Monika Piazzesi
| Monika Piazzesi | |
|---|---|
| Institutions |
University of California, Los Angeles University of Chicago Stanford University |
| Alma mater |
University of Bonn Stanford University |
| Doctoral advisor | Darrell Duffie[1] |
| Notable awards |
Germán Bernácer Prize, 2005 Elaine Bennett Research Prize, 2006 |
Monika Piazzesi is the Joan Kenney Professor of Economics at Stanford University. In 2005, when she was Assistant Professor at the University of Chicago Business School, she won the Germán Bernácer Prize[2][3] Her research focuses on asset pricing, especially related to bond markets and the term structure of interest rates.
Biography
Piazzesi received an undergraduate degree in economics from the University of Bonn in 1994 and her Ph.D. in economics from Stanford University in 2000 .[3] She then took the position of Assistant Professor at the University of California at Los Angeles, She joined the Chicago faculty in 2003 as Assistant Professor, and was promoted to Associate Professor in 2005 and full professor in 2006. She joined the Stanford faculty in 2008 as Professor of Economics, becoming the Joan Kenney Professor of Economics in 2010.[4]
Academic work
Her Bernácer Prize citation in 2005 cites her for having "developed a unified approach that improves our understanding of the connection between asset prices including bonds, equities and real estate and the institutional features of monetary policy and business cycles." [3]
Her most cited paper, "A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables" [5] has been cited 1046 times, according to Google Scholar [6] Her second-most cited paper, "Bond risk premia", has been cited 703 times.[6][7] She has an H-index of 21, with 21 of her papers being cited 21 times or more.[6]
She is also the author of 40 research reports for the National Bureau of Economic Research and several of the Federal Reserve Banks[8] she has been co-editor of Journal of Political Economy from 2006 to the present. From 2006-2008 she was Associate Editor of the American Economic Review,, and from 2005-2008, of the Economic Journal. From 2008 – 2011 she was an Affiliated Professor of the Ludwig-Maximilians-Universität München,
References
- ↑ Essays in monetary policy and asset pricing
- ↑ Bernacker Prize website
- 1 2 3 "GSB finance professor wins 2005 Bernácer Prize" Chicago Maroon May 9, 2006 .
- ↑ CV at Stanford
- ↑ A Ang, M Piazzesi "A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables" Journal of Monetary Economics 50 (4), 745-787
- 1 2 3 Google Scholar profile
- ↑ JH Cochrane, M Piazzesi "Bond risk premia", National Bureau of Economic Research, 2002
- ↑ WorldCat author record