Ilona Shiller
ILONA SHILLER, Associate Professor, joined the Faculty of Business Administration in 2005 and is a member of the Finance Area. Her research interests are financial markets, fixed-income securities, and investments.
Discipline-Based Scholarship
Peer-Reviewed Journal Articles:
“Corporate Bond Pricing and the Effect of Endogenous Default and Call Options”, with Gady Jacoby, Journal of Fixed Income, Vol. 20, No. 2, pp. 80-100, 2010.
“Regional Convergence in per Capita Income in the US and Canada”, International Journal of Business, Economics, Finance, and Management Sciences, Vol. 1, No. 1, pp. 37-46, 2009.
“Duration and Pricing of TIPS”, with Gady Jacoby, Journal of Fixed Income, Vol. 18, No. 2, pp. 71-84, 2008.
“The Determinants of TIPS Yield Spreads”, with Gady Jacoby, Journal of Applied Finance, Vol. 17, No. 2, pp. 72-81, 2007.
Conference Proceedings or Presentations:
“Persistence in Canadian Corporate and Government Index Yields and Yield Spreads”, 18th Multinational Finance Society Conference Proceedings, Rome, Italy, June 26-29, 2011.
“Testing Weak-form Market Efficiency: Evidence from the TSE”, Financial Management Association Conference Proceedings, New York, New York, October 20-23, 2010.
“Per Capita Income Convergence across US states and Canadian Provinces”, ASB Meeting Proceedings, Halifax, Nova Scotia, October 1-3, 2010.
“Persistence in Canadian Corporate and Government Index Yields and Yield Spreads”, Midwest Finance Association Meeting Conference Proceedings, Las Vegas, Nevada, February 24-27, 2010.
“Fuzzy Liability Driven Pension Fund Management”, with Rostyslav I. Shiller and Ishmael Radikoko, abstract published in ASAC Finance Division Conference Proceedings, Vol. 30, June 2009.
“Corporate Bond Pricing and the Effect of Endogenous Default and Call Options”, with Gady Jacoby, Asia-Pacific Financial Markets International Conference Proceedings, December 2008 (Best paper award).
“Corporate Bond Pricing and the Effect of Endogenous Default and Call Options”, with Gady Jacoby, China International Conference in Finance Proceedings, July 2008.
Contact Information
Associate Professor, Finance
Ph.D., University of Manitoba
Office Phone: (506) 458-7339
Office Location: 335 Tilley Hall
