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.
Website Program (June 24, 2022) Call for Paper (April 15, 2022)
2023/03/19: Updated paper "Main Street's Pain, Wall Street's Gain" PDF SSRN
(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)
2023/03/05: Up-to-date indices of risk aversion and uncertainty! Link
2023/02/16: Updated paper "The Global Determinants of International Equity Risk Premiums" PDF SSRN
2023/01/04: Updated paper "Risk Aversion Spillover" PDF SSRN
2023/01/03: New paper "Do Analysts Act On Fiscal Spending?"
(Recent conferences: 2023 AEA)
2022/11/15: New 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)
2021/08/18: Updated paper "Risk, Monetary Policy and Asset Prices in a Global World" PDF SSRN