Maurice D. Levi BA (Manchester), MA PhD (Chicago) Bank of Montreal Chair in International Finance Professor Office:    Henry Angus 865 Phone:     +1-604-822-8260 Fax:    +1-604-822-4695 Email:    < maurice.levi at sauder.ubc.ca > University of British Columbia Sauder School of Business 2053 Main Mall, Vancouver BC, V6T 1Z2

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Research Interests

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Research Interestes include Macro- and Micro-models of International Finance, Empirical Studies of Financial Markets, Macroeconomics of Interest Rates, Stock Market Anomalies, and the Link between Economic Activity and Inflation.

Selected Publications

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Albert S. Dexter, Maurice Levi, and Barrie Nault “International Trade and the Connection between Capacity and Inflation” Review of International Economics, Vol. 13, 2005, 699-708.

Michael A. Goldberg, Robert Heinkel, and Maurice Levi “Foreign Direct Investment: The Human Dimension” Journal of International Money and Finance, Vol. 24, 2005, 913-934.

Barrie Nault and Maurice Levi “Converting to a Cleaner Technology: Environmental Policy with Heterogeneous Firms” Management Science, Vol. 50,2004, 1015-1030.

Mark Kamstra, Lisa Kramer, and Maurice Levi “Winter Blues: A SAD Stock Market Cycle” American Economic Review, Vol. 93,2003, 324-343.

Albert S. Dexter, Maurice Levi, and Barrie R. Nault “Sticky Prices: The Impact of Regulation” Journal of Monetary Economics, Vol. 49, 2002, 797-821.

Antoine Gautier, Frieda Granot, and Maurice Levi “Alternative Foreign Exchange Management Protocols: An Application of Sensitivity Analysis” Journal of Multinational Financial Management, Vol. 12, 2002, 1-20.

Mark Kamstra, Lisa Kramer, and Maurice Levi “Should We Lose Sleep Over the Daylight Saving Anomaly? Reply: A Tale of Two Tails” American Economic Review, Vol. 92,2002, 1257-1263. Working Papers

Mark J. Kamstra, Lisa A. Kramer, and Maurice D. Levi “Opposing Seasonalities in Treasury versus Equity Returns” (2006)

Xifeng Diao and Maurice D. Levi “Seasonality in Equilibrium Stock Returns: A Dynamic Perspective on SAD” (2005)