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Valeri Sokolovski
Valeri Sokolovski
E-mailová adresa ověřena na: ualberta.ca - Domovská stránka
Název
Citace
Citace
Rok
In sickness and in debt: The COVID-19 impact on sovereign credit risk
P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio
Journal of Financial Economics 143 (3), 1251-1274, 2022
1572022
Short-selling equity exchange traded funds and its effect on stock market liquidity
E Karmaziene, V Sokolovski
Journal of Financial and Quantitative Analysis 57 (3), 923-956, 2022
46*2022
How sovereign is sovereign credit risk? Global prices, local quantities
P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio
Journal of Monetary Economics 131, 92-111, 2022
28*2022
Hedge funds and financial intermediaries
M Dahlquist, V Sokolovski, E Sverdrup
132019
Crowds, crashes, and the carry trade
V Sokolovski
Unpublished working paper. HEC Montréal, 2018
82018
Benchmark currency stochastic discount factors
P Orłowski, V Sokolovski, E Sverdrup
Benchmark Currency Stochastic Discount Factors: Orłowski, Piotr| uSokolovski …, 2021
42021
Commodity prices and currencies
A Jeanneret, V Sokolovski
SSRN Electronic Journal, 2019
32019
Crowds, Crashes, and the Carry Trade
V Sokolovski
Financial Times 26, 2The, 2007
22007
Social premiums
H Briscoe-Tran, I Meier, R Elabd, V Sokolovski
Available at SSRN, 2024
12024
Hedge Funds and Financial Intermediary Risk
M Dahlquist, S Rottke, V Sokolovski, E Sverdrup
Stockholm School of Economics Working Paper, 2022
12022
Constrained Currency Stochastic Discount Factors
P Orłowski, V Sokolovski, E Sverdrup
2024
Beware of the Spider: Exchange Traded Funds and the Short-Sale Ban
E Karmaziene, V Sokolovski
Oxford Business Law Blog 2021 (January 14), 2021
2021
Essays on Currency Risk and Financial Frictions
V Sokolovski
Stockholm School of Economics, 2017
2017
The short on shorting ETFs: The art of create to lend
KM Kaminski
Stockholm School of Economics, 2014
2014
Analysis of the predictive ability and profitability of an analytically derived trading algorithm in the intra-day spot foreign exchange market
V Sokolovski
2011
Systém momentálně nemůže danou operaci provést. Zkuste to znovu později.
Články 1–15