Working Paper
Shared ownership and pricing in a network switch
Rob, Rafael; McAndrews, James J. (1994)
Working Papers , Paper 94-6

Working Paper
The durability of information, market efficiency, and the size of firms
Rob, Rafael; Fishman, Arthur (1993)
Working Papers , Paper 94-4

Working Paper
R&D, investment and industry dynamics
Lach, Saul; Rob, Rafael (1995)
Finance and Economics Discussion Series , Paper 95-47

Working Paper
The impact of capital-based regulation on bank risk-taking: a dynamic model
Calem, Paul S.; Rob, Rafael (1996)
In this paper, we model the dynamic portfolio choice problem facing banks, calibrate the model using empirical data from the banking industry for 1984-1993, and assess quantitatively the impact of recent regulatory developments related to bank capital. The model suggests that two aspects of the new regulatory environment may have unintended effects: higher capital requirements may lead to increased portfolio risk, and capital-based premia do not deter risk-taking by well-capitalized banks. On the other hand, risk-based capital standards may have favorable effects provided the requirements are ...
Finance and Economics Discussion Series , Paper 96-12

Journal Article
Entry and exit of firms and the turnover of jobs in U.S. manufacturing
Rob, Rafael (1995-03)
Business Review , Issue Mar , Pages 3-18