Â鶹AV Desautels Faculty of Management - Jan Ericsson's Recent Research /desautels/channels_item/67 en Leverage and asymmetric volatility: The firm-level evidence /desautels/node/67634 <p><strong>Authors:</strong> <a href="/desautels/jan-ericsson"><strong>Jan Ericsson</strong></a>, Xiao Huang, Stefano Mazzotta</p> <p><strong>Publication:</strong> <em>Journal of Empirical Finance</em>, Volume 38, Part A, September 2016, Pages 1-21</p> <p><strong>Abstract:</strong></p> Wed, 12 Jul 2017 13:34:18 +0000 Â鶹AV "Pricing Credit Default Swaps with Observable Covariates," Review of Financial Studies /desautels/node/58853 <p><strong>Authors:</strong> Doshi, Hitesh; Jacobs, Kris; <strong>Ericsson, Jan</strong>; Turnbull, Stuart</p> <p><strong>Publication:</strong> Review of Financial Studies, April 2013</p> <p><strong>Abstract:</strong></p> Thu, 16 May 2013 18:56:03 +0000 Â鶹AV