�山ǿ�� News - Vihang Errunza

Learning from Biodiversity: Is Diversity in Financial Ecosystems Important for Economic Growth and Stability?

webfull — Fri, 09 Feb 2024 19:18:04 +0000

Authors:: Vihang R. Errunza, Basma Majerbi and Maxwell Tuuli

Publication: IMF Economic Review, Forthcoming

Published: 9 February 2024

How is Liquidity Priced in Global Markets?

webfull — Thu, 27 Jan 2022 23:31:32 +0000

Investors pay a premium for liquidity, but exactly how much do they pay and how does that vary? Desautels Professor Vihang Errunza investigates that question with a new international asset pricing model.

Published: 27 January 2022

Professor Emmanuelle Vaast named Associate Dean of Research

webfull — Fri, 22 May 2020 16:32:26 +0000

As Professor Vihang Errunza steps down from his role as Associate Dean of Research at the Desautels Faculty of Management, Professor Emmanuelle Vaast is gearing up to take the reins.

Published: 22 May 2020

Measuring sovereign bond market integration

webfull — Thu, 12 Sep 2019 18:17:42 +0000

Authors: Ines Chaieb, Vihang Errunza, and Rajna Gibson Brandon

Publication: The Review of Financial Studies, Forthcoming

Abstract:

There is significant heterogeneity in the degree and dynamics of sovereign bond market integration across 21 developed and 18 emerging countries. We show that better spanning can significantly enhance market integration through local risk premia dissipation. Integration of the sovereign bond markets increases on average by about 10%, when a country moves from the 25th percentile to the 75th percentile as a result of higher political stability and credit quality, lower inflation and inflation risk, and lower illiquidity. The 10% increase in integration leads to, on average, a decrease in the sovereign cost of funding of about 1% per annum.

Published: 12 September 2019

Desautels 22: top-tier management journals

webfull — Fri, 27 Oct 2017 16:50:17 +0000

Desautels prides itself on being a research-intensive management faculty that brings together scholars with a broad range of expertise, including mathematics, economics, psychology, sociology, and technology. Together, they address in their work issues of great importance to not only the business community, but also to society.

Published: 27 October 2017

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

webfull — Fri, 08 Sep 2017 21:05:13 +0000

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.

Published: 8 September 2017

Finance in Emerging Markets

webfull — Fri, 08 Apr 2016 14:29:14 +0000

Editor: Vihang Errunza

Publication: Routledge

Abstract:

Published: 8 April 2016

The Impact of Investability on Asset Valuation

webfull — Fri, 08 Jan 2016 21:14:35 +0000

Authors: Errunza, V., Ta, H.

Publication: Journal of Financial and Quantitative Analysis, Vol. 50, No. 5, 2015

Abstract:

Published: 8 January 2016

Corporate governance and state expropriation risk

webfull — Thu, 04 Jun 2015 22:09:39 +0000

Authors: Col, B., Errunza, V.

Publication: Journal of Corporate Finance

Abstract

Published: 4 June 2015

"Do Implicit Barriers Matter for Globalization?," Review of Financial Studies

webfull — Fri, 26 Apr 2013 18:40:44 +0000

Authors: Carrieri, Francesca; Chaieb, Ines; Errunza, Vihang

Publication: Review of Financial Studies, 2013

Abstract:

Published: 26 April 2013