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Harjoat S. Bhamra
MA (Cantab), Ph.D. (London Business School)
Associate Professor
| Office:
| Henry Angus 871 | | Phone:
| +1-604-822-3314 | | Fax:
| +1-604-822-4695 | | Email:
| <
harjoat.bhamra at sauder.ubc.ca
> |
University of British Columbia
Sauder School of Business
2053 Main Mall, Vancouver BC, V6T 1Z2
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Curriculum Vitae
Personal Homepage
Research Interests
Asset Pricing with Incomplete Markets, Recursive Utility, International Finance, Credit Risk and Capital Structure
Teaching
International Finance
Selected Publications
Harjoat Bhamra,
Lars-Alexander Kuehn,
and Ilya A. Strebulaev
“The Aggregate Dynamics of Capital Structrure and Macroeconomic Risk”
Review of Financial Studies, forthcoming
Harjoat S. Bhamra,
Lars-Alexander Kuehn,
and Ilya A. Strebulaev
“The Levered Equity Risk Premium and Credit Spreads: A Unified Framework”
Review of Financial Studies, forthcoming
Harjoat S. Bhamra
and Raman Uppal
“The Effect of Introducing a Non-Redundant Deerivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion”
Review of Financial Studies, Vol. 22, 2009, 2303-2330.
Harjoat S. Bhamra
and Raman Uppal
“The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choice with Recursive Utility”
Journal of Economic Dynamics and Control, Vol. 30, 2006, 967-991.
Harjoat S. Bhamra
“Imitation in Financial Markets”
International Journal of Theoretical and Applied Finance, Vol. 3, 2000, 473-478.
Working Papers
Hang Bai,
Harjoat Bhamra,
and Howard Kung
“Political Corruption and Sovereign Debt Crises” (2012)
Harjoat Bhamra
and Ilya Strebulaev
“The E ffects of Rare Economic Crises on Credit Spreads
and Leverage” (2010)
Harjoat Bhamra
and Raman Uppal
“How Does Heterogeneity in Recursive Preferences Affect Asset Prices?” (2009)
Harjoat Bhamra
“Stock Market Liberalization and the Cost of Capital in Emerging Markets” (2007)
Harjoat S. Bhamra
“Asset Pricing when International Stock Markets are Partially Integrated” (2005)
