Craig Furfine
Finance · 2000–2011
A researcher in the Science corpus: 8 papers; trusts 3 researchers and is trusted by 71 researchers here, as inferred from the citation graph.
Subfields
- Finance — 40 citations into it; #459 of 10,518 by trust here, #893 by citations
- Accounting — 27 citations into it; #1,857 of 8,970 by trust here, #3,798 by citations
- Economics and Econometrics — 16 citations into it; #2,309 of 23,481 by trust here, #4,275 by citations
Whom Craig Furfine trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Richard M Cantor
- Sara B. Moeller
- Matthew T. Billett
- Mark Carey
- Mark L. Mitchell
- G. Kaufman
- V. Acharya
- Sreedhar T. Bharath
- Frederik Schlingemann
- Vojislav Maksimovic
Who trusts Craig Furfine overall
- C. Borio
- P. Mistrulli
- Christian Upper
- Prasanna Gai
- Kjersti-Gro Lindquist
- Benjamin M. Friedman
- Domenico Delli Gatti
- Stefano Battiston
- Alfred Lord Tennyson
- M. Sorge
Papers from Craig Furfine's perspective
Ordered by how strongly the researchers Craig Furfine trusts endorse each paper. Same corpus, a different order for every researcher.
- Analyzing rating transitions and rating drift with continuous observations
- Moody’s investors service response to the consultative paper issued by the Basel Committee on Bank Supervision “A new capital adequacy framework”
- Firm size and the gains from acquisitions
- A Simple Model of Herd Behavior
- The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
- Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues☆
- Credit risk measurement: Developments over the last 20 years
- A comparative analysis of current credit risk models
- Credit Risk: Pricing, Measurement, and Management
- Parameterizing Credit Risk Models with Rating Data
Their papers
- Banks as Monitors of Other Banks: Evidence from the Overnight Federal Funds Market (2001) — 355 citations
- Are Credit Ratings Procyclical (2004) — 411 citations
- Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions (2001) — 196 citations
- Interbank Payments and the Daily Federal Funds Rate (2000) — 174 citations
- Mergers increase default risk (2011) — 145 citations
- Interbank Exposures: Quantifying the Risk of Contagion (2003) — 751 citations
- Procyclicality of the financial system and financial stability: issues and policy options (2001) — 987 citations
- Evidence on the Response of US Banks to Changes in Capital Requirements (2000) — 119 citations