Eric Olson - Faculty & Adjuncts

Eric Olson, PhD

Eric Olson
Eric Olson, PhD
Chapman Associate Professor of Finance
College of Business
Finance, Operations Management and International Business
918-631-2218 Website Helmerich Hall Room 118D


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


Journal Articles

  • Olson , E., M. Wohar, and A. Vivian. What Is a Better Cross-Hedge for Energy: Equities or Other Commodities?. Global Finance Journal, 2018.
  • Olson , E., E. Berisha, and J. Meszaros. Interest Rates, Income Inequality, Equities and Debt: Evidence from a Century of Data. Vol. 80, Journal of International Money and Finance, 2018.
  • Olson , E., J. Ma, and M. Wohar. Nonlinear Taylor Rules Based on the Principal Components Analysis. Studies in Nonlinear Dynamics and Econometrics, 2018.
  • Olson , E., M. Wohar, and A. Vivian. Do Commodities Make Effective Hedges for Equity Investors?. Vol. 42, Research in International Business and Finance, 2017.
  • Olson , E., M. Wohar, and R. Gupta. Forecasting Key US Macroeconomic Variables With a Factor-Augmented Qual VAR. Vol. 36, Journal of Forecasting, 2017.
  • Olson , E., M. Wohar, and P. Jones. A Reexamination of Stock Returns, Interest Rates, Real Activity, and Inflation: Evidence from a Large Dataset. Financial Review, 2017.
  • Olson , E., and M. Wohar. An Evaluation of ECB Policy in The Euro’s Big Four. Vol. 48, Journal of Macroeconomics, 2016.
  • Olson , E., P. James, and S. W. Choi. Presidential Approval and Macroeconomic Conditions: Evidence from a Nonlinear Model. Vol. 48, Applied Economics, 2016.
  • Olson , E., E. Berisha, and J. Meszaros. Income Inequality and Debt: A Cointegration Test. Vol. 22, Applied Economics Letters, 2015, pp. 1469-73.
  • Young , A., and E. Olson. 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 P. Jones. The International Effects of U.S. Uncertainty. Vol. 20, International Journal of Finance and Economics, 2015, pp. 242-5.
  • Olson , E., M. Wohar, and P. Jones. Asymmetric Tax Multipliers. Vol. 43, Journal of Macroeconomics, 2015, pp. 38-48.
  • Olson , E., S. Miller, and T. Yeager. 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., A. Vivian, and M. Wohar. The Relationship Between Energy and Equity Markets: Evidence from Volatility Impulse Response Functions. Vol. 43, Energy Economics, 2014, pp. 297-05.
  • Jones , P., and E. Olson. Tax Multipliers and Monetary Policy: Evidence from a Threshold Model. Vol. 122, Economics Letters, 2014.
  • Hamilton , E., and E. Olson. Was the Euro Good for Greece?. Vol. 21, Applied Economics Letters, 2014, pp. 248-51.
  • Jones , P., and E. Olson. The Time-Varying Correlation Between Uncertainty, Output, and Inflation: Evidence from a DCC-GARCH Model. Vol. 118, Economics Letters, 2013.
  • Cover , J., and E. Olson. 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., S. Miller, and M. Wohar. “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 W. Enders. A Historical Analysis of the Taylor Curve. Vol. 44, Journal of Money, Credit and Banking, 2012, pp. 1285–1299.
  • Olson , E., W. Enders, and M. Wohar. An Empirical Investigation of the Taylor Curve. Vol. 34, Journal of Macroeconomics, 2012, pp. 380–390.
  • Olson , E., B. Anderson, and J. Hardin. 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 F. Zhang. Conditional Factor Model: A Semiparametic Approach.
  • Olson , E., and T. Dickey. Household Debt and Family Dynamics.
  • Dorminey , J., A. Nowak, and E. Olson. Collection of Seigniorage and the Absorption of the Housing Market.
  • Nowak , A., E. Olson, and J. Dorminey. Commodity Tracking and Sparse Portfolios.
  • Olson , E., J. Dorminey, and M. Wohar. Do Low Interest Rates Lead to More Risk?.
  • Olson , E., A. Kurov, and G. Zaynutdinova. Does the Fed Respond to the Stock Market?. Journal of Empirical Finance.
  • Olson , E., and E. Glock. The “Great” Bank Failures. Review of Financial Studies.
  • Olson , E., and S. Nishioka. 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 J. Meszaros. The Effects of US Quantitative Easing on South Africa. Review of Financial Economics.

Book Chapters

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

Working Papers

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

Instructor's Manuals

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