פרופסור כורש גליל
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פרופסור
חבר למימון וכלכלה, המחלקה
לכלכלה, אוניברסיטת
בן-גוריון בנגב. טל
משרד: 08-6472310 דוא"ל: galilk@bgu.ac.il |
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כתובת: המחלקה
לכלכלה, אוניברסיטת
בן-גוריון בנגב, ת.ד.
653 באר-שבע 8410501 המשרד: קמפוס
מרקוס, בניין 72, חדר 429 |
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תחומי
המחקר:
מימון אמפירי, סיכון אשראי, דירוגי אשראי,
תמחור אג"ח, שוק ההון הישראלי, שווקים לא תחרותיים, סיכון ריבון, מכשירים
נגזרים, מסחר אלגוריטמי
פרסומים:
1.
(*) Country financial development and the extension of trade credit by
firms with market power, with Offer Shapir and Rodrigo Zeidan. Journal of Banking and Finance, forthcoming.
2.
(*)
Trustworthiness of
valuations: Bias and market perception, with Eli El-Al and Ilanit Gavious. Finance Research Letters, 73 (2025), 106687. [Article]
3.
(*)
Have ratings become
more accurate?, with Zvika Afik,
Journal of
Banking and Finance 170 (2025), 107337. [Article]
4.
(*)
National culture and
banks' stock volatility, with Eva Varon, Journal
of International Financial Markets, Institutions & Money 91 (2024) 101932. [Article]
5.
(*) Shedding Light on the
Dynamics of the Secured Overnight Financing Rate (SOFR), with Lior David-Pur and Mosi Rosenboim, and Offer Shapir, International Review of Finance
24(3) (2024), 557–567. [Article]
6.
(*)
Socioeconomic status and individual investors’ behavior during a
financial crisis, with Avia Spivak, and Aviad Tur-Sinai, Journal of Behavioral and Experimental Finance, 40 (2023), 100855. [Article]
7.
(*)
Prediction of corporate credit ratings with machine learning:
Simple interpretative models, with Ami Hauptman and Rosit Rosenboim, Finance Research Letters, 58, 104648. [Article]
8.
(*)
Cross-currency basis
swap spreads and corporate dollar funding, with Lior David-pur, Mosi Rosenboim, and Offer Shapir, Journal
of International Financial Markets, Institutions & Money, 85 (2023), 101780. [Article]
9.
Bailouts and the Modeling of Bank Distress, with Margalit Samuel, Offer
Shapir and Wolf Wagner, Journal of Financial Research 46 (2023)
7-30. [Article]
10.
The dynamics of sovereign yields over swap rates in the Eurozone market,
with Lior David-Pur and Mosi Rosenboim, International Review of Financial
Analysis (2020), 101578. [Article]
11. To Decrease or Not to
Decrease: The Impact of Zero and Negative Interest Rates on Investment
Decisions, with Lior David-Pur and Mosi Rosenboim, Journal of Behavioral and Experimental Economics 87 (2020),
101571. [Article]
12. Predicting default more
accurately: to proxy or not to proxy for default?,
with Neta Gilat, International
Review of Finance 19 (4) (2019), 731-758. [Article]
13. Debt composition and lax
screening in the corporate bond market, with Uri Ben-Zion, Eyal Lahav and Offer
Shapir, International Review of Economics and
Finance 56 (2018), 178-189. [Article]
14. Do ultimate owners follow the pecking order theory,
with Offer Shapir and Rodrigo Zeidan, Qurterly
Review of Economics and Finance 67 (2018), 45-50. [Article]
15. Using Merton model: an empirical assessment of
alternatives, with Zvika Afik and Ohad Arad, Journal
of Empirical Finance 35 (2016), 43-67. [Article]
16.
The
(un)informative value of credit rating announcements in small markets, with
Zvika Afik and Itai Feinstein, Journal of Financial Stability 14
(2014), 66-80.
17.
Rating
Shopping and Rating Inflation in Israel, with Inna Baklayar, International Review of Financial
Analysis 33 (2014), 270-280. [Article]
18.
The
determinants of CDS spread, with Offer Shapir, Dan Amiram and Uri
Ben-Zion, Journal of Banking and Finance 41
(2014), 271-282. [Article]
19.
Are
time preferences for a risky outcome, a riskless outcome and a
commodity really different, with Tal Shavit, Offer Shapir and Uri
Ben-Zion, Economics Letters 118 (2013), 512–514, [Article]
20.
Are
Morningstar Ratings Global? Evidence from Israel, with Uri Ben-Zion and Offer
Shapir, Journal of Wealth Management 15.3 (2012),
86-102.
21.
Good
news, bad news and rating announcements: an empirical investigation, with Gil
Soffer, Journal of Banking and Finance 35 (2011),
3101-3119. [Article]
22.
A
reexamination of value creation through strategic alliances, with Uri Ben-Zion,
Mosi Rosenboim and Hadas Shabtay, International Journal of Banking
Accounting and Finance 3, Nos. 2/3 (2011),
133-154. [Article]
23.
The
performance of mutual funds ratings in Israel, with Offer Shapir and Uri
Ben-Zion, Economic Quarterly 57.4, (2010),
418-448.
24.
Unobserved
heterogeneity and the term-structure of default, Advances in
Financial Economics 12 (2007), 311-344.
Working papers
25.
Trustworthiness of valuations: Bias and market perception, with Eli
El-Al and Ilanit Gavious. Revise and Resubmit from the Finance Research
Letters.
26.
Country financial development and the extension of trade credit by
firms with market power, with Offer Shapir and Rodrigo Zeidan. Revise and Resubmit, Journal of Banking and Finance.
27.
Cash conversion cycle and bargaining power in the product market: a
global perspective, with Thomas Lindner, Offer Shapir, and Rodrigo Zeidan. [Article]
28.
National culture and working capital management, with Offer Shapir
and Eva Varon.
Unpublished paper
1.
The quality of corporate credit ratings: an empirical
analysis. [Article]
להלן
רשימת הקורסים שלימדתי בשנים האחרונות:
-
ניתוח
נתונים פיננסיים
-
יסודות
המימון (1 ו-2)
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תמחור
אג"ח
-
מימון
חברות
-
אופציות
וחוזים עתידיים
-
שיטות
אמפיריות במימון
-
סמינר
במימון אמפירי
-
ניהול
סיכונים במוסדות פיננסיים
-
מימון
בינלאומי
-
יסודות
המסחר האלגוריתמי
קורסים נוספים שלימדתי בעבר:
-
יסודות
הכלכלה
-
מבוא
למיקרו כלכלה
-
מבוא
למקרו כלכלה
-
יסודות
החשבונאות לכלכלנים
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תורת
המחירים א'
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תורת
המחירים ב'