Finance, International Finance, Macroeconomics; Asset Pricing, Incomplete Markets, Contract design, International Risk Sharing

Ph.D. in Economics, Yale University (December, 1995)
M.Phil.in Economics, Yale University (1991)
M.A. in Economics, Yale University (1991)
B.A. in Economics, University of Connecticut (Honors Scholar, Summa Cum Laude 1989)

BSI Gamma Foundation Research Grant, 2001
Cowles Foundation Research Fellowship, Fall 2000
Yale University Fellowship 1990-1993
Phi Beta Kappa 1989
Phi Kappa Phi Honors Society 1988
Alpha Lambda Delta Honors Fraternity 1986
Louis Traurig Scholarship, 1987
Louis Traurig Scholarship, 1988
Honors Scholar, University of Connecticut, 1989
Summa Cum Laude, University of Connecticut, 1989
Husky Ambassador, 1986

Visiting Fellow, Yale University, September 2000- present

Visiting Assistant Professor, Yale University, September 1998- June 2000
Taught Graduate (Ph.D.) Financial Economics I and II, Undergraduate Finance and Topics in International Finance

Assistant Professor, Iowa State University, September 1995-May 1998
Taught graduate (Ph.D.) level International Finance, Core (Ph.D.) Macroeconomic Theory course, Masters level macroeconomics and undergraduate money and banking

Teaching Assistant, Yale University, 1992-1995, Intermediate Macroeconomics, Finance, International Trade

Publications

"World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," (with Robert J. Shiller), American Economic Review, forthcoming, 2000.

"Risksharing Within the United States: What have Financial Markets and Fiscal Federalism Accomplished?" (with Eric Van Wincoop), Review of Economics and Statistics, forthcoming, 2000.

"The Significance of the Market Portfolio" (with Robert J. Shiller), The Review of Financial Studies, 2000, 13(2), 301-329.

"Growth Uncertainty and Risksharing" (with Eric Van Wincoop), Journal of Monetary Economics, 2000, 45, 477-505.

"Macro Markets and Financial Security" (with Robert J. Shiller and Eric Van Wincoop), Economic Policy Review, Federal Reserve Bank of New York, April, 1999.

"International Portfolio Diversification and Gains in Efficiency: Can New Assets Help," Journal of International Financial Markets, Institutions and Money, 1996

 

Working Papers

"Asset Pricing From Primitives," Yale University Working Paper, 2000.

"Asset Markets Innovation: Designing Indexes to Share Risk," Working Paper, 1997.

"Risk, Macroeconomic Equilibrium and Debt Neutrality," Working Paper, 1998.

"World Income Components: Measuring and Exploiting International Risk Sharing Opportunities" (with Robert J. Shiller), NBER Working Paper no. 5095, 1995.

 

Work in Progress:

Consumption, Savings and Portfolio Decisions in Infinite Horizon Incomplete Markets Economies.

"World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," The sixth Stony Brook Summer Festival on Game Theory, Summer 1995.

"World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," The AEA winter meetings in San Francisco, January 1996.

"Creating Markets for International Consumption Risk Sharing," Summer Meetings, Society for Economic Dynamics, 1996.

"Creating Markets for International Consumption Risk Sharing," North American Econometric Society Meetings, Summer 1996.

Discussant: North American Econometric Society Meetings, Summer 1996.

"The Significance of the Market Portfolio," Summer Meetings, Society for the Advancement of Economic Theory, 1997.

"The Significance of the Market Portfolio," Summer Meetings, North American Econometric Society Meetings, Summer 1997.

"Growth Uncertainty and Risk Sharing," Summer Meetings, North American Econometric Society Meetings, Summer 1997.

Discussant: North American Econometric Society Meetings, Summer 1997.

"The Significance of the Market Portfolio," NBER Asset Pricing Meeting, November 1997.

"Growth Uncertainty and Risk Sharing," 22nd Annual Spring Research Seminar sponsored by CBOT, TIAA-CREF Pension and Economic Research and Depaul University, May 1998.

"World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," Yale University, Department of Economics, September 1999.

"World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," Yale University, School of Management, November 1999.

American Economic Review
The Journal of Econometrics

National Science Foundation Grants