Welcome! I am an Assistant Professor of Finance at Boston College, Carroll School of Management, where I teach Data Analytics in Finance. My research focuses on the identification of the dynamics of risk aversion (price of risk) and economic uncertainties (amount of risk) and their effects on both domestic and international asset markets. My recent stream of research also discusses the relationship between fiscal policy and the financial market.
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.
I co-organized the 17th Early Career Women in Finance Conference at the 2022 WFA in Portland, OR.
2022/11/06: Up-to-date indices of risk aversion and uncertainty! Link
(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)