Welcome!
I am an Assistant Professor of Finance at the University of Delaware. I received my PhD in Finance from MIT Sloan in 2015.
My research interests include Asset Pricing, Credit Risk, International Finance, Labor and Macro-Finance. Please find my papers below.
Address:
Alfred Lerner College of Business and Economics,
University of Delaware,
Newark, DE
Website:
Email:
Publications
Time-varying Risk Premium and Unemployment Risk Across Age Groups [link]
Internet Appendix [link]
Joint with Indrajit Mitra
Review of Financial Studies, 2020, 33(8): 3624-3673.
Blog summary [link]
Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads [link]
Internet Appendix [link]
Joint with Hui Chen and Jun Yang
Journal of Financial Economics, 2021, 139(3): 770-799.
Working papers
Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates [link]
Internet Appendix [link]
Joint with Indrajit Mitra
This version: September 2020
Illiquidity in Sovereign Debt Markets [link]
Joint with Juan Passadore
This version: December 2020
Revise and resubmit, Journal of International Economics
Domestic Banking Fragility and Sovereign Debt Capacity [link]
This version: September 2017