Kenan-Flagler Business School
The University of North Carolina at Chapel Hill
McColl Building, Campus Box 3490
Chapel Hill, NC 27599-3490
My research interests are in macro-finance and banking. Prior to joining the PhD program in 2013, I worked at the Federal Reserve Board of Governors in their financial stability division.
“Assessing and Combining Financial Conditions Indexes” (with S. Aramonte and J. Schindler)
International Journal of Central Banking, Forthcoming
“Uncertainty-Induced Reallocaions and the Macroeconomy” (with R. Bansal, M.M. Croce, and W. Liao)
“Can CDS spreads enhance option-implied distributions? Evidence from the cross-section of stock returns” (with S. Aramonte, M.
Jahan-Parvar, and J. Schindler)
Works in Progress
“SIFI Regulation and Systemic Risk” (dissertation)
“Debt-Driven Crises in a Small Open Economy” (with M.M. Croce and M. Jahan-Parvar)
“Propagation of Real Uncertainty Shocks through Financial Intermediaries” (with T. Davydiuk and T.