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 agenda also discusses the relationship between fiscal policy and 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

Nancy R. Xu, Nancy Ran Xu, Nancy Xu

2021/12/03: Up-to-date indices of risk aversion and uncertainty! Link

2021/07/14: Updated paper "The Global Determinants of International Equity Risk Premiums" PDF SSRN

2021/12/03: Updated paper "Risk Aversion Propagation" PDF SSRN

2021/08/18: Updated paper "Risk, Monetary Policy and Asset Prices in a Global World" PDF SSRN