Fordham University            The Jesuit University of New York
 


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ERICK W. RENGIFO




Journal Articles

Deposit Dollarization and Its Impact on Financial Deepening in the Developing World, with Eduardo Court and Emre Ozsoz. The Journal of Emerging Markets Finance and Trade, November–December 2012, Vol. 48, No. 6, pp. 27–40.

Cross-sectional determinants of bank performance under deposit dollarization in emerging markets, with Ali Kutan and Emre Ozsoz, Emerging Markets Review, Volume 13, Issue 4, December 2012, pp 478-492.

Government Intervention and the CDS Market: A look at the Market’s Response to Policy Announcements during the 2007-2009 Financial Crisis, with Caitlin Greatrex. The Journal of Applied Finance 2012, vol 22 No 1, 44-56.

A Model to Improve The Estimation of Retail Baseline Sales, The Journal of Centrum Cathedra, 2011, Vol 4, Issue 1, pp 10-26.

How Investors Face Financial Risk: Loss Aversion and Wealth Allocation, with Emanuela Trifan. The Journal of Centrum Cathedra 2010, vol 3 issue 1.


Books and Book Chapters

Chapter 21 Behavioral Portfolio Theory and Investment Management, with Emanuela Trifan and Rossen Trendafilov. In Investor Behavior - The Psychology and Financial Planning and Investing, Ken baker and Victor Riccardi, forthcoming summer 2013.

Portfolio Selection with Time Varying Value-at-Risk, with Jeroen Rombouts, In Financial Econometrics handbook, Greg N. Gregoriou, editor, Palgrave. Forthcoming, March 2011.

Stochastic Volatility Model with Jumps in Returns and Volatility: A R-Package Implementation. In Advances in Social Science Research Using R. Vinod H.D., Editor, Springer, New York.

How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility: A VaR Application, with Emanuela Trifan, Greg N. Gregoriou, editor, McGraw Hill. March 2009.







 


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