| The determinants of CDS spreads K Galil, OM Shapir, D Amiram, U Ben-Zion Journal of Banking & Finance 41, 271-282, 2014 | 222 | 2014 |
| Good news, bad news and rating announcements: An empirical investigation K Galil, G Soffer Journal of Banking & Finance, 2011 | 169 | 2011 |
| Using Merton model for default prediction: An empirical assessment of selected alternatives Z Afik, O Arad, K Galil Journal of Empirical Finance 35, 43-67, 2016 | 90* | 2016 |
| The quality of corporate credit rating: an empirical investigation K Galil Tel-Aviv University, 2004 | 68 | 2004 |
| Do ultimate owners follow the pecking order theory? R Zeidan, K Galil, OM Shapir The Quarterly Review of Economics and Finance 67, 45-50, 2018 | 60 | 2018 |
| The (un) informative value of credit rating announcements in small markets Z Afik, I Feinstein, K Galil Journal of Financial Stability 14, 66-80, 2014 | 37 | 2014 |
| Rating shopping and rating inflation in Israel I Bakalyar, K Galil International Review of Financial Analysis 33, 270-280, 2014 | 14* | 2014 |
| Are time preferences for risky outcomes, riskless outcomes and commodities really different? T Shavit, U Benzion, OM Shapir, K Galil Economics Letters 118 (3), 512-514, 2013 | 13 | 2013 |
| To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions L David-Pur, K Galil, M Rosenboim Journal of Behavioral and Experimental Economics 87, 101571, 2020 | 10 | 2020 |
| Predicting default more accurately: to proxy or not to proxy for default? K Galil, N Gilat International Review of Finance 19 (4), 731-758, 2019 | 8 | 2019 |
| The dynamics of sovereign yields over swap rates in the Eurozone market L David-Pur, K Galil, M Rosenboim International Review of Financial Analysis 72, 101578, 2020 | 6 | 2020 |
| Debt composition and lax screening in the corporate bond market U Benzion, K Galil, E Lahav, OM Shapir International Review of Economics & Finance 56, 178-189, 2018 | 6 | 2018 |
| A reexamination of value creation through strategic alliances U Ben-Zion, K Galil, M Rosenboim, H Shabtay International Journal of Banking, Accounting and Finance 16 3 (2-3), 133-154, 2011 | 4 | 2011 |
| Unobserved Heterogeneity and the Term-Structure of Default K Galil Emerald Group Publishing Limited, 2007 | 4* | 2007 |
| Bailouts and the modeling of bank distress K Galil, M Samuel, OM Shapir, W Wagner Journal of Financial Research 46 (1), 7-30, 2023 | 3 | 2023 |
| Too-Big-To-Fail and the Modeling of Bank Distress K Galil SSRN, 2019 | 3 | 2019 |
| Prediction of corporate credit ratings with machine learning: Simple interpretative models K Galil, A Hauptman, RL Rosenboim Finance Research Letters 58, 104648, 2023 | 2 | 2023 |
| Cross-currency basis swap spreads and corporate dollar funding L David-Pur, K Galil, M Rosenboim, OM Shapir Journal of International Financial Markets, Institutions and Money 85, 101780, 2023 | 2 | 2023 |
| Is the morningstar rating system global? Evidence from Israel OM Shapir, U Ben-Zion, K Galil The Journal of Wealth Management 15 (3), 86, 2012 | 2 | 2012 |
| Socioeconomic status and individual investors’ behavior during a financial crisis K Galil, A Spivak, A Tur-Sinai Journal of Behavioral and Experimental Finance 40, 100855, 2023 | 1 | 2023 |
Zvika AfikBen-Gurion University of the NegevVerified email at som.bgu.ac.il
