Policy expectations, Treasury yield curve and market functioning, macro-finance modeling, international diversificationÂ
I am currently the Economic and Policy Advisor to the President at the Federal Reserve Bank of Cleveland, largely focused on financial markets. Prior to joining the Cleveland Fed, I held positions as the Chief of Monetary and Financial Market Analysis section at the Board of Governors, Assistant Professor of Finance at Cornell University and Visiting Scholar at the Federal Deposit Insurance Corporation. I received my PhD in Finance from the Wharton School, University of Pennsylvania, as well as, MS in Computer and Information Systems and BA in Mathematics from University of Pennsylvania.
My research interest lie at the intersection of macroeconomics and finance. Currently, I am interested in deriving monetary policy expectations from financial market prices and surveys. My prior research has focused on understanding how international equity and bond prices can be used to reveal agent's valuation of risk and the potential gains from risk sharing, using consumption–based asset pricing models. I have also researched the role of financial institutions and regulations in facilitating international lending and capital markets, and the impact on the real economy.