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Haluk Unal
Haluk Unal
Professor of Finance, Smith School of Business, University of Maryland
Verified email at umd.edu
Title
Cited by
Cited by
Year
Pricing the risks of default
DB Madan, H Unal
Review of derivatives Research 2, 121-160, 1998
9231998
Hedging and coordinated risk management: Evidence from thrift conversions
C Schrand, H Unal
The Journal of finance 53 (3), 979-1013, 1998
4171998
Gains in bank mergers: Evidence from the bond markets
MF Penas, H Unal
Journal of financial economics 74 (1), 149-179, 2004
3492004
Change in market assessments of deposit-institution riskiness
EJ Kane, H Unal
Journal of Financial Services Research 1 (3), 207-229, 1988
2731988
A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
D Madan, H Unal
Journal of Financial and Quantitative analysis 35 (1), 43-65, 2000
2602000
Modeling structural and temporal variation in the market's valuation of banking firms
EJ Kane, H Unal
The Journal of Finance 45 (1), 113-136, 1990
1651990
Inside debt, bank default risk, and performance during the crisis
RL Bennett, L Güntay, H Unal
Journal of Financial Intermediation 24 (4), 487-513, 2015
1612015
Pay for performance? CEO compensation and acquirer returns in BHCs
K Minnick, H Unal, L Yang
The Review of Financial Studies 24 (2), 439-472, 2011
1612011
Relationship lending, accounting disclosure, and credit availability during the Asian financial crisis
W Jiangli, H Unal, C Yom
Journal of Money, Credit and Banking 40 (1), 25-55, 2008
1172008
Policy paper: the technical process of bank privatization in Mexico
H Unal, M Navarro
Journal of Financial Services Research 16, 61-83, 1999
931999
Pricing the risk of recovery in default with absolute priority rule violation
H Unal, D Madan, L Güntay
Journal of Banking & Finance 27 (6), 1001-1025, 2003
912003
On the intertemporal behavior of the short-term rate of interest
AB Sanders, H Unal
Journal of Financial and Quantitative Analysis 23 (4), 417-423, 1988
901988
Issue size choice and “underpricing” in thrift mutual‐to‐stock conversions
V Maksimovic, H Unal
The Journal of Finance 48 (5), 1659-1692, 1993
891993
Understanding the components of bank failure resolution costs
RL Bennett, H Unal
Financial Markets, Institutions & Instruments 24 (5), 349-389, 2015
762015
Two Approaches to Assessing the Interest-Rate Sensitivity of Deposit-Institutions' Equity Returns
H Unal, EJ Kane
Division of Research, College of Administrative Science, Ohio State University, 1986
651986
The Brady Plan, 1989 Mexican debt-reduction agreement, and bank stock returns in United States and Japan
H Unal, A Demirgüç-Kunt, KW Leung
Journal of Money, Credit and Banking 25 (3), 410-429, 1993
511993
Pricing the risk of recovery in default with apr violation
D Madan, H Unal
Journal of Banking and Finance 27 (6), 1001-1218, 1995
471995
The effects of resolution methods and industry stress on the loss on assets from bank failures
RL Bennett, H Unal
Journal of Financial Stability 15, 18-31, 2014
462014
Impact of deposit-rate ceiling changes on bank stock returns
H Unal
Journal of Money, Credit and Banking 21 (2), 206-220, 1989
291989
Callable bonds, interest-rate risk, and the supply side of hedging
L Guntay, N Prabhala, H Unal
Interest-Rate Risk, and the Supply Side of Hedging (July 2004), 2004
272004
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