Ljubica Georgievska
Welcome to my academic webpage!
I am a Visiting Assistant Professor at NYU Stern School of Business and an Assistant Professor at CUNEF Universidad. I completed my Ph.D. in Finance from UCLA Anderson School of Management in September 2022.
Full website, always up to date: https://ljubicageorgievska.github.io/webpage/
Contact
Department of Finance, Leonard N. Stern School of Business, 44 West Fourth Street, New York 10012, USA
lg4086@nyu.edu
Working Papers
The US Treasury's Biggest Short: Duration in the Shadows
with Stefano Pegoraro and Anthony Saunders
Presentations: Northern Finance Association (NFA) (upcoming), BIS-World Bank-Banxico Tenth Public Investors Conference (upcoming), EUROFIDAI-ESSEC Paris December Finance Meeting (upcoming), 7th Annual RCF-ECGI Conference (upcoming), Tenth Annual Young Scholars Finance Consortium at Texas A&M Mays, Midwest Finance Association, Sovereign Bond Market Conference 2026 on Sovereign Bond Markets in Geopolitical Storms, 2026 Consortium on Asset Management, 2026 LAPE-FINEST Spring Workshop, Notre Dame Mendoza College of Business Seminar, Colorado Finance Summit (2025), ESADE Spring Workshop (2025), and BI Norwegian Business School Seminar (2024)
Model-Free Cross-Country Convenience Term Premia and the U.S. Dollar Reserve Currency Status
The "Hairy Premium": Incomplete Markets and Frictions
with Anthony Saunders
Presentations: 2024 Annual Meetings of the American Finance Association (AFA), 2024 European Finance Association (EFA), 2024 Northern Finance Association Annual Conference (NFA), Midwest Finance Association Conference (MFA), Young Scholars Nordic Finance Network Workshop (NFN), Alpine Finance Summit, Finance and Accounting Annual Research Symposium, Financial Engineering and Banking Society, BI Workshop on Uncertainty, NYU Stern School of Business, Miami Herbert Business School, Frankfurt School of Finance and Management, and BI Norwegian Business School
Term Funding and the Long-Dated Cross-Currency Basis
with Benjamin Karner and Olav Syrstad
Presentations: Northern Finance Association (NFA) (upcoming), and Midwest Finance Association
Time-varying Market Segmentation: The Twin D's and a Tale of Two Tails
with Sven Klingler, Lukas Kremens and Lucio Sarno
Presentations: AFA Annual Meeting, EEA Annual Meeting, Bank of England: 8th International Conference on Sovereign Bond Markets, Anderson School of Management Brownbag Seminar, and SDU
Collateral-adjusted CIP Arbitrages
Presentations: EEA Annual Meeting, AFA Annual Meeting (Poster), Auckland Center's Derivative Markets Conference, International Risk Management Conference, Virtual Derivatives Workshop, and Anderson School of Management Brownbag Seminar
Constraints of Collateralization and Regulation and the Law of One Price
Publications
Georgievska A., Georgievska, Lj., Stojanovic, A. and Todorovic, N. (2011), "Country Debt Default Probabilities in Emerging Markets: Were Credit Rating Agencies Wrong?" in Robert W. Kolb (ed.), Sovereign Debt: From Safety to Default (by invitation), Wiley, ISBN 978-0-470-92239-2.
Georgievska A., Georgievska, Lj., Stojanovic, A. and Todorovic, N. (2008), "Sovereign rescheduling probabilities in emerging markets: a comparison with credit rating agencies' ratings", Journal of Applied Statistics, 35(9), p. 1031-1051.