Şenay Ağca Associate
Professor of Finance George
Washington University Department
of Finance 2201
G St NW, Funger Hall 505 Washington,
DC 20052 Ph: (202) 994-9209 Fax:
(202) 994-5014 Email:
Associate Professor of Finance
George Washington University
Department of Finance
2201 G St NW, Funger Hall 505
Washington, DC 20052
Ph: (202) 994-9209
Fax: (202) 994-5014
Ağca, Ş., G. De Nicolo and E. Detragiache, 2013, “Banking Sector Reforms and Corporate Leverage in Emerging Markets”, Emerging Markets Review, 17, 125-149.
Ağca, Ş. and O. Celasun, 2012, “Sovereign Debt and Corporate Borrowing Costs in Emerging Markets”, Journal of International Economics, 88, 198-208. (Nominated for the Best Paper Award, 2012 FMA Conference and 2011 European FMA Conference).
Ağca, Ş. and O. Celasun, 2012, “Banking Sector Reforms and Corporate Borrowing Costs in Emerging Markets”, Emerging Markets Finance and Trade, 48, 71-95.
Ağca, Ş. and S. Islam, 2010, “Can CDO Equity Be Short on Correlation?” Journal of Alternative Investments, Spring, 85-96.
Ağca, Ş. and A. Mozumdar, 2008, “The Impact of Capital Market Imperfections on the Investment-Cash Flow Sensitivity”, Journal of Banking and Finance, 32, 207-216
Ağca, Ş. and S. Mansi, 2008, “Managerial Ownership, Takeover Defenses, and Debt Financing”, Journal of Financial Research, Summer, 31, 85-112. [Lead Article] [2008 Outstanding Paper Award]
Ağca, Ş., D. Agrawal and S. Islam, 2008, “Implied Correlations: Smiles or Smirks?” Journal of Derivatives, Winter, 7-35.[Lead Article]
Ağca, Ş, 2005, "The Performance of Alternative Risk Measures and Immunization Strategies under a Heath-Jarrow-Morton Framework", Journal of Financial and Quantitative Analysis, September 2005, 40, 645-669.
Ağca, Ş. and D. M. Chance, 2004, "Two Extensions for Fitting Discrete Time Term Structure Models with Normally Distributed Factors", Applied Mathematical Finance, September, 11, 187-205.
Ağca, Ş., and D. M. Chance, 2003, “Speed and Accuracy Comparison of Bivariate Normal Distribution Approximations for Option Pricing”, Journal of Computational Finance, Summer, 6, 1-96.
Ağca, Ş., and B. Ekşioğlu, and J. B. Ghosh, 2000,”LagrangianSolutionstoMaximumDispersionProblems“,Naval Research Logistics, March, 47, 97-114.
“Fiscal Policies and the Cost of Credit” (with Deniz Igan)
“The Lion’s Share: Evidence from Federal Contracts on the Value of Political Connections” (with Deniz Igan)
Fiscal Consolidation Policies and Corporate Investment Horizon” (with Xiangming Fang and Deniz Igan)