Ph.D., West Virginia University; M.A., West Virginia University; and B.S., Carnegie Mellon University
Empirical finance and time-series methods. Banking, monetary policy, and
Kopchak, S.J., 2011. The Liquidity Effect for Open Market Operations, Journal of Banking and Finance, 35 (12), pg. 3292--3299.
Kopchak, S.J., 2013. The Realized Forward Term Premium in the Repo Market, Journal of Financial Markets, 16 (2), pg. 253-278.
Kopchak, S.J., 2014. The Absorption Effect of U.S. Treasury Auctions,
Review of Quantitative Finance and Accounting, 43 (1) pg. 21-44.
Heath, E.B. and S. Kopchak, forthcoming. The Response of the Mexican Equity Market to US Monetary Surprises, Journal of Emerging Market Finance.
Kopchak, S.J., forthcoming. The Regime-Switching Risk Premium in the Gold Futures Market, Journal of Economics and Finance.
BOS 360: Finance
BOS 361: Securities Analysis
BOS 480: Data and Modeling
BOS 480: Financial Innovation