Faculty Profiles

Journal articles
David P Simon, Donna J Fletcher. "Sentiment, Positioning, and Bond Returns: Evidence from the Stone and McCarthy Survey," The Journal of Fixed Income, vol. Volume 10, no. March, No. 4, 67-74, 2001.

Donna J Fletcher, Jahangir Sultan. "Cross Currency Swap Rates and Deviations from Interest Rate Parity," The Journal of Financial Engineering, vol. Six, no. March, No.1, 47-70, 1997.

Donna J. Fletcher, Larry W. Taylor. "'Swap' Covered Interest Parity in Long-date Capital Markets," The Review of Economics and Statistics, no. August, 1-9, 1996.

Donna J. Fletcher, O. David Gulley. "Forecasting the Real Interest Rate," North American Journal of Economics and Finance (Spring): 55-76, no. Spring, 55-76, 1996.

Donna J. Fletcher, Larry W. Taylor. "A Non-Parametric Analysis of Covered Interest Parity in Long-Date Capital Markets," Journal of International Money and Finance, no. 450-475, 450-475, 1994.

Donna J. Fletcher, Jahangir Sultan. "The Impact of Regulatory News and Discount Rate Changes on the Time Varying Volatility of Interest Rate Swap Spreads," The Journal of Financial Engineering, no. (September/December), 229-252, 1994.

Carl R Beidleman, Donna J Fletcher, David Veshosky. "Using Project Finance to Help Manage Project Risks," Project Management Journal, no. June, 33-38, 1991.

Carl R Beidleman, Donna J Fletcher, David Veshosky. "On Allocating Risk: The Essence of Project Finance," Sloan Management Review, no. Spring, 37-46, 1990.

Book chapters
Donna J. Fletcher, Mohammad J. Abdolmohammadi, Jay C. Thibodeau. "Entity-Level Controls and the Monitoring Roles of Corporate Boards," in Corporate Boards: Managers of Risk, Sources of Risk, Blackwell Publishing Ltd, Boston, 2009

Donna J Fletcher. "The Role of Currency Swaps in Integrating World Capital Markets," in Cross Currency Swaps, pages 364-399, Dow Jones-Irwin, Homewood, Illinois, 1992

Published case studies
Donna Fletcher, Susan Newell. A Technical Note on Risk Management, Ivey Publishing, Richard Ivey School of Business - U. of Western Ontario, 2007.

Donna Fletcher, Susan Newell. Teaching Note on Tetra Tech EC and Risk Management and A Technical Note on Risk Management, Ivey Publications, Richard Ivey School of Business, U. of Western Ontario, 2007.

Donna Fletcher, Susan Newell. Tetra Tech EC and Risk Management, Ivey Publishing, The University of Western Ontario, London, Ontario, Canada, 2007.

Conference papers
Robbert, Mary Ann, Fletcher, Donna. "Data Quality Begins with the Business Model," in The Americas Conference on Information Systems, August 2007.

Donna Fletcher, Mary Ann Robbert, Phillip Middleton, Kurda Mohammed. "A System Approach to Monitoring Financial Data Quality Assessment and Improvement," in Tthe 10th International Conference on Information Quality, November 2005.

Other
Matteo Tonello. "Emerging Governance Practices in Enterprise Risk Management". This is a research report commissioned by the Conference Board, NYC. I was a member of the working group who produced this report

Professional Memberships:
Conference Board Research Center

Scholarly Work in Progress:
Data Quality in Risk Management Systems.
The paper examines in detail a current risk management system from a very large financial institution and shows the impact of the organizational structure, systems structure, and perceived value of the information on the accuracy of the information.

New England Wood Pellet: A Teaching Case .
Dilemma: Where should expansion go beyond existing facilities that would further the growth not only of NEWP, but also alternative energy in the U.S? It appeared to Steve that growth of this industry relied on political will and training of the current and future labor force in green energy.

Study of the Effectiveness of Ethical Training.
The study will track the incoming freshmen class of 2013, beginning with a pretest of the students’ ethical proclivity as well as four posttests at the end of each academic year. The approach will include 2 methods: a Trading Room simulation focused on insider trading and a Defining Issues Test (DIT).

Other Activities:
"The Opportunities and Pitfalls of Technology in the Education of Women for Careers" National Association for Women in Education 1999 conference, Denver

"Use of Technology in the Insurance Industry", American Society for Business and Behavioral Science, Las Vegas

"Forecasting Volatility Over Various Forecasting Horizons" Southern Economics Association Meetings, Washington, D.C.

"Cross Currency Swap Rates and Deviations from Interest Rate Parity" The Financial Management Association, New York City

"The Impact of Regulatory News and Discount Rate Changes on the Time Varying Volatility of Interest Rate Swap Spreads" The International Association of Financial Engineers, New York City

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