yields," The Review of Economics and Statistics, MIT Press, volume 80, issue 1, pages 62-72, February.

1997

  1. Sanjiv Ranjan Das, 1997, "Macroeconomic implications of search theory for the labour market," Applied Economics Letters, Taylor & Francis Journals, volume 4, issue 12, pages 719-723, DOI: 10.1080/758528714.
  2. Chamberlain, Sandra & Howe, John S. & Popper, Helen, 1997, "The exchange rate exposure of U.S. and Japanese banking institutions," Journal of Banking & Finance, Elsevier, volume 21, issue 6, pages 871-892, June.
  3. Kasa, Ken & Popper, Helen, 1997, "Monetary Policy in Japan: A Structural VAR Analysis," Journal of the Japanese and International Economies, Elsevier, volume 11, issue 3, pages 275-295, September.

1996

  1. Kenneth Kasa & Helen Popper, 1996, "New measures of Japanese monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug9.
  2. Helen Popper, 1996, "Banks and foreign exchange exposure," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sep20.

1995

  1. Helen Popper, 1995, "Term premia comovement in German, Japanese, and U.S. domestic markets," Open Economies Review, Springer, volume 6, issue 1, pages 49-62, January, DOI: 10.1007/BF00999043.

1994

  1. Popper, Helen, 1994, "The 1992 Princeton essays and studies in international finance: a review : (Department of Economics, International Finance Section, Princeton University, Princeton University Press), $6.50-$9.00," Journal of International Economics, Elsevier, volume 36, issue 3-4, pages 510-513, May.

1993

  1. Popper, Helen, 1993, "Long-term covered interest parity: evidence from currency swaps," Journal of International Money and Finance, Elsevier, volume 12, issue 4, pages 439-448, August.

1992

  1. Julia Lowell & Helen Popper, 1992, "Officially floating, implicitly targeted exchange rates: examples from the Pacific Basin," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.

Chapters

2019

  1. Sanjiv R Das, 2019, "Machine Learning: Classification and Clustering," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "The use of big data analytics and artificial intelligence in central banking".
  2. Sanjiv R Das, 2019, "Annex – presentations," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "The use of big data analytics and artificial intelligence in central banking".

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