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Neil Esho

Personal Details

First Name:Neil
Middle Name:
Last Name:Esho
Suffix:
RePEc Short-ID:pes16

Affiliation

Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Edson Bastos e Santos & Neil Esho & Marc Farag & Christopher Zuin, 2020. "Variability in risk-weighted assets: what does the market think?," BIS Working Papers 844, Bank for International Settlements.
  2. Neil Esho & Ian Sharpe, 2004. "Eurobond Underwriter Spreads," FMG Discussion Papers dp503, Financial Markets Group.
  3. Neil Esho & Anatoly Kirievsky & Damian Ward & Ralf Zurbruegg, 2003. "Law and the Demand for Property-Casualty Insurance Consumption," Centre for International Economic Studies Working Papers 2003-14, University of Adelaide, Centre for International Economic Studies.

Articles

  1. Esho, Neil & Sharpe, Ian G. & Webster, Kristian H., 2007. "Hedging and choice of currency denomination in international syndicated loan markets," Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 195-212, April.
  2. Anthony Coleman & Neil Esho & Ian Sharpe, 2006. "Does Bank Monitoring Influence Loan Contract Terms?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 30(2), pages 177-198, October.
  3. Coleman, Anthony D. F. & Esho, Neil & Wong, Michelle, 2006. "The impact of agency costs on the investment performance of Australian pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 5(3), pages 299-324, November.
  4. Neil Esho & Michael G. Kollo & Ian G. Sharpe, 2006. "Eurobond underwriter spreads," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(1), pages 71-95, March.
  5. Neil Esho & Paul Kofman & Ian Sharpe, 2005. "Diversification, Fee Income, and Credit Union Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 27(3), pages 259-281, September.
  6. Neil Esho & Anatoly Kirievsky & Damian Ward & Ralf Zurbruegg, 2004. "Law and the Determinants of Property‐Casualty Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 71(2), pages 265-283, June.
  7. Esho, Neil & Lam, Yung & Sharpe, Ian G., 2002. "Are maturity and debt type decisions interrelated? Evidence from Australian firms in international capital markets," Pacific-Basin Finance Journal, Elsevier, vol. 10(5), pages 549-569, November.
  8. Esho, Neil & Lam, Yung & Sharpe, Ian G., 2001. "Choice of Financing Source in International Debt Markets," Journal of Financial Intermediation, Elsevier, vol. 10(3-4), pages 276-305, July.
  9. Esho, Neil, 2001. "The determinants of cost efficiency in cooperative financial institutions: Australian evidence," Journal of Banking & Finance, Elsevier, vol. 25(5), pages 941-964, May.
  10. Neil Esho, 2000. "Scale Economies in Credit Unions: Accounting for Subsidies Is Important," Journal of Financial Services Research, Springer;Western Finance Association, vol. 18(1), pages 29-43, October.
  11. Neil Esho & Ian G. Sharpe, 1996. "X‐Efficiency of Australian Permanent Building Societies, 1974–1990," The Economic Record, The Economic Society of Australia, vol. 72(218), pages 246-259, September.
  12. Esho, Neil & Sharpe, Ian G., 1995. "Long-run estimates of technological change and scale economies in a dynamic framework: Australian permanent building societies, 1974-1990," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1135-1157, October.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2020-03-09
  2. NEP-CBA: Central Banking (1) 2020-03-09
  3. NEP-RMG: Risk Management (1) 2020-03-09

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