Alysa V. Shcherbakova: Financial Economist

Financial Economist

Alysa V. Shcherbakova is a Financial Economist in the Credit Risk Analysis Division of the Office of the Comptroller of the Currency (OCC).

Published Works

Managing Risk in Financial Markets: A Quantitative Approach, VDM Verlag, 2009.

Working Papers

“Tests of Informational Efficiency in Financial Markets: A Granger Causality Approach,” Emory University, 2009.

“Credit Ratings Migration: Quantifying Obligor Risk,” Emory University, 2009.

“Performance and Capital Structure: A Study of Firm Dynamics,” Emory University, 2008.