/desautels/taxonomy/term/2235/all en /desautels/channels/news/learning-biodiversity-diversity-financial-ecosystems-important-economic-growth-and-stability-355344 <p><img alt="Vihang R Errunza" src="/desautels/files/desautels/styles/medium_focal__220_x_220_/public/vihang-errunza-400.jpg?itok=pdMWkTK6" style="width:220px; height:220px; float:left; margin:8px" title="Vihang R Errunza" /></p> <p><strong>Authors:</strong>: <a href="/desautels/vihang-r-errunza"><b>Vihang R. Errunza</b></a>, Basma Majerbi and Maxwell Tuuli</p> <p><strong>Publication:</strong> <i>IMF Economic Review, </i>Forthcoming</p> Fri, 09 Feb 2024 19:18:03 +0000 john.sawaya@mcgill.ca 913026 at /desautels /desautels/channels/news/measuring-sovereign-bond-market-integration-300590 <p><strong>Authors:</strong> Ines Chaieb, <a href="/desautels/vihang-r-errunza" target="_blank"><strong>Vihang Errunza</strong></a>, and Rajna Gibson Brandon</p> <p><strong>Publication:</strong> <em>The Review of Financial Studies</em>, Forthcoming</p> <p><strong>Abstract:</strong></p> <p>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.</p> <p> Thu, 12 Sep 2019 18:17:40 +0000 angela.l.williams@mcgill.ca 74807 at /desautels /desautels/channels/news/how-liquidity-priced-global-markets-337194 <p>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.</p> Thu, 27 Jan 2022 23:31:32 +0000 angela.l.williams@mcgill.ca 86926 at /desautels /desautels/channels/news/professor-emmanuelle-vaast-named-associate-dean-research-322325 <p>As Professor <a href="/desautels/vihang-r-errunza"><b>Vihang Errunza</b></a> steps down from his role as Associate Dean of Research at the Desautels Faculty of Management, Professor <b><a href="/desautels/emmanuelle-vaast">Emmanuelle Vaast</a> </b>is gearing up to take the reins.<b> </b></p> Fri, 22 May 2020 16:32:25 +0000 angela.l.williams@mcgill.ca 75956 at /desautels /desautels/channels/news/corporate-governance-and-state-expropriation-risk-253412 <p><strong>Authors: </strong>Col, B., Errunza, V.</p> <p><strong>Publication: </strong>Journal of Corporate Finance</p> <p><strong>Abstract</strong></p> Thu, 04 Jun 2015 22:09:37 +0000 veronique.beaulieu-fowler@mcgill.ca 64436 at /desautels /desautels/channels/news/impact-investability-asset-valuation-257671 <p><strong>Authors:</strong> <span><strong>Errunza, V.</strong>, </span><span>Ta, H.</span></p> <p><strong>Publication:</strong> <em>Journal of Financial and Quantitative Analysis,</em> Vol. 50, No. 5, 2015</p> <p><strong>Abstract: </strong></p> Fri, 08 Jan 2016 21:14:32 +0000 veronique.beaulieu-fowler@mcgill.ca 65447 at /desautels /desautels/channels/news/desautels-22-top-tier-management-journals-282312 <p>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.</p> Fri, 27 Oct 2017 16:50:15 +0000 julie.lapalme@mcgill.ca 68023 at /desautels /desautels/channels/news/professor-vihang-errunza-named-fellow-royal-society-canada-270194 <p>The Desautels Faculty of Management is pleased to congratulate Professor <strong><a href="/desautels/vihang-r-errunza">Vihang Errunza</a></strong>, Associate Dean, Research, on being named a Fellow of the Royal Society of Canada’s Social Sciences Academy.</p> Fri, 08 Sep 2017 21:05:11 +0000 julie.lapalme@mcgill.ca 67845 at /desautels /desautels/channels/news/finance-emerging-markets-260244 <p>Editor: <strong>Vihang Errunza </strong></p> <p>Publication: Routledge</p> <p>Abstract: </p> Fri, 08 Apr 2016 14:28:34 +0000 thao.nguyen3@mail.mcgill.ca 65890 at /desautels /desautels/vihang-r-errunza Mon, 05 Oct 2020 13:49:53 +0000 arifa.nitol@mail.mcgill.ca 64976 at /desautels /desautels/channels/news/mba-finance-professors-win-top-paper-award-100299 Thu, 21 Nov 2013 15:01:32 +0000 mark.styles@Æ»¹ûÒùÔº.Ca 62119 at /desautels /desautels/channels/news/finance-paper-wins-top-award-100249 Thu, 21 Nov 2013 14:14:26 +0000 mark.styles@Æ»¹ûÒùÔº.Ca 60369 at /desautels /desautels/channels/news/professors-francesca-carrieri-and-vihang-errunza-win-emerald-management-reviews-citation-excellence-211869 Thu, 21 Nov 2013 14:03:23 +0000 mark.styles@Æ»¹ûÒùÔº.Ca 59891 at /desautels /desautels/channels/news/do-implicit-barriers-matter-globalization-review-financial-studies-226074 <p><strong>Authors:</strong> <strong>Carrieri, Francesca</strong>; Chaieb, Ines; <strong>Errunza, Vihang</strong></p> <p><strong>Publication:</strong> Review of Financial Studies, 2013</p> <p><strong>Abstract:</strong></p> Fri, 26 Apr 2013 18:40:43 +0000 trang.nguyen@mcgill.ca 58724 at /desautels /desautels/channels/news/potential-international-diversification-disappearing-dynamic-copula-approach-219267 <p><strong>Authors:</strong> Christoffersen, Peter F.; <strong>Errunza, Vihang R.</strong>; Jacobs, Kris; <b>Langlois, Hugues</b></p> <p><strong>Abstract: </strong></p> Tue, 04 Dec 2012 15:48:01 +0000 trang.nguyen@mcgill.ca 46703 at /desautels