{"id":2972,"date":"2020-08-21T16:41:53","date_gmt":"2020-08-21T20:41:53","guid":{"rendered":"https:\/\/www.bu.edu\/met\/?post_type=profile&p=2972"},"modified":"2023-08-10T11:30:14","modified_gmt":"2023-08-10T15:30:14","slug":"ivan-f-julio","status":"publish","type":"profile","link":"https:\/\/www.bu.edu\/met\/profile\/ivan-f-julio\/","title":{"rendered":"Ivan F. Julio"},"content":{"rendered":"

Dr. Julio\u2019s research focuses mainly on empirical asset pricing and macroeconomics, concentrating specifically on the analysis of several predictive financial models and their flaws. In his dissertation, he used the Campbell and Cochrane stochastic discount factor to construct a \u201crecession risk factor,\u201d which he tested in the cross-section of asset returns. He has also worked in the area of derivatives, testing for the presence of short-term continuation and long-term reversal in futures markets prices. In the area of banking and financial institutions, he wrote an original theoretical essay entitled \u201cBanking Sharing Information Networks,\u201d which explains the origin of the credit bureaus and the optimal level of information sharing among financial institutions.<\/p>\n

Professor Julio has served as a financial researcher in the private sector, where he performed corporate executive compensation valuation. Prior to that, he was an economic consultant for MKT Consulting, helping to construct a \u201cBusiness Confidence Index\u201d that measures the business sector\u2019s perception of the current economic situation in Argentina.<\/p>\n

Prior to Boston University, Julio was a visiting assistant professor at Southeastern Louisiana University. During his time there he also served as a board member of the Investment Committee for the University Advancement, recommending investment policies and managing the university\u2019s endowment. He has also taught graduate courses at Loyola University and the University of New Orleans. At Boston University, Julio teaches courses in finance, multinational finance, and investments.<\/p>\n

Research Interests<\/h2>
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    \n
  • Primary: Empirical Asset Pricing, Portfolio Theory<\/span><\/li>\n
  • Secondary: Real Estate Finance and Banking and Financial Institutions Theory<\/li>\n<\/ul>\n

    <\/div>\n<\/div>\n\n

    Courses<\/h2>
    <\/p>\n
      <\/p>\n
    • MET AD 632 \u2013 Financial Concepts<\/li>\n

      <\/p>\n

    • MET AD 685 \u2013 Quantitative Methods for Finance<\/li>\n

      <\/p>\n

    • MET AD 717 \u2013 Investment Analysis and Portfolio Management<\/li>\n

      <\/p>\n

    • MET AD 731 \u2013 Corporate Finance<\/li>\n

      <\/div><\/ul>\n

      <\/div>\n<\/div>\n\n

      Scholarly Works<\/h2>
      <\/p>\n

      Publications and Articles<\/strong><\/p>\n

      Geoffrey M. Ngene, M. Kabir Hassan, William J. Hippler, III, and Ivan Julio. \u201cDeterminants of Mortgage Default Rates: Pre-Crisis and Crisis Period Dynamics and Stability.\u201d Journal of Housing Research<\/em> 25, no. 1 (2016): 39\u201364.<\/p>\n

      Ivan Francisco Julio, M. Kabir Hassan, and Geoffrey M. Ngene. \u201cTrading Strategies in Futures Markets.\u201d The Global Journal of Finance and Economics<\/em> 10, no. 1 (2013): 1\u201312.<\/p>\n

      \u201cTechnological Innovation: The Argentine System.\u201d Chapter in book edited by FIDES. Buenos Aires, Argentina, 2006.<\/p>\n

      \u201cThe determinants of capital\u2019s flight: the Argentina case (\u201970\u2013\u201998).\u201d XXXVII Public Finance Meeting<\/em>. C\u00f3rdoba, Argentina, 2003.<\/p>\n

      Presentations<\/strong><\/p>\n

      \u201cAsymmetric and Nonlinear Adjustments and Dynamic Correlation Patterns: Evidence from Sovereign Credit Risk Markets.\u201d Presented at the FMA Annual Meeting, Orlando, Fla., October 14\u201317, 2015.<\/p>\n

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