Bio


I joined ANU as a Professor in Finance in 2016. My research focuses on the theoretical and empirical analysis of different sources of delinquency risk: corporate credit risk, mortgage default risk and fiscal risk. 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. 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 60 invited seminars. I was the recipient of the ANU Futures Scheme, 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.