Short Bio & Research Interest

International Finance and Macroeconomics, Diversification and Risk Sharing, International Banking

I am currently a Principal Economist with the Capital Markets group at the Federal Reserve Board. 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, within an international asset pricing framework. One line of my research is to understand 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 also explore the potential diversification opportunities in international bond markets, particularly as it relates to equity markets and the potential welfare losses due to home bias. Finally, I am interested in role of financial institutions and regulations in facilitating international lending and capital markets, and the impact on the real economy.

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