Dr Olga Kolokolova

Senior Lecturer in Finance

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Research interests

Alternative Investments, Hedge funds, Credit risk management, CDS pricing, Systemic risk, Regulations

 

Other research

Organizer of a Hedge Fund conference

The Role of Hedge Funds and other Collective Investment Funds in the Modern World

 

Working papers

Is it Efficient to Buy the Index? A Worldwide Tour with Stochastic Dominance, with Olivier Le Courtois and Xia Xu, 2017

Too Big to Care, Too Small to Matter: Macrofinancial Policy and Bank Liquidity Creation, with Michael Bowe and Marcin Jerzy Michalski, 2017

Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function with Michael Bowe and Marcin Jerzy Michalski, 2016.

Systematic and Firm-Specific Risks of CDS Spreads: Credit and Liquidity under Scrutiny, with Ming-Tsung Lin and Ser-Huang Poon, 2016.

Does Short-termism Shape up Mergers? The Role of Hedge Funds In M&A deals, with Ning Gao and Achim Mattes, 2017

 

The working papers can be downloaded from the SSRN here

Projects

Research and projects

No past projects are available for public display