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.
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)
2025/03/16: Updated paper "Risk, Monetary Policy and Asset Prices in a Global World" PDF SSRN
2025/01/31: New paper "Fiscal Risk Perception: Evidence from Analyst Forecasts" PDF SSRN
2025/01/27: Updated paper "When Do FOMC Voting Rights Affect Monetary Policy?" PDF SSRN
(Recent conferences: 2025 ITAM Finance Conference, 2024 WFA, 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)
2024/10/27: Updated paper "Main Street's Pain, Wall Street's Gain" PDF SSRN
>> Forthcoming 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)
2024/10/08: Updated paper "Local Monetary Policy" PDF SSRN
(Recent conferences: 2025 University of Kentucky Finance Conference, 2025 UC Davis-NAPA
Conference, 2025 MFA, 2024 CUHK-RAPS-RCFS conference, 2024 Annual Boca-ECGI
Conference, 2024 CEPR annual Monetary Economics and Fluctuations Symposium, 2024 NFA,
2024 Stanford SITE, 2024 NTU finance conference, 2024 CUFE summer conference)
2024/05/16: New paper "Forecasting International Stock Market Variances" PDF SSRN
2025/04/11: Up-to-date indices of risk aversion and uncertainty! Link
2025/04/11: New page -- How does the market perceive the trade war on a daily basis?
2024/09/07: Nick, Steve, Jesus, Zheng, Bo, and I co-organized a SITE session "The Macroeconomics of Uncertainty and Volatility" at Stanford on September 4-6, 2024. Thanks all for coming! See you next year!
2024/02/09: I had a great time talking to Tim Philips (VoxTalks Economics); https://cepr.org/multimedia/main-streets-pain-wall-streets-gain: