Combines a theoretical extension of Albuquerque (2003) with bilateral gravity-model and IV evidence to show that geopolitically distant country pairs exhibit lower portfolio investment and substantially weaker sensitivity to VIX shocks.
Uses the Belarusian Premier League's COVID-era exposure shock as a natural experiment and a dynamic difference-in-differences event-study design to show that the resulting increase in attention was large but not persistent.
A course paper in asset pricing and functional analysis that develops a self-contained treatment of one-period pricing in L^2 and shows that the abstract Riesz-representation stochastic discount factor coincides with the discounted marginal-utility kernel from a one-period consumer problem.
PhD Econometrics I and II, PhD Macroeconomics I, Stochastic Processes, Introduction to Machine Learning, Real Analysis, Theoretical Linear Algebra, Economics Research Capstone
Programming: Python (pandas, NumPy, scikit-learn), R, SQL, Stata, Excel, JavaScript, HTML
Methods: Econometric modeling, fixed effects, dynamic panel data analysis, instrumental variables, event-study design, time series analysis, machine-learning-assisted text analysis
Languages: Spanish (professional working proficiency), Mandarin Chinese (limited working proficiency)