Board of Governors of the Federal Reserve System
20th Street and Constitution Avenue NW
Washington, DC 20551. USA
[Last update June 2023, PDF]
2012 - 2018
2009 - 2011
2003 - 2007
Employment
Economist, Board of Governors of the Federal Reserve System
Research assistant, The World Bank . Office of the Chief Economist for Latin America
Research assistant, Inter-American Development Bank
2018 -
2011 - 2012
2009 - 2011
Academic Interests
Macroeconomics, Finance
Research
Who Should Buy Stocks When Volatility Spikes? [link]
Journal of Financial Markets, Vol. 60, Sep. 2022, 100702
Risk Sharing and the Term Structure of Interest Rates [link]
UCLA Marcia & Herbert Howard Macroeconomics Best Paper Award
Dimensional Fund Advisors Distinguished Paper Award
The Journal of Finance, Vol. 77, pp. 2331-2374, Aug. 2022.
A Macrofinance View of US Sovereign CDS Premiums [link]
(with Mike Chernov and Lukas Schmid).
Arthur Warga Best Fixed Income Paper Award SFS Cavalcade 2016
The Journal of Finance, Vol. 75, pp 2809-2844.
Liquidity Shocks, Business Cycles and Asset Prices [link]
(with Saki Bigio)
European Economic Review,Vol. 97, pp. 108-130, Aug. 2017.
Financial Intermediaries and The Yield Curve [link]
Why Does the Yield Curve Predict GDP Growth? The Role of Banks [link]
(with Min Wei and Camelia Minoiu)
Banks' Risk Exposures and the Zero Lower Bound [link]
Seminars and Conferences
2023: 16th Swiss Winter Conference on Financial Intermediation; FRB Internal Macro-Finance Workshop; FIRS (discussant)
2022: Bank of Israel; Temple University; FRB Research Seminar
2021: Yale Junior Conference (discussant); WFA; SED; WEAI
2020: Midwest Finance Association; FRB Board Macro-Asset Pricing Workshop; FRB Policy Scrum
2019: Adam Smith Workshops in Asset Pricing and Corporate Finance; Midwest Finance Association; SFS Cavalcade (discussant); San Francisco FED Research Scrum; 7th Conference on Fixed Income Markets;
2018: Fed Board; C.T. Bauer; UT Austin McCombs; Chicago Booth; Einaudi; Bocconi; Imperial College; Goldman Sachs Research; Pimco; St Louis Fed; Copenhagen Business School; Emerging Scholars in Banking and Finance conference; WFA (discussant);
2017: Tel-Aviv University; University of Haifa; The Hebrew University of Jerusalem; UCLA Anderson Brown Bag Seminar; UCSB Graduate Student Workshop; The Central Bank of the Argentine Republic; St. Louis Fed Seminar; Fed Board Financial Stability Seminar; Fed Board Monetary and Financial Market Analysis Seminar; TADC @ London Business School
2015-2016: NBER Asset Pricing Meeting; SITE Summer Workshop; Advances in MacroFinance Tepper-LAEF Conference
Honors, Awards, and Fellowships
Dimensional Fund Advisors Distinguished Paper Award
Federal Reserve Board Summer Fellowship
Federal Reserve Bank at Saint Louis Summer Fellowship
UCLA Marcia & Herbert Howard Fellowship Macroeconomics Proseminar Best Paper Award
Becker Friedman Institute MFM Summer Camp @ Bretton Woods
Dissertation Year Fellowship UCLA
Macro-Finance Society travel award
Princeton Macro-Finance Initiative
MIT Sloan Summer School
Graduate Student Fellowship UCLA
World Bank Vice Presidency Unit Team Award. Office of the Chief Economist for LAC
Annual Award on Economic Research. The Central Bank of Argentina
2022
2017
2017
2017
2017
2017
2016
2016
2015
2012-2016
2012
2008
Teaching
Financial Economics (Ms Applied Economics, Johns Hopkins University)
The Economics of Investments and Financial Management (Ms Applied Economics, Johns Hopkins University)
Financial Intermediaries and Financial Markets (Ms Applied Economics, Johns Hopkins University)
Quantitative Asset Management (MFE UCLA Anderson, Bernard Herskovic)
Financial Risk Management (MFE UCLA Anderson, Valentin Haddad)
Statistical Arbitrage (MFE UCLA Anderson, Olivier Ledoit)
Graduate Macro (UCLA Econ PhD, Gary Hansen)
Finance (UCLA, Instructor; Andy Atkeson)
Investments (UCLA, Pierre-Olivier Weill)
Statistics; Macroeconomics (UCLA)
Introduction to Economics (UCLA, UBA, UTDT)
Money and Banking; Econometrics (UBA)
References
Stanley M. Zimmerman Professor of Economics and Finance
UCLA Department of Economics
Email: andy@atkeson.net
Phone: +1 (866) 312 9770
Associate Professor of Finance
UCLA Anderson School of Business
Email: stavros.panageas@anderson.ucla.edu
Professor of Finance
UCLA Anderson School of Business
Email: mikhail.chernov@anderson.ucla.edu
Professor of Economics
UCLA Department of Economics
Email: poweill@econ.ucla.edu