Lucas M. Bernard

Publications & Projects

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Publications/Projects

1) Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices, (w/ W. Semmler), working paper

2) Export Performance and Wage Levels in U.S. Manufacturing, (w/ J. Evans), working paper

3) IT Tools for Financial Asset Management & Engineering, (book chapter) in: The Companion to Financial Engineering, (T. Beder & C. Marshall, editors), Wiley-Blackwell, forthcoming

4) Banking, Complex Securities, and the Credit Crisis, (w/ W. Semmler), Economic & Political Weekly, VOL 44, No. 13, March 28 - April 03, 2009

5) Credit Risk, Credit Derivatives, and Firm Value-Based Models, (w/ W. Semmler & M. Roberts), Investment Management and Financial Innovations, Volume 5, Issue 4, 2008

6) Firm Value, Diversified Capital Assets, and Credit Risk: Towards a Theory of Default Correlation, (w/ L. Grüne & W. Semmler), Journal of Credit Risk, 3(4) Winter 2007/08

7) The Foundations of Credit Risk Analysis, (edited w/ W. Semmler), Edward Elgar Publishing Ltd., Cheltenham, United Kingdom, 2007




Conferences (Recent & Upcoming)

1) 19-21 June, 2008: 2nd International Workshop on Computational and Financial Econometrics Neuchâtel, Switzerland

2) 21-22 May, 2007: International Center for Decision & Risk Analysis (ICDRiA) University of Texas, Dallas, TX

3) 22-24 June, 2006: 12th International Conference on Computing In Economics and Finance Limassol, Cyprus

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