Welcome, I am a postdoctoral research associate affiliated with the Centre for Endowment Asset Management (CEAM) at Cambridge Judge Business School. I obtained my PhD in Finance and Econometrics from Warwick Business School.

Personal WebsiteLink opens in a new window

Research Interests

International Finance, Foreign Exchange, Fixed Income, and Decentralized Finance

Education

• 2023 - present: Postdoctoral Research Associate, Cambridge Judge Business School, University of Cambridge
• 2019 - 2023: PhD in Finance and Econometrics, Warwick Business School, University of Warwick
• 2021 -2022: Visiting Research Scholar, The PBC School of Finance, Tsinghua University
• 2017-2018: MSc Finance, Warwick Business School, University of Warwick
• 2014 - 2017: BSc Business Finance and Economics, University of East Anglia

Current Research

• Exchange Rate Risk and Foreign Discount in US Dollar BondsLink opens in a new window (Job Market Paper)
• Central Bank Swap Lines: Micro-Level EvidenceLink opens in a new window

with Gerardo Ferrara, Philippe Mueller and Ganesh Viswanath-Natraj

• Corporate Basis and Demand for U.S. Dollar AssetsLink opens in a new window

with Grace Xing Hu, Zhan Shi and Ganesh Viswanath-Natraj

• Blockchain Currency MarketsLink opens in a new window

with Angelo Ranaldo and Ganesh Viswanath-Natraj

• Price Discovery in Cryptocurrencies: Trades versus Liquidity ProvisionLink opens in a new window

with Roman Kozhan, Olga Klein and Ganesh Viswanath-Natraj

Work in Progress

• Foreign Exchange Jumps with Alexandros Kostakis, Brandon McBride, Lucio Sarno
• Currency Options Momentum with Philippe Mueller, Daniel Oliveira, Lucio Sarno

Supervisors

Professor Lucio Sarno, Professor Philippe Mueller and Dr. Ganesh Viswanath-Natraj

Seminar Teaching

• IB3570: Investment Management
• IB9Y60: Empirical Finance