Pic3.jpg

 

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: sagca@gwu.edu

Curriculum Vitae

Research

Publications:

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., B. Ekşioğlu, and J. B. Ghosh, 2000, “LagrangianSolutionsof Maximum Dispersion Problems”, Naval Research Logistics, March, 47, 97-114.

Working Papers:

Fiscal Policies and the Cost of Bank Loans” (with Deniz Igan)

Investment-Cash Flow Sensitivity: Fact or Fiction?” (with Abon Mozumdar)

 Financial Integration and Cash Holdings

“Bank Ownership, Proximity to Borrowers and Lending Behavior – Evidence from Syndicated Loans” (with Hein Bogaard and Oya Celasun)

The Reach of Corporate Governance Beyond the Grave: Impact on Bankruptcy Decisions and Recoveries on Defaulted Debt” (with Meghana Ayyagari, Mark Carey and Ugur Lel)

Teaching:

Fixed Income Security Valuation (Graduate), Financial Management (Graduate), Topics in Empirical Finance (Ph.D.)

Updated, November 2013

 

 

friendster counter