Peter Miu

Dr. Peter Miu

Professor

Finance & Business Economics

CONTACT INFORMATION

BIO

Dr. Peter Miu’s research is primarily in the areas of credit risk modelling, financial institutions, exchange-traded funds, regulatory capital requirement, empirical methods, and investments. His research appears in journals such as the Journal of Financial Intermediation, Journal of Banking and Finance, Journal of Empirical Finance, and the Journal of Credit Risk. Dr. Miu teaches courses in financial economics and derivatives at the DeGroote School of Business. Dr. Miu has consulted on such issues as validations of credit risk measures, regulatory and economic capital requirements, and stress testing models. His co-authored books on Basel II and III provide both the theory and practical how-to knowledge risk management professionals need to implement the concepts of these regulatory requirements in their institutions.

JOURNAL PUBLICATIONS

January 2023

Are Cryptocurrencies A Safe Haven For Stock Investors? A Regime-switching Approach

JOURNAL : JOURNAL OF EMPIRICAL FINANCE

CONTRIBUTORS: L Li, Peter Miu
January 2023

Understanding Leveraged Etfs’ Compounding Effect

JOURNAL : MANAGERIAL FINANCE

CONTRIBUTORS: Narat Charupat, Z Ma, Peter Miu
December 2022

A Coherent Economic Framework To Model Correlations Between Pd, Lgd And Ead, And Its Applications In Ead Modelling And Ifrs-9

JOURNAL : JOURNAL OF RISK MANAGEMENT IN FINANCIAL INSTITUTIONS

CONTRIBUTORS: Peter Miu, B Ozdemir
February 2021

Performance Of Japanese Leveraged Etfs

JOURNAL : PACIFIC BASIN FINANCE JOURNAL

CONTRIBUTORS: Peter Miu, Ml Yueh, J Han
March 2020

Intra-industry Bankruptcy Contagion: Evidence From The Pricing Of Industry Recovery Rates

JOURNAL : EUROPEAN FINANCIAL MANAGEMENT

CONTRIBUTORS: Y Chang, Yt Hsieh, W Liu, Peter Miu
June 2017

Adapting The Basel Ii Advanced Internal-ratings-based Models For International Financial Reporting Standard 9

JOURNAL : JOURNAL OF CREDIT RISK

CONTRIBUTORS: Peter Miu, Bogie Ozdemir
October 2016

Determining Hurdle Rate And Capital Allocation In Credit Portfolio Management

JOURNAL : JOURNAL OF FINANCIAL SERVICES RESEARCH

CONTRIBUTORS: Peter Miu, B Ozdemir, E Cubukgil, M Giesinger
July 2013

Emotional Balance And Probability Weighting

JOURNAL : THEORY AND DECISION

CONTRIBUTORS: Narat Charupat, Richard Deaves, T Derouin, M Klotzle, Peter Miu
April 2013

Introduction To The Special Issue On Exchange-traded Funds

JOURNAL : MANAGERIAL FINANCE

CONTRIBUTORS: Peter Miu, Narat Charupat
April 2013

Recent Developments In Exchange?traded Fund Literature

JOURNAL : MANAGERIAL FINANCE

CONTRIBUTORS: Narat Charupat, Peter Miu
January 2012

Information Asymmetry And Bank Regulation: Can The Spread Of Debt Contracts Be Explained By Recovery Rates?

JOURNAL : JOURNAL OF FINANCIAL INTERMEDIATION

CONTRIBUTORS: W Liu, Peter Miu, Y Chang, B Ozdemir
December 2011

Correlation Behavior Of Emerging Markets

JOURNAL : RESEARCH IN FINANCE

CONTRIBUTORS: Chun-sang-sherman Cheung, Peter Miu
April 2011

The Pricing And Performance Of Leveraged Exchange-traded Funds

JOURNAL : JOURNAL OF BANKING AND FINANCE

CONTRIBUTORS: Narat Charupat, Peter Miu
December 2010

Diversification Benefits Of Commodity Futures

JOURNAL : JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY

CONTRIBUTORS: Chun-sang-sherman Cheung, Peter Miu
December 2009

Stress-testing Probability Of Default And Migration Rate With Respect To Basel Ii Requirements

JOURNAL : THE JOURNAL OF RISK MODEL VALIDATION

CONTRIBUTORS: Peter Miu, Bogie Ozdemir
May 2008

Canadian Stock Market Multiples And Their Predictive Content

JOURNAL : INTERNATIONAL REVIEW OF ECONOMICS AND FINANCE

CONTRIBUTORS: Richard Deaves, Peter Miu, C Barry white
June 2007

Refining Momentum Strategies By Conditioning On Prior Long-term Returns: Canadian Evidence

JOURNAL : CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES

CONTRIBUTORS: Richard Deaves, Peter Miu

Correlation Behavior Of Emerging Markets

JOURNAL : SSRN ELECTRONIC JOURNAL

CONTRIBUTORS: C sherman Cheung, Peter Miu

OTHER PUBLICATIONS