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George G. Pennacchi

Personal Details

First Name:George
Middle Name:G.
Last Name:Pennacchi
Suffix:
RePEc Short-ID:ppe479
[This author has chosen not to make the email address public]
https://sites.google.com/site/georgegpennacchi/

Affiliation

Department of Finance
College of Business
University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (United States)
http://www.business.illinois.edu/finance/
RePEc:edi:dfuiuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. George Pennacchi & João A. C. Santos, 2018. "Why do banks target ROE?," Staff Reports 855, Federal Reserve Bank of New York.
  2. Jeffrey R. Brown & George G. Pennacchi, 2015. "Discounting Pension Liabilities: Funding versus Value," NBER Working Papers 21276, National Bureau of Economic Research, Inc.
  3. Joseph G. Haubrich & George Pennacchi & Peter H. Ritchken, 2011. "Inflation expectations, real rates, and risk premia: evidence from inflation swaps," Working Papers (Old Series) 1107, Federal Reserve Bank of Cleveland.
  4. Wolff, Christian & Pennacch, George G., 2010. "Contingent Capital: The Case for COERCs," CEPR Discussion Papers 8028, C.E.P.R. Discussion Papers.
  5. George Pennacchi, 2010. "A structural model of contingent bank capital," Working Papers (Old Series) 1004, Federal Reserve Bank of Cleveland.
  6. George Pennacchi & Mahdi Rastad, 2010. "Portfolio Allocation for Public Pension Funds," NBER Working Papers 16456, National Bureau of Economic Research, Inc.
  7. Joseph G. Haubrich & George Pennacchi & Peter H. Ritchken, 2008. "Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates," Working Papers (Old Series) 0810, Federal Reserve Bank of Cleveland.
  8. Kwangwoo Park & George Pennacchi, 2007. "Harming depositors and helping borrowers: the disparate impact of bank consolidation," Working Papers (Old Series) 0704, Federal Reserve Bank of Cleveland.
  9. George Pennacchi, 2001. "Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology," Proceedings 733, Federal Reserve Bank of Chicago.
  10. Charles Kahn & George Pennacchi & Ben Sopranzetti, 2001. "Bank Consolidation and Consumer Loan Interest Rates," Center for Financial Institutions Working Papers 01-14, Wharton School Center for Financial Institutions, University of Pennsylvania.
  11. Pennacchi & Pennacchi, George, 1998. "Government guarantees on pension fund returns," Social Protection Discussion Papers and Notes 20049, The World Bank.
  12. Silverio Foresi & Alessandro Penati & George Pennacchi, 1997. "Estimating the cost of U.S. indexed bonds," Working Papers (Old Series) 9701, Federal Reserve Bank of Cleveland.
  13. Charles M. Kahn & George Pennacchi & Ben Sopranzetti, 1996. "Bank deposit rate clustering: theory and empirical evidence," Working Papers (Old Series) 9604, Federal Reserve Bank of Cleveland.
  14. Claessens,Constantijn A.*Pennacchi, George, 1992. "Deriving developing country repayment capacity from the market prices of sovereign debt," Policy Research Working Paper Series 1043, The World Bank.
  15. David E. Hutchison & George Pennacchi, 1992. "A framework for estimating the value and interest rate risk of retail bank deposits," Working Paper Series, Issues in Financial Regulation 92-30, Federal Reserve Bank of Chicago.
  16. Gary Gorton & George Pennacchi, 1992. "Nonbanks and the future of banking," Proceedings 362, Federal Reserve Bank of Chicago.
  17. Gary Gorton & George Pennacchi, 1990. "Banks and Loan Sales: Marketing Non-Marketable Assets," NBER Working Papers 3551, National Bureau of Economic Research, Inc.
  18. George Pennacchi, 1987. "Market discipline, information disclosure, and uninsured deposits," Proceedings 172, Federal Reserve Bank of Chicago.
  19. Stanley Fischer & George Pennacchi, 1985. "Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term," NBER Working Papers 1625, National Bureau of Economic Research, Inc.
  20. George Pennacchi, 1985. "An empirical analysis of bank risk," Proceedings 70, Federal Reserve Bank of Chicago.
  21. Alessandro Penati & George Pennacchi, "undated". "Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime," Rodney L. White Center for Financial Research Working Papers 25-86, Wharton School Rodney L. White Center for Financial Research.
  22. George G. Pennacchi, "undated". "Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions," Rodney L. White Center for Financial Research Working Papers 7-85, Wharton School Rodney L. White Center for Financial Research.
  23. Gary Gorton & George Pennacchi, "undated". "Are Loan Sales Really Off-Balance Sheet," Rodney L. White Center for Financial Research Working Papers 18-88, Wharton School Rodney L. White Center for Financial Research.
  24. Gary B. Gorton & George Pennacchi, "undated". "Transaction Contracts," Rodney L. White Center for Financial Research Working Papers 34-88, Wharton School Rodney L. White Center for Financial Research.
  25. George Pennacchi, "undated". "Partial Deposit, Bank Runs and Private Deposit Insurance," Rodney L. White Center for Financial Research Working Papers 17-84, Wharton School Rodney L. White Center for Financial Research.
  26. Gary Gorton & George Pennacchi, "undated". "Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051)," Rodney L. White Center for Financial Research Working Papers 27-90, Wharton School Rodney L. White Center for Financial Research.
  27. George Pennacchi & Gary Gorton, "undated". "Security Baskets and Index-Linked Securities," Rodney L. White Center for Financial Research Working Papers 29-89, Wharton School Rodney L. White Center for Financial Research.
  28. A. Pennacchi, "undated". "Information Disclosure and Bank Runs," Rodney L. White Center for Financial Research Working Papers 12-86, Wharton School Rodney L. White Center for Financial Research.
  29. Stanley Fischer & George G. Pennacchi, "undated". "Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term," Rodney L. White Center for Financial Research Working Papers 09-85, Wharton School Rodney L. White Center for Financial Research.
  30. George Pennacchi, "undated". "Loan Sales and the Cost of Bank Capital," Rodney L. White Center for Financial Research Working Papers 07-87, Wharton School Rodney L. White Center for Financial Research.
  31. George G. Pennacchi, "undated". "An Empirical Investigation of Bond Prices and Inflation," Rodney L. White Center for Financial Research Working Papers 17-88, Wharton School Rodney L. White Center for Financial Research.
  32. George G. Pennacchi, "undated". "Government Guarantees for Old Age Income," Pension Research Council Working Papers 97-10, Wharton School Pension Research Council, University of Pennsylvania.

Articles

  1. Joseph Haubrich & George Pennacchi & Peter Ritchken, 2012. "Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps," The Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1588-1629.
  2. Pennacchi, George & Rastad, Mahdi, 2011. "Portfolio allocation for public pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 10(2), pages 221-245, April.
  3. Pennacchi, George G., 2010. "Special Issue: Risk Transfer Mechanisms and Financial Stability," Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 305-307, July.
  4. Chen, Hsiu-lang & Pennacchi, George G., 2009. "Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(4), pages 745-775, August.
  5. Kwangwoo Park & George Pennacchi, 2009. "Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation," The Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 1-40, January.
  6. Beck, Thorsten & Laeven, Luc & Levine, Ross & Pennacchi, George, 2008. "Special issue: Banking and bank regulation: Challenges for the future," Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 509-510, October.
  7. Pennacchi, George, 2008. "Restructuring Retirement Risks. Edited by Blitzstein David, S. Mitchell Olivia, and P. Utkus Stephen. Oxford University Press, 2006, ISBN 0-19-920465-9, 272 pages," Journal of Pension Economics and Finance, Cambridge University Press, vol. 7(3), pages 363-365, November.
  8. Pennacchi, George, 2006. "Deposit insurance, bank regulation, and financial system risks," Journal of Monetary Economics, Elsevier, vol. 53(1), pages 1-30, January.
  9. Pennacchi, George G., 2005. "Risk-based capital standards, deposit insurance, and procyclicality," Journal of Financial Intermediation, Elsevier, vol. 14(4), pages 432-465, October.
  10. Michael Falkenheim & George Pennacchi, 2003. "The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach," Journal of Financial Services Research, Springer;Western Finance Association, vol. 24(2), pages 121-148, October.
  11. Dilip Madan & George Pennacchi, 2003. "Introduction: Special Issue on Pricing the Risks of Deposit Insurance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 24(2), pages 89-92, October.
  12. George Pennacchi, 2002. "Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  13. George Pennacchi, 2001. "Comments on Morgan and Stiroh," Journal of Financial Services Research, Springer;Western Finance Association, vol. 20(2), pages 209-211, October.
  14. Pennacchi, George, 2000. "Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 702-705, August.
  15. Charles Kahn & George Pennacchi & Ben Sopranzetti, 1999. "Bank Deposit Rate Clustering: Theory and Empirical Evidence," Journal of Finance, American Finance Association, vol. 54(6), pages 2185-2214, December.
  16. George Pennacchi, 1999. "The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves," Journal of Financial Services Research, Springer;Western Finance Association, vol. 16(2), pages 153-180, December.
  17. George Pennacchi, 1998. "Deposit insurance premiums and the value of the banking insurance fund: should they be linked?," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
  18. Pennacchi, George, 1998. "Comment on "Intermediation and Vertical Integration."," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(3), pages 520-523, August.
  19. Hutchison, David E. & Pennacchi, George G., 1996. "Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(3), pages 399-417, September.
  20. Narasimhan Jegadeesh & George Pennacchi, 1996. "The behavior of interest rates implied by the term structure of Eurodollar future," Proceedings, Federal Reserve Bank of Cleveland, issue Aug, pages 426-451.
  21. Claessens, Stijn & Pennacchi, George, 1996. "Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(1), pages 109-126, March.
  22. Gorton, Gary B. & Pennacchi, George G., 1995. "Banks and loan sales Marketing nonmarketable assets," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 389-411, June.
  23. Cooperstein Richard L. & Pennacchi George G. & Redburn F. Stevens, 1995. "The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis," Journal of Financial Intermediation, Elsevier, vol. 4(3), pages 242-271, July.
  24. Pennacchi, George G & Lewis, Christopher M, 1994. "The Value of Pension Benefit Guaranty Corporation Insurance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(3), pages 735-753, August.
  25. Gorton, Gary B & Pennacchi, George G, 1993. "Security Baskets and Index-Linked Securities," The Journal of Business, University of Chicago Press, vol. 66(1), pages 1-27, January.
  26. Gary Gorton & George Pennacchi & Stuart I. Greenbaum (ary), 1992. "The opening of new markets for bank assets," Proceedings, Federal Reserve Bank of St. Louis, pages 3-38.
  27. Pennacchi, George G, 1991. "Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data," The Review of Financial Studies, Society for Financial Studies, vol. 4(1), pages 53-86.
  28. Gorton, Gary & Pennacchi, George, 1990. "Financial Intermediaries and Liquidity Creation," Journal of Finance, American Finance Association, vol. 45(1), pages 49-71, March.
  29. Eduardo Borensztein & George Pennacchi, 1990. "Valuation of Interest Payment Guarantees on Developing Country Debt," IMF Staff Papers, Palgrave Macmillan, vol. 37(4), pages 806-824, December.
  30. Penati, Alessandro & Pennacchi, George, 1989. "Optimal portfolio choice and the collapse of a fixed-exchange rate regime," Journal of International Economics, Elsevier, vol. 27(1-2), pages 1-24, August.
  31. Gary Gorton & George Pennacchi, 1989. "Banks and loan sales: evidence of implicit contracts," Proceedings, Federal Reserve Bank of San Francisco.
  32. Pennacchi, George G, 1987. "A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(3), pages 340-360, August.
  33. Pennacchi, George G., 1987. "Alternative forms of deposit insurance : Pricing and bank incentive issues," Journal of Banking & Finance, Elsevier, vol. 11(2), pages 291-312, June.

Chapters

  1. Jeffrey R. Brown & George Pennacchi, 2015. "Discounting Pension Liabilities: Funding versus Value," NBER Chapters, in: The Impact of Reforms of State Retirement Plans, pages 254-284, National Bureau of Economic Research, Inc.
  2. George Pennacchi & Mahdi Rastad, 2010. "Portfolio Allocation for Public Pension Funds," NBER Chapters, in: The Economics of State and Local Pensions, pages 221-245, National Bureau of Economic Research, Inc.
  3. George G. Pennacchi, 2009. "Comment on "Pricing Personal Account Benefit Guarantees: A Simplified Approach"," NBER Chapters, in: Social Security Policy in a Changing Environment, pages 249-254, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors
  12. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. h-index
  18. Number of Registered Citing Authors
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  23. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  24. Euclidian citation score
  25. Closeness measure in co-authorship network
  26. Wu-Index

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 8 papers 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 (4) 2007-04-28 2010-05-15 2010-10-09 2018-07-30
  2. NEP-CBA: Central Banking (2) 2008-12-14 2011-03-26
  3. NEP-MAC: Macroeconomics (2) 2008-12-14 2011-03-26
  4. NEP-MON: Monetary Economics (2) 2008-12-14 2011-03-26
  5. NEP-AGE: Economics of Ageing (1) 2015-06-20
  6. NEP-BEC: Business Economics (1) 2010-05-15
  7. NEP-CFN: Corporate Finance (1) 2010-05-15
  8. NEP-COM: Industrial Competition (1) 2007-04-28
  9. NEP-IAS: Insurance Economics (1) 2020-03-23
  10. NEP-PBE: Public Economics (1) 2015-06-20
  11. NEP-REG: Regulation (1) 2010-05-15
  12. NEP-RMG: Risk Management (1) 2010-05-15
  13. NEP-UPT: Utility Models and Prospect Theory (1) 2011-03-26
  14. NEP-URE: Urban and Real Estate Economics (1) 2007-04-28

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