finance

Home Bias Abroad: Domestic Industries and Foreign Portfolio Choice

Published: 11Oct2017

Authors: David Schumacher Publication: Review of Financial Studies, Forthcoming Abstract:

Scenario generation for long run interest rate risk assessment

Published: 3Oct2017

Authors: Robert Engle, Guillaume Roussellet, Emil Siriwardane Publication: Journal of Econometrics, Vol. 201, No. 2, December 2017 Abstract:

Staying at zero with affine processes: An application to term structure modelling

Published: 2Oct2017

Authors: Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne and Guillaume Roussellet Publication: Journal of Econometrics, Vol. 201, No. 2, 2017, pp. 348-366. Abstract:

Professor Chaudhury on the new Rohingya approach

Published: 26Sep2017

In a blog post for bdnews24.com, Desautels professor Mo Chaudhury assesses the Bangladesh Government’s response to the humanitarian crisis in Myanmar concerning the Rohingyas, asserting that the...

Mo Chaudhury on the Rohingya crisis, Bangladesh and the West

Published: 19Sep2017

In a recent op-ed for Bangladeshi online newspaper bdnews24.com, Desautels Professor Mo Chaudhury explores the unfolding Rohingya humanitarian disaster in Myanmar, then outlines the corruption at...

Professor Vihang Errunza named a Fellow of the Royal Society of Canada

Published: 8Sep2017

The Desautels Faculty of Management is pleased to congratulate Professor Vihang Errunza, Associate Dean, Research, on being named a Fellow of the Royal Society of Canada’s Social Sciences Academy.

Investment, overconfidence and the female edge

Published: 24Aug2017

A piece in Les Affaires looks at how our emotions and confidence can get the better of us when it comes to our investment practises, citing the panic in 2008 as proof that the markets are ruled...

Stock overreaction to extreme market events

Published: 17Aug2017

Authors: Pedro Piccolia, Mo Chaudhury, Alceu Souza and Wesley Vieirada Silvaa...

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:

Inflation or recession? The US Fed tries to untangle a financial mystery

Published: 11Jul2017

A Weekly Standard op-ed examines the way the Fed is trying to tame a $4-trillion quantitative easing problem in case another recession hits....

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