Jan Ericsson

McGill MMF Information Session in Toronto


  Join Professor Jan Ericsson for a live information session in Toronto. Date & Time: Thursday, November 16, 2017, 5:00 pm - 6:00 pm EST/desautelsCategory: Desautels Faculty of Management

Leverage and asymmetric volatility: The firm-level evidence

Published: 12Jul2017

Authors: Jan Ericsson, Xiao Huang, Stefano Mazzotta Publication: Journal of Empirical Finance, Volume 38, Part A, September 2016, Pages 1-21 Abstract:

"Pricing Credit Default Swaps with Observable Covariates," Review of Financial Studies

Published: 16May2013

Authors: Doshi, Hitesh; Jacobs, Kris; Ericsson, Jan; Turnbull, Stuart Publication: Review of Financial Studies, April 2013 Abstract:

Desautels students to benefit from state-of-the-art financial markets software

Published: 28Sep2012

Students at the Desautels Faculty of Management will have access to state-of-the-art software used by financial professionals, thanks to a new agreement between the Faculty and Thomson Reuters....