Photo of Ram Yamarthy

Ram Yamarthy

Contact Information

Address: 2403 SH-DH, 3620 Locust Walk, Philadelphia, PA 19104
Email: yamarthy@wharton.upenn.edu

Overview

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
 

 

 

Research

Research

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
 
Research Fellowships:
 
Mathieu Taschereau-Dumouchel (Summer 2012)
David Backus (Summer: 2009, 2010)
Thomas Sargent (Summer 2010)

Awards And Honors

  • AFA Doctoral Travel Grant, 2015
  • Jacobs Levy Equity Management Dissertation Fellowship in Quantitative Finance, 2014
  • Mark Bertus Prize (Best Paper) -- Journal of Undergraduate Research in Finance, 2011
  • Beta Gamma Sigma, 2011
  • Univ. of Penn Dean's Fellowship for Distinguished Merit, 2011-2015

Teaching

Undergraduate / MBA:

FNCE 101 (TA) -- Monetary Economics & Gloabl Environment

FNCE 393/893 (TA) -- Global Monetary Policy & Financial Stability Policy

PhD:

FNCE 937 (TA) -- Quantitative Macro-Finance

FNCE 921 (TA) -- Empirical Methods in Finance