Bank risk dynamics where assets are risky debt claims S Peleg‐Lazar, A Raviv European Financial Management 23 (1), 3-31, 2017 | 11 | 2017 |
Banks’ risk taking and creditors’ bargaining power Y Heller, SP Lazar, A Raviv Journal of Corporate Finance 74, 102198, 2022 | 4 | 2022 |
A closed-form solution to the risk-taking motivation of subordinated debtholders Y Heller, S Peleg-Lazar, A Raviv Economics Letters 181, 169-173, 2019 | 4 | 2019 |
The Risk Spiral: The Effects of Bank Capital and Diversification on Risk Taking S Peleg Lazar, A Raviv International Review of Financial Analysis 65, 2018 | 3* | 2018 |
Designing bankers’ pay: Using contingent capital to reduce risk-shifting incentives J Hilscher, SP Lazar, A Raviv The Quarterly Journal of Finance, 2240005, 2021 | 1 | 2021 |
Estimation of Tail Index and Value-at-Risk for the TA25 and the USD-ILS Exchange Rate Under Assumption of Pareto Distribution S Peleg Lazar Available at SSRN 3300828, 2015 | | 2015 |