Michael B. Gordy
Finance · 2003–2009
A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 46 researchers here, as inferred from the citation graph.
Subfields
- Finance — 18 citations into it; #489 of 10,518 by trust here, #1,777 by citations
- Economics and Econometrics — 11 citations into it; #992 of 23,481 by trust here, #4,570 by citations
Whom Michael B. Gordy trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Dirk Tasche
- A. I. Khuri
- 'Arp'ad Baricz
- Craig Furfine
- Anil K. Kashyap
- Richard M Cantor
- Frederic S. Mishkin
- Jeremy C. Stein
Who trusts Michael B. Gordy overall
- Rafael Repullo
- Mathias Drehmann
- José A. López
- Kevin L. Young
- Rüdiger Frey
- Jon Gregory
- Javier Suárez
- C. Borio
- Jesús Saurina Salas
- David Martínez-Miera
Papers from Michael B. Gordy's perspective
Ordered by how strongly the researchers Michael B. Gordy trusts endorse each paper. Same corpus, a different order for every researcher.
- Moody’s investors service response to the consultative paper issued by the Basel Committee on Bank Supervision “A new capital adequacy framework”
- Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues☆
- Conditional Expectation as Quantile Derivative
- Functional inequalities involving Bessel and modified Bessel functions of the first kind
- Turán type inequalities for hypergeometric functions
- Cyclical implications of the Basel II capital standards
- Turán type inequalities for generalized complete elliptic integrals
- Evidence on the Response of US Banks to Changes in Capital Requirements
- Infinite Sequences and Series
- Analyzing rating transitions and rating drift with continuous observations
Their papers
- A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules (2003) — 975 citations
- Procyclicality in Basel II: Can we treat the disease without killing the patient? (2006) — 435 citations
- A note on Turán type and mean inequalities for the Kummer function (2009) — 47 citations