Conor Donohoe
Hi, I’m Conor Donohoe, a Temple University student majoring in Mathematical Economics. My research interests center on international macrofinance, cross-border capital flows, balance of payments crises, and the global financial cycle, with a particular interest in how financial shocks propagate across countries and into the real economy.
My recent work combines international finance, macroeconomics, and applied empirical methods. I currently work as a research assistant at Temple University, where I use text analysis and industry-level data to study trade negotiations, and I will join the Federal Reserve Bank of Philadelphia as a Credit Research Intern in June 2026. I have completed PhD Econometrics I and II and PhD Macroeconomics I at Temple, and I maintain a 4.0 GPA.
Research Interests
- International macrofinance and the transmission of financial shocks to the real economy
- Cross-border capital flows and the global financial system as a network
- Balance of payments crises and their macroeconomic consequences
- The global financial cycle
Selected Research
- Geopolitical Distance and the Sensitivity of Bilateral Capital Flows to Global Risk: Extends Albuquerque’s model of cross-border investment and estimates a bilateral gravity model with fixed effects and IV methods to show that geopolitically distant country pairs have lower portfolio flows and substantially weaker sensitivity to VIX shocks. This paper won the Norman and Ruth Sun Memorial Writing Prize.
- The Popularity Effects of Soccer Leagues Remaining Active During COVID Lockdowns: Uses the Belarusian Premier League’s decision to remain active during COVID lockdowns as a natural experiment and finds, through a dynamic difference-in-differences design with Google Trends data, that the resulting popularity shock was large but transitory. I was invited to present this project at Temple’s Undergraduate Research Symposium in March 2026.
Course Papers
- No-Arbitrage Linear Pricing, the Riesz Representation Theorem, and the Stochastic Discount Factor: A course paper in asset pricing and functional analysis that develops a self-contained Hilbert-space treatment of one-period pricing in $L^2$ and links the abstract linear-pricing representation to the standard marginal-utility stochastic discount factor. The full paper will be posted after course submission is complete.
More detail on these projects is available on the Research page, and a fuller academic summary is available on the CV page.
Experience and Training
- Research Assistant, Temple University, with Professor Olga Timoshenko, November 2025 to June 2026: conducting text analysis of trade-negotiation news, building an automated sentiment pipeline, and linking article-level information to industry-level trade data.
- Incoming Credit Research Intern, Federal Reserve Bank of Philadelphia, June 2026 to September 2026.
- Economics Department Tutor, Temple University, January 2026 to May 2026: tutoring undergraduate students in introductory and intermediate microeconomics and macroeconomics.
Awards and Presentations
- Winner, Norman and Ruth Sun Memorial Writing Prize, for Geopolitical Distance and the Sensitivity of Bilateral Capital Flows to Global Risk.
- Invited presenter, Temple Undergraduate Research Symposium, March 2026, for The Popularity Effects of Soccer Leagues Remaining Active During COVID Lockdowns.
