Research
Owen Williams’ primary fields of research include International Finance, Capital and Currency Markets, Investments, Portfolio Management, & Asset Pricing.
Journal articles
Williams, S.O. (2014) Country ETFs, Currencies, and International Diversification. Journal of Asset Management.
Williams, S.O. (with Maurer, F.) (2015) Physically versus Synthetically Replicated Trackers. Is There a Difference in Terms of Risk? Journal of Applied Business Research.
Williams, S.O. (2015) Foreign Currency Exposure Within Country Exchange Traded Funds. Frontiers In Finance.
Working Papers:
Time-Varying Currency Risk Premiums in Zero Interest Rate Environments
Informational Efficiency in Emerging Market Equity Options
Les ETFs Physiques vs Synthétiques: Quelle Structure A Privilégier