Redouane Elkamhi

Academic Positions

Non-Academic Positions

Selected Publications - Papers

• Accounting Quality and Financial Covenants in Loan Contracts - 2015

  with R. Pungaliya and L. Popov and Pungaliya

  2nd Round R&R at Journal Accounting Research

• Bank Loan Price Reactions to Corporate Events: Evidence from Traded Syndicated Loans - 2015

  with M. Billett, D. Mauer and R. Pungaliya

• Business Cycles and the Bankruptcy Code A Structural Approach - 2011

  with M. Jiang

• Global Equity Correlation in Carry and Momentum Trades - 2015

  with J. W. Bae

• Learning about rare economic disasters and asset prices_ 2012

  with D. Du

• The Best of both worlds: Capturing diversification benefits of emerging economies - 2015

  with J. W. Bae and M. Simutin

• The term structure of expected recovery rates - 2014

  with H. Doshi and C. Ornthanalai

• Time Varying Default Risk Premia in Corporate Bond Market

  with H. Doshi and J. Ericsson

  2nd Round R&R at Management Science

• Time-varying asset volatility and the credit spread puzzle - 2013

  with D. Du, J. Ericsson and M. Jiang

  2nd Round R&R at The Journal of Finance

• Managerial activeness and mutual fund performance

  with H. Doshi and M. Simutin

  The Review of Asset Pricing Studies

  2015

• Rare Disasters and Credit Market Puzzles

  with P. Christoffersen and D. Du

  3rd Round, Management Science

  2015

• Reputation and Loan Contract Terms: the Role of Principal Customers

  with L. Cen, S. Dasgupta and R. Pungaliya

  The Review of Finance

  2015

• Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection

  with D. Stefanova

  The Review of Financial Studies

  2014

• The influence of investor identity and contract terms on firm value: Evidence from PIPEs

  with M. Billett and I. Floros

  Journal of Financial Intermediation

  2014

• What do credit markets tell us about firm capital structure?

  with R. Pungaliya and A. Vijh

  Management Science

  2014

• Bank Skin in the Game and Loan Contract Design: Evidence from Covenant-Lite Loans

  with M. Billett, L. Popov and R. Pungaliya

  The Journal of Financial and Quantitative Analysis

  2013

• The Cost and Timing of Financial Distress

  with J. Ericsson and C. Parsons

  Journal of Financial Economics

  2012

• The Cross-Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads

  with Jacobs, K., Pan, X.

  Journal of Financial and Quantitative Analysis

  2012

• What Risks Do Corporate Bond Put Features Insure Against?

  with J. Ericsson and H. Wang

  The Journal of Futures Markets

  2011

• Option Valuation with Conditional Heteroskedasticity and Non-Normality

  with P. Christoffersen, B. Feunou and K. Jacobs

  The Review of Financial Studies

  2010

Research and Teaching Interests

Theoretical and empirical asset pricing with special interests in credit and option markets.

Honors and Awards

Professional Affiliations/Memberships