Jan Ericsson

Jan Ericsson is an Associate Professor of Finance at McGill University's Desautels Faculty of Management, where he also serves as Academic Director of the Master of Management in Finance (MMF Montreal). His research interests include corporate bonds, credit derivatives, default risk premia, financial distress, liquidity in fixed income markets, risk management, and sovereign default risk. Ericsson has published in leading finance journals such as the Journal of Finance and Review of Financial Studies. He has taught courses on derivatives and fixed income at multiple levels, including executive education programs. Additionally, he has provided consulting and advisory services to various financial institutions and law firms.

Jan Ericsson is an Associate Professor of Finance whose research focuses on credit risk, corporate liabilities, and financial distress. His work explores the determinants of credit default swap premia, structural bond pricing models, and the valuation of corporate securities. Ericsson investigates how liquidity, asset volatility, and time-varying risk premia affect credit spreads and bond markets. His studies also examine the role of contingent claims, asymmetric volatility, and financial distress in corporate finance. By analyzing stock and bond prices, he provides empirical insights into structural credit risk models and the pricing of default risk. His research contributes to understanding the interplay between equity and credit markets, with a focus on risk and return dynamics.