University of Regensburg and Institute for Advanced Studies (IHS)
Biographical Information
- Degrees
Ph.D. University of Chicago (March 1997, Economics)
M.A. University of Western Ontario (April 1989, Economics)
B.Sc. University of Alberta (April 1988, Mathematics/Economics)
Major Fields of Research
Financial Economics; Empirical Macroeconomics; Housing Economics
Publications
- "Time-Varying Uncertainty and the Credit Channel," (with Victor Dorofeenko and Kevin D. Salyer), IHS, Economics Series 118, July 2002.
- "The Endowment Effect, Status Quo Bias and Loss Aversion: Rational Alternative Explanaion," (with Dominique Y Dupont), Journal of Risk and Uncertainty, Vol. 25, No. 1, pp. 87-101, July 2002. (See working paper version: "Endowment Effect, Status Quo Bias, and Loss Aversion: Rational Alternative Explanation," (with Dominique Dupont, EURANDOM), IHS, Economics Series 92, January 2001.
- "Legal Restriction on Portfolio Holdings: Some Empirical Results," (with J. Binder and J. Hlouskova), IHS, Economics Series 93, January 2001.
- Empirical Performance of Czech and Hungarian Index Options Under Jump, (with M. Boss and C. Klisz), IHS, Economics Series 91, January 2001.