• International 50%-74% • Western Europe/European Union (EU) 25%-49%
Languages:
• Russian (elementary proficiency)
Specialization:
Asset pricing and investments; international finance and emerging markets; econometrics and statistics; macroeconomics
Relevant Experience:
• 2013-2013 Tsinghua University visiting scholar • 2012-2013 Indian School of Business - visiting scholar • 2011-2013 Central Bank of Peru - visiting scholar • 2011-2011 Ennuadi Institute - visiting scholar • 2010-2010 Chinese University of Hong Kong - visiting scholar • 2000-2001 Economist Federal Reserve Board
Distinctions:
Teaching Excellence Award, MBA for Executives (2009, 2010); HEC-Paris Hedge Fund Research Grant (2010-2011)
Dissertations and Theses Supervised in Past 5 Years:
3
Relevant Courses Taught:
• BUSI 796 The United States and the European Union: Partners or Rivals?; Politics of the European Union; Intro to Politics in Western Europe; Politics of the European Community; European integration; Global Issues; Comparative Politics
Recent Publications:
• 2014 2014 (forthcoming). “Political Risk Spreads.” Co-authored with Geert Bekaert, Campbell R. Harvey, and Stephan Siegel. Journal of International Business Studies.
• 2014 2014 (forthcoming). “Why do Term Structures in Different Countries Co-Move?.” Co-authored with Pab Jotikasthira and Anh Le,. Journal of Financial Economics.
• 2013 “The European Union, the Euro, and Equity Market Integration.” Co-authored with Geert Bekaert, Campbell R. Harvey, and Stephan Siegel. Journal of Financial Economics 109.58: 3-603.
• 2012 “Asset Fire Sales and Purchases and the International Transmission of Financial Shocks.” Co-authored with Tarun Ramadorai and Pab Jotikasthira. Journal of Finance 67: 2015-2050.
• 2007 "Behind the Boom: The Risks of Emerging Markets," Canadian Investment Review, 2007, 20, 22-26.
• 2007 "Global Growth Opportunities and Market Integration," (with Geert Bekaert, Campbell R. Harvey, and Stephan Siegel), Journal of Finance, 2007, 62, 1081-1137.
• 2006 "Growth Volatility and Equity Market Liberalization," (with Geert Bekaert and Campbell R. Harvey) Journal of International Money and Finance, 2006, 25, 370-403.
• 2005 "Does Financial Liberalization Spur Growth," with Geert Bekaert (Columbia) and Campbell R. Harvey (Duke), Journal of Financial Economics, 2005, 77, 3-56.
• 2003 "Equity Market Liberalization in Emerging Markets," (with Geert Bekaert and Campbell R. Harvey), Journal of Financial Research 2003 (Fall). Also pubslihed in The Federal Reserve Bank of St. Louis Review, July/August 2003, Volume 85, Number 4 -- prepared for 27th Annual Economic Policy Conference, Finance and Real Economic Activity.
• 2002 "Market Efficiency, Fundamental Values, and the Size of the Risk Premium in Global Equity Markets," (lead article) with Ravi Bansal (Duke), Journal of Econometrics, 2002, 109, 195-237.
• 2001 "Emerging Equity Markets and Economic Development," with Geert Bekaert (Columbia) and Campbell R. Harvey (Duke), Journal of Development Economics 2001, 66, 465-504.
• 1999 "Brazil in Crisis" with Campbell R. Harvey (Duke) and Diego Valderrama (Duke), Emerging Markets Quarterly 1999, Spring, 4-9.
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