Valeri Sokolovski

HEC Montreal - Department of Finance

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

http://www.hec.ca/en/profs/valeri.sokolovski.html

  • HEC Montreal - Department of Finance

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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Top 33,635

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13

CROSSREF CITATIONS

11

Scholarly Papers (6)

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1.

In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 29 May 2020 Last Revised: 11 Aug 2021
Patrick Augustin, Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio
McGill UniversityMcGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 870 (39,256)
Citation 9

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COVID-19, coronavirus, credit risk, debt, fiscal capacity, pandemic, sovereign

2.

Short Selling Equity Exchange Traded Funds and its Effect on Stock Market Liquidity

The Journal of Financial and Quantitative Analysis
Number of pages: 60 Posted: 22 Jan 2017 Last Revised: 20 Oct 2020
Egle Karmaziene and Valeri Sokolovski
VU University Amsterdam and HEC Montreal - Department of Finance
Downloads 409 (101,778)
Citation 2

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Exchange traded funds, ETFs, financial crisis, liquidity, regulation, SEC, short-sale ban.

3.

Hedge Funds and Financial Intermediaries

Swedish House of Finance Research Paper No. 19-8
Number of pages: 88 Posted: 19 Jun 2019 Last Revised: 27 Oct 2021
Magnus Dahlquist, Valeri Sokolovski and Erik Sverdrup
Stockholm School of Economics, HEC Montreal - Department of Finance and Stanford University
Downloads 324 (131,859)
Citation 4

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Hedge funds, prime brokers, systematic risk, idiosyncratic risk

4.

How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities

CFS Working Paper No. 540
Number of pages: 86 Posted: 09 Oct 2016 Last Revised: 08 Jun 2021
Patrick Augustin, Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio
McGill UniversityMcGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 320 (133,527)
Citation 5

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credit default swaps, credit risk, debt, demand and supply, OTC

5.

Benchmark Currency Stochastic Discount Factors

Number of pages: 72 Posted: 19 Oct 2021 Last Revised: 05 Nov 2021
Piotr Orłowski, Valeri Sokolovski and Erik Sverdrup
HEC Montréal, HEC Montreal - Department of Finance and Stanford University
Downloads 159 (258,249)

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FX risk premium, FX hedge funds, leverage, machine learning, SDF.

6.

Beware of the Spider: Exchange Traded Funds and the 2008 Short-Sale Ban

Swedish House of Finance Research Paper No. 14-05
Posted: 26 Mar 2014 Last Revised: 14 Oct 2020
Egle Karmaziene and Valeri Sokolovski
VU University Amsterdam and HEC Montreal - Department of Finance

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exchange traded funds, ETFs, short selling, ban, short-sale constraints, SEC, financial crisis, regulatory arbitrage