I am a professor of finance at the Australian National University.

My research focuses on issues related to financial stability, fixed-income markets and macro finance. I have published in leading finance and economics journals including the Review of Financial Studies, Review of Finance, Journal of Monetary Economics and AEJ Macro. In 2020, I co-conceived the Across-the-Curve Credit Spread Index (AXI) and the Financial Conditions Credit Spread Index (FXI). 

My work has been featured in the Wall Street Journal and on CNBC Squawk Box, NPR Market Place and Reuters. I have presented my research at NBER workshops, the AFA, WFA, EFA and SED annual meetings, and in over 80 invited seminars. I was the recipient of an ARC Discovery Project grant, the ANU Futures Scheme grant, the PNC Professorship in Computational Finance, the GARP Research Management Award, the Fulbright Enterprise Scholarship, the Moody's research award, and NSF and NSA funding, among others. 

I hold a Ph.D. from Stanford University, a M.A. from Columbia University and a Diploma from the University of Kiel, Germany. Prior to joining ANU, I held academic appointments at NC State University, Carnegie Mellon University, and Cornell University.

ANU website