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Ram Yamarthy

I am a 5th Year PhD Student in the Finance Department. My research interests are broadly in the intersection of financial markets and macroeconomic movements.  

Research Interests:

Macro-Finance (Asset Pricing, Dynamic Corporate Finance), Term Structure of Interest Rates, Time Series Econometrics, Policy-related Issues

Previous Education: 

Stern School of Business, New York University (2007 - 2011)

B.S. in Economics, B.A. in Mathematics (Magna Cum Laude)

Working Papers:

"Monetary Policy Risks in the Bond Markets and Macroeconomy" (with Ivan Shaliastovich)

"Carlstrom and Fuerst meets Epstein and Zin: the Asset Pricing Implications of Contracting Frictions" (with João Gomes and Amir Yaron)

Work-in-Progress:

"Investor Sentiment and Business Cycle Co-Movements" (with Mark Clements)

Publications:
 
"The Effect of Credit Shocks on Bond Yields" -- Best Paper Award, Journal of Undergraduate Research in Finance 2011