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.
2023/11/16: New paper "Local Monetary Policy" PDF (first draft coming soon)
(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)
>> Under revision for Journal of Financial Economics
>> Under revision for Quarterly Journal of Economics
(Recent conferences: 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, 2023 TAU Finance Conference)
2023/11/05: Up-to-date indices of risk aversion and uncertainty! Link
2023/09/08: I recently co-organized a Stanford SITE session "Session 12: The Macroeconomics of Uncertainty and Volatility" (Sept 6-8, 2023) with Nick Bloom, Steve Davis, Jesus Fernandez-Villaverde, Zheng Liu, and Bo Sun! You can find the program here: Link .......Hope to see you next year!