Sauder School of Business

Harjoat S. Bhamra

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




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

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)




 
 
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