Egon Kalotay
DEPARTMENT OF APPLIED FINANCE AND ACTUARIAL STUDIES
Macquarie University
Australia
Biography
Senior Lecturer - Department of Applied Finance and Actuarial Studies,at Macquarie University
Research Interest
Accounting and Corporate Governance Asset pricing Derivatives Credit risk management
Publications
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Gray P, Koh PS, Tong YH. Accruals quality, information risk and cost of capital: Evidence from Australia. Journal of Business Finance & Accounting. 2009 Jan 1;36(1â€2):51-72.
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Gray P, Edwards S, Kalotay E. Canonical valuation and hedging of index options. Journal of Futures Markets. 2007 Aug 1;27(8):771-90.
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Altman E, Fargher N, Kalotay E. A simple empirical model of equity-implied probabilities of default. The Journal of Fixed Income. 2011 Jan 1;20(3):71-85.
