Jan Ericsson, McGill University

Research

asset pricing frictions public debt contagion credit risk international finance investments risk premium

Latest funding

Contagion and insolvency in sovereign debt markets
SSHRC · 2016 · Principal investigator
$175,172
Fixed income markets: risk premia and trading strategies
SSHRC · 2008 · Principal investigator
$63,000
Correlation and recovery risk in credit markets
SSHRC · 2007 · Principal investigator
$128,000

Contagion and insolvency in sovereign debt markets

Principal investigatorSSHRC2016Insight Grants

Principal investigators: Ericsson, Jan E.L.

Keywords: asset pricing; frictions; public debt; contagion; credit risk; international finance; investments; risk premium; sovereign risk; spillovers

$175,172

Fixed income markets: risk premia and trading strategies

Principal investigatorSSHRC2008Standard Research Grants

Principal investigators: Ericsson, Jan E.L.

Keywords: convertible bonds; risk premia; default risk; trading strategies

$63,000

Correlation and recovery risk in credit markets

Principal investigatorSSHRC2007Research Grants - Management, Business and Finance

Principal investigators: Ericsson, Jan E.L.

Keywords: defautl dependence; cdo; structured credit; recovery risk; default risk

$128,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Subject: Prospective PhD student: asset pricing Dear Professor Ericsson, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on asset pricing connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]