Welcome! I am an Assistant Professor of Finance at Boston College, Carroll School of Management, where I teach Data Analytics in Finance.
My primary research interests are Asset Pricing and Financial Econometrics; recently, I am exploring Behavioral Macroeconomics and its implications in Finance using Big Data. My current working papers focus 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.
I received my Ph.D. from Columbia Business School in 2018. In the summer of 2017, I was selected as a Ph.D. intern at the Federal Reserve Bank of New York. Prior to my Ph.D., I received statistical training from Peter Guttorp.
[Data, 20190909]: I recently made the 6 uncertainty state variables (upside and downside real, inflation, and short rate uncertainties) from my paper "Global Risk Aversion and International Return Comovements" available here
[Data, 20190124]: We recently made our daily and monthly BEX risk aversion and economic uncertainty indices available here