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)

Nancy Xu, Nancy R Xu, Nancy R. Xu

2022/11/15: New paper "Do the Voting Rights of Federal Reserve Bank Presidents Matter?" PDF SSRN

2022/11/06: Up-to-date indices of risk aversion and uncertainty! Link

2022/11/06: Updated paper "Risk Aversion Spillover" PDF SSRN

2022/07/28: 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)

2022/07/12: Updated paper "The Global Determinants of International Equity Risk Premiums" PDF SSRN

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