Dr Olga Kolokolova

Senior Lecturer in Finance

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Publications

  1. 2019
  2. Accepted/In press

    Slow- and Fast-Moving Information Content of CDS Spreads: New Endogenous Systematic Factors

    Lin, M-T., Kolokolova, O. & Poon, S-H., 3 Sep 2019, (Accepted/In press) In : European Journal of Finance.

    Research output: Contribution to journalArticle

  3. Published
  4. Published

    Institutional Investors and Market Anomalies: Cui Bono?

    Cui, X., Kolokolova, O. & Wang, G., 2019, Social Science Research Network, p. 1-41, 42 p.

    Research output: Working paper

  5. 2018
  6. Published

    A time to scatter stones, and a time to gather them: the annual cycle in hedge fund risk taking

    Kolokolova, O. & Mattes, A., 2018, In : The Financial Review (Statesboro). 53, 4

    Research output: Contribution to journalArticle

  7. Published

    Rating-based CDS curves

    Kolokolova, O., Lin, M. & Poon, S., 2018, In : The European Journal of Finance. p. 1-35

    Research output: Contribution to journalArticle

  8. Published

    Too Big to Ignore? Hedge Fund Flows and Bond Yields

    Kolokolova, O., Lin, M-T. & Poon, S-H., 2018, In : Journal of Banking and Finance. JBF5271 .

    Research output: Contribution to journalArticle

  9. 2017
  10. Published

    Too big to care, too small to matter: macrofinancial policy and bank liquidity creation

    Bowe, M., Kolokolova, O. & Michalski, M., 2017, • Bank of England Conference on "Financial Services Indices, Liquidity and Economic Activity" London, UK (May 2017) •INFINITI annual conference, Valencia, Spain (June 2017). • F.E.B.S 7th annual conference, Glasgow, UK (June. 2017). • I.F.A.B.S annual conference, Oxford, UK (July 2017)..

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  11. 2016
  12. Published

    Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function

    Bowe, M., Kolokolova, O. & Michalski, M., 2016, • BIS Irving Fisher Committee Workshop on "Combining micro and macro statistical data for the financial stability analysis", co-organised with the Central Bank of Poland in Warsaw, (December 2015) •F.E.B.S. annual conference, Malaga, Spain (June 2016). • Money, Macro and Finance Group, 48th annual conference, Bath, UK (Sept. 2016). • Southern Finance Association annual conference, San Destin, Florida, USA (November 2016), accepted.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  13. 2015
  14. Published
  15. Published

    Too Big to Ignore? Hedge Fund Flow and Bond Yields

    Kolokolova, O., Lin, M-T. & Poon, S-H., 16 Mar 2015.

    Research output: Working paper

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