Chollete, Lorán

Lorán Chollete

E-mail:	Loran.Chollete@nhh.no
Telephone:	+47 55 95 92 66
Fax:	+47 55 95 96 50
Title:	Assistant Professor, Ph.D., Columbia University 2005
	Curriculum Vitae
Nationality:	United Kingdom
Teaching languages:	English

Teaching areas:	Finance, Statistics


Research:	Present:	Finance--International Finance, Macroeconomic Policy, Financial Crisis, Liquidity Quantitative Methods--Extremal Events, Financial Econometrics, Multivariate Statistics
	Former:

Working Papers:	Financial Distress and Idiosyncratic Volatility: An Empirical Investigation, REVISE and RESUBMIT, Journal of Financial Markets (with Jing Chen and Rina Ray). Modeling International Financial Returns with a Multivariate Regime Switching Copula, REVISE and RESUBMIT, Journal of Financial Econometrics (with Andreas Heinen and Alfonso Valdesogo). The Propagation of Financial Extremes, Job Market Paper. The Risk Components of Liquidity (with Randi Næs and Johannes A. Skjeltorp). What Captures Liquidity Risk? A Comparison of Trade and Order-Based Factors, Discussion Paper no. 2006/9, Department of Finance and Management Science, NHH, 2006 (with Randi Næs and Johannes A. Skjeltorp). The Scope of International Diversification: Implications of Alternative Measures, Working paper, Columbia University, 2005 (with Victor de la Peña and Ching-Chih Lu).

Selected publications:	Economic Implications of Copulas and Extremes, Penger og Kredit #2, 2008, 58-70.

Involvements:	Research Fellow Norwegian Central Bank Norwegian Central Bank Workshop "Copula Methods in Financial Economics" NHH Workshop: "New Developments in Financial Markets"