Welcome! I am an Assistant Professor of Finance at Boston College, Carroll School of Management, where I teach Data Analytics in Finance. I study the intersection of asset pricing, macro finance, and international finance through two distinctive research streams. My first research stream examines the measurement, the determinants, and the international spillovers of investor risk aversion and risk perception. My second research stream examines the relationship between fiscal policy and capital markets, with a unique focus on “Fiscal Policy Perception” by investors, analysts, and the public.
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​​I received my Ph.D. from Columbia Business School in 2018. In the summer of 2017, I interned at the Federal Reserve Bank of New York. Prior to my Ph.D., I received statistical training from Peter Guttorp. I am also a consultant for the European Central Bank in Frankfurt.
At the 2022 WFA in Portland, I proudly co-organized the 17th Early Career Women in Finance Conference.
Website Program (June 24, 2022) Call for Paper (April 15, 2022)
2024/04/08: Updated paper "Risk, Monetary Policy and Asset Prices in a Global World" PDF SSRN
2024/03/25: New paper "Local Monetary Policy" PDF SSRN
2024/02/26: Updated paper "Do the Voting Rights of Federal Reserve Bank Presidents Matter?" PDF SSRN​
(Recent conferences: 2023 Weinberg/ECGI Corporate Governance Symposium, 2023 UCLA Fink Center Conference, 13th NYU-LawFin/SAFE-ESCP BS Law & Banking/Finance Conference, 2023 European Summer Symposium in Financial Markets (ESSFM) CEPR, 2023 NFA, 2023
WAPFIN @ NYU Stern, 2024 WFA)
2024/01/25: Updated paper "Main Street's Pain, Wall Street's Gain" PDF SSRN
>> Revise &Resubmit at Journal of Financial Economics
(Recent conferences: NBER SI Asset Pricing, Stanford SITE ``New Frontiers in Asset Pricing'', Stanford SITE ``The Macroeconomics of Uncertainty and Volatility'', Chicago Booth asset pricing
conference, 2023 AFA, 2023 MFA, 2023 Kentucky Finance Conference, CEPR Paris Symposium)
2023/11/07: Updated paper "The Global Determinants of International Equity Risk Premiums" PDF SSRN
>> Available online now at Management Science, Online Appendix, Article
2023/01/04: Updated paper "Risk Aversion Spillover" PDF SSRN
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2024/04/01: Up-to-date indices of risk aversion and uncertainty! Link
2024/03/01: Nick, Steve, Jesus, Zheng, Bo, and I will co-organize a SITE session "The Macroeconomics of Uncertainty and Volatility" at Stanford on September 4-6, 2024. The deadline is June 1, 2024. Link to submit!
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2024/02/09: I had a great time talking to Tim Philips (VoxTalks Economics); https://cepr.org/multimedia/main-streets-pain-wall-streets-gain: