Sovereign to Corporate Risk Spillovers

Published: 19 January 2018

Authors: Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schinitzler Publication: Journal of Money, Credit and Banking, Forthcoming Abstract:

Canada is not facing a mortgage crisis

Published: 12 December 2017

The Laurentian Bank of Canada recently revealed that they will have to buy back up to $300 million in loans issued to clients, realising that its vetting practices were not applied thoroughly...

To Group or Not to Group? Evidence from Mutual Fund Databases

Published: 6 October 2016

Authors: Saurin Patel and Sergei Sarkissian  Publication: Journal of Financial and Quantitative Analysis, Vol. 52, No. 5, 2017, pp. 1989-2021. Abstract: 

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

Published: 2 October 2017

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

Home Bias Abroad: Domestic Industries and Foreign Portfolio Choice

Published: 11 October 2017

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

Are intelligent machines the new and improved investment managers?

Published: 23 November 2017

An article for The Globe and Mail examines the emerging trend among investment firms to integrate artificial intelligence (AI) in their daily operations....

The education reformation

Published: 20 November 2017

In a piece for American Affairs, Professor Reuven Brenner takes a pulse of contemporary U.S. education and outlines some of the key challenges in this area, including skewed high school graduation...

Scenario generation for long run interest rate risk assessment

Published: 3 October 2017

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

Technological advancement means the rethinking of language

Published: 14 November 2017

As society continues to embrace technological advancement, we tend to overlook how the words that our ancestors used have lost their meaning. In an article for Asia Times, Desautels professor...

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