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Short Bio & Research Interest
Short Bio & Research Interest
Monetary Policy Expectations and Yields, Macro-Finance Modeling, International Diversification and Risk Sharing
I am currently the Section Chief of Monetary and Financial Markets Analysis group at the Federal Reserve Board, largely responsible for yield curve modeling and deriving monetary policy expectations from financial market prices. Prior to joining the Board, I held positions as 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.
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