Christof W. Stahel
Financial Economist
Office of Investments and Intermediaries
Education Summary
- Ph.D. Finance, The Ohio State University, 2004
- M.A. Economics, The Ohio State University, 1997
- M.A. (summa cum laude) Economics with specialization in Econometrics, University of Zürich (Switzerland), 1996
Fields of Interest
- Asset pricing
- International financial markets
- Financial crises
- Financial Economist
- Division of Risk, Strategy and Financial Innovation
- U.S. Securities and Exchange Commission
- 2012–present
- Assistant Professor of Finance
- School of Management
- George Mason University
- 2004–2011
- Fellow
- Center for Financial Research
- Federal Deposit Insurance Corporation
- 2009–2011
- Visiting Assistant Professor
- Department of Finance
- University of Delaware
- 2003
- Economist
- Statistics Department and Banking Studies Department
- Swiss National Bank
- 1997–1999
- Lecturer (Econometrics)
- Department of Agricultural Economics
- Swiss Federal Institute of Technology
- 1993–1995
- Gergana Jostova, Stanislava (Stas) Nikolova, Alexander Philipov and Christof W. Stahel, Momentum in Corporate Bond Returns, 2013, Review of Financial Studies, Forthcoming.
- Nicole M. Boyson, Christof W. Stahel, and René M. Stulz, Liquidity Shocks and Hedge Fund Contagion, 2012, The Journal of Investment Management 10, 13-34.
- Nicole M. Boyson, Christof W. Stahel, and René M. Stulz, Hedge Fund Contagion and Liquidity Shocks, 2010, Journal of Finance 65, 1789–1816.
- Nicole M. Boyson and Christof W. Stahel, Liquidity and Hedge Fund Contagion, 2010, in Robert W. Kolb, ed. Financial Contagion: The Viral Threat to the Wealth of Nations, (John Wiley & Sons, Inc).
- Michel Peytrignet and Christof W. Stahel, Stability of Money Demand in Switzerland: A Comparison of the M2 and M3 Cases, 1998, Empirical Economics 23, 437-454.
- Jeffrey H. Harris and Christof W. Stahel, Funding Constraints and Liquidity Contagion in U.S. Equity and Treasury Markets.
- Ryan Goodstein, Paul Hanouna, Carlos Ramirez, and Christof W. Stahel, Are Foreclosures Contagious?
- Nicole M. Boyson, Christof W. Stahel, and René M. Stulz, Why Do Hedge Funds' Worst Returns Cluster? Common Liquidity Shocks vs. Contagion.
- Nicole M. Boyson, Christof W. Stahel, and René M. Stulz, Hedge Fund Contagion and Liquidity.
- Christof W. Stahel, Are Foreign Investors Better Informed? Evidence from the Return–Volume Relationship.
- Kuan-Hui Lee and Christof W. Stahel, Are Extreme Negative Liquidity Shocks in the US Equity and Treasury Notes Markets Contagious?
- Nicole M. Boyson, Christof W. Stahel, and René M. Stulz, Is there Hedge Fund Contagion?
- Dong-Wook Lee, Kuan-Hui Lee, and Christof W. Stahel, Liquidity, Liquidity Risk, and Holding Period.
- Christof W. Stahel, Liquidity across Developed and Emerging Equity Markets.
- Christof W. Stahel, Is There a Global Liquidity Factor?
- Christof W. Stahel, International Liquidity Risk.
Conference Activities
- Paper presentation, 2012 WFA Conference
- Paper presentation (by co-author), 2011 Asian Finance Association Conference
- Paper presentation (by co-author), 2011 FIRS Conference
- Paper presentation (by co-author), 2011 MFS Annual Conference
- Paper presentation (by co-author), 2011 World Finance Conference
- Paper presentation, 2010 FMA Conference
- Paper presentation, 2010 EFMA Conference
- Paper presentation, 2009 WFA Conference
- Paper presentation, 2009 EFMA Conference
- Paper presentation, 2009 AFA Conference
- Paper presentation (by co-author), 2008 Northfield Information Services 14th Annual Summer Seminar
- Paper presentation (by co-author), 2008 Wharton Impact Conference, A Global Perspective on Alternative Investments
- Paper presentation (by co-author), 2008 RSM Erasmus University One Day Conference on Professional Asset Management
- Paper presentation, 2007 FDIC/JFSR Banking Research Conference
- Paper presentation, 2007 FMA Conference
- Paper presentation (by co-author), 2006 FMA Conference
- Paper presentation (by co-author), 2006 Recent Research on Hedge Funds and Performance
- Paper presentation, 2005 FMA Conference
- Paper presentation, 2005 Southern Finance Association Conference
University Presentations
- DePaul University, 2012
- U.S. Securities and Exchange Commission, 2011
- The Ohio State University, 2011
- International Monetary Fund, 2010
- Federal Deposit Insurance Corporation, 2010
- George Mason University, 2010
- Villanova University, 2009
- Chartered Alternative Investment Analyst Association, 2007
- George Mason University, 2006
- HEC Montreal, 2004
- University of West Virginia, 2004
- Queens University, 2004
- George Mason University, 2004
