Dr. Ogonna Nneji featured in credit magazine
A lecturer in finance at the ICMA Centre, Dr. Ogonna Nneji, recently featured in Creditflux, a leading industry credit magazine with around 10,000 readers in the credit markets. His short article was co-authored with Dr. Davide Avino, a research fellow at the Financial Mathematics and Computation Cluster (FMC2), University College Dublin Smurfit Business School and previous ICMA Centre PhD student. Their article titled "Finding inefficiencies in iTraxx" provides evidence that the credit default swaps market in Europe is inefficient and could be exploited by credit investors.
Ogonna is a Lecturer in Finance at the ICMA Centre. He holds a BSc in Economics and Finance from the University of Bristol and an MSc in Finance and investment from the University of Exeter. In 2012, he completed a PhD in Finance from the ICMA Centre. His primary research interests include applied financial econometrics, asset bubbles and real estate finance/economics. You can find out more about his research here.
You can access the article here: http://creditflux.com/Newsletter/2013-12-05/Finding-inefficiencies-in-iTraxx
|Published||3rd March 2014|