| Cashing in on innovation: a taxonomy of FinTech MB Imerman, FJ Fabozzi Journal of Asset Management 21 (3), 167-177, 2020 | 176 | 2020 |
| Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis RR Chen, NK Chidambaran, MB Imerman, BJ Sopranzetti Journal of Banking & Finance 45, 117-139, 2014 | 115* | 2014 |
| Recent Developments in the FinTech Industry TJ Chemmanur, MB Imerman, H Rajaiya, Q Yu Journal of Financial Management, Markets and Institutions 8 (01), 2040002, 2020 | 82 | 2020 |
| What does the volatility risk premium say about liquidity provision and demand for hedging tail risk? J Fan, MB Imerman, W Dai Journal of Business & Economic Statistics 34 (4), 519-535, 2016 | 26 | 2016 |
| Structural credit risk models in banking with applications to the financial crisis MB Imerman Rutgers The State University of New Jersey-Newark, 2011 | 7 | 2011 |
| Self-reporting under SEC Reg AB and transparency in securitization: evidence from loan-level disclosure of risk factors in RMBS deals JR Mason, MB Imerman, H Lee The Journal of Risk Finance 15 (4), 334-384, 2014 | 6 | 2014 |
| Structural Credit Risk Models: Endogenous Versus Exogenous Default MB Imerman Available at SSRN 2146780, 2012 | 4* | 2012 |
| Cloud finance: A review and synthesis of cloud computing and cloud security in financial services M Imerman, R Patel, YD Kim Journal of Financial Transformation 55, 18-25, 2022 | 3 | 2022 |
| When enough is not enough: bank capital and the Too-Big-To-Fail subsidy MB Imerman Review of Quantitative Finance and Accounting 55 (4), 1371-1406, 2020 | 3 | 2020 |
| How Do Voluntary Disclosures on Climate Risk and Their Tone Affect CDS Premiums? MB Imerman, X Ye, R Zhao Available at SSRN 4168250, 2022 | 2* | 2022 |
| Market dynamics among the ABX index, credit default swaps, and mortgage-backed bonds MB Imerman, JR Mason, RP Narayanan, ME Rhodes Working Paper, 2018 | 2 | 2018 |
| Fiscal stimulus as an optimal control problem PA Ernst, MB Imerman, L Shepp, Q Zhou Stochastic Processes and their Applications 150, 1091-1108, 2022 | 1 | 2022 |
| Pandemic Exposure, Credit Market Reactions, and Corporate Default Risk MB Imerman, X Ye, R Zhao Credit Market Reactions, and Corporate Default Risk (May 21, 2021), 2021 | | 2021 |
| Price Discovery in the Residential Mortgage-backed Security, Credit Default Swap, and ABX Markets MB Imerman, JR Mason, R Narayanan, M Rhodes Credit Default Swap, and ABX Markets (January 16, 2020), 2020 | | 2020 |
| Online Appendix for: What does the volatility risk premium say about liquidity provision and demand for hedging tail risk? J Fan, MB Imerman, W Dai | | 2016 |
| A martingale approach to the question of fiscal stimulus PA Ernst, MB Imerman, L Shepp, Q Zhou arXiv preprint arXiv:1410.6084, 2014 | | 2014 |
| Is mathematics able to give insight into current questions in finance, economics and politics? L Shepp, U Penn, M Imerman, U Lehigh arXiv preprint arXiv:1410.6084, 2014 | | 2014 |
| Leverage, Liquidity, and Loss Spirals: Lessons from the Lehman Failure RR Chen, NK Chidambaran, MB Imerman, BJ Sopranzetti | | 2013 |
| An Econometric Analysis of the Volatility Risk Premium J Fan, MB Imerman, W Dai | | 2012 |
| When Enough Is Not Enough: Structural Credit Risk Based Estimation of Bank Capital MB Imerman Available at SSRN 2021577, 2012 | | 2012 |
N. K. ChidambaranFordham University, Associate Dean for Research and Faculty Development, Gabelli School of BusinessVerified email at fordham.edu
