Eric Olson - Faculty & Adjuncts

Eric Olson

Eric Olson
Chapman Associate Professor of Finance
College of Business
Finance, Operations Management and International Business
918-631-2218 Website Helmerich Hall Room 122D

Education

PhD – University of Alabama (Manderson Graduate School of Business) MA – University of Alabama BA – University of Alabama

Publications

Journal Articles

  • Olson E., Wohar M., and Vivian A. What Is a Better Cross-Hedge for Energy: Equities or Other Commodities?. Global Finance Journal, 2018.
  • Olson E., Berisha E., and Meszaros J. Interest Rates, Income Inequality, Equities and Debt: Evidence from a Century of Data. Vol. 80, Journal of International Money and Finance, 2018.
  • Olson E., Ma J., and Wohar M. Nonlinear Taylor Rules Based on the Principal Components Analysis. Studies in Nonlinear Dynamics and Econometrics, 2018.
  • Olson E., Wohar M., and Vivian A. Do Commodities Make Effective Hedges for Equity Investors?. Vol. 42, Research in International Business and Finance, 2017.
  • Olson E., Wohar M., and Gupta R. Forecasting Key US Macroeconomic Variables With a Factor-Augmented Qual VAR. Vol. 36, Journal of Forecasting, 2017.
  • Olson E., Wohar M., and Jones P. A Reexamination of Stock Returns, Interest Rates, Real Activity, and Inflation: Evidence from a Large Dataset. Financial Review, 2017.
  • Olson E., and Wohar M. An Evaluation of ECB Policy in The Euro’s Big Four. Vol. 48, Journal of Macroeconomics, 2016.
  • Olson E., James P., and Choi S. W. Presidential Approval and Macroeconomic Conditions: Evidence from a Nonlinear Model. Vol. 48, Applied Economics, 2016.
  • Olson E., Berisha E., and Meszaros J. Income Inequality and Debt: A Cointegration Test. Vol. 22, Applied Economics Letters, 2015, pp. 1469-73.
  • Young A., and Olson E. Discretionary Monetary Policy, Quantiative Easing, and the Decline in US Labor Share. Vol. 4, Economics and Business Letters, 2015, pp. 63-78.
  • Olson E., and Jones P. The International Effects of U.S. Uncertainty. Vol. 20, International Journal of Finance and Economics, 2015, pp. 242-5.
  • Olson E., Wohar M., and Jones P. Asymmetric Tax Multipliers. Vol. 43, Journal of Macroeconomics, 2015, pp. 38-48.
  • Olson E., Miller S., and Yeager T. The Relative Contributions of Equity and Subordinated Debt Signals As Predictors of Bank Distress During the Financial Crisis. Vol. 16, Journal of Financial Stability, 2015, pp. 118-37.
  • Olson E., Vivian A., and Wohar M. The Relationship Between Energy and Equity Markets: Evidence from Volatility Impulse Response Functions. Vol. 43, Energy Economics, 2014, pp. 297-05.
  • Jones P., and Olson E. Tax Multipliers and Monetary Policy: Evidence from a Threshold Model. Vol. 122, Economics Letters, 2014.
  • Hamilton E., and Olson E. Was the Euro Good for Greece?. Vol. 21, Applied Economics Letters, 2014, pp. 248-51.
  • Jones P., and Olson E. The Time-Varying Correlation Between Uncertainty, Output, and Inflation: Evidence from a DCC-GARCH Model. Vol. 118, Economics Letters, 2013.
  • Cover J., and Olson E. Using Romer and Romer’s New Measure of Monetary Policy Shocks to Identify the AD and AS Shocks. Vol. 45, Applied Economics, 2013, pp. 2838-46.
  • Olson E., Miller S., and Wohar M. “Black Swans” before the “Black Swan” Evidence from International LIBOR–OIS Spreads. Vol. 31, Journal of International Money and Finance, 2012, pp. 1339–1357.
  • Olson E., and Enders W. A Historical Analysis of the Taylor Curve. Vol. 44, Journal of Money, Credit and Banking, 2012, pp. 1285–1299.
  • Olson E., Enders W., and Wohar M. An Empirical Investigation of the Taylor Curve. Vol. 34, Journal of Macroeconomics, 2012, pp. 380–390.
  • Olson E., Anderson B., and Hardin J. The Analysis of Health Care Coverage through Transition Matrices Using a One Factor Model. Vol. 8, Journal of Data Science, 2010, pp. 619–630.
  • Olson E., and Zhang F. Conditional Factor Model: A Semiparametic Approach.
  • Olson E., and Dickey T. Household Debt and Family Dynamics.
  • Dorminey J., Nowak A., and Olson E. Collection of Seigniorage and the Absorption of the Housing Market.
  • Nowak A., Olson E., and Dorminey J. Commodity Tracking and Sparse Portfolios.
  • Olson E., Dorminey J., and Wohar M. Do Low Interest Rates Lead to More Risk?.
  • Olson E., Kurov A., and Zaynutdinova G. Does the Fed Respond to the Stock Market?. Journal of Empirical Finance.
  • Olson E., and Glock E. The “Great” Bank Failures. Review of Financial Studies.
  • Olson E., and Nishioka S. Import Competition, FDI and U.S. Presidential Elections: The Case of Japan Bashing. Economic Journal.
  • Olson E. Estimates of Okun’s Law Using a New Output Gap Measure. Economics Bulletin.
  • Olson E., and Meszaros J. The Effects of US Quantitative Easing on South Africa. Review of Financial Economics.

Book Chapters

  • Enders W., and Olson E. Measuring the Economic Costs of Terrorism. Oxford Handbook of the Economics of Peace and Conflict, 2012, pp. 363 -87.
  • Olson E., James P., and Badawy A. “Rivalries in the Middle East: A Time Series Analysis”. Shocks and Rivaliries, Georgetown University Press.

Working Papers

  • Olson E., Ndou E., Gumata N., and Ncube M. An Empirical Investigation of the Taylor Curve in South Africa. African Development Bank Group Working Paper, 2013.

Instructor's Manuals

  • Olson E., and Enders W. Instructor’s Manual: Applied Econometric Time-Series. 2014.
  • Enders W., Boulware K., and Olson E. Instructor’s Manual: Applied Econometric Time-Series. John Wiley and Sons, 2010.

Courses Taught

  • Statistics II
  • Research Tools in Finance

Professional Affiliations

  • Southern Economic Association
  • Eastern Finance Association
  • Western Economic Association
  • Financial Management Association
  • Association of Christian Economists
  • American Economic Association

Awards & Honors

  • WVU Economics Department 2015 Teaching Award
  • Seaver Endowed Faculty Fellow
  • WVU Economics Department 2016 Teaching Award