Seth J Kopchak Associate Professor of Finance

Education: 
Ph.D., West Virginia University
M.A., West Virginia University
B.S., Carnegie Mellon University

Research:
Empirical finance and time-series methods.  Banking, monetary policy, and financial markets.

Publications:
Kopchak, S.J., 2016. The Regime-Switching Risk Premium in the Gold Futures Market, Journal of Economics and Finance, 40 (3), pg. 472-491 .5

Heath, E.B. and S. Kopchak, 2016. The Response of the Mexican Equity Market to US Monetary Surprises, Journal of Emerging Market Finance, 14 (2), pg. 87-111.

Review of Quantitative Finance and Accounting, 43 (1), pg. 21-44.

Kopchak, S.J., 2014.  The Absorption Effect of U.S. Treasury Auctions,

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., 2011. The Liquidity Effect for Open Market Operations, Journal of Banking and Finance, 35 (12), pg. 3292--3299.

Courses:
BOS 360: Finance 
BOS 361: Securities Analysis 
BOS 480: Data and Modeling
BOS 480:  Financial Innovation