Ke Wang

Board of Governors of the Federal Reserve System

Senior Economist - Supervision & Regulation Divsion

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

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1,561

SSRN CITATIONS
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Top 3,007

in Total Papers Citations

56

CROSSREF CITATIONS

384

Scholarly Papers (7)

Multi-Period Corporate Default Prediction with Stochastic Covariates

FDIC Center For Financial Research Working Paper No. 2006-05
Number of pages: 44 Posted: 23 May 2006
Stanford University - Graduate School of Business, Independent and Board of Governors of the Federal Reserve System
Downloads 709 (49,493)
Citation 8

Abstract:

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default, bankruptcy, duration analysis, doubly stochastic

Multi-Period Corporate Default Prediction with Stochastic Covariates

NBER Working Paper No. w11962
Number of pages: 46 Posted: 24 Apr 2006 Last Revised: 10 Mar 2022
Stanford University - Graduate School of Business, Independent and Board of Governors of the Federal Reserve System
Downloads 78 (416,607)
Citation 23

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Multi-Period Corporate Failure Prediction with Stochastic Covariates

AFA 2005 Philadelphia Meetings Paper
Number of pages: 43 Posted: 12 Jan 2005
Darrell Duffie and Ke Wang
Stanford University - Graduate School of Business and Board of Governors of the Federal Reserve System
Downloads 260 (160,409)
Citation 3

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Multi-Period Corporate Failure Prediction with Stochastic Covariates

NBER Working Paper No. w10743
Number of pages: 46 Posted: 23 Sep 2004 Last Revised: 11 May 2022
Darrell Duffie and Ke Wang
Stanford University - Graduate School of Business and Board of Governors of the Federal Reserve System
Downloads 91 (379,476)

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COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework

FEDS Working Paper No. 2021-024
Number of pages: 50 Posted: 18 Nov 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 108 (338,946)

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Covid-19 as a Stress Test: Assessing the Bank Regulatory Framework

FEDS Working Paper No. 2021-24
Number of pages: 47 Posted: 30 Jun 2021 Last Revised: 06 Jul 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 55 (500,275)

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The Fall of Organ Bank Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-War Japan

Number of pages: 41 Posted: 26 Mar 2006
University of Tokyo - Faculty of Economics, Nagoya City University and Board of Governors of the Federal Reserve System
Downloads 93 (371,159)

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bank, relationship lending, Japan, failure, M&A, banking consolidation

5.

Information and Liquidity of Over-the-Counter Securities: Evidence from Public Registration of Rule 144A Bonds

Journal of Financial Markets, Forthcoming
Number of pages: 56 Posted: 12 Jun 2017 Last Revised: 03 Jun 2021
Board of Governors of the Federal Reserve System, University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University and Board of Governors of the Federal Reserve System
Downloads 84 (394,859)

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Rule 144A bond, broker-dealers, public registration, liquidity, information disclosure

6.

Information and Liquidity of OTC Securities: Evidence from Public Registration of Rule 144a Bonds

FEDS Working Paper No. 2018-061
Number of pages: 46 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Board of Governors of the Federal Reserve System, University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University and Board of Governors of the Federal Reserve System
Downloads 83 (397,617)
Citation 2

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Rule 144A bond, Public registration, Information disclosure, Broker-dealers, Liquidity

7.

Credit Portfolio Convergence in U.S. Banks Since the COVID-19 Shock

FEDS Notes No. 2021-11-26-1
Posted: 29 Nov 2021
Andrew Hawley and Ke Wang
Independent and Board of Governors of the Federal Reserve System

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